相关论文: Dyson Brownian Motion and motion by mean curvature
We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…
In this study, we construct an analog of the Brownian motion on free unitary quantum groups and compute its cutoff profile.
The canonical Brownian motion that P. Malliavin in 1999 and then S. Fang in 2002 constructed lives in the group of Holderian homeomorphisms of the circle. In this paper, we present another way to construct a Brownian motion that lives…
We use recent results on the Fourier analysis of the zero sets of Brownian motion to explore the diophantine properties of an algorithmically random Brownian motion (also known as a complex oscillation). We discuss the construction and…
T. In this study, we construct an analog of the Brownian motion on free reflection quantum groups and compute its cutoff profile.
De Sitter space-time, essentially our own universe, is plagued by problems at the quantum level. Here we propose that Lorentzian de Sitter space-time is not fundamental but constitutes only an effective description of a more fundamental…
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by…
We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…
We consider the evolution by inverse mean curvature flow of a closed, mean convex and star-shaped hypersurface in the complex hyperbolic space. We prove that the flow is defined for any positive time, the evolving hypersurface stays…
The L\'evy-Ciesielski Construction of Brownian motion is used to determine non-asymptotic estimates for the maximal deviation of increments of a Brownian motion process $(W_{t})_{t\in \left[ 0,T\right] }$ normalized by the global modulus…
The Airy$_\beta$ line ensemble is a random collection of continuous curves, which should serve as a universal edge scaling limit in problems related to eigenvalues of random matrices and models of 2d statistical mechanics. This line…
We consider the motion of an active Brownian particle with speed fluctuations in d-dimensions in the presence of both translational and orientational diffusion. We use an Ornstein-Uhlenbeck process for active speed generation. Using a…
Vicious Brownian motion is a diffusion scaling limit of Fisher's vicious walk model, which is a system of Brownian particles in one dimension such that if two of them meet they kill each other. We consider the vicious Brownian motion…
Einstein's Brownian motion of a quantum particle in a classical environment is studied via virial and equipartition theorems. The effect of continuous measurement in a strongly dissipative environment is accounted for and a quantum…
We derive a semi-analytic formula for the transition probability of three-dimensional Brownian motion in the positive octant with absorption at the boundaries. Separation of variables in spherical coordinates leads to an eigenvalue problem…
We consider a model of branching Brownian motion with self repulsion. Self-repulsion is introduced via change of measure that penalises particles spending time in an $\e$-neighbourhood of each other. We derive a simplified version of the…
This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold $M$. To construct such a random walk we first address several issues related to the degeneracy of…
The motion of membranes interacting with external fields in space-times with curvature and torsion is considered. The intrinsic and extrinsic properties of the immersion are fused together to form a stress tensor for the corresponding…
Given a symmetric matrix $M$ and a vector $\lambda$, we present new bounds on the Frobenius-distance utility of the Gaussian mechanism for approximating $M$ by a matrix whose spectrum is $\lambda$, under $(\varepsilon,\delta)$-differential…
An embedding of the group $\Diff(S^{1})$ of orientation preserving diffeomorphims of the unit circle $S^1$ into an infinite-dimensional symplectic group, $\Sp(\infty)$, is studied. The authors prove that this embedding is not surjective. A…