Related papers: Polyharmonic functions and random processes in con…
Random walk spaces are a general framework for the study of PDEs. They include as particular cases locally finite weighted connected graphs and nonlocal settings involving symmetric integrable kernels on $\mathbb{R}^N$. We are interested in…
The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…
We simplify the proof of some widely used theoretical theorems, extending their applicability, while correcting some erroneous results. We also generalize key results and present new results that contribute to the development of the theory.…
Active Brownian Particles are self-propelled particles that move in a dissipative medium subject to random forces, or noise . Additionally, they can be confined by an external field and/or they can interact with one another. The external…
We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…
Lyons and Sullivan have shown how to discretize harmonic functions on a Riemannian manifold $M$ whose Brownian motion satisfies a certain recurrence property called $\ast$-recurrence. We study analogues of this discretization for tensor…
We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining information about the chance of the exit place having large magnitude. Along the way, we determine the joint distribution of the exit time and exit…
A lot of efforts have been devoted in the last decade to the investigation of the high-frequency behaviour of geometric functionals for the excursion sets of random spherical harmonics, i.e., Gaussian eigenfunctions for the spherical…
In even-dimensional Euclidean space for integer powers of the Laplacian greater than or equal to the dimension divided by two, a fundamental solution for the polyharmonic equation has logarithmic behavior. We give two approaches for…
We study orbital functions associated to finitely generated geometrically infinite Kleinian groups acting on the hyperbolic space $\mathbb{H}^3$, developing a new method based on the use of the Brownian motion. On the way, we give some…
We study the asymptotic behaviour of a properly normalized time changed Wiener processes. The time change reflects the fact that we consider the Laplace operator (which generates a Wiener process) multiplied by a possibly degenerate…
The relaxation function is the cornerstone to perform calculations in weakly driven processes. Properties that such a function should obey are already established, but the difficulty in its calculation is still an issue to be overcome. In…
We consider the group of permutations of the vertices of a lattice. A random walk is generated by unit steps that each interchange two nearest neighbor vertices of the lattice. We study the heat equation on the permutation group, using the…
Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected…
Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…
We prove that bounded harmonic functions of anisotropic fractional Laplacians are H\"older continuous under mild regularity assumptions on the corresponding L\'evy measure. Under some stronger assumptions the Green function, Poisson kernel…
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…
We establish a central limit theorem, a local limit theorem, and a law of large numbers for a natural random walk on a symmetric space $M$ of non-compact type and rank one. This class of spaces, which includes the complex and quaternionic…
We construct N-harmonic functions in a domain with one isolated singularity on the boundary of the domain. By using solutions of the spherical p-harmonic spectral problem, we give an inductive method to produce a large variety of separable…
We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…