Related papers: The Brownian loop soup

The existence of the invariant measure in nonlocal regularized actions is discussed. It is shown that the measure for nonlocally regularized QED, as presented in\cite{Moff-Wood}, exists to all orders, and is precisely what is required to…

Invariance properties of semimartingales on Lie groups under a family of random transformations are defined and investigated, generalizing the random rotations of the Brownian motion. A necessary and sufficient explicit condition…

We present a numerical framework for approximating the $\mu$-domain in the planar Skorokhod embedding problem PSEP, recently introduced in \cite{gross2019}. We show that under weak convergence of a sequence of probability measures…

We consider random walks on the group of orientation-preserving homeomorphisms of the real line ${\mathbb R}$. In particular, the fundamental question of uniqueness of an invariant measure of the generated process is raised. This problem…

We consider the invariant measure of homogeneous random walks in the quarter-plane. In particular, we consider measures that can be expressed as a finite linear combination of geometric terms and present conditions on the structure of these…

The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…

We relate two ways to renormalize the Brownian loop measure on the Riemann sphere. One by considering the Brownian loop measure on the sphere minus a small disk, known as the normalized Brownian loop measure; the other by taking the measure…

Given a random time, we characterize the set of martingales for which the stopping theorems still hold. We also investigate how the stopping theorems are modified when we consider arbitrary random times. To this end, we introduce some…

We survey Brownian manifolds -- manifolds that can parametrise Brownian motion -- and those that cannot. We consider covariances of space-time processes, particularly those when space is the sphere -- geo-temporal processes. There are…

The Brownian loop soup is a conformally invariant statistical ensemble of random loops in two dimensions characterized by an intensity $\lambda>0$, with central charge $c=2 \lambda$. Recent progress resulted in an analytic form for the…

The Brownian continuum tree was extensively studied in the 90s as a universal random metric space. One construction obtains the continuum tree by a change of metric from an excursion function (or continuous circle mapping) on $[0,1]$. This…

This paper proves an equality in law between the invariant measure of a reflected system of Brownian motions and a vector of point-to-line last passage percolation times in a discrete random environment. A consequence describes the…

We discuss the possible candidates for conformally invariant random non-self-crossing curves which begin and end on the boundary of a multiply connected planar domain, and which satisfy a Markovian-type property. We consider both, the case…

In this note, we show the following feature of the relation between Brownian loop-soups on cable-graphs and their total occupation time-field $\Lambda$: When conditioned on $\Lambda$, the conditional law of individual loops becomes singular…

We describe simple properties of some soups of unoriented Markov loops and of some soups of oriented Markov loops that can be interpreted as a spatial Markov property of these loop-soups. This property of the latter soup is related to…

We prove absolute continuity of Gaussian measures associated to complex Brownian bridges under certain gauge transformations. As an application we prove that the invariant measure for the periodic derivative nonlinear Schr\"odinger equation…

We consider the problem of computing the measure of a regular language of infinite binary trees. While the general case remains unsolved, we show that the measure of a language defined by a first-order formula with no descendant relation or…

This paper concerns harmonic measure on the domains that arise when infinitely many disjoint closed discs are removed from the unit disc. It investigates which configurations of discs are unavoidable for Brownian motion, and obtains…

Software verification has emerged as a key concern for ensuring the continued progress of information technology. Full verification generally requires, as a crucial step, equipping each loop with a "loop invariant". Beyond their role in…

We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…