Related papers: Simultaneous boundary hitting by coupled reflected…
It is known that the $2+1$d single Majorana fermion theory has an anomaly of the reflection, which is canceled out when 16 copies of the theory are combined. Therefore, it is expected that the reflection symmetric boundary condition is…
We study two-dimensional classically integrable field theory with independent boundary condition on each end, and obtain three possible generating functions for integrals of motion when this model is an ultralocal one. Classically…
We prove that the self-intersection local times for generalized grey Brownian motion $B^{\beta,\alpha}$ in arbitrary dimension $d$ is a well defined object in a suitable distribution space for $d\alpha<2$.
A free non-relativistic particle moving in two dimensions on a half-plane can be described by self-adjoint Hamiltonians characterized by boundary conditions imposed on the systems. The most general boundary condition is parameterized in…
We discuss chains of interacting Brownian motions. Their time reversal invariance is broken because of asymmetry in the interaction strength between left and right neighbor. In the limit of a very steep and short range potential one arrives…
We study Brownian motion perturbed by a long range self-interaction. We provide variance bounds in terms of the spatial interaction strength and the order of time decay.
We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…
We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…
The purpose of this article is to compute the expected first exit times of Brownian motion from a variety of domains in the Euclidean plane and in the hyperbolic plane.
We study the stationary reflected Brownian motion in a non-convex wedge, which, compared to its convex analogue model, has been much rarely analyzed in the probabilistic literature. We prove that its stationary distribution can be found by…
We consider a gas of independent Brownian particles on a bounded interval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each…
We develop a systematic approach to boundary conditions that break bulk symmetries in a general way such that left and right movers are not necessarily connected by an automorphism. In the context of string compactifications, such boundary…
We establish the scaling limit of a class of boundary random walks to the full spectrum of Brownian-type processes on the half-line. By solving the associated martingale problem and employing weak convergence techniques, we prove that under…
In critical loop models, we define diagonal boundaries as boundaries that couple to diagonal fields only. Using analytic bootstrap methods, we show that diagonal boundaries are characterised by one complex parameter, analogous to the…
We consider quadrangulations with a boundary and derive explicit expressions for the generating functions of these maps with either a marked vertex at a prescribed distance from the boundary, or two boundary vertices at a prescribed mutual…
The Lie groups $SU(2)$ and $SL(2,\mathbb{R})$ can be viewed as model spaces in subRiemannian geometry. Coupling two subelliptic Brownian motions on $SU(2)$ (resp. $SL(2,\mathbb{R})$) consists in coupling two Brownian motions on the sphere…
Coupled grain boundary (GB) motion has been studied in a two-dimensional tricrystal where a cylindrical grain is embedded at the center of the planar GB of a large bicrystal. Kinetic relations for GB dynamics, grain orientations, and…
The balance held by Brownian motion between temporal regularity and randomness is embodied in a remarkable way by Levy's forgery of continuous functions. Here we describe how this property can be extended to forge arbitrary dependences…
We study the problem of estimating a compact set $S\subset \mathbb{R}^d$ from a trajectory of a reflected Brownian motion in $S$ with reflections on the boundary of $S$. We establish consistency and rates of convergence for various…
The familiar cascade measures are sequences of random positive measures obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values.…