Related papers: Gibbs measures on Brownian paths: Theory and appli…
In this paper, we shall study the basic absolute properties of $G$-Brownian motion, i.e., those properties which hold for q.s. $\omega$. These include the characterization of the zero set and the local maxima of the $G$-Brownian motion…
The question of the origin of the Gibbs-factorials is reconsidered. It is argued, using the example of the Brownian motion, that their appearance in classical statistical calculations cannot in general be traced back to the symmetry…
We study single-site stochastic and deterministic transforma- tions of one-dimensional Gibbs measures in the uniqueness regime with infinite-range interactions. We prove conservation of Gibbsianness and give quantitative estimates on the…
Ratio limit theorems for random walks on (various) groups are known. We obtain a generalization of this type of ratio limit for deterministic walks on certain groups driven by Gibbs Markov maps. In terms of proofs, the main difficulty comes…
We prove a central limit theorem for an additive functional of the $d$-dimensional fractional Brownian motion with Hurst index $H\in(\frac{1}{2+d},\frac{1}{d})$, using the method of moments, extending the result by Papanicolaou, Stroock and…
Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…
Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its local time at zero reaches some exponential level, then…
Sufficient and necessary conditions are presented for the comparison theorem of path dependent $G$-SDEs. Different from the corresponding study in path independent $G$-SDEs, a probability method is applied to prove these results. Moreover,…
We consider Gibbs measures on the configuration space $S^{\mathbb{Z}^d}$, where mostly $d\geq 2$ and $S$ is a finite set. We start by a short review on concentration inequalities for Gibbs measures. In the Dobrushin uniqueness regime, we…
We prove that there is only one translation-invariant Gibbsian point process w.r.t. to a chosen interaction if any of them satisfies a certain bound related to concentration-of-measure. This concentration-of-measure bound is e.g. fulfilled…
In this paper, we extend the central limit theorem of the additive functional of the nearest-neighbor zero-range process given in \cite{Quastel2002} to the long-range case. Our main results show that in several cases the limit processes are…
This article considers multivariate linear processes whose components are either short- or long-range dependent. The functional central limit theorems for the sample mean and the sample autocovariances for these processes are investigated,…
We discuss the $(1+1)$-dimensional wave maps equation with values in a compact Riemannian manifold $\mathcal{M}$. Motivated by the Gibbs measure problem, we consider Brownian paths on the manifold $\mathcal{M}$ as initial data. Our main…
In this paper, we study branching Brownian motion with absorption, in which particles undergo Brownian motions and are killed upon hitting the absorption barrier. We prove that the empirical distribution function of the maximum of this…
We establish an optimal transportation inequality for the Poisson measure on the configuration space. Furthermore, under the Dobrushin uniqueness condition, we obtain a sharp transportation inequality for the Gibbs measure on…
We study properties of the ground state of the Nelson model through functional integration. We obtain bounds on the average and the variance of the Bose field both in position and momentum space, on the distribution of the number of bosons,…
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…
We give a necessary and sufficient condition on beta of the natural extension of a beta-shift, so that any equilibrium measure for a function of bounded total oscillations is a weak Gibbs measure.
Using the grand canonical ensemble and the virial theorem, we show that the Gibbs thermodynamic potential of the non-relativistic system of charged particles is uniquely defined by single-particle Green functions of electrons and nuclei.…
A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fractional Brownian motion is obtained. It is shown that the limiting measure-valued process is the non-commutative fractional Brownian motion…