English
Related papers

Related papers: Asymptotics for the infinite Brownian loop on nonc…

200 papers

We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…

Probability · Mathematics 2015-09-01 David Dereudre , Sylvie Roelly

We give an asymptotic equivalent at infinity of the unbounded solutions of some boundary layer equations arising in fluid mechanics.

Classical Analysis and ODEs · Mathematics 2007-05-23 B. Brighi , J. -D. Hoernel

We present a remarkable connection between the asymptotic behavior of the Riemann zeros and one-loop effective action in Euclidean scalar field theory. We show that in a two-dimensional space, the asymptotic behavior of the Fourier…

Mathematical Physics · Physics 2015-06-19 J. G. Dueñas , N. F. Svaiter , G. Menezes

We study the linear wave equation $\Box_{g}u=0$ in Bondi-Sachs coordinates, for an asymptotically flat Lorentz metric $g$. We consider the null-timelike boundary problem, where an initial value is given on the null surface $\tau=0$ and a…

Analysis of PDEs · Mathematics 2018-01-10 Qing Han , Lin Zhang

We derive the far-field and near-field solutions for the Green's function of a point force acting perpendicular to a no-slip wall in a Brinkman fluid, focusing on the regime where the distance between the force and the wall is much smaller…

Fluid Dynamics · Physics 2026-01-21 Abdallah Daddi-Moussa-Ider , Andrej Vilfan

In this thesis, we study asymptotic properties of the standard branching Brownian motion, with a specific emphasis on the additive martingales at high temperature. We start by presenting classic and fundamental tools for our investigation.…

Probability · Mathematics 2024-07-30 Louis Chataignier

We derive the asymptotic expansion at infinity for embedded ends of uniformly elliptic Weingarten surfaces with finite total curvature in $\mathbb{R}^3$, and we establish a maximum principle at infinity. Furthermore, we solve the Dirichlet…

Differential Geometry · Mathematics 2026-02-17 Aires E. M. Barbieri , José A. Gálvez , Yuanyuan Lian , Kai Zhang

We consider a regular Riemannian cover $\M$ of a compact Riemannian manifold. The linear drift $\ell$ and the Kaimanovich entropy $h$ are geometric invariants defined by asymptotic properties of the Brownian motion on $\M$. We show that…

Dynamical Systems · Mathematics 2009-10-09 François Ledrappier

We describe asymptotic symmetries at spatial infinity of asymptotically flat spacetimes within the context of a generalization of the Beig-Schmidt-Ashtekar-Romano-framework. We demonstrate that it is possible to relax certain smoothness…

General Relativity and Quantum Cosmology · Physics 2025-10-10 Sharad Mishra , Kinjal Banerjee , Jishnu Bhattacharyya

We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description…

Probability · Mathematics 2011-11-10 Benedek Valko , Balint Virag

The signature of a path \gamma is a sequence whose n-th term is the order-n iterated integrals of \gamma. It arises from solving multidimensional linear differential equations driven by \gamma. We are interested in relating the path…

Probability · Mathematics 2018-03-26 Horatio Boedihardjo , Xi Geng

We show that known entropy bounds constrain the information carried off by radiation to null infinity. We consider distant, planar null hypersurfaces in asymptotically flat spacetime. Their focussing and area loss can be computed…

High Energy Physics - Theory · Physics 2016-09-14 Raphael Bousso

We introduce an infinite time horizon Brownian bridge which is determined by a stochastic Langevin equation with time dependent drift coefficient. We show that this process goes to zero almost surely when the time goes to infinity and study…

Probability · Mathematics 2020-07-17 Yaozhong Hu , Yuejuan Xi

In this paper, following earlier results in [2] we derive the asymptotic distribution as $t \to \infty$, of the excursion of Brownian motion straddling $t$, into an interval $(a,b)$, conditional on the event that there is such an excursion.

Probability · Mathematics 2022-05-25 Rajeev Bhaskaran

The main result presented here is that the flow associated with a riemannian metric and a non zero magnetic field on a compact oriented surface without boundary, under assumptions of hyperbolic type, cannot have the same length spectrum of…

Differential Geometry · Mathematics 2016-08-16 Stephane Grognet

We consider a pair of adjacent quantum waveguides, in general of different widths, coupled laterally by a pair of windows in the common boundary, not necessarily of the same length, at a fixed distance. The Hamiltonian is the respective…

Mathematical Physics · Physics 2015-06-26 D. Borisov , P. Exner

We present an asymptotic result for the Laplace transform of the time integral of the geometric Brownian motion $F(\theta,T) = \mathbb{E}[e^{-\theta X_T}]$ with $X_T = \int_0^T e^{\sigma W_s + ( a - \frac12 \sigma^2)s} ds$, which is exact…

Pricing of Securities · Quantitative Finance 2023-06-16 Dan Pirjol , Lingjiong Zhu

We obtain precise asymptotics for the Steklov eigenvalues on a compact Riemannian surface with boundary. It is shown that the number of connected components of the boundary, as well as their lengths, are invariants of the Steklov spectrum.…

Spectral Theory · Mathematics 2019-02-20 Alexandre Girouard , Leonid Parnovski , Iosif Polterovich , David A. Sher

We consider a non-trapping $n$-dimensional Lorentzian manifold endowed with an end structure modeled on the radial compactification of Minkowski space. We find a full asymptotic expansion for tempered forward solutions of the wave equation…

Analysis of PDEs · Mathematics 2014-07-01 Dean Baskin , András Vasy , Jared Wunsch

We extend generalized isoperimetric-type inequalities to iterated Brownian motion over several domains in $\RR{R}^{n}$. These kinds of inequalities imply in particular that for domains of finite volume, the exit distribution and moments of…

Probability · Mathematics 2008-02-06 Erkan Nane
‹ Prev 1 3 4 5 6 7 10 Next ›