相关论文: The Matsumoto and Yor process and infinite dimensi…

A superprocess with coalescing spatial motion is constructed in terms of one-dimensional excursions. Based on this construction, it is proved that the superprocess is purely atomic and arises as scaling limit of a special form of the…

We prove that every visual Gromov hyperbolic space X whose boundary at infinity has the finite capacity dimension n admits a quasi-isometric embedding into (n+1)-fold product of metric trees.

This paper investigates $\pi_T(a_1,a_2) = \mathbb{P}\left(\sup\limits_{t\in[0,T]} (\sigma_1B(t)-c_1t)>a_1, \sup\limits_{t\in[0,T]}( \sigma_2 B(t)-c_2t)>a_2\right),$ where $\{B(t) : t \geq 0\}$ is a standard Brownian motion, with $T >0,…

We develop a theory of Brownian motion of a massive particle, including the effects of inertia (Kramers' problem), in spaces with curvature and torsion. This is done by invoking the recently discovered generalized equivalence principle,…

We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…

Iterated Bessel processes R^\gamma(t), t>0, \gamma>0 and their counterparts on hyperbolic spaces, i.e. hyperbolic Brownian motions B^{hp}(t), t>0 are examined and their probability laws derived. The higher-order partial differential…

Brownian motion is the only random process which is Gaussian, stationary and Markovian. Dropping the Markovian property, i.e. allowing for memory, one obtains a class of processes called fractional Brownian motion, indexed by the Hurst…

The semi-infinite Atlas process is a one-dimensional system of Brownian particles, where only the leftmost particle gets a unit drift to the right. Its particle spacing process has infinitely many stationary measures, with one distinguished…

We prove global existence of instantaneously complete Yamabe flows on hyperbolic space of arbitrary dimension $m\geq3$ starting from any smooth, conformally hyperbolic initial metric. We do not require initial completeness or curvature…

In the Newtonian limit of $f(R)$ gravity, for an isolated self-gravitating system consisting of $N$ extended fluid bodies, the inter-body dynamics are studied by applying the symmetric and trace-free formalism in terms of irreducible…

This is the third part of a four-paper sequence, which establishes the Threshold Conjecture and the Soliton-Bubbling vs.~Scattering Dichotomy for the energy critical hyperbolic Yang--Mills equation in the $(4+1)$-dimensional Minkowski…

We generalize a result of Paulin on the Gromov boundary of hyperbolic groups to the Morse boundary of proper, maximal hierarchically hyperbolic spaces admitting cocompact group actions by isometries. Namely we show that if the Morse…

Macro-orbital representation of a particle (detailed account given in cond-mat/0603784) has been used to develop the microscopic theory of a system of interacting bosons. It concludes that: (i) below certain temperature (say,…

Using the Malliavin calculus with respect to Gaussian processes and the multiple stochastic integrals we derive It\^{o}'s and Tanaka's formulas for the $d$-dimensional bifractional Brownian motion.

We find a representation of the integral of a Gauss-Markov process in the interval [0, t], in terms of Brownian motion. Moreover, some connections with first-passagetime problems are discussed, and some examples are reported.

We show that the spine of the Fleming-Viot process driven by Brownian motion and starting with two particles in a bounded interval has a different law from that of Brownian motion conditioned to stay in the interval forever. Furthermore, we…

For domains in $\mathbb{R}^d$, $d\geq 2$, we prove universal upper and lower bounds on the product of the bottom of the spectrum for the Laplacian to the power $p>0$ and the supremum over all starting points of the $p$-moments of the exit…

We study the shape of the outer envelope of a branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$. We focus on the extremal particles: those whose norm is within $O(1)$ of the maximal norm amongst the particles alive at time $t$.…

Motivated by the initial-boundary value problem for the Einstein equations, we propose a definition of symmetric hyperbolicity for systems of evolution equations that are first order in time but second order in space. This can be used to…

We extend the results of Arguin et al and A\"\i{}d\'ekon et al on the convergence of the extremal process of branching Brownian motion by adding an extra dimension that encodes the "location" of the particle in the underlying Galton-Watson…