Related papers: Constructing the Brownian sphere from a continuum …
In this article we study the convex hull spanned by the union of trajectories of a standard planar Brownian motion, and an independent standard planar Brownian bridge. We find exact values of the expectation of perimeter and area of such a…
The Brownian web is a random variable consisting of a Brownian motion starting from each space-time point on the plane. These are independent until they hit each other, at which point they coalesce. Tsirelson mentions this model in his…
We study non-compact scaling limits of uniform random planar quadrangulations with a boundary when their size tends to infinity. Depending on the asymptotic behavior of the boundary size and the choice of the scaling factor, we observe…
In a certain sense riemannian geometry can be thought of as geometry built up from the finslerian properties of point particles. The generalization of this to where the geometry is built up from the finslerian properties of string and…
The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…
The balance held by Brownian motion between temporal regularity and randomness is embodied in a remarkable way by Levy's forgery of continuous functions. Here we describe how this property can be extended to forge arbitrary dependences…
Here we generalize the Gromoll-Meyer construction of an exotic 7-sphere by producing geometric models of exotic 8, 10 and Kervaire spheres as quotients of sphere bundles over spheres by free isometric actions. We give a geometric…
Cubical complexes are metric spaces constructed by gluing together unit cubes in an analogous way to the construction of simplicial complexes. We construct Brownian motion on such spaces, define random walks, and prove that the transition…
We are interested on the statistics of the duration of Brownian diffusions started at distance \epsilon from a given boundary and stopped when they hit back the interface.
A closed Riemannian manifold is said to have cross blocking if whenever distinct points p and q are at distance less than the diameter, all light rays from p can be shaded away from q with at most two point shades. Similarly, a closed…
We prove the existence of a 2-dimensional nonaspherical simply connected cell-like Peano continuum (the space itself was constructed in one of our earlier papers). We also indicate some relations between this space and the well-known…
We study metric spheres Z obtained by gluing two hemispheres of the Euclidean sphere along an orientation-preserving homeomorphism mapping the equator onto itself, where the distance on Z is the canonical distance that is locally isometric…
We investigate gravitational lensing by a primary photon sphere which is a sphere filled with unstable circular light orbits, and by a secondary photon sphere on a wormhole throat in a black-bounce spacetime which is suggested in [F. S. N.…
Suppose M is a closed submanifold in a Euclidean ball of sufficiently large dimension. We give an optimal bound on the normal curvatures, guaranteeing that M is a sphere. The border cases consist of Veronese embeddings of the four…
We consider a Brownian motion forced to stay in the quadrant by an electrostatic oblique repulsion from the sides. We tackle the question of hitting the corner or an edge, and find product-form stationary measures under a certain condition,…
Brownian motion is essential for describing diffusion in systems ranging from simple to complex liquids. Unlike simple liquids, which consist of only a solvent, complex liquids, such as colloidal suspensions or the cytoplasm of a cell, are…
We study visibility inside the vacant set of three models in $\mathbb R^d$ with slow decay of spatial correlations: Brownian interlacements, Poisson cylinders and Boolean model. For each of them, we obtain sharp asymptotic bounds on the…
We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…
We analyze \emph{fractional Brownian motion} and \emph{scaled Brownian motion} on the two-dimensional sphere $\mathbb{S}^{2}$. We find that the intrinsic long time correlations that characterize fractional Brownian motion collude with the…
Let $R:(0,\infty) \to [0,\infty)$ be a measurable function. Consider coalescing Brownian motions started from every point in the subset $\{ (0,x) : x \in \mathbb{R} \}$ of $[0,\infty) \times \mathbb{R}$ (with $[0,\infty)$ denoting time and…