Related papers: Quantitative Brownian regularity of the KPZ fixed …
We study the problem of estimating a compact set $S\subset \mathbb{R}^d$ from a trajectory of a reflected Brownian motion in $S$ with reflections on the boundary of $S$. We establish consistency and rates of convergence for various…
We consider pairs of 3-dimensional Brownian paths, started at the origin and conditioned to have no intersections after time zero. We show that there exists a unique measure on pairs of paths that is invariant under this conditioning, while…
We present an exact solution for a quantum spin chain driven through its critical points. Our approach is based on a many-body generalization of the Landau-Zener transition theory, applied to fermionized spin Hamiltonian. The resulting…
We prove nonlinear stability for a large class of solutions to the Einstein equations with a positive cosmological constant and compact spatial topology in arbitrary dimensions, where the spatial metric is Einstein with either positive or…
For a>0,let W^a(t) be the a-neighbourhood of standard Brownian motion in R^d starting at 0 and observed until time t.It is well-known that E|W^a(t)|~kappa_a t (t->infty) for d >= 3,with kappa_a the Newtonian capacity of the ball with radius…
In its continuous version, the entropy functional measuring the information content of a given probability density may be plagued by a "measure" problem that results from improper weighting of phase space. This issue is addressed…
We determine the rate of decay of the expectation Z(t) of some multiplicative functional related to Brownian motion up to time t. This permits to prove that the Wiener measure, penalized by this multiplicative functional, converges as t…
Given a finitely generated amenable group we consider ergodic random Schr\"odinger operators on a Cayley graph with random potentials and random boundary conditions. We show that the normalised eigenvalue counting functions of finite volume…
We refine the Lyapunov-Schmidt analysis developed in our recent paper arxiv:2101.12665 to study the geometric center of mass of the asymptotic foliation by area-constrained Willmore surfaces of initial data for the Einstein field equations.…
The Levy transform of a Brownian motion B is the Brownian motion B't, the integral over (O,t) of sign of Bs with respect to dBs. Call T the corresponding transformation on the Wiener space W. We establish that a.s. the orbit of w in W under…
In this work we connect the theory of Dirichlet forms and direct stochastic calculus to obtain strong existence and pathwise uniqueness for Brownian motion that is perturbed by a series of constant multiples of local times at a sequence of…
We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…
In this paper by calculating carefully the capacities (defined by high order Sobolev norms on the Wiener space) for some functions of Brownian motion, we show that the dyadic approximations of the sample paths of the Brownian motion…
We study the time evolution of the reduced Wigner function for a class of quantum Brownian motion models. We derive two generalized uncertainty relations. The first consists of a sharp lower bound on the uncertainty function, $U = (\Delta…
This paper studies time changes of Brownian motions by positive continuous additive functionals. Under a certain regularity condition on the associated Revuz measures, we prove that the resolvents of the time-changed Brownian motions are…
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…
We show that all the time-dependent statistical properties of the rightmost points of a branching Brownian motion can be extracted from the traveling wave solutions of the Fisher-KPP equation. We show that the distribution of all the…
We discuss the information entropy for a general open pointer-based simultaneous measurement and show how it is bound from below. This entropic uncertainty bound is a direct consequence of the structure of the entropy and can be obtained…
In this paper, we study the edge behavior of Dyson Brownian motion with general $\beta$. Specifically, we consider the scenario where the averaged initial density near the edge, on the scale $\eta_*$, is lower bounded by a square root…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…