相关论文: What is a $p$-adic Dyson Brownian motion?

Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…

Particles kicked by external forces to produce mobility distinct from thermal diffusion are an iconic feature of the active matter problem. Here, we map this onto a minimal model for experiment and theory covering the wide time and length…

In this paper, we consider a linear model with jumps driven by a Brownian motion and a compensated Poisson process, whose drift and diffusion coefficients as well as its intensity are unknown parameters. Supposing that the process is…

We study a family of Markov processes on $\mathcal{P}^{(k)}$, the space of partitions of the natural numbers with at most $k$ blocks. The process can be constructed from a Poisson point process on…

The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…

Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually…

Consider a negatively drifted one dimensional Brownian motion starting at positive initial position, its first hitting time to 0 has the inverse Gaussian law. Moreover, conditionally on this hitting time, the Brownian motion up to that time…

We formulate Yang-Mills theory in terms of the large-N limit, viewed as a classical limit, of gauge-invariant dynamical variables, which are closely related to Wilson loops, via deformation quantization. We obtain a Poisson algebra of these…

We develop a numerical algorithm for computing the effective drift and diffusivity of the steady-state behavior of an overdamped particle driven by a periodic potential whose amplitude is modulated in time by multiplicative noise and forced…

We introduce the notion of weak decreasing stochastic (WDS) ordering for real-valued processes with negative means, which, to our knowledge, has not been studied before. Thanks to Madan-Yor's argument, it follows that the WDS ordering is a…

We compare N-body simulations of isolated galaxies performed in both frameworks of modified Newtonian dynamics (MOND) and Newtonian gravity with dark matter (DM). We have developed a multigrid code able to efficiently solve the modified…

In this paper, we study forward-backward doubly stochastic differential equations driven by Brownian motions and Poisson process (FBDSDEP in short). Both the probabilistic interpretation for the solutions to a class of quasilinear…

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

The p-adic numbers have found applications in a wide range of diverse fields of research. In some applications the algebraic properties of p-adics enter as an indispensable ingredient of the theory. Another class of applications has to do…

This analysis derives the maximum likelihood estimator and applies Bayesian inference to model geometric Brownian motion, incorporating jump diffusion to account for sudden market shifts. The Bayesian approach is implemented using Markov…

Consider the standard Poisson process in the first quadrant of the Euclidean plane, and for any point (u,v) of this quadrant take the Young diagram obtained by applying the Robinson-Schensted correspondence to the intersection of the…

We study a $d$-dimensional branching Brownian motion (BBM) among Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. In the soft obstacle model, the trap field consists of a positive…

We point out a precise connection between Brownian motion, Chern-Simons theory on S^3, and 2d Yang-Mills theory on the cylinder. The probability of reunion for N vicious walkers on a line gives the partition function of Chern-Simons theory…

This book presents a detailed study of a system of interacting Brownian motions in one dimension. The interaction is point-like such that the $n$-th Brownian motion is reflected from the Brownian motion with label $n-1$. This model belongs…

We present a duality relation between two systems of coalescing random walks and an analogous duality relation between two systems of coalescing Brownian motions. Our results extends previous work in the literature and we apply it to the…