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

With simple, exact arguments we show that the surface magnetization $m_1$ at the extraordinary and normal transitions and the surface energy density $\epsilon_1$ at the ordinary, extraordinary, and normal transitions of semi-infinite…

Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance \[ R^{(H,K)}(s,t)= 2^{-K} \left( \left(|s|^{2H}+|t|^{2H} \right)^{K}-|t-s|^{2HK}\right), \qquad s,t\in R. \] We study the existence of bfBm for a given pair…

We show that Brownian motion of a one-dimensional domain wall in a large but finite system yields a $\omega^{-3/2}$ power spectrum. This is successfully applied to the totally asymmetric simple exclusion process (TASEP) with open…

In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…

By using Thurston's bending construction we obtain a sequence of faithful discrete representations \rho _n of the fundamental group of a closed hyperbolic 3-manifold fibering over the circle into the isometry group Iso H^4 of the hyperbolic…

We study the set of volumes of constant scalar curvature one metrics on an atoroidal three-manifold.The infinum of this set is believed to be attained at a hyperbolic metric. We prove that the supremum of this set is always infinity. The…

In this work we extend the ODE Maximum principle of Hamilton to non-compact hypersurfaces using the Omari-Yau maximum principle at infinity. As an application of this result, we investigate Inverse Mean Curvature Flow (IMCF) of non-compact…

In the paper, we prove that a Moran set is homeomorphic to the hyperbolic boundary of the representing symbolic space in the sense of Gromov, which generalizes the results of Lau and Wang [Indiana U. Math. J. {\bf 58} (2009), 1777-1795].…

Let $\mathcal{T}$ be a locally finite tree whose geometric boundary has infinitely many points. Suppose that a non-amenable group $\G$ acts isometrically and geometrically on the tree $\mathcal{T}$. In this paper, we show that if the length…

The Mott metal-insulator transition in the two-band Hubbard model in infinite dimensions is studied by using the linearized dynamical mean-field theory recently developed by Bulla and Potthoff. The phase boundary of the metal-insulator…

We consider an infinite system of non overlapping globules undergoing Brownian motions in R^3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is…

We define and study the windings along Brownian paths in the octonionic Euclidean, projective and hyperbolic spaces which are isometric to 8-dimensional Riemannian model spaces. In particular, the asymptotic laws of these windings are shown…

The universal hypermultiplet arises as a subsector of every Calabi-Yau compactification of M-theory or Type II string theory. Classically its moduli space is the quaternionic space $SU(2,1)/U(2)$. We show that this moduli space receives a…

We consider the Poisson Boolean continuum percolation model in n-dimensional hyperbolic space. In 2 dimensions we show that there are intensities for the underlying Poisson process for which there are infinitely unbounded components in the…

We present an interesting connection between Brownian motion and magnetism. We use this to determine the distribution of areas enclosed by the path of a particle diffusing on a sphere. In addition, we find a bound on the free energy of an…

This paper is motivated by questions about averages of stochastic processes which originate in mathematical finance, originally in connection with valuing the so-called Asian options. Starting with research of Yor's in 1992, these questions…

This paper investigates a novel mechanism for quasi-singularity formation in both linear and nonlinear hyperbolic wave equations in two and three dimensions. We prove that over any finite time interval, there exist inputs such that the…

One-dimensional system of Brownian motions called Dyson's model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is $\beta/2$ times the inverse of particle distance.…

Treebolic space HT(q,p) is a key example of a strip complex in the sense of Bendikov, Saloff-Coste, Salvatori, and Woess [Adv. Math. 226 (2011), 992-1055]. It is an analog of the Sol geometry, namely, it is a horocylic product of the…

We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by…