Related papers: Online minimum search for a Brownian bridge
The distribution for the minimum of Brownian motion or the Cauchy process is well-known using the reflection principle. Here we consider the problem of finding the sample-by-sample minimum, which we call the online minimum search. We…
We study the law of the minimum of a Brownian bridge, conditioned to take specific values at specific points, and the law of the location of the minimum. They are used to compare some non-adaptive optimisation algorithms for black-box…
A synthetic study of Pitman's and L\'evy's theorems for one-dimensional Brownian bridges with arbitrary endpoints is provided.
We propose a constructive proof for the Ambrosetti-Rabinowitz Mountain Pass Theorem providing an algorithm, based on a bisection method, for its implementation. The efficiency of our algorithm, particularly suitable for problems in high…
Minimum Bisection denotes the NP-hard problem to partition the vertex set of a graph into two sets of equal sizes while minimizing the width of the bisection, which is defined as the number of edges between these two sets. We first consider…
We introduce a resetting Brownian bridge as a simple model to study search processes where the total search time $t_f$ is finite and the searcher returns to its starting point at $t_f$. This is simply a Brownian motion with a Poissonian…
In the classic Minimum Bisection problem we are given as input a graph $G$ and an integer $k$. The task is to determine whether there is a partition of $V(G)$ into two parts $A$ and $B$ such that $||A|-|B|| \leq 1$ and there are at most $k$…
We address the question of detecting minimal virtual diagrams with respect to the number of virtual crossings. This problem is closely connected to the problem of detecting the minimal number of additional intersection points for a generic…
In this paper, we present an algorithm which allows us to search for all the bisections for the binomial coefficients $\{\binom{n}{k} \}_{k=0,...,n}$ and include a table with the results for all $n\le 154$. Connections with previous work on…
We introduce and study Brownian bridges to submanifolds. Our method involves proving a general formula for the integral over a submanifold of the minimal heat kernel on a complete Riemannian manifold. We use the formula to derive lower…
We study optimal double stopping problems driven by a Brownian bridge. The objective is to maximize the expected spread between the payoffs achieved at the two stopping times. We study several cases where the solutions can be solved…
In a recent work J. Pitman and W. Tang defined the Vervaat's transform for a Brownian bridge with two different endpoints and for a Brownian motion between times $0$ and $1$. They proved some path decomposition properties for these…
Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…
In this paper, we introduce an extension of a Brownian bridge with a random length by including uncertainty also in the pinning level of the bridge. The main result of this work is that unlike for deterministic pinning point, the bridge…
We compute lower bounds on the virtual crossing number and minimal surface genus of virtual knot diagrams from the arrow polynomial. In particular, we focus on several interesting examples.
The crossing number of a graph $G$ denotes the minimum number of crossings in any planar drawing of $G$. In this short note, we confirm a long-standing conjecture posed by Pach, Spencer, and T\'oth over 25 years ago, establishing an optimal…
We consider the minimum of a super-critical branching random walk. Addario-Berry and Reed [Ann. Probab. 37 (2009) 1044-1079] proved the tightness of the minimum centered around its mean value. We show that a convergence in law holds, giving…
Path transformations are fundamental to the study of Brownian motion and related stochastic processes, offering elegant constructions of the Brownian bridge, meander, and excursion. Central to this theory is the well-established link…
This paper gives an accessible (but still technical) self-contained proof to the fact that the intersection probabilities for planar Brownian motion are given in terms of the intersection exponents, up to a bounded multiplicative error, and…
Considering a critical branching random walk on the real line. In a recent paper, Aidekon [3] developed a powerful method to obtain the convergence in law of its minimum after a log-factor normalization. By an adaptation of this method, we…