English
Related papers

Related papers: A Capture Problem in Brownian Motion and Eigenvalu…

200 papers

The time evolution of a closed quantum system is connected to its Hamiltonian through Schroedinger's equation. The ability to estimate the Hamiltonian is critical to our understanding of quantum systems, and allows optimization of control.…

We elaborate on the theorem saying that as permeability coefficients of snapping-out Brownian motions tend to infinity in such a way that their ratio remains constant, these processes converge to a skew Brownian motion. In particular,…

Probability · Mathematics 2024-05-10 Adam Bobrowski , Elżbieta Ratajczyk

The expected signature is an analogue of the Laplace transform for rough paths. Chevyrev and Lyons showed that, under certain moment conditions, the expected signature determines the laws of signatures. Lyons and Ni posed the question of…

Probability · Mathematics 2020-11-04 Horatio Boedihardjo , Joscha Diehl , Marc Mezzarobba , Hao Ni

We construct Brownian motion on a wide class of metric spaces similar to graphs, and show that its cover time admits an upper bound depending only on the length of the space.

Probability · Mathematics 2014-05-27 Agelos Georgakopoulos , Konrad Kolesko

We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…

Optimization and Control · Mathematics 2017-07-07 Erhan Bayraktar , Christopher W. Miller

In this paper we study the problem of stopping a Brownian bridge $X$ in order to maximise the expected value of an exponential gain function. In particular, we solve the stopping problem $$\sup_{0\le \tau\le…

Probability · Mathematics 2020-05-06 Tiziano De Angelis , Alessandro Milazzo

In this article we study a problem related to the first passage and inverse first passage time problems for Brownian motions originally formulated by Jackson, Kreinin and Zhang (2009). Specifically, define $\tau_X = \inf\{t>0:W_t + X \le…

Probability · Mathematics 2009-11-24 Sebastian Jaimungal , Alex Kreinin , Angelo Valov

We show that the occupation measure of planar Brownian motion exhibits a constant height gap of $5/\pi$ across its outer boundary. This property bears similarities with the celebrated results of Schramm--Sheffield [18] and Miller--Sheffield…

Probability · Mathematics 2026-03-10 Antoine Jego , Titus Lupu , Wei Qian

We consider the problem of optimally stopping a Brownian bridge with an unknown pinning time so as to maximise the value of the process upon stopping. Adopting a Bayesian approach, we assume the stopper has a general continuous prior and is…

Probability · Mathematics 2020-03-17 Kristoffer Glover

A Faber-Krahn type argument gives a sharp lower estimate for the first Dirichlet eigenvalue for subdomains of wedge domains in spheres, generalizing the inequality in the plane, found by Payne and Weinberger. An application is an…

Analysis of PDEs · Mathematics 2010-06-14 Jesse Ratzkin , Andrejs Treibergs

We present an efficient method to solve the narrow capture and narrow escape problems for the sphere. The narrow capture problem models the equilibrium behavior of a Brownian particle in the exterior of a sphere whose surface is reflective,…

Numerical Analysis · Mathematics 2021-08-03 Jason Kaye , Leslie Greengard

This note proves that the separation convergence towards the uniform distribution abruptly occurs at times around ln(n)/n for the (time-accelerated by 2) Brownian motion on the sphere with a high dimension n. The arguments are based on a…

Probability · Mathematics 2022-07-14 Marc Arnaudon , Koléhé Abdoulaye Coulibaly-Pasquier , Laurent Miclo

We study a one-dimensional Brownian motion conditioned on a self-repelling behaviour. Given a nondecreasing positive function f(t), consider the measures mu_t obtained by conditioning a Brownian path so that L_s< f(s), for all s<t, where…

Probability · Mathematics 2010-04-22 Itai Benjamini , Nathanael Berestycki

Consider the motion of a Brownian particle in two or more dimensions, whose coordinate processes are standard Brownian motions with zero drift initially, and then at some random/unobservable time, one of the coordinate processes gets a…

Probability · Mathematics 2020-07-30 Philip A. Ernst , Goran Peskir

In this paper we consider a (reflected) Brownian motion with broken drift hitting a random boundary. Some dedicated calculations allow us to obtain the formula on the joint Laplace transform of the hitting time and hitting position. These…

Probability · Mathematics 2020-10-14 Zhenwen Zhao , Yuejuan Xi

We consider a Brownian motion with linear drift that splits at fixed time points into a fixed number of branches, which may depend on the branching point. For this process, which we shall refer to as the Brownian decision tree, we…

Probability · Mathematics 2025-12-08 Krzysztof Dȩbicki , Pavel Ievlev , Nikolai Kriukov

Our model consists of a Brownian particle $X$ moving in $\mathbb{R}$, where a Poissonian field of moving traps is present. Each trap is a ball with constant radius, centered at a trap point, and each trap point moves under a Brownian motion…

Probability · Mathematics 2017-09-25 Mehmet Öz

We study estimates involving the principal Dirichlet eigenvalue associated to a smoothly bounded domain in a complete Riemannian manifold and L1-norms of exit time moments of Brownian motion. Our results generalize a classical inequality of…

Spectral Theory · Mathematics 2017-06-07 Emily B. Dryden , Jeffrey J. Langford , Patrick McDonald

We propose a method to evaluate parameters in the Hamiltonian of the Ising chain under site-dependent transverse fields, with a proviso that we can control and measure one of the edge spins only. We evaluate the eigenvalues of the…

Quantum Physics · Physics 2011-03-30 Mohammad Ali Fasihi , Shu Tanaka , Mikio Nakahara , Yasushi Kondo

Upon almost-every realisation of the Brownian continuum random tree (CRT), it is possible to define a canonical diffusion process or `Brownian motion'. The main result of this article establishes that the cover time of the Brownian motion…

Probability · Mathematics 2025-09-30 George Andriopoulos , David A. Croydon , Vlad Margarint , Laurent Menard
‹ Prev 1 3 4 5 6 7 10 Next ›