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We exhibit some explicit co-adapted couplings for n-dimensional Brownian motion and all its Levy stochastic areas. In the two-dimensional case we show how to derive exact asymptotics for the coupling time under various mixed coupling…

Probability · Mathematics 2010-02-24 Wilfrid S. Kendall

We construct a coupling between the random walk composed of L\'evy area increments from a $d$-dimensional Brownian motion and a random walk composed of quadratic polynomials of Gaussian random variables. This coupling construction is used…

Probability · Mathematics 2016-05-31 Guy Flint

Feller (1945) provided a coupling between the counts of cycles of various sizes in a uniform random permutation of $[n]$ and the spacings between successes in a sequence of $n$ independent Bernoulli trials with success probability $1/n$ at…

Probability · Mathematics 2020-11-16 Joseph Najnudel , Jim Pitman

Assign to each vertex of the one-dimensional torus i.i.d. weights with a heavy-tail of index $\tau-1>0$. Connect then each couple of vertices with probability roughly proportional to the product of their weights and that decays polynomially…

Probability · Mathematics 2021-11-10 Alessandra Cipriani , Michele Salvi

We investigate the multi-loop correlators and the multi-point functions for all of the scaling operators in unitary minimal conformal models coupled to two-dimensional gravity from the two-matrix model. We show that simple fusion rules for…

High Energy Physics - Theory · Physics 2008-02-03 Masahiro Anazawa

Two constructions due to Dr\'apal produce a group by modifying exactly one quarter of the Cayley table of another group. We present these constructions in a compact way, and generalize them to Moufang loops, using loop extensions. Both…

Group Theory · Mathematics 2007-05-23 Aleš Drápal , Petr Vojtěchovský

The standard kinetic path integral for all spatially closed Brownian paths (loops) of duration t weighted by the product mn is evaluated, where m and n are the linking numbers of the Brownian loop with two arbitrary curves in 3D space. The…

Statistical Mechanics · Physics 2020-01-08 J. H. Hannay

The perturbation expansion of the MSbar coupling in the SU(N) gauge theory in powers of the bare lattice coupling is extended to two-loop order. A discussion of our results has already been published elsewhere. We here describe the…

High Energy Physics - Lattice · Physics 2009-10-28 Martin Luescher , Peter Weisz

The Brownian loop soup is a conformally invariant statistical ensemble of random loops in two dimensions characterized by an intensity $\lambda>0$, with central charge $c=2 \lambda$. Recent progress resulted in an analytic form for the…

Mathematical Physics · Physics 2023-01-04 Federico Camia , Valentino F. Foit , Alberto Gandolfi , Matthew Kleban

It is well known (Donsker's Invariance Principle) that the random walk converges to Brownian motion by scaling. In this paper, we will prove that the scaled local time of the $(1,L)-$random walk converges to that of the Brownian motion. The…

Probability · Mathematics 2014-02-24 Wenming Hong , Hui Yang

We investigate the kinetics of loop formation in flexible ideal polymer chains (Rouse model), and polymers in good and poor solvents. We show for the Rouse model, using a modification of the theory of Szabo, Schulten, and Schulten, that the…

Soft Condensed Matter · Physics 2007-11-13 Ngo Minh Toan , Greg Morrison , Changbong Hyeon , D. Thirumalai

We propose a new simple construction of a coupling at a fixed time of two sub-Riemannian Brownian motions on the Heisenberg group and on the free step 2 Carnot groups. The construction is based on a Legendre expansion of the standard…

Probability · Mathematics 2024-07-08 Marc Arnaudon , Magalie Bénéfice , Michel Bonnefont , Delphine Féral

Consider all the possible ways of coupling together two Brownian motions with the same starting position but with different drifts onto the same probability space. It is known that there exist couplings which make these processes agree for…

Probability · Mathematics 2025-07-03 Sebastian Hummel , Adam Quinn Jaffe

Let $\rho$ be compactly supported on $D \subset \mathbb R^2$. Endow $\mathbb R^2$ with the metric $e^{\rho}(dx_1^2 + dx_2^2)$. As $\delta \to 0$ the set of Brownian loops centered in $D$ with length at least $\delta$ has measure…

Probability · Mathematics 2023-02-07 Minjae Park , Joshua Pfeffer , Scott Sheffield

We report a new experimental approach using an optoelectronic feedback loop to investigate the dynamics of oscillators coupled on large complex networks with arbitrary topology. Our implementation is based on a single optoelectronic…

Chaotic Dynamics · Physics 2018-01-17 Joseph D. Hart , Don C. Schmadel , Thomas E. Murphy , Rajarshi Roy

The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from every point in space and time, while the Brownian net is an extension that also allows branching. We show here that the Brownian net is the…

Probability · Mathematics 2024-01-18 Rongfeng Sun , Jan M. Swart , Jinjiong Yu

In models with large additional dimensions, the GUT scale can be lowered to values accessible by future colliders. Due to modification of the loop corrections from particles propagating into the extra dimensions, the logarithmic running of…

High Energy Physics - Phenomenology · Physics 2007-05-23 Sabine Hossenfelder

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

Probability · Mathematics 2015-05-20 Daniel Paulin , Domokos Szász

We introduce the model of two-dimensional continuous random interlacements, which is constructed using the Brownian trajectories conditioned on not hitting a fixed set (usually, a disk). This model yields the local picture of Wiener sausage…

Probability · Mathematics 2020-08-17 Francis Comets , Serguei Popov

We study downward deviations of the maximum local time of the discrete-time simple random walk on $\mathbb{Z}^d$, $d\ge 3$. In our previous paper \cite{li2026ldmaxlocal}, the corresponding upper bound was established, while the matching…

Probability · Mathematics 2026-05-18 Xinyi Li , Yushu Zheng