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Let $n$ particles move in standard Brownian motion in one dimension, with the process terminating if two particles collide. This is a specific case of Brownian motion constrained to stay inside a Weyl chamber; the Weyl group for this…

表示论 · 数学 2016-09-07 David J. Grabiner

We determine the long time behavior and the exact order of the tail probability for the maximal displacement of a branching Brownian motion in Euclidean space in terms of the principal eigenvalue of the associated Schr\"odinger type…

概率论 · 数学 2020-07-14 Yasuhito Nishimori , Yuichi Shiozawa

We consider a continuous-time random walk in the quarter plane for which the transition intensities are constant on each of the four faces $(0,\infty)^2$, $F_1=\{0\}\times(0,\infty)$, $F_2=(0,\infty)\times\{0\}$ and $\{(0,0)\}$. We show…

概率论 · 数学 2024-03-04 Rami Atar , Amarjit Budhiraja

We define and study the 3-dimensional windings along Brownian paths in the quaternionic Euclidean, projective and hyperbolic spaces. In particular, the asymptotic laws of these windings are shown to be Gaussian for the flat and spherical…

概率论 · 数学 2019-06-27 Fabrice Baudoin , Nizar Demni , Jing Wang

For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is…

概率论 · 数学 2020-09-24 Benjamin Landon

Motivated by the study of the convex hull of the trajectory of a Brownian motion in the unit disk reflected orthogonally at its boundary, we study inhomogeneous fragmentation processes in which particles of mass $m \in (0,1)$ split at a…

概率论 · 数学 2023-12-05 Bénédicte Haas , Bastien Mallein

We prove two-sided bounds on the expected values of several geometric functionals of the convex hull of Brownian motion in $\mathbb{R}^n$ and their inverse processes. This extends some recent results of McRedmond and Xu (2017),…

概率论 · 数学 2026-01-28 Hugo Panzo , Evan Socher

We perform a perturbative ${\cal O}(g^4)$ Wilson loop calculation for the U(N) Yang-Mills theory defined on non-commutative one space - one time dimensions. We choose the light-cone gauge and compare the results obtained when using the…

高能物理 - 理论 · 物理学 2009-11-07 A. Bassetto , G. Nardelli , A. Torrielli

The Brownian motion $(U^N_t)_{t\ge 0}$ on the unitary group converges, as a process, to the free unitary Brownian motion $(u_t)_{t\ge 0}$ as $N\to\infty$. In this paper, we prove that it converges strongly as a process: not only in…

概率论 · 数学 2019-03-05 Benoit Collins , Antoine Dahlqvist , Todd Kemp

Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…

偏微分方程分析 · 数学 2016-03-01 Benjamin J. Fehrman

We consider non-planar one-loop anomalous dimensions in maximally supersymmetric Yang-Mills theory and its marginally deformed analogues. Using the basis of Bethe states, we compute matrix elements of the dilatation operator and find…

高能物理 - 理论 · 物理学 2020-12-02 Tristan McLoughlin , Raul Pereira , Anne Spiering

We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…

偏微分方程分析 · 数学 2015-03-04 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond

An effective action is proposed to compute the expectation value of Wilson loops in $(S)U(N)$ gauge theories. The action consists of fermions localized on the loop and an Abelian gauge field that fixes the representation. The discussion is…

高能物理 - 理论 · 物理学 2018-08-01 Carlos Hoyos

We consider conformal N=2 super Yang-Mills theories with gauge group SU(N) and Nf=2N fundamental hypermultiplets in presence of a circular 1/2-BPS Wilson loop. It is natural to conjecture that the matrix model which describes the…

高能物理 - 理论 · 物理学 2020-05-20 M. Billo , F. Galvagno , P. Gregori , A. Lerda

The large $N$ limit of SU($N$) gauge theories is well understood in perturbation theory. Also non-perturbative lattice studies have yielded important positive evidence that 't Hooft's predictions are valid. We go far beyond the statistical…

高能物理 - 格点 · 物理学 2019-02-20 Miguel García Vera , Rainer Sommer

We test the unified-gauge formalism by computing a Wilson loop in Yang-Mills theory to one-loop order. The unified-gauge formalism is characterized by the abritrary, but fixed, four-vector $N_\mu$, which collectively represents the…

高能物理 - 理论 · 物理学 2007-05-23 Brian J. Hand , George Leibbrandt

The large-N limit of the two-dimensional U$(N)$ Yang-Mills theory on an arbitrary orientable compact surface with boundaries is studied. It is shown that if the holonomies of the gauge field on boundaries are near the identity, then the…

高能物理 - 理论 · 物理学 2007-05-23 M. Alimohammadi , M. Khorrami

We study the circular Wilson loop in the symmetric representation of U(N) in $\mathcal{N} = 4$ super-Yang-Mills (SYM). In the large N limit, we computed the exponentially-suppressed corrections for strong coupling, which suggests…

高能物理 - 理论 · 物理学 2017-01-11 Xinyi Chen-Lin

We consider matrix-valued stochastic processes known as isotropic Brownian motions, and show that these can be solved exactly over complex fields. While these processes appear in a variety of questions in mathematical physics, our main…

数学物理 · 物理学 2017-08-23 J. R. Ipsen , H. Schomerus

The indefinite integral of the homogenized Ornstein-Uhlenbeck process is a well-known model for physical Brownian motion, modelling the behaviour of an object subject to random impulses [L. S. Ornstein, G. E. Uhlenbeck: On the theory of…

概率论 · 数学 2013-02-12 Peter Friz , Paul Gassiat , Terry Lyons