Related papers: Polyharmonic functions and random processes in con…
Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…
Geometric Brownian motion is an exemplary stochastic processes obeying multiplicative noise, with widespread applications in several fields, e.g. in finance, in physics and biology. The definition of the process depends crucially on the…
We explore the link between combinatorics and probability generated by the question "What does a random parking function look like?" This gives rise to novel probabilistic interpretations of some elegant, known generating functions. It…
Our concern in this paper is to study the qualitative properties for harmonic functions related to the fractional Laplacian. Firstly we classify the polynomials in the whole space and in the half space for the fractional Laplacian defined…
A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…
This paper examines solutions to the Laplace equation using analytical techniques, including separation of variables and the Poisson integral formula, and probabilistic methods, such as Brownian motion. We address applications to imaging,…
The Macdonald symmetric functions are used to define measures on the set of all partitions of all integers. Probabilistic algorithms are given for growing partitions according to these measures. The case of Hall-Littlewood polynomials is…
The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…
Quantum walks on graphs can model physical processes and serve as efficient tools in quantum information theory. Once we admit random variations in the connectivity of the underlying graph, we arrive at the problem of percolation, where the…
We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…
We propose a systematic construction of signed harmonic functions for discrete Laplacian operators with Dirichlet conditions in the quarter plane. In particular, we prove that the set of harmonic functions is an algebra generated by a…
We investigate random compact sets with random functions defined thereon, such as polynomials, rational functions, the pluricomplex Green function and the Siciak extremal function. One surprising consequence of our study is that randomness…
Pluri-Lagrangian systems are variational systems with the multi-dimensional consistency property. This notion has its roots in the theory of pluriharmonic functions, in the Z-invariant models of statistical mechanics, in the theory of…
We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C2 locally. We further explain that random functions generated via DBM show an unstable growth as the traversed…
Consider $a$ particles performing simple, symmetric, non-intersecting random walks, starting at points $2(j-1)$, $1\le j\le a$ at time 0 and ending at $2(j-1)+c-b$ at time $b+c$. This can also be interpreted as a random rhombus tiling of an…
In this paper, it is shown that every polynomial function is mixed monotone globally with a polynomial decomposition function. For univariate polynomials, the decomposition functions can be constructed from the Gram matrix representation of…
We study eigenvalues and eigenfunctions of the Laplacian on the surfaces of four of the regular polyhedrons: tetrahedron, octahedron, icosahedron and cube. We show two types of eigenfunctions: nonsingular ones that are smooth at vertices,…
Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The…
We analyze a random walk strategy on undirected regular networks involving power matrix functions of the type $L^{\frac{\alpha}{2}}$ where $L$ indicates a `simple' Laplacian matrix. We refer such walks to as `Fractional Random Walks' with…
The general purpose of this paper is to investigate the notion of "pluriharmonics" for the general potential theory associated to a convex cone $F\subset {\rm Sym}^2({\bf R}^n)$. For such $F$ there exists a maximal linear subspace $E\subset…