Related papers: Generalized intersection exponents and local cut p…

Consider p independent Brownian motions in R^d, each running up to its first exit time from an open domain B, and their intersection local time l as a measure on B. We give a sharp criterion for the finiteness of exponential moments,…

Let $W= \{W(t): t \in \mathbb{R}_+^N \}$ be an $(N, d)$-Brownian sheet and let $E \subset (0, \infty)^N$ and $F \subset \mathbb{R}^d$ be compact sets. We prove a necessary and sufficient condition for $W(E)$ to intersect $F$ with positive…

In the paper $k$-multiple self-intersection local time for planar Gaussian integrators generated by linear operator with nontrivial kernel is studied. In this case additional singularities arise in its formal Fourier--Wiener transform. In…

In this paper we consider examples of positive generalized Wiener functions and we establish a large deviation principle for the generalized multiple intersection local time of the multidimensional Brownian motion.

Let $L_n^{X}(x)$ denote the number of visits to $x \in {\bf Z}^2$ of the simple planar random walk $X$, up till step $n$. Let $X'$ be another simple planar random walk independent of $X$. We show that for any $0<b<1/(2 \pi)$, there are…

We present an analytical formulation of the thermodynamics, free energy and entropy, of any generic Bogoliubov de Genes model which develops exceptional point (EP) bifurcations in its complex spectrum when coupled to reservoirs. We apply…

We establish a close connection between intersection multiplicities of special cycles on arithmetic models of the Shimura variety for GU(1,2) and Fourier coefficients of derivatives of certain incoherent Eisenstein series, confirming a…

We derive an intensity doubling feature of critical Brownian loop-soups on the cable-graphs of ${\mathbb Z}^d$ for $d \ge 7$ that can be described as follows: In the box $[-N, N]^d$ (and with a probability that goes to $1$ as $N$ goes to…

A local cut point is by definition a point that disconnectes its sufficiently small neighborhood. We show that there exists an upper bound for the degree of a local cut point in a metric measure space satisfying the generalized…

In this paper, we prove a formula of Grauert-Riemenschneider canonical sheaf and log canonical thresholds for a general residual intersection as well as an equality of minimal log discrepancies under a general link. We also prove an…

In this work, which is the first part of a series of two papers, we study the random walk loop soup in dimension two. More specifically, we estimate the probability that two large connected components of loops come close to each other, in…

We introduce a natural "massive" version of the Brownian loop soup of Lawler and Werner which displays conformal covariance and exponential decay. We show that this massive Brownian loop soup arises as the near-critical scaling limit of a…

The avoidance principle says that mean curvature flows of hypersurfaces remain disjoint if they are disjoint at the initial time. We prove several generalizations of the avoidance principle that allow for intersections of hypersurfaces.…

We show that, conditioned on the (empirical) particle density exceeding the critical value, the finite volume Bose loop soup converges to the superposition of the Bosonic loop soup (on the whole space) and the Poisson point process of…

We investigate a Geometric Brownian Information Engine (GBIE) in the presence of an error-free feedback controller that transforms the information gathered on the state of Brownian particles entrapped in monolobal geometric confinement into…

We consider the quickest change-point detection problem where the aim is to detect the onset of a pre-specified drift in "live"-monitored standard Brownian motion; the change-point is assumed unknown (nonrandom). The object of interest is…

Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually…

This article deals with limit theorems for certain loop variables for loop soups whose intensity approaches infinity. We first consider random walk loop soups on finite graphs and obtain a central limit theorem when the loop variable is the…

Consider a uniformly distributed random linear subspace $L$ and a stochastically independent random affine subspace $E$ in $\mathbb{R}^n$, both of fixed dimension. For a natural class of distributions for $E$ we show that the intersection…

We consider the eigenvectors of the principal minor of dimension $n< N$ of the Dyson Brownian motion in $\mathbb{R}^{N}$ and investigate their asymptotic overlaps with the eigenvectors of the full matrix in the limit of large dimension. We…