相关论文: Rubber Bands, Pursuit Games and Shy Couplings
Two random processes X and Y on a metric space are said to be $\varepsilon$-shy coupled if there is positive probability of them staying at least a positive distance $\varepsilon$ apart from each other forever. Interest in the literature…
Benjamini, Burdzy and Chen (2007) introduced the notion of a shy coupling: a coupling of a Markov process such that, for suitable starting points, there is a positive chance of the two component processes of the coupling staying a positive…
In this paper we introduce three Markovian couplings of Brownian motions on smooth Riemannian manifolds without boundary which sit at the crossroad of two concepts. The first concept is the one of shy coupling put forward in…
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,…
For every bounded planar domain $D$ with a smooth boundary, we define a `Lyapunov exponent' $\Lambda(D)$ using a fairly explicit formula. We consider two reflected Brownian motions in $D$, driven by the same Brownian motion (i.e., a…
We consider a collection of balls in Euclidean space and the problem of determining if Brownian motion has a positive probability of avoiding all the balls
Questions regarding the continuity in $\kappa$ of the $SLE_{\kappa}$ traces and maps appear very naturally in the study of SLE. In order to study the first question, we consider a natural coupling of SLE traces: for different values of…
We study co-adapted couplings of (canonical hypoelliptic) diffu-sions on the (subRiemannian) Heisenberg group, that we call (Heisenberg) Brow-nian motions and are the joint laws of a planar Brownian motion with its L{\'e}vy area. We show…
We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…
We study ``frustrated'' hopping models, in which at least one energy band, at the maximum or minimum of the spectrum, is dispersionless. The states of the flat band(s) can be represented in a basis which is fully localized, having support…
Starting from the hyperbolic Brownian motion as a time-changed Brownian motion, we explore a set of probabilistic models--related to the SABR model in mathematical finance--which can be obtained by geometry-preserving transformations, and…
Consider a Brownian motion on the circumference of the unit circle, which jumps to the opposite point of the circumference at incident times of an independent Poisson process of rate $\lambda$. We examine the problem of coupling two copies…
We solve an open problem posed by Michael Biro at CCCG 2013 that was inspired by his and others' work on beacon-based routing. Consider a human and a puppy on a simple closed curve in the plane. The human can walk along the curve at bounded…
The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…
A critical result in superconductivity is that flat bands, though dispersionless, can still host nonzero superfluid weight due to quantum geometry. We show that the derivation of the mean field superfluid weight in previous literature is…
The stochastic linear bandit problem proceeds in rounds where at each round the algorithm selects a vector from a decision set after which it receives a noisy linear loss parameterized by an unknown vector. The goal in such a problem is to…
The pursuit-evasion game is studied for two adversarial active agents, modelled as a deterministic self-steering pursuer and a stochastic, cognitive evader. The pursuer chases the evader by reorienting its propulsion direction with limited…
Cyclic pursuit frameworks provide an efficient way to create useful global behaviors out of pairwise interactions in a collective of autonomous robots. Earlier work studied cyclic pursuit with a constant bearing (CB) pursuit law, and has…
We study a pursuit-evasion problem which can be viewed as an extension of the keep-away game. In the game, pursuer(s) will attempt to intersect or catch the evader, while the evader can visit a fixed set of locations, which we denote as the…
Brownian motion and viscoelasticity of semiflexible polymers is a subject that has been studied for many years. Still, rigorous analysis has been hindered due to the difficulty in handling the constraint that polymer chains cannot be…