Related papers: Non-intersecting Brownian bridges in the flat-to-f…
We introduce and study Brownian bridges to submanifolds. Our method involves proving a general formula for the integral over a submanifold of the minimal heat kernel on a complete Riemannian manifold. We use the formula to derive lower…
Aldous and Pitman (1994) studied asymptotic distributions, as n tends to infinity, of various functionals of a uniform random mapping of a set of n elements, by constructing a mapping-walk and showing these mapping-walks converge weakly to…
We obtain solutions to conservation laws under any random initial conditions that are described by Gaussian stochastic processes (in some cases discretized). We analyze the generalization of Burgers' equation for a smooth flux function…
We consider the corner growth dynamics on discrete bridges from $(0,0)$ to $(2N,0)$, or equivalently, the weakly asymmetric simple exclusion process with $N$ particles on $2N$ sites. We take an asymmetry of order $N^{-\alpha}$ with $\alpha…
Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually…
We propose a discrete time discrete space Markov chain approximation with a Brownian bridge correction for computing curvilinear boundary crossing probabilities of a general diffusion process on a finite time interval. For broad classes of…
Motivated by the Brownian bridge on random interval considered by Bedini et al \cite{BBE}, we introduce and study Gaussian bridges with random length with special emphasis to the Markov property. We prove that if the starting process is…
Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…
The infinite Brownian loop on a Riemannian manifold is the limit in distribution of the Brownian bridge of length $T$ around a fixed origin when $T \rightarrow +\infty$. The aim of this note is to study its long-time asymptotics on…
Brownian motion occurs in a variety of fluids, from rare gases to liquids. The Langevin equation, describing friction and agitation forces in statistical balance, is one of the most successful ways to treat the phenomenon. In rare gases, it…
We consider navigation schemes on planar diluted lattices and semi lattices with one discrete and one continuous component. More precisely, nodes that survive inhomogeneous Bernoulli site percolation, or are placed as inhomogeneous Poisson…
Motivated by a biased diffusion of molecular motors with the bias dependent on the state of the substrate, we investigate a random walk on a one-dimensional lattice that contains weak links (called "bridges'') which are affected by the…
We prove a property of Brownian bridges whose certain time-equidistant sequences of points are pairwise coupled by an interaction. Roughly saying, if the total time span $t$ of the bridge tends to infinity while the distance of its end…
We study the three-dimensional hyper-dissipative Navier-Stokes system in the near-critical regime below the Lions threshold. Leveraging a quantified analyticity-sparseness gap, we introduce a time-weighted bridge inequality across…
We study a translational invariant free fermions model in imaginary time, with nearest neighbor and next-nearest neighbor hopping terms, for a class of inhomogeneous boundary conditions. This model is known to give rise to limit shapes 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…
Using a fundamental measure density functional theory we investigate both bulk and inhomogeneous systems of the binary non-additive hard sphere model. For sufficiently large (positive) non-additivity the mixture phase separates into two…
We prove the existence and uniqueness of positive analytical solutions with positive initial data to the mean field equation (the Dyson equation) of the Dyson Brownian motion through the complex Burgers equation with a force term on the…
We consider pairs of 3-dimensional Brownian paths, started at the origin and conditioned to have no intersections after time zero. We show that there exists a unique measure on pairs of paths that is invariant under this conditioning, while…
We propose a method to exactly generate Brownian paths $x_c(t)$ that are constrained to return to the origin at some future time $t_f$, with a given fixed area $A_f = \int_0^{t_f}dt\, x_c(t)$ under their trajectory. We derive an exact…