相关论文: Dyson Brownian Motion and motion by mean curvature
In this paper, we study the regularized mean curvature flow starting from invariant hypersurfaces in a Hilbert space equipped with an isometric almost free Hilbert Lie group action whose orbits are minimal regularizable submanifolds, where…
The Dyson Brownian motion model for transistions to the CUE is considered. For initial eigenvalue probability density functions corresponding to the COE and CSE, the density-density correlation function between an eigenvalue at position…
In previous work, a description of the result of applying the Householder tridiagonalization algorithm to a G$\beta$E random matrix is provided by Edelman and Dumitriu. The resulting tridiagonal ensemble makes sense for all $\beta>0$, and…
Riemannian geometry is a particular case of Hamiltonian mechanics: the orbits of the hamiltonian $H=\frac{1}{2}g^{ij}p_{i}p_{j}$ are the geodesics. Given a symplectic manifold (\Gamma,\omega), a hamiltonian $H:\Gamma\to\mathbb{R}$ and a…
The spatial components of the autocorrelation function of noninteracting dipoles are analytically obtained in terms of rotational Brownian motion on the surface of a unit sphere using multi-level jumping formalism based on Debye's…
This paper proposes a novel framework for manifold-valued regression and establishes its consistency as well as its contraction rate. It assumes a predictor with values in the interval $[0,1]$ and response with values in a compact…
We derive sufficient conditions for asymptotic and monotone exponential decay in mean square of solutions of the geometric Brownian motion with delay. The conditions are written in terms of the parameters and are explicit for the case of…
In this paper, we introduce a new stochastic process of $N$ interacting particles on the line that evolve via Dyson Brownian motion (DBM) with Dyson's index $\beta > 0$ and undergo simultaneous resetting to their initial positions at a…
In this paper we investigate the class of grey Brownian motions $B_{\alpha,\beta}$ ($0<\alpha<2$, $0<\beta\leq1$). We show that grey Brownian motion admits different representations in terms of certain known processes, such as fractional…
A geometric Brownian motion with delay is the solution of a stochastic differential equation where the drift and diffusion coefficient depend linearly on the past of the solution, i.e. a linear stochastic functional differential equation.…
In the present paper we have discussed the mechanics of incompressible test bodies moving in Riemannian spaces with non-trivial curvature tensors. For Hamilton's equations of motion the solutions have been obtained in the parametrical form…
Zabrodin recently proposed a generalization of Dyson Brownian motion to a setting where the particles are confined to a smooth Jordan curve in the plane. In this paper, we discuss a rigorous construction of such a process on a rectifiable…
We consider Dyson Brownian motion for classical values of $\beta$ with deterministic initial data $V$. We prove that the local eigenvalue statistics coincide with the GOE/GUE in the fixed energy sense after time $t \gtrsim 1/N$ if the…
The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constant negatively curved surface, we show that in…
In this paper, we find a gap between the lower bound of the Bakry-\'Emery $N$-Ricci tensor ${\rm Ric}_N$ and the Bakry-\'Emery gradient estimate ${\sf BE}$ in the space associated with the finite-particle Dyson Brownian motion (DBM) with…
The main results in this paper concern large and moderate deviations for the radial component of a $n$-dimensional hyperbolic Brownian motion (for $n\geq 2$) on the Poincar\'{e} half-space. We also investigate the asymptotic behavior of the…
We use reflecting Brownian motion (RBM) to prove the well known Gauss-Bonnet-Chern theorem for a compact Riemannian manifold with boundary. The boundary integrand is obtained by carefully analyzing the asymptotic behavior of the boundary…
We study the geometrical influence on the Brownian motion over curved manifolds. We focus on the following intriguing question: what observables are appropriated to measure Brownian motion in curved manifolds? In particular, for those…
We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…
We extend Dirac's approach about the quantization of the electric charge to the case of gravitational configurations. The spacetime curvature is used to define a phase-like object which allows us to extract information about the behavior of…