Related papers: Quantitative Brownian regularity of the KPZ fixed …
This paper seeks a quantitative comparison between the curves in the KPZ line ensemble [CH16] and a standard Brownian bridge under the $t^{1/3}$ vertical and $t^{2/3}$ horizontal scaling. The estimate we obtained is parallel to the one…
We consider the Kardar-Parisi-Zhang (KPZ) fixed point $\mathrm{H}(x,\tau)$ with the narrow-wedge initial condition and investigate the distribution of $\mathrm{H}(x,\tau)$ conditioned on a large height at an earlier space-time point…
These lecture notes, adapted from the habilitation thesis of the author, survey in a first part various exact results obtained in the past few decades about KPZ fluctuations in one dimension, with a special focus on finite volume effects…
Conformal mappings of surfaces of constant mean curvature onto compact bounded background spaces are constructed for Minkowski space-time and for Schwarzschild black hole spacetimes. In the black hole example, it is found that initial data…
The first part of this paper is devoted to the Brown measure of the product of the free unitary Brownian motion by an arbitrary free non negative operator. Our approach follows the one recently initiated by Driver-Hall-Kemp though there are…
For mixing~$\mathbb Z^d$-actions generated by commuting automorphisms of a compact abelian group, we investigate the directional uniformity of the rate of periodic point distribution and mixing. When each of these automorphisms has finite…
We consider Dyson Brownian motion for classical values of $\beta$ with deterministic initial data $V$. We prove that the local eigenvalue statistics coincide with the GOE/GUE in the fixed energy sense after time $t \gtrsim 1/N$ if the…
We derive the quantum thermodynamics of quantum Brownian motion from the exact solution of its reduced density matrix. We start from the total equilibrium thermal state between the Brownian particle and its reservoir, and solve analytically…
We prove strong statistical stability of a large class of one-dimensional maps which may have an arbitrary finite number of discontinuities and of non-degenerate critical points and/or singular points with infinite derivative, and satisfy…
We consider the limiting extremal process ${\mathcal X}$ of the particles of the binary branching Brownian motion. We show that after a shift by the logarithm of the derivative martingale $Z$, the rescaled "density" of particles, which are…
We show that the uniform norm of generalized grey Brownian motion over the unit interval has an analytic density, excluding the special case of fractional Brownian motion. Our main result is an asymptotic expansion for the small ball…
We prove the existence of a large class of initial data for the vacuum Einstein equations which possess a finite number of asymptotically Euclidean and asymptotically conformally cylindrical or periodic ends. Aside from being asymptotically…
The paper deals with projection estimators of the density of the stationary solution $X$ to a differential equation driven by the fractional Brownian motion under a dissipativity condition on the drift function. A model selection method is…
We prove the following asymptotic behavior for solutions to the generalized Becker-D\"oring system for general initial data: under a detailed balance assumption and in situations where density is conserved in time, there is a critical…
In this short communication we show that basic tools from Malliavin calculus can be applied to derive the two-point function of the slope of the one-dimensional KPZ equation, starting from an arbitrary two-sided Brownian motion, in terms of…
A well-known result of Arratia shows that one can make rigorous the notion of starting an independent Brownian motion at every point of an arbitrary closed subset of the real line and then building a set-valued process by requiring…
Based on an optimal rate wavelet series representation, we derive a local modulus of continuity result with a refined almost sure upper bound for fractional Brownian motion. \sloppy The obtained upper bound of the small fractional Brownian…
Under some weak conditions, the first-passage time of the Brownian motion to a continuous curved boundary is an almost surely finite stopping time. Its probability density function (pdf) is explicitly known only in few particular cases.…
Let $\tau$ be the first hitting time of the point 1 by the geometric Brownian motion $X(t)= x \exp(B(t)-2\mu t)$ with drift $\mu \geq 0$ starting from $x>1$. Here $B(t)$ is the Brownian motion starting from 0 with $E^0 B^2(t) = 2t$. We…
The short time behavior of the 1+1 dimensional KPZ growth equation with a flat initial condition is obtained from the exact expressions of the moments of the partition function of a directed polymer with one endpoint free and the other…