Related papers: Cutoff in separation profile for the flat torus, s…
We show how the approach used in `N. Demni, T. Hmidi. Spectral Distribution of the Free unitary Brownian motion: another approach. Sem. Probab. XLIV. 2012. 191-206.' applies to describe the large-size limit of the marginal distribution of…
We show that the past and future of half-plane Brownian motion at certain cutpoints are independent of each other after a conformal transformation. Like in Ito's excursion theory, the pieces between cutpoints form a Poisson process with…
In many practically important problems which rely on particles' transport in realistic corrugated channels, one is interested to know the probability that either of the extremities, (e.g., the one containing a chemically active site, or…
We give explicit formulas and asymptotics for the distribution of the index of the Brownian loop in the following geometrical settings: the complex projective line from which two points have been removed; the complex hyperbolic line from…
We investigate the observability of a general class of linear dispersive equations on the torus $\mathbb{T}$. We take one line segment or two line segments in space-time region as the observable set. We give the characteristic on the slopes…
We establish a new spatial Markov property of the Brownian half-plane. According to this property, if one removes a hull centered at a boundary point, the remaining space equipped with an intrinsic metric is still a Brownian half-plane,…
We study the sharp order of integrability of the exit position of Brownian motion from the planar domains ${\cal P}_\alpha = \{(x,y)\in \bR\times \bR\colon x> 0, |y| < Ax^{\alpha}\}$, $0<\alpha<1$. Together with some simple good-$\lambda$…
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…
The main goal of this paper is applying the cut-off projection for solving one-dimensional backward heat conduction problem in a two-slab system with a perfect contact. In a constructive manner, we commence by demonstrating the…
This paper presents a novel formula for the transition density of the Brownian motion on a sphere of any dimension and discusses an algorithm for the simulation of the increments of the spherical Brownian motion based on this formula. The…
With the help of the Gauss-Laplace transform for the exit time from a cone of planar Brownian motion, we obtain some infinite divisibility properties for the reciprocal of this exit time.
This article accompanies my June 1998 seminaire Bourbaki talk on Givental's work. After a quick review of descendent integrals in Gromov-Witten theory, I discuss Givental's formalism relating hypergeometric series to solutions of quantum…
In this paper, an idea of the cutting plane method is employed to improve the fractional distance of a given binary parity check matrix. The fractional distance is the minimum weight (with respect to l1-distance) of vertices of the…
We provide a polynomial time cutting plane algorithm based on split cuts to solve integer programs in the plane. We also prove that the split closure of a polyhedron in the plane has polynomial size.
We provide two methods for constructing smooth bump functions and for smoothly cutting off smooth functions on fractals, one using a probabilistic approach and sub-Gaussian estimates for the heat operator, and the other using the analytic…
A subset X of a vector space V is said to have the "Separation Property" if it separates linear forms in the following sense: given a pair (a, b) of linearly independent forms on V there is a point x on X such that a(x)=0 and b(x) is not…
This paper establishes the basis of the quaternionic differential geometry ($\mathbbm H$DG) initiated in a previous article. The usual concepts of curves and surfaces are generalized to quaternionic constraints, as well as the curvature and…
The main result of this paper is a structural theorem for projective Q-factorial toric varieties X in P^N, covered by lines. We prove that there exists a toric fibration f: X -> Z, locally trivial in the Zariski topology, with fiber a…
The algebraic area probability distribution of closed planar random walks of length N on a square lattice is considered. The generating function for the distribution satisfies a recurrence relation in which the combinatorics is encoded. A…
We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum…