Related papers: Loewner's equation in noncommutative probability
We consider mappings of domains of Riemannian manifolds that admit branch points and satisfy a certain condition regarding the distortion of the modulus of families of paths. We have established logarithmic estimates of distance distortion…
We consider a nonlinear random walk which, in each time step, is free to choose its own transition probability within a neighborhood (w.r.t. Wasserstein distance) of the transition probability of a fixed L\'evy process. In analogy to the…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
For a variety of pattern-avoiding classes, we describe the limiting distribution for the number of fixed points for involutions chosen uniformly at random from that class. In particular we consider monotone patterns of arbitrary length as…
Cross-sectional observations from a dynamical system can be modeled via steady-state distributions of Markov processes. The major challenge is then to determine whether the process parameters can be identified and estimated from the…
Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of statistical…
We introduce and investigate a notion of multivalued $\lambda$-dissipative probability vector field (MPVF) in the Wasserstein space $\mathcal{P}_2(\mathsf X)$ of Borel probability measures on a Hilbert space $\mathsf X$. Taking inspiration…
We study deterministic Loewner evolutions on the complex plane driven by complex-valued functions. This model can be viewed as a generalization of real-driven Loewner evolutions in the upper half-plane, or as the deterministic analogue of…
We consider the motion of a particle on a Galton Watson tree, when the probabilities of jumping from a vertex to any one of its neighbours is determined by a random process. Given the tree, positive weights are assigned to the edges in such…
We present a scaling technique which transforms the evolution problem for a nonlinear wave equation with small initial data to a linear wave equation with a distributional source. The exact solution of the latter uniformly approximates the…
We introduce the local martingale problem associated to semilinear stochastic evolution equations driven by a cylindrical Wiener process and establish a one-to-one correspondence between solutions of the martingale problem and…
L\'evy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of…
We suggest how to give a physical interpretation of Stochastic Loewner Evolution traces approaching a marked point in the upper half plane. We show that this may be related to the fusion of boundary with bulk fields in Conformal Field…
A potential representation for the subset of traveling solutions of nonlinear dispersive evolution equations is introduced. The procedure involves a reduction of a third order partial differential equation to a first order ordinary…
We suggest the method of derivation of Hamilton equations which describe the motion of solitons along non-uniform and time dependent large-scale background in case of wave dynamics described by the completely integrable equations in the…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
We show that, under mild assumptions on the limiting curve, a sequence of simple chordal planar curves converges uniformly whenever certain Loewner driving functions converge. We extend this result to random curves. The random version…
The Kwiecinski evolution of unintegrated parton distributions (UPDs) in the transverse-coordinate space is analyzed with the help of the Mellin transform. Numerical results are presented for the unintegrated pion distributions with a simple…
We obtain a first order differential equation for the driving function of the chordal Loewner differential equation in the case where the domain is slit by a curve which is a trajectory arc of certain quadratic differentials. In particular…
For a smooth expanding circle map, we show that the empirical distribution of Lyapunov exponents of periodic points of any fixed period is close to normal, with an error that decreases as the period grows. This establishes a version of the…