Related papers: Local law and rigidity for unitary Brownian motion
Throughout physics Brownian dynamics are used to describe the behaviour of molecular systems. When the Brownian particle is confined to a bounded domain, a particularly important question arises around determining how long it takes the…
We study sufficient conditions which ensure that the probability measures generated by two bifractional Brownian motions on an interval [0,1] are singular with respect to each other and sufficient conditions for the probability measures…
We study distribution dependent stochastic differential equations with irregular, possibly distributional drift, driven by an additive fractional Brownian motion of Hurst parameter $H\in (0,1)$. We establish strong well-posedness under a…
We establish asymptotic upper and lower bounds for the Wasserstein distance of any order $p\ge 1$ between the empirical measure of a fractional Brownian motion on a flat torus and the uniform Lebesgue measure. Our inequalities reveal an…
For domains in $\mathbb{R}^d$, $d\geq 2$, we prove universal upper and lower bounds on the product of the bottom of the spectrum for the Laplacian to the power $p>0$ and the supremum over all starting points of the $p$-moments of the exit…
We introduce methods for large scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method at a cost comparable to the…
We study the extremes of variable speed branching Brownian motion (BBM) where the time-dependent "speed functions", which describe the time-inhomogeneous variance, converge to the identity function. We consider general speed functions lying…
In this work we develop some automatic procedures for computing high order polynomial expansions of local (un)stable manifolds for equilibria of differential equations. Our method incorporates validated truncation error bounds, and…
We study the maximum of Branching Brownian motion (BBM) with branching rates that vary in space, via a periodic function of a particle's location. This corresponds to a variant of the F-KPP equation in a periodic medium, extensively studied…
This paper addresses the problem of estimating drift parameter of the Ornstein - Uhlenbeck type process, driven by the sum of independent standard and fractional Brownian motions. The maximum likelihood estimator is shown to be consistent…
We show that the distribution of the maximum of the fractional Brownian motion $B^H$ with Hurst parameter $H\to 0$ over an $n$-point set $\tau \subset [0,1]$ can be approximated by the normal law with mean $\sqrt{\ln n}$ and variance $1/2$…
We first establish new local limit estimates for the probability that a nondecreasing integer-valued random walk lies at time $n$ at an arbitrary value, encompassing in particular large deviation regimes. This enables us to derive scaling…
Fractional Brownian motion is a self-affine, non-Markovian and translationally invariant generalization of Brownian motion, depending on the Hurst exponent $H$. Here we investigate fractional Brownian motion where both the starting and the…
The additive monotone (resp. boolean) unitary Brownian motion is a non-commutative stochastic process with monotone (resp. boolean) independent and stationary increments which are distributed according to the arcsine law (resp. Bernoulli…
One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…
Recently, it has been shown in [Hairer, M., Hutzenthaler, M., Jentzen, A., Loss of regularity for Kolmogorov equations, Ann. Probab. 43, 2 (2015), 468--527] that there exists a system of stochastic differential equations (SDE) on the time…
We study location of eigenvalues of one-dimensional discrete Schr\"odinger operators with complex $\ell^{p}$-potentials for $1\leq p\leq \infty$. In the case of $\ell^{1}$-potentials, the derived bound is shown to be optimal. For $p>1$, two…
We derive explicit bounds for the remainder term in the local Weyl law for locally hyperbolic manifolds, we also give the estimates of the derivative of this remainder. We use these to obtain explicit bounds for the C^k-norms of the…
Optimal sample path properties of stochastic processes often involve generalized H\"{o}lder- or variation norms. Following a classical result of Taylor, the exact variation of Brownian motion is measured in terms of $\psi (x) \equiv $…
We condition super-Brownian motion on "boundary statistics" of the exit measure $X_D$ from a bounded domain $D$. These are random variables defined on an auxiliary probability space generated by sampling from the exit measure $X_D$. Two…