Related papers: The Brownian disk viewed from a boundary point
We show that a complete Riemannian manifold with boundary is uniquely determined, up to an isometry, by its distance difference representation on the boundary. Unlike previously known results, we do not impose any restrictions on the…
In a series of recent preprints, we have proven that with probability one the Hausdorff dimension on the outer boundary of planar Brownian motion is 4/3, confirming a conjecture by Mandelbrot. It is also shown that the Hausdorff dimension…
We present the viewpoint of treating one-dimensional band structures as Riemann surfaces, linking the unique properties of non-Hermiticity to the geometry and topology of the Riemann surface. Branch cuts and branch points play a significant…
The branching Brownian sausage in $\mathbb{R}^d$ was defined by Engl\"ander in [Stoch. Proc. Appl. 88 (2000)] similarly to the classical Wiener sausage, as the random subset of $\mathbb{R}^d$ scooped out by moving balls of fixed radius with…
Many studies on microscopic systems deal with Brownian particles embedded in media whose densities are different from that of the particles, causing them either to sink or float. The proximity to a wall modifies the friction force the…
We investigate yet another approach to understand the limit behaviour of Brownian motion conditioned to stay within a tubular neighbourhood around a closed and connected submanifold of a Riemannian manifold. In this context, we identify a…
The Schwarzian derivative provides a classical analytic measure of how far a holomorphic map of the disk is from being M\"obius, with Nehari's bounds giving sharp criteria for univalence. Independently, Thurston introduced a geometric…
The paper identifies families of quasi-stationary initial conditions for infinite Brownian particle systems within a large class and provides a construction of the particle systems themselves started from such initial conditions. Examples…
In this paper, we study the asymptotic behavior of the number of crossings by a one-dimensional diffusion of a threshold where the process exhibits stickiness. We distinguish three types of crossings and show that to each type corresponds a…
We present lower estimates for the best constant appearing in the weak $(1,1)$ maximal inequality in the space $(\R^n,\|\cdot\|_{\iy})$. We show that this constant grows to infinity faster than $(\log n)^{1-o(1)}$ when $n$ tends to…
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 discuss the distributions of three functionals of the free Brownian bridge: its $\L^2$-norm, the second component of its signature and its L\'evy area. All of these are freely infinitely divisible. We introduce two representations of the…
The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $\mathsf{GL}(N;\mathbb{C}),$ in the sense of $\ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution…
We consider the Brownian directed polymer in Poissonian environment in dimension 1+1, under the so-called intermediate disorder regime, which is a crossover regime between the strong and weak disorder regions. We show that, under a…
In a previous paper we have constructed a family of processes, starting from a set of independent standard Poisson processes, that has realizations that converge almost surely to the Brownian sheet, uniformly in the unit square. Now, a rate…
We present a further analysis of the fragmentation at heights of the normalized Brownian excursion. Specifically we study a representation for the mass of a tagged fragment in terms of a Doob transformation of the 1/2-stable subordinator…
The frontier of a planar Brownian motion is the boundary of the unbounded component of the complement of its range. In this paper we find the Hausdorff dimension of the set of double points on the frontier.
This article shows a Bessel bridge representation for the transition density of Brownian motion on the Poincare space. This transition density is also referred to as the heat kernel on the hyperbolic space in differential geometry…
We prove that the free Boltzmann quadrangulation with simple boundary and fixed perimeter, equipped with its graph metric, natural area measure, and the path which traces its boundary converges in the scaling limit to the free Boltzmann…
We study the Poisson bracket invariant, which measures the level of Poisson noncommutativity of a smooth partition of unity, on closed symplectic surfaces. Motivated by a general conjecture of Polterovich and building on preliminary work of…