Related papers: Towards computing the harmonic-measure distributio…
We give an explicit relation between the slope of the trajectory of a semigroup of holomorphic functions and the harmonic measure of the associated planar domain ${\varOmega}$. We use this to construct a semigroup whose slope is an…
We present a technique, which we call "etching," which we use to study the harmonic measure of Fortuin-Kasteleyn clusters in the Q-state Potts model for Q=1-4. The harmonic measure is the probability distribution of random walkers diffusing…
We calculate the momentum dependent spectral function of the Bose-Hubbard model on a simple cubic lattice in three dimensions within the bosonic dynamical mean-field theory (B-DMFT). The continuous-time quantum Monte Carlo method is used to…
We compute the $t$-Martin boundary of two-dimensional small steps random walks killed at the boundary of the quarter plane. We further provide explicit expressions for the (generating functions of the) discrete $t$-harmonic functions. Our…
In this paper, we establish an oscillation estimate of nonnegative harmonic functions for a pure-jump subordinate Brownian motion. The infinitesimal generator of such subordinate Brownian motion is an integro-differential operator. As an…
We investigate the distribution of work performed on a Brownian particle in a time-dependent asymmetric potential well. The potential has a harmonic component with time-dependent force constant and a time-independent logarithmic barrier at…
When dealing with very large datasets of functional data, survey sampling approaches are useful in order to obtain estimators of simple functional quantities, without being obliged to store all the data. We propose here a Horvitz--Thompson…
The well-posedness is investigated for distribution dependent stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (\ff {\sq 5-1} 2,1)$ and distribution dependent multiplicative noise. To this…
We propose a phase-space representation concept in terms of the Wigner function for a quantum harmonic oscillator model that exhibits the semiconfinement effect through its mass varying with the position. The new method is used to compute…
We consider a discrete-time, continuous-state random walk with steps uniformly distributed in a disk of radius of $h$. For a simply connected domain $D$ in the plane, let $\omega_h(0,\cdot;D)$ be the discrete harmonic measure at $0\in D$…
We study Brownian motion on Hermitian symmetric spaces of non-compact type in their bounded-domain realization. Using Jordan triple systems, we identify the spectral values after an appropriate change of variables as a Heckman-Opdam…
Many functionals of interest in statistics and machine learning can be written as minimizers of expected loss functions. Such functionals are called $M$-estimands, and can be estimated by $M$-estimators -- minimizers of empirical average…
We study properties of the harmonic measure of balls in large critical Galton-Watson trees whose offspring distribution is in the domain of attraction of a stable distribution with index $\alpha\in (1,2]$. Here the harmonic measure refers…
We construct an iterated stochastic integral with fractional Brownian motion with H > 1/2. The first integrand is a deterministic function, and each successive integral is with respect to an independent fBm. We show that this symmetric…
Lyons and Sullivan have shown how to discretize harmonic functions on a Riemannian manifold $M$ whose Brownian motion satisfies a certain recurrence property called $\ast$-recurrence. We study analogues of this discretization for tensor…
We introduce the scaling function associated to a graph directed Markov system, and show that it is a H\"{o}lder continuous function of the dual symbolic Cantor set. With some natural separation and regularity conditions, each such system…
We propose a new Markov Chain Monte Carlo (MCMC) method for constrained target distributions. Our method first maps the $D$-dimensional constrained domain of parameters to the unit ball ${\bf B}_0^D(1)$. Then, it augments the resulting…
In this article, we study high-dimensional behavior of empirical spectral distributions $\{L_N(t), t\in[0,T]\}$ for a class of $N\times N$ symmetric/Hermitian random matrices, whose entries are generated from the solution of stochastic…
In this article we are interested in finding positive discrete harmonic functions with Dirichlet conditions in three quadrants. Whereas planar lattice (random) walks in the quadrant have been well studied, the case of walks avoiding a…
Let $B^{H}$ be a $d$-dimensional fractional Brownian motion with Hurst index $H\in(0,1)$, $f:[0,1]\longrightarrow\mathbb{R}^{d}$ a Borel function, and $E\subset[0,1]$, $F\subset\mathbb{R}^{d}$ are given Borel sets. The focus of this paper…