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The paper is concerned with a class of two-sided stochastic processes of the form $X=W+A$. Here $W$ is a two-sided Brownian motion with random initial data at time zero and $A\equiv A(W)$ is a function of $W$. Elements of the related…

Probability · Mathematics 2013-01-29 Jörg-Uwe Löbus

We first consider the additive Brownian motion process $(X(s_1,s_2),\ (s_1,s_2) \in \mathbb{R}^2)$ defined by $X(s_1,s_2) = Z_1(s_1) - Z_2 (s_2)$, where $Z_1$ and $Z_2 $ are two independent (two-sided) Brownian motions. We show that with…

Probability · Mathematics 2017-02-28 Robert C. Dalang , T. Mountford

Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…

Probability · Mathematics 2009-10-06 Sourav Chatterjee , Soumik Pal

Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the…

Probability · Mathematics 2014-11-18 Mark Adler , Nicolas Orantin , Pierre van Moerbeke

We derive the KPZ equation as a continuum limit of height functions in asymmetric simple exclusion processes with drift that depends on the local particle configuration. To our knowledge, it is a first such result for a class of particle…

Probability · Mathematics 2024-12-11 Kevin Yang

Many models of one-dimensional local random growth are expected to lie in the Kardar-Parisi-Zhang (KPZ) universality class. For such a model, the interface profile at advanced time may be viewed in scaled coordinates specified via…

Probability · Mathematics 2019-12-03 Jacob Calvert , Alan Hammond , Milind Hegde

The study of Kadar-Parsi-Zhang (KPZ) universality class has been a subject of great interest among mathematicians and physicists over the past three decades. A notably successful approach for analyzing KPZ models is the coupling method,…

Probability · Mathematics 2023-10-27 Xiao Shen

Consider a discrete one-dimensional random surface whose height at a point grows as a function of the heights at neighboring points plus an independent random noise. Assuming that this function is equivariant under constant shifts,…

Probability · Mathematics 2023-09-06 Arka Adhikari , Sourav Chatterjee

We report on the universality of height fluctuations at the crossing point of two interacting (1+1)-dimensional Kardar-Parisi-Zhang (KPZ) interfaces with curved and flat initial conditions. We introduce a control parameter p as the…

Statistical Mechanics · Physics 2019-02-15 Abbas Ali Saberi , Hor Dashti-N. , Joachim Krug

We study exact stationary properties of the one-dimensional Kardar-Parisi-Zhang (KPZ) equation by using the replica approach. The stationary state for the KPZ equation is realized by setting the initial condition the two-sided Brownian…

Statistical Mechanics · Physics 2013-09-10 Takashi Imamura , Tomohiro Sasamoto

By considering a counting-type argument on Brownian sample paths, we prove a result similar to that of Orey and Taylor on the exact Hausdorff dimension of the rapid points of Brownian motion. Because of the nature of the proof we can then…

Computational Complexity · Computer Science 2015-07-01 Paul Potgieter

We introduce the notion of a stationary random manifold and develop the basic entropy theory for it. Examples include manifolds admitting a compact quotient under isometries and generic leaves of a compact foliation. We prove that the…

Differential Geometry · Mathematics 2014-08-18 Pablo Lessa

Poisson processes in the space of $k$-dimensional totally geodesic subspaces ($k$-flats) in a $d$-dimensional standard space of constant curvature $\kappa\in\{-1,0,1\}$ are studied, whose distributions are invariant under the isometries of…

Probability · Mathematics 2023-02-21 Carina Betken , Daniel Hug , Christoph Thäle

In this note we show that if a continuous-time, nonlinear, time-invariant, finite-dimensional system evolves on a compact subset of Rn and if the Jacobian of the vector field is Hurwitz at each point of the compact set, then there is a…

Optimization and Control · Mathematics 2016-09-06 Ravi Mazumdar , Christopher Nielsen , Arpan Mukhopadhyay

Barraquand and Le~Doussal introduced a family of stationary measures for the (conjectural) KPZ fixed point on an interval with Neumann boundary conditions, and predicted that they arise as scaling limit of stationary measures of all models…

Probability · Mathematics 2024-02-20 Wlodek Bryc , Yizao Wang , Jacek Wesolowski

We consider dynamical systems given by interval maps with a finite number of turning points (including critical points, discontinuities) possibly of different critical orders from two sides. If such a map $f$ is continuous and piecewise…

Dynamical Systems · Mathematics 2010-01-11 Hongfei Cui

We prove that all extreme points of the unit ball of a Lipschitz-free space over a compact metric space have finite support. Combined with previous results, this completely characterizes extreme points and implies that all of them are also…

Functional Analysis · Mathematics 2022-03-16 Ramón J. Aliaga

We study the spatial correlations of the one-dimensional KPZ surface for the flat initial condition. It is shown that the multi-point joint distribution for the height is given by a Fredholm determinant, with its kernel in the scaling limit…

Statistical Mechanics · Physics 2009-11-11 T. Sasamoto

A well-known result from Brouwer states that any orientation preserving homeomorphism of the plane with no fixed points has an empty non-wandering set. In particular, an invariant compact set implies the existence of a fixed point. In this…

Dynamical Systems · Mathematics 2019-06-11 Alejo García

It has been shown by various authors that the diameter of a given nontrivial bounded connected set $\mathcal{X}$ grows linearly in time under the action of an isotropic Brownian flow (IBF), which has a nonnegative top-Lyapunov exponent. In…

Probability · Mathematics 2013-03-18 Moritz Biskamp