Related papers: Loewner's equation in noncommutative probability
Levy-Loewner evolution (LLE) is a generalization of the Schramm-Loewner evolution (SLE) where the branching is possible in a course of growth process. We consider a class of radial Levy-Loewner evolutions for which sets of points of the…
We prove that the Lyapunov exponents, cosidered as functions of measures with non compact support, are semicontinuous with respect to the Wasserstein topology but not with respect to the weak* topology. Moreover, we prove that they are not…
In the paper we study a measure version of the evolutionary nonlinear Boltzmann-type equation in which we admit a random number of collisions of particles. We consider first a stationary model and use two methods to find its fixed points:…
We introduce the boolean convolution for probability measures on the unit circle. Roughly speaking, it describes the distribution of the product of two boolean independent unitary random variables. We find an analogue of the characteristic…
The Loewner-Kufarev evolution produces asymptotics for mappings onto domains close to the unit disk or the exterior of the unit disk. We deduce variational formulae which lead to the asymptotic conformal welding for such domains. The…
A new approach in Loewner Theory proposed by Bracci, Contreras, D\'iaz-Madrigal and Gumenyuk provides a unified treatment of the radial and the chordal versions of the Loewner equations. In this framework, a generalized Loewner chain…
We review two numerical methods related to the Schramm-Loewner evolution (SLE). The first simulates SLE itself. More generally, it finds the curve in the half-plane that results from the Loewner equation for a given driving function. The…
We study the propagation of ultra-short short solitons in a cubic nonlinear medium modeled by nonlinear Maxwell's equations with stochastic variations of media. We consider three cases: variations of (a) the dispersion, (b) the phase…
We seek to infer the parameters of an ergodic Markov process from samples taken independently from the steady state. Our focus is on non-equilibrium processes, where the steady state is not described by the Boltzmann measure, but is…
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…
We generalize the maximum likelihood method to non-Gaussian distribution functions by means of the multivariate Edgeworth expansion. We stress the potential interest of this technique in all those cosmological problems in which the…
The main purpose of the paper is an essentially probabilistic analysis of relativistic quantum mechanics. It is based on the assumption that whenever probability distributions arise, there exists a stochastic process that is either…
In previous work, we showed that the solution of certain systems of discrete integrable equations, notably $Q$ and $T$-systems, is given in terms of partition functions of positively weighted paths, thereby proving the positive Laurent…
We study the question of existence of positive steady states of nonlinear evolution equations. We recast the steady state equation in the form of eigenvalue problems for a parametrised family of unbounded linear operators, which are…
This paper is concerned with a scalar nonlinear convolution equation which appears naturally in the theory of traveling waves for monostable evolution models. First, we prove that each bounded positive solution of the convolution equation…
Let K be a random variable following a truncated exponential distribution. Such distributions are described by a single parameter here denoted by $\gamma$. The determination of $\gamma$ by Maximum Likelihood methods leads to a…
We investigate the asymptotic properties of permutations drawn from the Luce model, a natural probabilistic framework in which permutations are generated sequentially by sampling without replacement, with selection probabilities…
We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…
This paper concerns a random walk on a planar graph and presents certain estimates concerning the harmonic measures for the walk in a grid domain which estimates are useful for showing the convergence of a LERW (loop-erased random walk) to…
A non-statistical theory of continuous, but irreversible, evolution can be constructed in terms of the Cartan calculus. The fundamental postulate, for an evolutionary theory which admits irreversible processes, is that the topology of the…