相关论文: Cone points of Brownian motion in arbitrary dimens…

We study the lengths of curves passing through a fixed number of points on the boundary of a convex shape in the plane. We show that for any convex shape $K$, there exist four points on the boundary of $K$ such that the length of any curve…

We prove that a uniformly coarsely proper hyperbolic cone over a bounded metric space consisting of a finite union of uniformly coarsely connected components each containing at least two points is non-amenable and apply this to visual…

In this note, we prove -- in dimension at most 4 -- a conjectue of Hao which says that a morphism $f : X \to A$ to a simple abelian variety $A$ is smooth if and only if there is a 1-form pulled back from A without any zeros. We also give a…

In this paper we study fluctuations of extreme particles of nonintersecting Brownian bridges starting from $a_1\leq a_2\leq \cdots \leq a_n$ at time $t=0$ and ending at $b_1\leq b_2\leq \cdots\leq b_n$ at time $t=1$, where…

We extend the famous convexity theorem of Atiyah, Guillemin and Sternberg to the case of non-Hamiltonian actions. We show that the image of a generalized momentum map is a bounded polytope times a vector space. We prove that this picture is…

We give a new representation of fractional Brownian motion with Hurst parameter H<=1/2 using stochastic partial differential equations. This representation allows us to use the Markov property and time reversal, tools which are not usually…

Fractional Brownian motion is a self-affine, non-Markovian and translationally invariant generalization of Brownian motion, depending on the Hurst exponent $H$. Here we investigate fractional Brownian motion where both the starting and the…

A comb domain is defined to be the entire complex plain with a collection of vertical slits, symmetric over the real axis, removed. In this paper, we consider the question of determining whether the exit time of planar Brownian motion from…

We derive the asymptotic winding law of a Brownian particle in the plane subjected to a tangential drift due to a point vortex. For winding around a point, the normalized winding angle converges to an inverse Gamma distribution. For winding…

In this paper, we investigate optimal (partial) transport problems for which the target is a non-convex polygonal domain in \(\mathbb{R}^2\). For the complete optimal transport problem, we prove that the singular set is locally a smooth…

The frontier of a planar Brownian motion is the boundary of the unbounded component of the complement of its range. In this paper we find the Hausdorff dimension of the set of double points on the frontier.

We show non-collapsing for the evolution of nearly spherical closed convex curves in \mathbb{R}^2 under power curvature flow using two-point-methods.

Consider n non-intersecting particles on the real line (Dyson Brownian motions), all starting from the origin at time=0, and forced to return to x=0 at time=1. For large n, the average mean density of particles has its support, for each…

The relativistic generalization of a free Brownian motion theory is presented. The global characteristics of the relaxation are {\it explicitly} found for the velocity and momentum (stochastic) kinetics. It is shown that the thermal…

In this paper, we are interested in the propagation of convexity by the strong solution to a one-dimensional Brownian stochastic differential equation with coefficients Lipschitz in the spatial variable uniformly in the time variable and in…

We consider the set of points chosen randomly, independently and uniformly in the $d$-dimensional spherical layer. A set of points is called $1$-convex if all its points are vertices of the convex hull of this set. In \cite{3} an estimate…

The nonrelativistic quantum dynamics of a spinless charged particle in the presence of the Aharonov--Bohm potential in curved space is considered. We chose the surface as being a cone defined by a line element in polar coordinates. The…

In this paper we consider non-intersecting Brownian bridges, under fairly general upper and lower boundaries, and starting and ending data. Under the assumption that these boundary data induce a smooth limit shape (without empty facets), we…

We study Brownian motion on the space of distinct landmarks in $\mathbb{R}^d$, considered as a homogeneous space with a Riemannian metric inherited from a right-invariant metric on the diffeomorphism group. As of yet, there is no proof of…

Pitman's theorem states that if {Bt, t $\ge$ 0} is a one-dimensional Brownian motion, then {Bt -- 2 inf s$\le$t Bs, t $\ge$ 0} is a three dimensional Bessel process, i.e. a Brownian motion conditioned in Doob sense to remain forever…