相关论文: General alpha-Wiener bridges
We consider non-colliding Brownian bridges starting from two points and returning to the same position. These positions are chosen such that, in the limit of large number of bridges, the two families of bridges just touch each other forming…
In this paper we introduce the branched $\alpha$-flows on closed surfaces with Euler characteristic \(\chi \leq 0\). Based on the strict convexity of the branched $\alpha$-potentials, we establish the long time existence and convergence of…
We study $N$ vicious Brownian bridges propagating from an initial configuration $\{a_1 < a_2 < \ldots< a_N \}$ at time $t=0$ to a final configuration $\{b_1 < b_2 < \ldots< b_N \}$ at time $t=t_f$, while staying non-intersecting for all…
The Wiener measure induces a measure of closed, convex, (d-1)-dimensional, Euclidean (hyper-)surfaces that are the convex hulls of closed d-dimensional Brownian bridges. I present arguments and numerical evidence that this measure, for odd…
This article establishes cutoff thermalization (also known as the cutoff phenomenon) for a class of generalized Ornstein-Uhlenbeck systems $(X^\varepsilon_t(x))_{t\geqslant 0}$ with $\varepsilon$-small additive L\'evy noise and initial…
We consider the limit $\alpha\to0$ for the $\alpha$-Euler equations in a two-dimensional bounded domain with Dirichlet boundary conditions. Assuming that the vorticity is bounded in $L^p$, we prove the existence of a global solution and we…
Given $a,b\ge 0$ and $t>0$, let $\rho =\{ \rho _{s}\} _{0\le s\le t}$ be a three-dimensional Bessel bridge from $a$ to $b$ over $[0,t]$. In this paper, based on a conditional identity in law between Brownian bridges stemming from Pitman's…
We study the boundary continuity of solutions to fully nonlinear elliptic equations. We first define a capacity for operators in non-divergence form and derive several capacitary estimates. Secondly, we formulate the Wiener criterion, which…
Interferometric inversion involves recovery of a signal from cross-correlations of its linear transformations. A close relative of interferometric inversion is the generalized phase retrieval problem, which consists of recovering a signal…
The aim of this paper is to obtain new inequalities for a large family of generalizations of the Wiener Index and to characterize the set of extremal graphs with respect to them. Our main results provide upper and lower bounds for these…
The first-passage problem of the Ornstein-Uhlenbeck process to a boundary is a long-standing problem with no known closed-form solution except in specific cases. Taking this as a starting-point, and extending to a general mean-reverting…
We give an explicit representation for the transition law of a tempered stable Ornstein-Uhlenbeck process and use it to develop a rejection sampling algorithm for exact simulation of increments from this process. Our results apply to…
We consider the mean curvature flow of compact convex surfaces in Euclidean $3$-space with free boundary lying on an arbitrary convex barrier surface with bounded geometry. When the initial surface is sufficiently convex, depending only on…
Tunneling is an important physical process. The observation that particles surmount a high mountain in spite of the fact that they don't have the necessary energy cannot be explained by classical physics. However, this so called tunneling…
In [SW2], we defined a generalized mean curvature vector field on any almost Lagrangian submanifold with respect to a torsion connection on an almost K\"ahler manifold. The short time existence of the corresponding parabolic flow was…
For a continuous function $f \in \mathcal{C}([0,1])$, define the Vervaat transform $V(f)(t):=f(\tau(f)+t \mod1)+f(1)1_{\{t+\tau(f) \geq 1\}}-f(\tau(f))$, where $\tau(f)$ corresponds to the first time at which the minimum of $f$ is attained.…
We propose a family of variational approximations to Bayesian posterior distributions, called $\alpha$-VB, with provable statistical guarantees. The standard variational approximation is a special case of $\alpha$-VB with $\alpha=1$. When…
We realize (via an explicit isomorphism) the walled Brauer algebra for an arbitrary integral parameter delta as an idempotent truncation of a level two cyclotomic degenerate affine walled Brauer algebra. The latter arises naturally in Lie…
In this paper, we study the uniform H\"older continuity of the generalized Riemann function $R_{\alpha,\beta}$ (with $\alpha>1$ and $\beta>0$) defined by \[ R_{\alpha,\beta}(x)=\sum_{n=1}^{+\infty}\frac{\sin(\pi n^\beta x)}{n^\alpha},\quad…
For a von Neumann algebra $\cal M$ with a faithful normal tracial state $\tau$ and a positive ergodic homomorphism $\alpha:\mathcal L^1(\mathcal M,\tau)\to \mathcal L^1(\mathcal M,\tau)$ such that $\alpha$ does not increase the norm in…