Related papers: A central limit theorem for Gibbs measures relativ…
In this paper we introduce the \textit{multivariate} Brownian semistationary (BSS) processes and study the joint asymptotic behaviour of its realised covariation using in-fill asymptotics. First, we present a central limit theorem for…
We consider the diffusion scaling limit of the vicious walker model that is a system of nonintersecting random walks. We prove a functional central limit theorem for the model and derive two types of nonintersecting Brownian motions, in…
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…
A theory of Brownian motion is presented for an assembly of vortices. The attempt is motivated by a realization of Dyson' Coulomb gas in the context of quantum condensates. By starting with the time-dependent Landau-Ginzburg (LG) theory,…
We consider the random walk among random conductances on Z^d. We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit…
We investigate yet another approach to understand the limit behaviour of Brownian motion conditioned to stay within a tubular neighbourhood around a closed and connected submanifold of a Riemannian manifold. In this context, we identify a…
We prove a functional central limit theorem for subgraph counts in a dynamic version of the random connection model. To establish tightness, we develop a dynamic extension of the cumulant method.
In this paper, we study a class of multilinear Gibbs measures with Hamiltonian given by a generalized $\mathrm{U}$-statistic and with a general base measure. Expressing the asymptotic free energy as an optimization problem over a space of…
In this note we investigate the behaviour of Brownian motion conditioned on a growth constraint of its local time which has been previously investigated by Berestycki and Benjamini. For a class of non-decreasing positive functions $f(t);…
We prove a conjecture of Lalley and Sellke [Ann. Probab. 15 (1987)] asserting that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a double exponential, or Gumbel,…
We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…
Large amplitude collective motion is investigated for a model pairing Hamiltonian containing an avoided level crossing. A classical theory of collective motion for the adiabatic limit is applied utilising either a time-dependent mean-field…
We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the…
Motivated from Gaussian processes, we derive the intrinsic volumes of the infinite--dimensional Brownian motion body. The method is by discretization to a class of orthoschemes. Numerical support is offered for a conjecture of…
Consider a d-dimensional Brownian motion in a random potential defined by attaching a nonnegative and polynomially decaying potential around Poisson points. We introduce a repulsive interaction between the Brownian path and the Poisson…
Schreiber and Yukich [Ann. Probab. 36 (2008) 363-396] establish an asymptotic representation for random convex polytope geometry in the unit ball $\mathbb{B}^d, d\geq2$, in terms of the general theory of stabilizing functionals of Poisson…
In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…
In this short note, we prove a central limit theorem for a type of replica overlap of the Brownian directed polymer in a Gaussian random environment, in the low temperature regime and in all dimensions. The proof relies on a…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
Motivated by recent developments on random polymer models we propose a generalisation of reflected Brownian motion (RBM) in a polyhedral domain. This process is obtained by replacing the singular drift on the boundary by a continuous one…