Related papers: Local Statistics and Concentration for Non-interse…
Unlimited access to a motorway network can, in overloaded conditions, cause a loss of capacity. Ramp metering (signals on slip roads to control access to the motorway) can help avoid this loss of capacity. The design of ramp metering…
In this paper, we study a stochastic parabolic problem involving a nonlocal diffusion operator associated with nonlocal Robin-type boundary conditions. The stochastic dynamics under consideration are driven by a mixture of a classical…
This paper considers two Brownian motions in a situation where one is correlated to the other with a slight delay. We study the problem of estimating the time lag parameter between these Brownian motions from their high-frequency…
In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…
There has been much recent interest and progress on topological structures of the non-Hermitian Bloch bands. Here, we study the topological structures of non-Bloch bands of non-Hermitian multiband quantum systems under open boundary…
The main purpose of this paper is to investigate the strong approximation of the integrated empirical process. More precisely, we obtain the exact rate of the approximations by a sequence of weighted Brownian bridges and a weighted Kiefer…
We study a system of $N$ non-intersecting $(1+1)$-dimensional fluctuating elastic interfaces (`vicious bridges') at thermal equilibrium, each subject to periodic boundary condition in the longitudinal direction and in presence of a…
We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…
The conditional density of Brownian motion is considered given the max, B(t|\max), as well as those with additional information: B(t|close, max), B(t|close, max, min) and B(t|max, min) where the close is the final value: B(t=1)=c and t in…
Surface roughness becomes relevant if typical length scales of the system are comparable to the scale of the variations as it is the case in microfluidic setups. Here, an apparent boundary slip is often detected which can have its origin in…
Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…
We consider the Brown measure of the free circular Brownian motion, $\boldsymbol{a}+\sqrt{t}\boldsymbol{x}$, with an arbitrary initial condition $\boldsymbol{a}$, i.e. $\boldsymbol{a}$ is a general non-normal operator and $\boldsymbol{x}$…
We prove that probability laws of certain multidimensional semimartingales which includes time-inhomogenous diffusions, under suitable assumptions, satisfy Quadratic Transportation Cost Inequality under the uniform metric. From this we…
In this paper we investigate the boundary non-crossing probabilities of a fractional Brownian motion considering some general deterministic trend function. We derive bounds for non-crossing probabilities and discuss the case of a large…
Dynamic particle-scale numerical simulations are used to show that the shear thickening observed in dense colloidal, or Brownian, suspensions is of a similar nature to that observed in non-colloidal suspensions, i.e., a stress-induced…
The numerical quantification of the statistics of rare events in stochastic processes is a challenging computational problem. We present a sampling method that constructs an ensemble of stochastic trajectories that are constrained to have…
I prove that every adapted Brownian bridge on a geodesically complete connected Riemannian manifold is a semimartingale including its terminal time, without any further assumptions on the geometry. In particular, it follows that every such…
Statistical techniques play a large role in the structural health monitoring of instrumented infrastructure, such as a railway bridge constructed with an integrated network of fibre optic sensors. One possible way to reason about the…
We investigate the Bose-Einstein Condensation on non homogeneous non amenable networks for the model describing arrays of Josephson junctions on perturbed Cayley Trees. The resulting topological model has also a mathematical interest in…
We consider a model of $d$-dimensional interacting quantum Bose gas, expressed in terms of an ensemble of interacting Brownian bridges in a large box and undergoing the influence of all the interactions between the legs of each of the…