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We study properties of the random metric space called the Brownian map. For every h>0, we consider the connected components of the complement of the open ball of radius h centered at the root, and we let N(h,r) be the number of those…

概率论 · 数学 2013-09-02 Jean-François Le Gall

We consider the behavior of the nonlocal minimal surfaces in the vicinity of the boundary. By a series of detailed examples, we show that nonlocal minimal surfaces may stick at the boundary of the domain, even when the domain is smooth and…

偏微分方程分析 · 数学 2016-03-17 Serena Dipierro , Ovidiu Savin , Enrico Valdinoci

The concept of biased data is well known and its practical applications range from social sciences and biology to economics and quality control. These observations arise when a sampling procedure chooses an observation with probability that…

统计理论 · 数学 2007-06-13 Sam Efromovich

We propose a discrete time discrete space Markov chain approximation with a Brownian bridge correction for computing curvilinear boundary crossing probabilities of a general diffusion process on a finite time interval. For broad classes of…

概率论 · 数学 2021-12-13 Vincent Liang , Konstantin Borovkov

The local statistical fluctuations in Brownian ensembles, the intermediate state of perturbation of one classical ensemble by another one, are system-size invariant if the perturbation parameter has the same size-dependence as that of the…

统计力学 · 物理学 2017-07-12 Suchetana Sadhukhan , Pragya Shukla

This survey is a collection of various results and formulas by different authors on the areas (integrals) of five related processes, viz.\spacefactor =1000 Brownian motion, bridge, excursion, meander and double meander; for the Brownian…

概率论 · 数学 2011-11-09 Svante Janson

Fix an arbitrary compact orientable surface with a boundary and consider a uniform bipartite random quadrangulation of this surface with $n$ faces and boundary component lengths of order $\sqrt n$ or of lower order. Endow this…

概率论 · 数学 2025-09-16 Jérémie Bettinelli , Grégory Miermont

We present a simulation scheme for simulating Brownian bridges on complete and connected Lie groups. We show how this simulation scheme leads to absolute continuity of the Brownian bridge measure with respect to the guided process measure.…

统计理论 · 数学 2021-06-08 Mathias Højgaard Jensen , Sarang Joshi , Stefan Sommer

A simple two-species asymmetric exclusion model in one dimension with bulk and boundary exchanges of particles is investigated for the existence of spontaneous symmetry breaking. The model is a generalization of the bridge model for which…

统计力学 · 物理学 2013-12-03 Shamik Gupta , David Mukamel , Gunter M. Schutz

The one-dimensional Brownian motion starting from the origin at time $t=0$, conditioned to return to the origin at time $t=1$ and to stay positive during time interval $0 < t < 1$, is called the Bessel bridge with duration 1. We consider…

统计力学 · 物理学 2008-11-06 Naoki Kobayashi , Minami Izumi , Makoto Katori

We provide a new construction of the Brownian disks, which have been defined by Bettinelli and Miermont as scaling limits of quadrangulations with a boundary when the boundary size tends to infinity. Our method is very similar to the…

概率论 · 数学 2017-10-23 Jean-François Le Gall

We study a nonlocal evolution equation modeling the deformation of a bridge, either a footbridge or a suspension bridge. Contrarily to the previous literature we prove the asymptotic stability of the considered model with a minimum amount…

We consider the numerical integration of Langevin equations for particles in a channel, in the presence of boundary conditions fixing the concentration values at the ends. This kind of boundary condition appears for instance when…

计算物理 · 物理学 2020-07-24 Laureano Ramírez-Piscina

We study the least-energy way to reshape a probability distribution when motion is constrained to a horizontal bundle, that is, optimal transport and distribution steering in sub-Riemannian geometry, motivated by density control over…

最优化与控制 · 数学 2026-05-18 Daniel Owusu Adu , Karthik Elamvazhuthi , Bahman Gharesifard

We observe that the probability distribution of the Brownian motion with drift $-c \frac x {1-t}$ where $c\not =1$ is singular with respect to that of the classical Brownian bridge measure on $[0,1]$, while their Cameron-Martin spaces are…

概率论 · 数学 2018-03-29 Xue-Mei Li

We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…

概率论 · 数学 2012-10-02 Ioannis Karatzas , Soumik Pal , Mykhaylo Shkolnikov

Motivated by the connection between the Kyle equilibrium with static private signal and the Brownian bridge, we study a much broader class of bridges that allow one to consider more general equilibrium models, for example ones including…

概率论 · 数学 2026-05-08 Beatrice Acciaio , Umut Çetin

We study transport properties of isotropic Brownian flows. Under a transience condition for the two-point motion, we show asymptotic normality of the image of a finite measure under the flow and -- under slightly stronger assumptions --…

概率论 · 数学 2008-11-04 Georgi Dimitroff , Michael Scheutzow

We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In particular, for $B$ a Brownian motion and $T_1$ its first hitting time of the level one, this remarkable law allows us to understand some…

概率论 · 数学 2013-10-29 Mathieu Rosenbaum , Marc Yor

We introduce a novel class of low-dimensional topological tight-binding models that allow for bound states that are fractionally charged fermions and exhibit non-Abelian braiding statistics. The proposed model consists of a double (single)…

介观与纳米尺度物理 · 物理学 2013-04-10 Jelena Klinovaja , Daniel Loss