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相关论文: The compact support property for the $\Lambda$-Fle…

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In this paper, we establish limit theorems for the supremum of the support, denoted by $M_t$, of a supercritical super-Brownian motion $\{X_t, t\ge0\}$ on $\mathbb{R}$. We prove that there exists an $m(t)$ such that $(X_t-m(t), M_t-m(t))$…

概率论 · 数学 2020-11-04 Yan-Xia Ren , Renming Song , Rui Zhang

We study the density of the support of a dyadic $d$-dimensional branching Brownian motion (BBM) in subcritical balls in $\mathbb{R}^d$. Using elementary geometric arguments and an extension of a previous result on the probability of absence…

概率论 · 数学 2019-09-16 Mehmet Öz

This article contains both a point process and a sequential description of the greatest convex minorant of Brownian motion on a finite interval. We use these descriptions to provide new analysis of various features of the convex minorant…

概率论 · 数学 2010-11-16 Jim Pitman , Nathan Ross

By considering a counting-type argument on Brownian sample paths, we prove a result similar to that of Orey and Taylor on the exact Hausdorff dimension of the rapid points of Brownian motion. Because of the nature of the proof we can then…

计算复杂性 · 计算机科学 2015-07-01 Paul Potgieter

The dynamical effect of the cosmological constant $\Lambda$ on a single spherical void evolving in a the universe is investigated within a non linear perturbation of Newton-Friedmann models. The void expands with a huge initial burst which…

广义相对论与量子宇宙学 · 物理学 2010-11-23 Henri-Hugues Fliche , Roland Triay

It has been conjectured since the work of Lalley and Sellke (1987) that the branching Brownian motion seen from its tip (e.g. from its rightmost particle) converges to an invariant point process. Very recently, it emerged that this can be…

概率论 · 数学 2012-10-01 E. Aïdékon , J. Berestycki , É. Brunet , Z. Shi

We study condensation in several particle systems related to the inclusion process. For an asymmetric one-dimensional version with closed boundary conditions and drift to the right, we show that all but a finite number of particles condense…

统计力学 · 物理学 2012-01-09 Stefan Grosskinsky , Frank Redig , Kiamars Vafayi

We prove the cut-off phenomenon in total variation distance for the Brownian motions traced on the classical symmetric spaces of compact type, that is to say: (1) the classical simple compact Lie groups: special orthogonal groups, special…

概率论 · 数学 2013-02-06 Pierre-Loïc Méliot

We identify a class of continuous compactly supported functions for which the known part of the Gabor frame set can be extended. At least for functions with support on an interval of length two, the curve determining the set touches the…

泛函分析 · 数学 2016-02-19 Ole Christensen , Hong Oh Kim , Rae Young Kim

We consider the median of n independent Brownian motions, and show that this process, when properly scaled, converges weakly to a centered Gaussian process. The chief difficulty is establishing tightness, which is proved through direct…

概率论 · 数学 2007-06-13 Jason Swanson

To address the dynamics of a Brownian particle on a periodic symmetric substrate under high-frequency periodic forcing with a vanishing time average, we construct an effective Langevin dynamics by invoking Kapitza-Landau time window. Our…

We derive a new theoretical lower bound for the expected supremum of drifted fractional Brownian motion with Hurst index $H\in(0,1)$ over (in)finite time horizon. Extensive simulation experiments indicate that our lower bound outperforms…

概率论 · 数学 2022-01-04 Krzysztof Bisewski

We raise a question on whether a dynamical system driven by Markov process is Markovian, for which we are able to propose a criterion and examples of positive case. This investigation leads us to develop (i) a general construction of…

概率论 · 数学 2019-08-22 Motoya Machida

We prove the existence of a compact random attractor for the stochastic Benjamin-Bona-Mahony Equation defined on an unbounded domain. This random attractor is invariant and attracts every pulled-back tempered random set under the forward…

偏微分方程分析 · 数学 2008-05-14 Bixiang Wang

Modulated accelerating mirrors provide a concrete dynamical origin for the $\kappa\gamma$ vacuum-a thermal, single-mode squeezed state with a tunable angle. The Carlitz-Willey trajectory fixes the Planckian weights (set by $\kappa$), while…

高能物理 - 理论 · 物理学 2025-09-09 Arash Azizi

We consider the coadjoint action of a Loop group of a compact group on the dual of the corresponding centrally extended Loop algebra and prove that a Brownian motion in a Cartan subalgebra conditioned to remain in an affine Weyl chamber -…

概率论 · 数学 2016-03-09 Manon Defosseux

We consider the physically relevant fully compressible setting of the Rayleigh Benard problem of a fluid confined between two parallel plates, heated from the bottom, and subjected to the gravitational force. Under suitable restrictions…

偏微分方程分析 · 数学 2021-10-22 Eduard Feireisl , Agnieszka Swierczewska-Gwiazda

This article establishes cutoff convergence or abrupt convergence of three statistical quantities for multivariate (Hurwitz) stable geometric Brownian motion: the autocorrelation function, the Wasserstein distance between the current state…

概率论 · 数学 2025-06-30 G. Barrera , M. A. Högele , J. C. Pardo

In this paper we prove the existence of a large class of periodic solutions of the Vlasov-Poisson in one space dimension that decay exponentially as t goes to infinity. The exponential decay is well known for the linearized version of the…

偏微分方程分析 · 数学 2008-10-28 Hyung Ju Hwang , Juan J. L. Velazquez

We solve the problem of formulating Brownian motion in a relativistically covariant framework in 1+1 and 3+1 dimensions. We obtain covariant Fokker-Planck equations with (for the isotropic case) a differential operator of invariant…

经典物理 · 物理学 2007-05-23 O. Oron , L. P. Horwitz