Related papers: On the Gaussian Moat Problem

We consider a flow by powers of Gauss curvature under the obstruction that the flow cannot penetrate a prescribed region, so called an obstacle. For all dimensions and positive powers, we prove the optimal curvature bounds of solutions and…

Asymptotic behavior of the point process of high and medium values of a Gaussian stationary process with discrete time is considered. An approximation by a Poisson cluster point process is given for the point process.

We consider walks on the edges of the square lattice $\mathbb Z^2$ which obey \emph{two-step rules,} which allow (or forbid) steps in a given direction to be followed by steps in another direction. We classify these rules according to a…

Insight into a number of interesting questions in cosmology can be obtained from the first crossing distributions of physically motivated barriers by random walks with correlated steps. We write the first crossing distribution as a formal…

The problem of a random walk on a finite triangular lattice with a single interior source point and zig-zag absorbing boundaries is solved exactly. This problem has been previously considered intractable.

Given a plane oval, is it possible to go around it so that, at all times, the two tangent segments to the oval from the moving point have unequal lengths? In this note we construct an example of such an oval.

A method is presented to solve a stochastic, nonlinear optimal control problem representative of spacecraft trajectory design under uncertainty. The problem is reformulated as a chance constrained nonlinear program, or what is known as a…

Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…

We derive the continuous-time limit of discrete quantum walks with topological phases. We show the existence of a continuous-time limit that preserves their topological phases. We consider both simple-step and split-step walks, and derive…

Within the framework of variational modelling we derive a one-phase moving boundary problem describing the motion of a semipermeable membrane enclosing a viscous liquid, driven by osmotic pressure and surface tension of the membrane. For…

Gaussian processes are a powerful framework for uncertainty-aware function approximation and sequential decision-making. Unfortunately, their classical formulation does not scale gracefully to large amounts of data and modern hardware for…

We consider the Cauchy problem in the Euclidean space for a doubly degenerate parabolic equation with a space-dependent exponential weight, roughly speaking of the type of the exponential of a power of the distance from the origin. We…

In this paper, we present the detailed calculation of the persistence exponent $\theta$ for a nearly-Markovian Gaussian process $X(t)$, a problem initially introduced in [Phys. Rev. Lett. 77, 1420 (1996)], describing the probability that…

Quantum walks are a promising framework that can be used to both understand and implement quantum information processing tasks. The quantum stochastic walk is a recently developed framework that combines the concept of a quantum walk with…

We study large deviation principles for Gaussian processes lifted to the free nilpotent group of step N. We apply this to a large class of Gaussian processes lifted to geometric rough paths. A large deviation principle for enhanced…

This paper is an overview of the classical level crossing problem which is studied extensively in the literature and is fundamental in many branches of applied probability. We discuss a number of approximations with an emphasis on their…

Excursion set theory, where density perturbations evolve stochastically with the smoothing scale, provides a method for computing the mass function of cosmological structures like dark matter halos, sheets and filaments. The computation of…

A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also…

Let S be a subset of {-1,0,1}^2 not containing (0,0). We address the enumeration of plane lattice walks with steps in S, that start from (0,0) and always remain in the first quadrant. A priori, there are 2^8 problems of this type, but some…

We study a random perturbation of the Euclidean plane, and show that it is unlikely that the distance-minimizing path between the two points can be extended into an infinite distance-minimizing path. More precisely, we study a large class…