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The parabolic Airy line ensemble $\mathfrak A$ is a central limit object in the KPZ universality class and related areas. On any compact set $K = \{1, \dots, k\} \times [a, a + t]$, the law of the recentered ensemble $\mathfrak A -…

概率论 · 数学 2024-08-21 Duncan Dauvergne

An N-parameter Brownian sheet in R^d maps a non-random compact set F in R^N_+ to the random compact set B(F) in \R^d. We prove two results on the image-set B(F): (1) It has positive d-dimensional Lebesgue measure if and only if F has…

概率论 · 数学 2007-05-23 Davar Khoshnevisan , Yimin Xiao

Using the fact that the Airy process describes the limiting fluctuations of the Hammersley last-passage percolation model, we prove that it behaves locally like a Brownian motion. Our method is quite straightforward, and it is based on a…

概率论 · 数学 2013-11-07 Eric Cator , Leandro Pimentel

We present an exact solution for the probability density function $P(\tau=t_{\min}-t_{\max}|T)$ of the time-difference between the minimum and the maximum of a one-dimensional Brownian motion of duration $T$. We then generalise our results…

统计力学 · 物理学 2020-04-20 Francesco Mori , Satya N. Majumdar , Gregory Schehr

The Ray--Knight theorems show that the local time processes of various path fragments derived from a one-dimensional Brownian motion $B$ are squared Bessel processes of dimensions $0$, $2$, and $4$. It is also known that for various…

概率论 · 数学 2018-04-23 Jim Pitman , Matthias Winkel

We introduce and study a universal model of random geometry in two dimensions. To this end, we start from a discrete graph drawn on the sphere, which is chosen uniformly at random in a certain class of graphs with a given size $n$, for…

概率论 · 数学 2014-04-01 Jean-François Le Gall

Denote by $H(t)=(H_1(t),...,H_N(t))$ a function in $t\in{\mathbb{R}}_+^N$ with values in $(0,1)^N$. Let $\{B^{H(t)}(t)\}=\{B^{H(t)}(t),t\in{\mathbb{R}}^N_+\}$ be an $(N,d)$-multifractional Brownian sheet (mfBs) with Hurst functional $H(t)$.…

概率论 · 数学 2008-10-27 Mark Meerschaert , Dongsheng Wu , Yimin Xiao

This work establishes fast rates of convergence for empirical barycenters over a large class of geodesic spaces with curvature bounds in the sense of Alexandrov. More specifically, we show that parametric rates of convergence are achievable…

统计理论 · 数学 2021-07-14 Thibaut Le Gouic , Quentin Paris , Philippe Rigollet , Austin J. Stromme

The conjectured limit of last passage percolation is a scale-invariant, independent, stationary increment process with respect to metric composition. We prove this for Brownian last passage percolation. We construct the Airy sheet and…

概率论 · 数学 2024-04-24 Duncan Dauvergne , Janosch Ortmann , Balint Virag

We study the existence and regularity of local times for general $d$-dimensional stochastic processes. We give a general condition for their existence and regularity properties. To emphasize the contribution of our results, we show that…

概率论 · 数学 2024-08-01 Tommi Sottinen , Ercan Sönmez , Lauri Viitasaari

Let $B^H=\{B^H(t),t\in{{\mathbb{R}}_+^N}\}$ be an $(N,d)$-fractional Brownian sheet with index $H=(H_1,...,H_N)\in(0,1)^N$ defined by $B^H(t)=(B^H_1(t),...,B^H_d(t)) (t\in {\mathbb{R}}_+^N),$ where $B^H_1,...,B^H_d$ are independent copies…

概率论 · 数学 2008-08-25 Antoine Ayache , Dongsheng Wu , Yimin Xiao

For a broad class of planar Markov processes, viz. L\'evy processes satisfying certain conditions (valid \textit{eg} in the case of Brownian motion and L\'evy flights), we establish an exact, universal formula describing the shape of the…

统计力学 · 物理学 2014-05-12 Julien Randon-Furling

For the directed landscape, the putative universal space-time scaling limit object in the (1+1) dimensional Kardar-Parisi-Zhang (KPZ) universality class, consider the geodesic tree -- the tree formed by the coalescing semi-infinite…

概率论 · 数学 2025-04-18 Riddhipratim Basu , Manan Bhatia

We provide a framework for proving convergence to the directed landscape, the central object in the Kardar-Parisi-Zhang universality class. For last passage models, we show that compact convergence to the Airy line ensemble implies…

概率论 · 数学 2022-10-13 Duncan Dauvergne , Bálint Virág

Consider the boundary $\partial \mathbb D$ of the Brownian disk $\mathbb D$ as a metric space by endowing it with the (restriction of the) metric of $\mathbb D$. We show that the uniform measure on $\partial \mathbb D$ coincides with the…

概率论 · 数学 2024-11-27 Alexis Metz--Donnadieu

Consider the restriction of the directed landscape $\mathcal L(x, s; y, t)$ to a set of the form $\{x_1, \dots, x_k\} \times \{s_0\} \times \mathbb R \times \{t_0\}$. We show that on any such set, the directed landscape is given by a last…

概率论 · 数学 2021-10-29 Duncan Dauvergne

The Brownian map is a random geodesic metric space arising as the scaling limit of random planar maps. We strengthen the so-called confluence of geodesics phenomenon observed at the root of the map, and with this, reveal several properties…

概率论 · 数学 2025-11-18 Omer Angel , Brett Kolesnik , Grégory Miermont

The Airy wanderer line ensembles are infinite-parameter generalizations of the classical Airy line ensemble that arise naturally as scaling limits of inhomogeneous (spiked) models in the Kardar-Parisi-Zhang universality class. In this…

概率论 · 数学 2025-12-24 Evgeni Dimitrov

The Airy line ensemble is a random collection of continuous ordered paths that plays an important role within random matrix theory and the Kardar-Parisi-Zhang universality class. The aim of this paper is to prove a universality property of…

概率论 · 数学 2026-03-04 Denis Denisov , Will FitzGerald , Vitali Wachtel

The conformal barycenter of a point cloud on the sphere at infinity of the Poincar\'e ball model of hyperbolic space is a hyperbolic analogue of the geometric median of a point cloud in Euclidean space. It was defined by Douady and Earle as…

微分几何 · 数学 2023-11-01 Jason Cantarella , Henrik Schumacher