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We study non-compact scaling limits of uniform random planar quadrangulations with a boundary when their size tends to infinity. Depending on the asymptotic behavior of the boundary size and the choice of the scaling factor, we observe…

概率论 · 数学 2016-08-04 Erich Baur , Grégory Miermont , Gourab Ray

This article illustrates the role of friction on the motion of a rolling sphere on pedagogical example. We use a parabolic support rotating around it axis to study the static equilibrium positions of a single sphere. Due to the particular…

物理教育 · 物理学 2014-11-05 Alexis Soulier , Sébastien Aumaître

We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…

动力系统 · 数学 2012-03-20 Georg Schöchtel

A study of the diffusion of a passive Brownian particle on the surface of a sphere and subject to the effects of an external potential, coupled linearly to the probability density of the particle's position, is presented through a numerical…

统计力学 · 物理学 2021-08-31 Adriano Valdés Gómez , Francisco J. Sevilla

We study the radius $R_T$ of a self-repellent fractional Brownian motion $\left\{B^H_t\right\}_{0\le t\le T}$ taking values in $\mathbb{R}^d$. Our sharpest result is for $d=1$, where we find that with high probability, \begin{equation*} R_T…

概率论 · 数学 2023-11-30 Le Chen , Sefika Kuzgun , Carl Mueller , Panqiu Xia

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…

概率论 · 数学 2019-08-06 Vera Nobis , Olaf Wittich

This paper is concerned with Random walk approximations of the Brownian motion on the Affine group Aff(R). We are in particular interested in the case where the innovations are discrete. In this framework, the return probability of the walk…

概率论 · 数学 2017-09-20 V Konakov , S Menozzi , Stanislav Molchanov

In this paper, we introduce the linear fractional self-attracting diffusion driven by a fractional Brownian motion with Hurst index 1/2<H<1, which is analogous to the linear self-attracting diffusion. For 1-dimensional process we study its…

概率论 · 数学 2007-07-19 Litan Yan , Yu Sun , Yunsheng Lu

How likely is the high level of a continuous Gaussian random field on an Euclidean space to have a "hole" of a certain dimension and depth? Questions of this type are difficult, but in this paper we make progress on questions shedding new…

概率论 · 数学 2015-01-29 Robert Adler , Gennady Samorodnitsky

We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to analyze both the effective Brownian motion and the effective…

概率论 · 数学 2009-09-18 Remi Rhodes

We show that the distribution of the square of the supremum of reflected fractional Brownian motion up to time a, with Hurst parameter-H greater than 1/2, is related to the distribution of its hitting time to level $1,$ using the self…

概率论 · 数学 2012-08-14 Ceren Vardar

Nonlinear dynamics of a bouncing ball moving in gravitational field and colliding with a moving limiter is considered. Several simple models of table motion are studied and compared. Dependence of displacement of the table on time,…

混沌动力学 · 物理学 2010-06-08 Andrzej Okninski , Boguslaw Radziszewski

We derive the asymptotic behavior of hitting probability at small target of size $O(\epsilon)$ for reflected Brownian motion in domains with suitable smooth boundary conditions, where the boundary of domain contains both reflecting part,…

概率论 · 数学 2024-10-29 Yuchen Fan

The classification of solutions to semilinear partial differential equations, as well as the classification of critical points of the corresponding functionals, have wide applications in the study of partial differential equations and…

偏微分方程分析 · 数学 2025-03-12 Jungang Li , Guozhen Lu , Jianxiong Wang

We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…

概率论 · 数学 2013-12-16 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

We show that Brownian motion is spatially not symmetric for mesoscopic particles embedded in a fluid if the particle is not in thermal equilibrium and its shape is not spherical. In view of applications on molecular motors in biological…

软凝聚态物质 · 物理学 2009-11-13 Susan Sporer , Christian Goll , Klaus Mecke

Many studies on microscopic systems deal with Brownian particles embedded in media whose densities are different from that of the particles, causing them either to sink or float. The proximity to a wall modifies the friction force the…

经典物理 · 物理学 2011-08-17 Silvana Palacios , Victor Romero-Rochin , Karen Volke-Sepulveda

We compute higher derivatives of the Fr\'{e}chet function on spheres with an absolutely continuous and rotationally symmetric probability distribution. Consequences include (i)~a practical condition to test if the mode of the symmetric…

统计理论 · 数学 2020-04-28 Do Tran

This work is a continuation of the recent study by the authors on approximation theory over the sphere and the ball. The main results define new Sobolev spaces on these domains and study polynomial approximations for functions in these…

经典分析与常微分方程 · 数学 2010-11-15 Feng Dai , Yuan Xu

The purpose of the paper is to provide a general method for computing hitting distributions of some regular subsets D for Ornstein-Uhlenbeck type operators of the form 1/2\Delta + F\cdot\nabla, with F bounded and orthogonal to the boundary…

概率论 · 数学 2011-11-04 Tomasz Byczkowski , Jakub Chorowski , Piotr Graczyk , Jacek Malecki