相关论文: Sets avoided by Brownian motion

Permutations that avoid given patterns are among the most classical objects in combinatorics and have strong connections to many fields of mathematics, computer science and biology. In this paper we study fixed points of both 123- and…

We investigate the rotation sets of open billiards in $\mathbb{R}^N$ for the natural observable related to a starting point of a given billiard trajectory. We prove that the general rotation set is convex and the set of all convex…

We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…

In this paper we consider a (reflected) Brownian motion with broken drift hitting a random boundary. Some dedicated calculations allow us to obtain the formula on the joint Laplace transform of the hitting time and hitting position. These…

We study the problem of rotating a simple polygon to contain the maximum number of elements from a given point set in the plane. We consider variations of this problem where the rotation center is a given point or lies on a line segment, a…

For $d \geq 2$ let $B$ be standard $d$-dimensional Brownian motion. For any $\alpha < 1/d$ we construct an $\alpha$-H\"{o}lder continuous function $f \colon [0,1] \to \mathbb{R}^d$ so that the range of $B-f$ covers an open set. This…

Transport phenomena in spatially periodic systems far from thermal equilibrium are considered. The main emphasize is put on directed transport in so-called Brownian motors (ratchets), i.e. a dissipative dynamics in the presence of thermal…

We derive explicit formulas for probabilities of Brownian motion with jumps crossing linear or piecewise linear boundaries in any finite interval. We then use these formulas to approximate the boundary crossing probabilities for general…

We show that the convex hull of the path of Brownian motion in $n$-dimensions, up to time $1$, is a smooth set. As a consequence, we conclude that a Brownian motion in any dimension almost surely has no cone points for any cone whose dual…

We study the distribution of additive functionals of reset Brownian motion, a variation of normal Brownian motion in which the path is interrupted at a given rate and placed back to a given reset position. Our goal is two-fold: (1) For…

A widely used mathematical model for the bouncing motion of an ideally elastic ball -- referred to in previous work by the first two authors and collaborators as a {\em no-slip billiard} system -- exhibits some notable dynamical behavior…

A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is…

We study the motion of test particles around a center of attraction represented by a monopole (with and without spheroidal deformation) surrounded by a ring, given as a superposition of Morgan & Morgan discs. We deal with two kinds of…

Motion of a cylinder dynamically interacting with n point vortices in a perfect fluid is considered. A nonliniear Poisson structure and two integrals of motion are found. The equations of motion a priori are not Hamiltonian. For n=1, the…

Given a random time, we characterize the set of martingales for which the stopping theorems still hold. We also investigate how the stopping theorems are modified when we consider arbitrary random times. To this end, we introduce some…

We consider a random permutation drawn from the set of 321-avoiding permutations of length $n$ and show that the number of occurrences of another pattern $\sigma$ has a limit distribution, after scaling by $n^{m+\ell}$ where $m$ is the…

The equations of motion of compact binary systems have been derived in the post-Newtonian (PN) approximation of general relativity. The current level of accuracy is 3.5PN order. The conservative part of the equations of motion (neglecting…

Explicit formulae for the densities of the first hitting times to the sphere of Brownian motions with drifts are given. We need to consider the joint distributions of the first hitting times to the sphere and the hitting positions of the…

The simplicial endofunctor induced by a comonad in some category may underly a cyclic object in its category of endofunctors. The cyclic symmetry is then given by a sequence of natural transformations. We write down the commutation…

Brownian motion of an array of harmonically coupled particles subject to a periodic substrate potential and driven by an external bias is investigated. In the linear response limit (small bias), the coupling between particles may enhance…