Related papers: Brownian regularity for the KPZ line ensemble
For the KPZ equation on a torus with a $1+1$ spacetime white noise, it was shown in \cite{GK21,ADYGTK22} that the height function satisfies a central limit theorem, and the variance can be written as the expectation of an exponential…
Ensemble methods are known for enhancing the accuracy and robustness of machine learning models by combining multiple base learners. However, standard approaches like greedy or random ensembling often fall short, as they assume a constant…
We study exact stationary properties of the one-dimensional Kardar-Parisi-Zhang (KPZ) equation by using the replica approach. The stationary state for the KPZ equation is realized by setting the initial condition the two-sided Brownian…
We study the statistical inference problem for a complex $\alpha$-fractional Brownian bridge process $Z$ defined by the stochastic differential equation \[ \mathrm{d}Z_t = -\alpha \frac{Z_t}{T - t} \mathrm{d}t + \mathrm{d}\zeta_t, \quad t…
Many real-world networks of interest are embedded in physical space. We present a new random graph model aiming to reflect the interplay between the geometries of the graph and of the underlying space. The model favors configurations with…
We consider the asymptotic behavior of the KPZ fixed point $\{\mathsf H(x,t)\}_{x\in\mathbb R, t>0}$ conditioned on $\mathsf H(0,T)=L$ as $L$ goes to infinity. The main result is a conditional limit theorem for the fluctuations of $\mathsf…
We study the transition in conductance properties of chaotic mesoscopic cavities as time-reversal symmetry is broken. We consider the Brownian motion model for transmission eigenvalues for both types of transitions, viz., orthogonal-unitary…
Actions in the Airy line ensemble represent distances from an infinitely far object. We characterize the Airy sheet by S(x,.)=T^x(.,1), where T^x is the unique action in the Airy line ensemble satisfying a growth condition depending on x.…
We present a multiscale hybrid particle-field scheme for the simulation of relaxation and diffusion behavior of soft condensed matter systems. It combines particle-based Brownian dynamics and field-based local dynamics in an adaptive sense…
We discuss chains of interacting Brownian motions. Their time reversal invariance is broken because of asymmetry in the interaction strength between left and right neighbor. In the limit of a very steep and short range potential one arrives…
In this paper, using an algorithm based on the retrospective rejection sampling scheme, we propose an exact simulation of a Brownian diffusion whose drift admits several jumps. We treat explicitly and extensively the case of two jumps,…
We study a model of random walk on a fluctuating rough surface using the field-theoretic renormalization group (RG). The surface is modelled by the well-known Kardar--Parisi--Zhang (KPZ) stochastic equation while the random walk is…
For a fixed flow-based generative model under a small inference budget, sample quality can depend strongly on where the sampler spends its few function evaluations. Flow matching and Schr\"odinger bridges define probability paths, yet their…
The (standard) Brownian web is a collection of coalescing one- dimensional Brownian motions, starting from each point in space and time. It arises as the diffusive scaling limit of a collection of coalescing random walks. We show that it is…
In this paper, we use the blending functions of Bernstein polynomials with shifted knots for construction of Bezier curves and surfaces. We study the nature of degree elevation and degree reduction for Bezier Bernstein functions with…
A geometric p-rough path can be seen to be a genuine path of finite p-variation with values in a Lie group equipped with a natural distance. The group and its distance lift (R^{d},+,0) and its Euclidean distance. This approach allows us to…
We present a random matrix model suitable for the quantum mechanical description of a particle confined to move inside a two-dimensional domain. Here, the ensemble average corresponds to an average over domain shapes. Although this approach…
In this article we obtain uniform estimates on the absorption of Brownian motion by porous interfaces surrounding a compact set. An important ingredient is the construction of certain resonance sets, which are hard to avoid for Brownian…
For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is…
We continue to study the squared Frobenius norm of a submatrix of a $n \times n$ random unitary matrix. When the choice of the submatrix is deterministic and its size is $[ns] \times [nt]$, we proved in a previous paper that, after…