Related papers: Analyticity of intersection exponents for planar B…

For $\lambda \in (1/2, 1)$ and $\alpha$, we consider sets of numbers $x$ such that for infinitely many $n$, $x$ is $2^{-\alpha n}$-close to some $\sum_{i=1}^n \omega_i \lambda^i$, where $\omega_i \in \{0,1\}$. These sets are in Falconer's…

We provide a geometric representation of the Poisson and Martin boundaries of a transient, bounded degree triangulation of the plane in terms of its circle packing in the unit disc. (This packing is unique up to M\"obius transformations.)…

For every bounded planar domain $D$ with a smooth boundary, we define a `Lyapunov exponent' $\Lambda(D)$ using a fairly explicit formula. We consider two reflected Brownian motions in $D$, driven by the same Brownian motion (i.e., a…

A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…

We study the set of points $\mathcal{D}_{n,m}$ around which two independent Brownian motions wind at least $n$ (resp. $m$) times. We prove that its area is asymptotically equivalent, in $L^p$ and almost surely, to…

Let $D,X \in B(H)$ be bounded operators on an infinite dimensional Hilbert space $H$. If the commutator $[D,X] = DX-XD$ lies within $\varepsilon$ in operator norm of the identity operator $1_{B(H)}$, then it was observed by Popa that one…

Let $I_1=[a_0,a_1),\ldots,I_{k}= [a_{k-1},a_k)$ be a partition of the interval $I=[0,1)$ into $k$ subintervals. Let $f:I\to I$ be a map such that each restriction $f|_{I_i}$ is an increasing Lipschitz contraction. We prove that any $f$…

Let $B=(B^{(1)},B^{(2)})$ be a two-dimensional fractional Brownian motion with Hurst index $\alpha\in (0,1/4)$. Using an analytic approximation $B(\eta)$ of $B$ introduced in \cite{Unt08}, we prove that the rescaled L\'evy area process…

For a real analytic periodic function $\phi:\mathbb{R}\to \mathbb{R}$, an integer $b\ge 2$ and $\lambda\in (1/b,1)$, we prove the following dichotomy for the Weierstrass-type function $W(x)=\sum\limits_{n\ge 0}{{\lambda}^n\phi(b^nx)}$:…

Let $p\ge2$, $n_1\le...\le n_p$ be positive integers and $B_1^1, ..., B_{n_1}^1; ...; B_1^p, ..., B_{n_p}^{p}$ be independent planar Brownian motions started uniformly on the boundary of the unit circle. We define a $p$-fold intersection…

We consider the integral of fractional Brownian motion (IFBM) and its functionals $\xi_T$ on the intervals $(0,T)$ and $(-T,T)$ of the following types: the maximum $M_T$, the position of the maximum, the occupation time above zero etc. We…

Brownian motion is the only random process which is Gaussian, stationary and Markovian. Dropping the Markovian property, i.e. allowing for memory, one obtains a class of processes called fractional Brownian motion, indexed by the Hurst…

Let $L$ be a linear differential operator with constant coefficients of order $n$ and complex eigenvalues $\lambda_{0},...,\lambda_{n}$. Assume that the set $U_{n}$ of all solutions of the equation $Lf=0$ is closed under complex…

A method is given of deriving the distribution of planar Brownian motion evaluated at certain stopping times using analytic functions. This method relies upon a generalization of the standard conformal invariance of harmonic measure. A…

For $ 0< \lambda < \frac{1}2$, let $ B_{\lambda }$ be the Bochner-Riesz multiplier of index $ \lambda $ on the plane. Associated to this multiplier is the critical index $1 < p_\lambda = \frac{4} {3+2 \lambda } < \frac{4}3$. We prove a…

The purpose of this note is to give details for an argument of Sullivan to construct eigenfunctions of the Laplacian on a Riemannian manifold using exit times of Brownian motion \cite{sullivanpos}. Let $X$ be a complete, simply connected…

Consider the intersection measure $\ell^{\mathrm{IS}}_t$ of $p$ independent Brownian motions on $\mathbb{R}^d$. In this article, we prove the large deviation principle for the normalized intersection measure $t^{-p}\ell^{\mathrm{IS}}_t$ as…

We study boundary inference at $H=3/4$ for mixed fractional Brownian motion and mixed fractional Ornstein--Uhlenbeck models under high-frequency observation. This boundary is economically important because it separates the critical and…

We develop a unified approach to establish the non-existence of three types of random fractals: (1) the pioneer triple points of the planar Brownian motion, answering an open question in [7], (2) the pioneer double cut points of the planar…

We revisit the decay $\Lambda_b^0\to \Lambda_c^+ \ell^-\bar\nu$ ($\ell = e,\mu,\tau$) with a subsequent two-body decay $\Lambda_c^+ \to \Lambda^0 \pi^+$ in the Standard Model and in generic New Physics models. The decay's joint…