相关论文: The Brownian loop soup
We construct a conformally invariant random family of closed curves in the plane by welding of random homeomorphisms of the unit circle given in terms of the exponential of Gaussian Free Field. We conjecture that our curves are locally…
We study the Benjamin-Ono equation, posed on the torus. We prove that an infinite sequence of weighted gaussian measures, constructed in our previous work, are invariant by the flow of the equation. These measures are supported by Sobolev…
We investigate the existence of closed planar loops with prescribed curvature. Our approach is variational, and relies on a Hardy type inequality and its associated functional space.
Given a closed orientable surface (\Sigma) of genus at least two, we establish an affine isomorphism between the convex compact set of isotopy-invariant topological measures on (\Sigma) and the convex compact set of additive functions on…
We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…
Continuity of local time for Brownian motion ranks among the most notable mathematical results in the theory of stochastic processes. This article addresses its implications from the point of view of applications. In particular an extension…
We introduce a geometric refinement of Gromov-Witten invariants for $\mathbb P^1$-bundles relative to the natural fiberwise boundary structure. We call these refined invariant correlated Gromov-Witten invariants. Furthermore, we prove a…
We consider in the plane the problem of reconstructing a domain from the normal derivative of its Green's function with pole at a fixed point in the domain. By means of the theory of conformal mappings, we obtain existence, uniqueness,…
We introduce the model of two-dimensional continuous random interlacements, which is constructed using the Brownian trajectories conditioned on not hitting a fixed set (usually, a disk). This model yields the local picture of Wiener sausage…
This paper describes joint work with Oded Schramm and Wendelin Werner establishing the values of the planar Brownian intersection exponents from which one derives the Hausdorff dimension of certain exceptional sets of planar Brownian…
The modulus metric between two points in a subdomain of $\mathbb{R}^n, n\ge 2,$ is defined in terms of moduli of curve families joining the boundary of the domain with a continuum connecting the two points. This metric is one of the…
Let $B=(B_t)_{t\in {\mathbb{R}}}$ be a two-sided standard Brownian motion. An unbiased shift of $B$ is a random time $T$, which is a measurable function of $B$, such that $(B_{T+t}-B_T)_{t\in {\mathbb{R}}}$ is a Brownian motion independent…
We suggest commutation relations for a quantum measure. In one version of these relations, the right-hand side takes account of the presence of curvature of space; in the simplest case, this yields the action of general relativity. We…
We consider homogeneous random walks in the quarter-plane. The necessary conditions which characterize random walks of which the invariant measure is a sum of geometric terms are provided in [2,3]. Based on these results, we first develop…
This article is a mathematical analysis of the Open Quantum Brownian Motion. This object was introduced by Bernard, Bauer, Benoist and Tilloy as the limit of a family of Open Quantum Random Walks on the discrete line. We prove the…
The concept of a gauge invariant symmetric random norm is elaborated in this paper. We introduce norm processes and show that this kind of stochastic processes are closely related to gauge invariant symmetric random norms. We construct a…
We prove that the scaling limit of loop-erased random walk in a simply connected domain $D$ is equal to the radial SLE(2) path in $D$. In particular, the limit exists and is conformally invariant. It follows that the scaling limit of the…
We study the local-in-time regularity of the Brownian motion with respect to localized variants of modulation spaces M^{p, q}_s and Wiener amalgam spaces W^{p, q}_s. We show that the periodic Brownian motion belongs locally in time to M^{p,…
We show that the past and future of half-plane Brownian motion at certain cutpoints are independent of each other after a conformal transformation. Like in Ito's excursion theory, the pieces between cutpoints form a Poisson process with…
We introduce a new model called the Brownian Conga Line. It is a random curve evolving in time, generated when a particle performing a two dimensional Gaussian random walk leads a long chain of particles connected to each other by cohesive…