Related papers: The Brownian disk viewed from a boundary point
We obtain explicit solutions for the density $\varphi_T$ of the first-time $T$ that a one-dimensional Brownian process $B$ reaches the twice, continuously differentiable moving boundary $f$ and such that $f''(t)\geq 0$ for all $t\in…
We study a correlated Brownian motion in two dimensions, which is reflected, stopped or killed in a wedge represented as the intersection of two half spaces. First, we provide explicit density formulas, hinted by the method of images. These…
For non-negative integers $(d_n(k))_{k \ge 1}$ such that $\sum_{k \ge 1} d_n(k) = n$, we sample a bipartite planar map with $n$ faces uniformly at random amongst those which have $d_n(k)$ faces of degree $2k$ for every $k \ge 1$ and we…
The Brownian map is a random sphere-homeomorphic metric measure space obtained by "gluing together" the continuum trees described by the $x$ and $y$ coordinates of the Brownian snake. We present an alternative "breadth-first" construction…
This paper contributes to foundations of the geometric measure theory in the infinite dimensional setting of the configuration space over the Euclidean space $\mathbb R^n$ equipped with the Poisson measure $\pi$. We first provide a rigorous…
We are interested on the statistics of the duration of Brownian diffusions started at distance \epsilon from a given boundary and stopped when they hit back the interface.
We prove an infinite dimensional integration by parts formula on the law of the modulus of the Brownian bridge $BB=(BB_t)_{0 \leq t \leq 1}$ from $0$ to $0$ in use of methods from white noise analysis and Dirichlet form theory. Additionally…
We consider non-colliding Brownian lines above a hard wall, which are subject to geometrically growing (given by a parameter $\lambda>1$) area tilts, which we call the $\lambda$-tilted line ensemble (LE). The model was introduced by Caputo,…
A pair of probability distributions over $\{0,1\}^n$ is said to be $(k,\delta)$-wise indistinguishable if all of the size $k$ marginals are within statistical distance at most $\delta$. Previous works introduced this concept and study when…
This paper concerns the intermediate dimensions, a spectrum of dimensions that interpolate between the Hausdorff and box dimensions. Potential theoretic methods are used to produce dimension bounds for images of sets under H\"older maps and…
We make a rigorous analysis of the existence and characterization of the free boundary related to the optimal stopping problem that maximizes the mean of an Ornstein--Uhlenbeck bridge. The result includes the Brownian bridge problem as a…
Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…
Using uniformization, Cantor type sets can be regarded as boundaries of rooted trees. In this setting, we show that the trace of a first-order Sobolev space on the boundary of a regular rooted tree is exactly a Besov space with an explicit…
We generalize the notion of non-crossing partition on a disk to general surfaces with boundary. For this, we consider a surface $\Sigma$ and introduce the number $C_{\Sigma}(n)$ of non-crossing partitions of a set of $n$ points laying on…
Recently, a tree bijection has been found for planar hyperbolic surfaces, which allows for an easy computation of the Weil--Petersson volumes, and opens the path to get distance statistic on random hyperbolic surfaces and to find scaling…
We investigate the large scale structure of certain sojourn sets of one dimensional Brownian motion within two-sided moving boundaries. The macroscopic Hausdorff dimension, upper mass dimension and logarithmic density of these sets are…
Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…
In this last decade, an important stochastic model emerged: the Brownian map. It is the limit of various models of random combinatorial maps after rescaling: it is a random metric space with Hausdorff dimension 4, almost surely homeomorphic…
We study the distribution of several statistics of large non-crossing partitions. First, we prove the Gaussian limit theorem for the number of blocks of a given fixed size. In contrast to the properties of usual set partitions, we show that…
Positive semi-definite kernels are used to induce pseudo-metrics, or ``distances'', between measures. We write these as an expected quadratic variation of, or expected inner product between, a random field and the difference of measures.…