We define kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold, and prove that it provides an interpolation between the hydrodynamic flow of a fluid and a Brownian-like flow.
We consider the edge statistics of Dyson Brownian motion with deterministic initial data. Our main result states that if the initial data has a spectral edge with rough square root behavior down to a scale $eta_* geq N^{-2/3}$ and no outliers, then a
fter times $t gg sqrt{ eta_*}$, the statistics at the spectral edge agree with the GOE/GUE. In particular we obtain the optimal time to equilibrium at the edge $t = N^{varepsilon} / N^{1/3}$ for sufficiently regular initial data. Our methods rely on eigenvalue rigidity results similar to those appearing in [Lee-Schnelli], the coupling idea of [Bourgade-ErdH{o}s-Yau-Yin] and the energy estimate of [Bourgade-ErdH{o}s-Yau].
Brownian motion on a smash line algebra (a smash or braided version of the algebra resulting by tensoring the real line and the generalized paragrassmann line algebras), is constructed by means of its Hopf algebraic structure. Further, statistical mo
ments, non stationary generalizations and its diffusion limit are also studied. The ensuing diffusion equation posseses triangular matrix realizations.
In a Riemannian manifold, the existence of a new connection is proved. In particular cases, this connection reduces to several symmetric, semi-symmetric and quarter-symmetric connections; even some of them are not introduced so far. We also find formula for curvature tensor of this new connection.
We study the averaged products of characteristic polynomials for the Gaussian and Laguerre $beta$-ensembles with external source, and prove Pearcey-type phase transitions for particular full rank perturbations of source. The phases are characterised
by determining the explicit functional forms of the scaled limits of the averaged products of characteristic polynomials, which are given as certain multidimensional integrals, with dimension equal to the number of products.
Tempered fractional Brownian motion is revisited from the viewpoint of reduced fractional Ornstein-Uhlenbeck process. Many of the basic properties of the tempered fractional Brownian motion can be shown to be direct consequences or modifications of t
he properties of fractional Ornstein-Uhlenbeck process. Mixed tempered fractional Brownian motion is introduced and its properties are considered. Tempered fractional Brownian motion is generalised from single index to two indices. Finally, tempered multifractional Brownian motion and its properties are studied.
J. Angst
,I. Bailleul
,P. Perruchaud
.
(2019)
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"Kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold"
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Ismael Bailleul
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