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Displaying similar documents to “Potential theory of hyperbolic Brownian motion in tube domains”

The brownian cactus I. Scaling limits of discrete cactuses

Nicolas Curien, Jean-François Le Gall, Grégory Miermont (2013)

Annales de l'I.H.P. Probabilités et statistiques

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The cactus of a pointed graph is a discrete tree associated with this graph. Similarly, with every pointed geodesic metric space E , one can associate an -tree called the continuous cactus of E . We prove under general assumptions that the cactus of random planar maps distributed according to Boltzmann weights and conditioned to have a fixed large number of vertices converges in distribution to a limiting space called the Brownian cactus, in the Gromov–Hausdorff sense. Moreover, the Brownian...

Superdiffusivity for brownian motion in a poissonian potential with long range correlation II: Upper bound on the volume exponent

Hubert Lacoin (2012)

Annales de l'I.H.P. Probabilités et statistiques

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This paper continues a study on trajectories of Brownian Motion in a field of soft trap whose radius distribution is unbounded. We show here that for both point-to-point and point-to-plane model the volume exponent (the exponent associated to transversal fluctuation of the trajectories) ξ is strictly less than 1 and give an explicit upper bound that depends on the parameters of the problem. In some specific cases, this upper bound matches the lower bound proved in the first part of this...

Optimal stopping with advanced information flow: selected examples

Yaozhong Hu, Bernt Øksendal (2008)

Banach Center Publications

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We study optimal stopping problems for some functionals of Brownian motion in the case when the decision whether or not to stop before (or at) time t is allowed to be based on the δ-advanced information t + δ , where s is the σ-algebra generated by Brownian motion up to time s, s ≥ -δ, δ > 0 being a fixed constant. Our approach involves the forward integral and the Malliavin calculus for Brownian motion.

The Dyson Brownian Minor Process

Mark Adler, Eric Nordenstam, Pierre Van Moerbeke (2014)

Annales de l’institut Fourier

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Consider an n × n Hermitean matrix valued stochastic process { H t } t 0 where the elements evolve according to Ornstein-Uhlenbeck processes. It is well known that the eigenvalues perform a so called Dyson Brownian motion, that is they behave as Ornstein-Uhlenbeck processes conditioned never to intersect. In this paper we study not only the eigenvalues of the full matrix, but also the eigenvalues of all the principal minors. That is, the eigenvalues of the k × k minors in the upper left corner...

Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case

Krzysztof Dębicki, Grzegorz Sikora (2011)

Applicationes Mathematicae

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Motivated by applications in queueing fluid models and ruin theory, we analyze the asymptotics of ( s u p t [ 0 , T ] ( i = 1 n λ i B H i ( t ) - c t ) > u ) , where B H i ( t ) : t 0 , i = 1,...,n, are independent fractional Brownian motions with Hurst parameters H i ( 0 , 1 ] and λ₁,...,λₙ > 0. The asymptotics takes one of three different qualitative forms, depending on the value of m i n i = 1 , . . . , n H i .

Generators of Brownian motions on abstract Wiener spaces

Kei Harada (2010)

Banach Center Publications

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We prove that Brownian motion on an abstract Wiener space B generates a locally equicontinuous semigroup on C b ( B ) equipped with the T t -topology introduced by L. Le Cam. Hence we obtain a “Laplace operator” as its infinitesimal generator. Using this Laplacian, we discuss Poisson’s equation and heat equation, and study its properties, especially the difference from the Gross Laplacian.

The number of absorbed individuals in branching brownian motion with a barrier

Pascal Maillard (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We study supercritical branching Brownian motion on the real line starting at the origin and with constant drift c . At the point x g t ; 0 , we add an absorbing barrier, i.e. individuals touching the barrier are instantly killed without producing offspring. It is known that there is a critical drift c 0 , such that this process becomes extinct almost surely if and only if c c 0 . In this case, if Z x denotes the number of individuals absorbed at the barrier, we give an asymptotic for P ( Z x = n ) as n goes to infinity....

