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Dyson's Brownian motion model with the parameter $\beta=2$, which we simply call the Dyson model in the present paper, is realized as an $h$-transform of the absorbing Brownian motion in a Weyl chamber of type A. Depending on initial…

Probability · Mathematics 2013-01-16 Makoto Katori , Hideki Tanemura

Let $X=\{X(t),t\in R_+\}$ be a real-valued symmetric L\'{e}vy process with continuous local times $\{L^x_t,(t,x)\in R_+\times R\}$ and characteristic function $Ee^{i\lambda X(t)}=e^{-t\psi(\lambda)}$. Let…

Probability · Mathematics 2009-09-29 Michael B. Marcus , Jay Rosen

In this paper, we investigate the moduli of continuity for viscosity solutions of a wide class of nonsingular quasilinear evolution equations and also for the level set mean curvature flow, which is an example of singular degenerate…

Analysis of PDEs · Mathematics 2017-04-18 Xiaolong Li

Let $T_{c,\beta}$ denote the smallest $t\ge1$ that a continuous, self-similar Gaussian process with self-similarity index $\alpha>0$ moves at least $\pm c t^\beta$ units. We prove that: (i) If $\beta>\alpha$, then $T_{c,\beta}=\infty$ with…

Probability · Mathematics 2025-10-31 Davar Khoshnevisan , Cheuk Yin Lee

We are interested in the differential equations satisfied by the density of the Geometric Stable processes $\mathcal{G}_{\alpha}^{\beta}=\left\{\mathcal{G}_{\alpha}^{\beta}(t);t\geq 0\right\} $, with stability \ index $% \alpha \in (0,2]$…

Probability · Mathematics 2013-05-01 Luisa Beghin

For the standard Quantum Brownian Motion (QBM) model, we point out the occurrence of simultaneous (parallel), mutually irreducible and autonomous decoherence processes. Besides the standard, one Brownian particle, we show there is at least…

Quantum Physics · Physics 2012-09-05 M. Dugic , J. Jeknic-Dugic

We consider a ${\Lambda}$-coalescent and we study the asymptotic behavior of the total length $L^{(n)}_{ext}$ of the external branches of the associated $n$-coalescent. For Kingman coalescent, i.e. ${\Lambda}={\delta}_0$, the result is well…

Probability · Mathematics 2013-05-24 Jean-Stephane Dhersin , Linglong Yuan

Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…

Soft Condensed Matter · Physics 2025-10-01 Yilin Ye , Yacine Amarouchene , Raphaël Sarfati , David S. Dean , Thomas Salez

We present approximation methods which lead to law of large numbers and fluctuation results for functionals of $\Lambda$-coalescents, both in the dust-free case and in the case with a dust component. Our focus is on the tree length (or…

Probability · Mathematics 2021-07-15 Götz Kersting , Anton Wakolbinger

We establish that the exact quantum dynamics of a Brownian particle in the Caldeira-Leggett model can be mapped, at any temperature, onto a classical, non-Markovian stochastic process in phase space. Starting from a correlated thermal…

Quantum Physics · Physics 2025-12-11 Dmitriy Kondaurov , Evgeny Polyakov

We consider the lambda-coalescent processes with positive frequency of singleton clusters. The class in focus covers, for instance, the beta$(a,b)$-coalescents with $a>1$. We show that some large-sample properties of these processes can be…

Probability · Mathematics 2011-02-08 Alexander Gnedin , Alexander Iksanov , Alexander Marynych

In this paper we study the discrete coagulation--fragmentation models with growth, decay and sedimentation. We demonstrate the existence and uniqueness of classical global solutions provided the linear processes are sufficiently strong.…

Dynamical Systems · Mathematics 2018-09-05 Jacek Banasiak , Luke O. Joel , Sergey Shindin

Let $B=(B_t)_{t\geq 0}$ be a standard Brownian motion. The main objective is to find a uniform (in time) control of the modulus of continuity of $B$ in the spirit of what appears in (Kurtz, 1978). More precisely, it involves the control of…

Probability · Mathematics 2025-07-22 Julien Chevallier

Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…

Probability · Mathematics 2021-10-12 Guy Latouche , Giang T. Nguyen , Oscar Peralta

We study the \'etale cohomology of Hilbert modular varieties, building on the methods introduced for unitary Shimura varieties in [CS17, CS19]. We obtain the analogous vanishing theorem: in the "generic" case, the cohomology with torsion…

Number Theory · Mathematics 2023-06-16 Ana Caraiani , Matteo Tamiozzo

We study, both theoretically and experimentally, the dynamical response of Turing patterns to a spatio-temporal forcing in the form of a travelling wave modulation of a control parameter. We show that from strictly spatial resonance, it is…

Chemical Physics · Physics 2009-11-10 S. Rudiger , D. G. Miguez , A. P. Munuzuri , F. Sagues , J. Casademunt

We establish the local continuity of locally bounded weak solutions (temperatures) to the doubly singular parabolic equation modeling the phase transition of a material: \[ \partial_t \beta(u)-\Delta_p u\ni 0\quad\text{ for…

Analysis of PDEs · Mathematics 2021-03-02 Naian Liao

In this work, by using the Malliavin calculus, under H\"ormander's condition, we prove the existence of distributional densities for the solutions of stochastic differential equations driven by degenerate subordinated Brownian motions.…

Probability · Mathematics 2014-09-04 Xicheng Zhang

Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…

Materials Science · Physics 2009-09-29 Peter. Kotelenez , Marshall J. Leitman , J. Adin Mann

We provide a comprehensive discussion of the Everpresent $\Lambda$ cosmological model arising from fundamental principles in causal set theory and unimodular gravity. In this framework the value of the cosmological constant ($\Lambda$)…

General Relativity and Quantum Cosmology · Physics 2024-02-22 Santanu Das , Arad Nasiri , Yasaman K. Yazdi