Related papers: Quaternionic Brownian windings
In this article we establish some estimates related to the Gaussian densities and to Hermite polynomials in order to obtain an almost sure estimate for each term of the It\^{o}-Wiener expansion of the self-intersection local times of the…
We consider an inverse variational problem for the lines of constant curvature in (pseudo-)Euclidean two-, three-, and four-dimensional spaces. The accumulated results are physically meaningful in the case of relativistic mechanics of…
We study the asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time Z_t:= X_{Y_t}, t >= 0, where X is a fractional Brownian motion and Y is an independent Brownian motion.
We give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point process of large intensity on the plane. This allows us to give…
We investigate the thermodynamics of dyonic hairy black holes in flat spacetime when the asymptotic value of the scalar field is not fixed. We use the quasilocal formalism of Brown and York and corresponding boundary terms that make the…
In this thesis, we study asymptotic properties of the standard branching Brownian motion, with a specific emphasis on the additive martingales at high temperature. We start by presenting classic and fundamental tools for our investigation.…
We present an approach for obtaining eigenfunctions of periodically driven time-dependent Hamiltonians. Assuming an approximate scale separation between two spatial regions where different potentials dominate, we derive an explicit…
While real Hamiltonian mechanics and Hermitian quantum mechanics can both be cast in the framework of complex canonical equations, their complex generalisations have hitherto been remained tangential. In this paper quaternionic and…
We consider waves propagating in a randomly layered medium with long-range correlations. An example of such a medium is studied in \citeMS and leads, in particular, to an asymptotic travel time described in terms of a fractional Brownian…
A multidimensional Brownian motion with partial reflection on a hyperplane $S$ in the direction $qN+\alpha $, where $N$ is the conormal vector to the hyperplane and $q\in [-1,1], \alpha \in S$ are given parametres, is constructed and this…
Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…
This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.
We extend to the vector-valued situation some earlier work of Ciesielski and Roynette on the Besov regularity of the paths of the classical Brownian motion. We also consider a Brownian motion as a Besov space valued random variable. It…
We obtain general results on the dynamics of exactly conical geometries, where we use the notion of boundaries at infinity to characterize asymptotic behavior. As we demonstrate in examples, these notions also apply to smooth geometries…
Schreiber and Yukich [Ann. Probab. 36 (2008) 363-396] establish an asymptotic representation for random convex polytope geometry in the unit ball $\mathbb{B}^d, d\geq2$, in terms of the general theory of stabilizing functionals of Poisson…
Rotations on the 3-dimensional Euclidean vector-space can be represented by real quaternions, as was shown by Hamilton. Introducing complex quaternions allows us to extend the result to elliptic and hyperbolic rotations on the Minkowski…
A recent paper [CGT] studies the evolution of star-shaped mean convex hypersurfaces of the Euclidean space by a class of nonhomogeneous expanding curvature flows. In the present paper we consider the same problem in the real, complex and…
At an elementary level, we present some non-perturbative aspects of non-abelian gauge theories in four dimensional space-time. Some rigorous results have been obtained in the framework of supersymmetric theories, and a very rich physics…
This paper provides information about the asymptotic behavior of a one-dimensional Brownian polymer in random medium represented by a Gaussian field $W$ on ${\mathbb{R}}_+\times{\mathbb{R}}$ which is white noise in time and function-valued…
We study the geometrical influence on the Brownian motion over curved manifolds. We focus on the following intriguing question: what observables are appropriated to measure Brownian motion in curved manifolds? In particular, for those…