相关论文: An elementary construction of the Wiener measure

Our construction of the Wiener measure on $\textbf{C}=\textbf{C}[0, \infty)$ consists in first defining a set function $\varphi$\ on the class of all compact sets based on certain $n$-dimensional normal distributions, $n = 1,\ 2,\ldots$\…

In this paper we analyze the derivative nonlinear Schr\"odinger equation on $\mathbb{T}$ with randomized initial data in $\cap_{s < \frac{1}{2}} H^{s}(\mathbb{T})$ according to a Wiener measure. We construct an invariant measure at each…

Werner's conformally invariant family of measures on self-avoiding loops on Riemann surfaces is determined by a single measure $\mu_0$ on self-avoiding loops in ${\mathbb C} \setminus\{0\}$ which surround $0$. Our first major objective is…

In Euclidean space, the integration by parts formula for a set of finite perimeter is expressed by the integration with respect to a type of surface measure. According to geometric measure theory, this surface measure is realized by the…

This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat…

We generalize the Beckner's type Poincar\'e inequality \cite{Beckner} to a large class of probability measures on an abstract Wiener space of the form $\mu\star\nu$, where $\mu$ is the reference Gaussian measure and $\nu$ is a probability…

A variational formula is derived by combining the Gaussian volume of the epigraph of a convex function $\varphi$ and the perturbation of $\varphi$ via the infimal convolution. This formula naturally leads to a Borel measure on…

The Wiener measure induces a measure of closed, convex, (d-1)-dimensional, Euclidean (hyper-)surfaces that are the convex hulls of closed d-dimensional Brownian bridges. I present arguments and numerical evidence that this measure, for odd…

Inspired by an extension of Wiener's lemma on the relation of measures $\mu$ on the unit circle and their Fourier coefficients $\widehat{\mu}(k_n)$ along subsequences $(k_n)$ of the natural numbers by Cuny, Eisner and Farkas [CEF19,…

In this paper we establish a Besicovitch-Federer type projection theorem for general measures. Specifically, let $\mu$ be a finite Borel measure on $\mathbb{R}^n$ and let $0 < m < n$ be an integer. We show that, under the sole assumption…

We give a direct construction of the conformally invariant measure on self-avoiding loops in Riemann surfaces (Werner measure) from chordal $\text{SLE}_{8/3}$. We give a new proof of uniqueness of the measure and use Schramm's formula to…

Wasserstein distances provide a metric on a space of probability measures. We consider the space $\Omega$ of all probability measures on the finite set $\chi = \{1, \dots ,n\}$ where $n$ is a positive integer. 1-Wasserstein distance,…

This paper gives a rigorous interpretation of a Feynman path integral on a Riemannian manifold M with non-positive sectional curvature. A $L^2$ Riemannian metric $G_P$ is given on the space of piecewise geodesic paths $H_P(M)$ adapted to…

We present a multifractal formalism for measures on infinite dimensional metric spaces, in terms of scales instead of dimensions in the classical multifractal analysis. We prove a multifractal formalism with a suitable scaling, called…

The Wiener index is one of the oldest graph parameter which is used to study molecular-graph-based structure. This parameter was first proposed by Harold Wiener in 1947 to determining the boiling point of paraffin. The Wiener index of a…

Inspired by subsequential ergodic theorems, we study the validity of Wiener's lemma and the extremal behavior of a measure $\mu$ on the unit circle via the behavior of its Fourier coefficients $\hat\mu(k_n)$ along subsequences $(k_n)$. We…

The Wiener index is defined as the sum of distances between all unordered pairs of vertices in a graph. It is one of the most recognized and well-researched topological indices, which is on the other hand still a very active area of…

In this article we introduce a quasiprobability distribution of work that is based on the Wigner function. This construction rests on the idea that the work done on an isolated system can be coherently measured by coupling the system to a…

Let $X_t$ be the (reflecting) diffusion process generated by $L:=\Delta+\nabla V$ on a complete connected Riemannian manifold $M$ possibly with a boundary $\partial M$, where $V\in C^1(M)$ such that $\mu(d x):= e^{V(x)}d x$ is a probability…

In this paper, we prove a finite dimensional approximation scheme for the Wiener measure on closed Riemannian manifolds, establishing a generalization for $L^{1}$-functionals, of the approach followed by Andersson and Driver on [1]. We…