Global solutions to initial value problems in nonlinear hyperbolic thermoelasticity

Jerzy August Gawinecki

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CONTENTS1. Introduction..................................................................................................................................... 5 1.1. Main Theorem 1.1................................................................................................................. 8 1.2. Main Theorem 1.2................................................................................................................. 92. Radon transform.......................................................................................................................................

An application of fine potential theory to prove a Phragmen Lindelöf theorem

Terry J. Lyons (1984)

Annales de l'institut Fourier

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We give a new proof of a Phragmén Lindelöf theorem due to W.H.J. Fuchs and valid for an arbitrary open subset U of the complex plane: if f is analytic on U , bounded near the boundary of U , and the growth of j is at most polynomial then either f is bounded or U { | z | > r } for some positive r and f has a simple pole.

Hitting distributions of geometric Brownian motion

T. Byczkowski, M. Ryznar (2006)

Studia Mathematica

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Let τ be the first hitting time of the point 1 by the geometric Brownian motion X(t) = x exp(B(t) - 2μt) with drift μ ≥ 0 starting from x > 1. Here B(t) is the Brownian motion starting from 0 with EB²(t) = 2t. We provide an integral formula for the density function of the stopped exponential functional A ( τ ) = 0 τ X ² ( t ) d t and determine its asymptotic behaviour at infinity. Although we basically rely on methods developed in [BGS], the present paper covers the case of arbitrary drifts μ ≥ 0 and provides...

Remarks on q-CCR relations for |q| > 1

Marek Bożejko (2007)

Banach Center Publications

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In this paper we give a construction of operators satisfying q-CCR relations for q > 1: A ( f ) A * ( g ) - A * ( g ) A ( f ) = q N f , g I and also q-CAR relations for q < -1: B ( f ) B * ( g ) + B * ( g ) B ( f ) = | q | N f , g I , where N is the number operator on a suitable Fock space q ( ) acting as Nx₁ ⊗ ⋯ ⊗ xₙ = nx₁ ⊗ ⋯ ⊗xₙ. Some applications to combinatorial problems are also given.

On the Picard problem for hyperbolic differential equations in Banach spaces

Antoni Sadowski (2003)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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B. Rzepecki in [5] examined the Darboux problem for the hyperbolic equation z x y = f ( x , y , z , z x y ) on the quarter-plane x ≥ 0, y ≥ 0 via a fixed point theorem of B.N. Sadovskii [6]. The aim of this paper is to study the Picard problem for the hyperbolic equation z x y = f ( x , y , z , z x , z x y ) using a method developed by A. Ambrosetti [1], K. Goebel and W. Rzymowski [2] and B. Rzepecki [5].

Computing the determinantal representations of hyperbolic forms

Mao-Ting Chien, Hiroshi Nakazato (2016)

Czechoslovak Mathematical Journal

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The numerical range of an n × n matrix is determined by an n degree hyperbolic ternary form. Helton-Vinnikov confirmed conversely that an n degree hyperbolic ternary form admits a symmetric determinantal representation. We determine the types of Riemann theta functions appearing in the Helton-Vinnikov formula for the real symmetric determinantal representation of hyperbolic forms for the genus g = 1 . We reformulate the Fiedler-Helton-Vinnikov formulae for the genus g = 0 , 1 , and present an elementary...

Perturbing the hexagonal circle packing: a percolation perspective

Itai Benjamini, Alexandre Stauffer (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We consider the hexagonal circle packing with radius 1 / 2 and perturb it by letting the circles move as independent Brownian motions for time t . It is shown that, for large enough t , if 𝛱 t is the point process given by the center of the circles at time t , then, as t , the critical radius for circles centered at 𝛱 t to contain an infinite component converges to that of continuum percolation (which was shown – based on a Monte Carlo estimate – by Balister, Bollobás and Walters to be strictly...

Hyperbolic spaces in Teichmüller spaces

Christopher J. Leininger, Saul Schleimer (2014)

Journal of the European Mathematical Society

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We prove, for any n , that there is a closed connected orientable surface S so that the hyperbolic space n almost-isometrically embeds into the Teichmüller space of S , with quasi-convex image lying in the thick part. As a consequence, n quasi-isometrically embeds in the curve complex of S .