Related papers: Quantitative Brownian regularity of the KPZ fixed …
We prove the strong convergence of the spectrum of the kinetic Brownian motion to the spectrum of base Laplacian for a large class of compact locally Riemannian homogeneous spaces, in particular all compact locally symmetric spaces. This…
This article considers the spatially inhomogeneous, non-cutoff Boltzmann equation. We construct a large-data classical solution given bounded, measurable initial data with uniform polynomial decay of mild order in the velocity variable. Our…
In hierarchical triple systems, the inner binary is slowly perturbed by a distant companion, giving rise to large-scale oscillations in eccentricity and inclination, known as von-Zeipel-Lidov-Kozai (ZLK) oscillations. Stable systems with a…
We show how non-compact space-time (ZZ branes) emerges as a limit of compact space-time (FZZT branes) for specific ratios between the square of the boundary cosmological constant and the bulk cosmological constant in the (2,2m - 1) minimal…
We consider two versions of discrete time totally asymmetric simple exclusion processes (TASEPs) with geometric and Bernoulli random hopping probabilities. For the process mixed with these and continuous time dynamics, we obtain a single…
We study the polynomial entropy of the wandering part of any invertible dynamical system on a compact metric space. As an application we compute the polynomial entropy of Brouwer homeomorphisms (fixed point free orientation preserving…
We investigate, in the Luttinger model with fixed box potential, the time evolution of an inhomogeneous state prepared as a localized fermion added to the noninteracting ground state. We proved that, if the state is evolved with the…
In this short note, we prove a central limit theorem for a type of replica overlap of the Brownian directed polymer in a Gaussian random environment, in the low temperature regime and in all dimensions. The proof relies on a…
We establish high probability estimates on the eigenvalue locations of Brownian motion on the $N$-dimensional unitary group, as well as estimates on the number of eigenvalues lying in any interval on the unit circle. These estimates are…
We present a systematic short time expansion for the generating function of the one point height probability distribution for the KPZ equation with droplet initial condition, which goes much beyond previous studies. The expansion is checked…
The presence of defects in solids formed by active particles breaks their discrete translational symmetry. As a consequence, many of their properties become space-dependent and different from those characterizing perfectly ordered…
We study the one dimensional branching Brownian motion starting at the origin and investigate the correlation between the rightmost ($X_{\max}\geq 0$) and leftmost ($X_{\min} \leq 0$) visited sites up to time $t$. At each time step the…
We develop a unified density-based framework for primality, coprimality, and prime pairs, and introduce an intrinsic normalized model for prime gaps constrained by the Prime Number Theorem. Within this setting, a structural tension between…
We analyze in detail, beyond the usual scaling hypothesis, the finite-size convergence of static quantities toward the thermodynamic limit. In this way we are able to obtain sequences of pseudo-critical points which display a faster…
We consider a model of Brownian motion on a bounded open interval with instantaneous jumps. The jumps occur at a spatially dependent rate given by a positive parameter times a continuous function positive on the interval and vanishing on…
Motivated by the entropy computations relevant to the evaluation of decrease in entropy in bit reset operations, the authors investigate the deficit in an entropic inequality involving two independent random variables, one continuous and…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We derive the joint density of a Skew Brownian motion, its last visit to the origin, local and occupation times. The result is applied to option pricing in a two valued local volatility model and in a displaced diffusion model with…
We consider certain one dimensional ordinary stochastic differential equations driven by additive Brownian motion of variance $\varepsilon ^2$. When $\varepsilon =0$ such equations have an unstable non-hyperbolic fixed point and the drift…
In this note, we prove a sharp $L^p$-rate of convergence of the number of upcrossings to the local time of the Brownian motion. In particular, it provides novel $p$-variation estimates ($2 < p < \infty$) for the number of upcrossings of the…