Related papers: Brownian Loops and the Selberg Zeta Function
Geometric Brownian motion is an exemplary stochastic processes obeying multiplicative noise, with widespread applications in several fields, e.g. in finance, in physics and biology. The definition of the process depends crucially on the…
This paper investigates a class of special Berndt-type integral calculations where the integrand contains only hyperbolic cosine functions. The research approach proceeds as follows: Firstly, through contour integration methods, we…
A Brownian motion model is proposed to study parametric correlations in the transmission eigenvalues of open ballistic cavities. We find interesting universal properties when the eigenvalues are rescaled at the hard edge of the spectrum. We…
We study the Brownian motion on the non-compact Grassmann manifold $\frac{\mathbf{U}(n-k,k)} {\mathbf{U}(n-k)\mathbf{U}(k)}$ and some of its functionals. The key point is to realize this Brownian motion as a matrix diffusion process, use…
We derive an analytic expression for the mechanical pressure of a generic one-dimensional model of confined active Brownian particles (ABPs) that is valid for all values of Peclet number Pe and all confining scenarios. Our model reproduces…
We consider the estimation of the drift and the level sets of the stationary distri- bution of a Brownian motion with drift, reflected in the boundary of a compact set $S\subset R^d$ , departing from the observation of a trajectory of this…
We develop a theory of Bernstein-Sato polynomials for meromorphic functions and we use it to study the analytic continuation of Archimedian local zeta functions in this setting. We also introduce both an analytic and an algebraic theory of…
We make a rigorous analysis of the existence and characterization of the free boundary related to the optimal stopping problem that maximizes the mean of an Ornstein--Uhlenbeck bridge. The result includes the Brownian bridge problem as a…
We consider certain questions pertaining to noncommutative generalized Brownian motions with multiple processes. We establish a framework for generalized Brownian motion with multiple processes similar to that defined by Guta and prove…
It is known that local zeta functions associated with real analytic functions can be analytically continued as meromorphic functions to the hole complex plane. In this paper, certain cases of specific (non-real analytic) smooth functions…
In this article, we introduce Brownian motion on stable looptrees using resistance techniques. We prove an invariance principle characterising it as the scaling limit of random walks on discrete looptrees, and prove precise local and global…
Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…
We provide a new construction of the Brownian disks, which have been defined by Bettinelli and Miermont as scaling limits of quadrangulations with a boundary when the boundary size tends to infinity. Our method is very similar to the…
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…
The interplay between Coulomb friction and random excitations is studied experimentally by means of a rotating probe in contact with a stationary granular gas. The granular material is independently fluidized by a vertical shaker, acting as…
We study the Ruelle zeta function at zero for negatively curved oriented surfaces with boundary. At zero, the zeta function has a zero and its multiplicity is shown to be determined by the Euler characteristic of the surface. This is shown…
In this article we prove meromorphic continuation of weighted zeta functions in the framework of open hyperbolic systems by using the meromorphically continued restricted resolvent of Dyatlov and Guillarmou (2016). We obtain a residue…
The Helfrich model is a fundamental tool for determining the morphology of biological membranes. We relate the geometry of an important class of its equilibria to the geometry of sessile and pendant drops in the hyperbolic space ${\bf…
Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…
The peanosphere (or "mating of trees") construction of Duplantier, Miller, and Sheffield encodes certain types of $\gamma$-Liouville quantum gravity (LQG) surfaces ($\gamma \in (0,2)$) decorated with an independent SLE$_{\kappa}$ ($\kappa =…