Regularity of SLE in [Formula: see text] and refined GRR estimates [0.03%]
SLE在[公式请参见文本]中的正则性及GRR估计的改进
Peter K Friz,Huy Tran,Yizheng Yuan
Peter K Friz
Schramm-Loewner evolution ( SLE κ ) is classically studied via Loewner evolution with half-plane capacity parametrization, driven by κ times Brownian motion. This yields a (half-plane) valued random field γ = γ ( t , &...
Joseph Najnudel,Bálint Virág
Joseph Najnudel
The bead process introduced by Boutillier is a countable interlacing of the Sine 2 point processes. We construct the bead process for general Sine β processes as an infinite dimensional Markov chain whose transition mechanism is expl...
Giorgio Cipolloni,László Erdős,Dominik Schröder
Giorgio Cipolloni
We consider large non-Hermitian real or complex random matrices X with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of the...
Ilya Chevyrev,Peter K Friz,Alexey Korepanov et al.
Ilya Chevyrev et al.
We consider deterministic fast-slow dynamical systems on R m × Y of the form x k + 1 ( n ) = x k ( n ) + n - 1 a ( x k ( n ) ) + n - 1 / α b ( x k ( n ) ) v ( y k ) , y k + 1 = f ( y k ) , where &...
Mathias Beiglböck,Alexander M G Cox,Martin Huesmann
Mathias Beiglböck
The Skorokhod Embedding Problem is one of the classical problems in the theory of stochastic processes, with applications in many different fields [cf. the surveys (Hobson in: Paris-Princeton lectures on mathematical finance 2010, Volume 20...
Mark Holmes,Edwin Perkins
Mark Holmes
We investigate the scaling limit of the range (the set of visited vertices) for a general class of critical lattice models, starting from a single initial particle at the origin. Conditions are given on the random sets and an associated "an...
Parabolic type equations associated with the Dirichlet form on the Sierpinski gasket [0.03%]
与Sierpinski垫片上Dirichlet形式相关的抛物型方程
Xuan Liu,Zhongmin Qian
Xuan Liu
By using analytic tools from stochastic analysis, we initiate a study of some non-linear parabolic equations on Sierpinski gasket, motivated by modellings of fluid flows along fractals (which can be considered as models of simplified rough ...
Adam Bowditch
Adam Bowditch
We study biased random walk on subcritical and supercritical Galton-Watson trees conditioned to survive in the transient, sub-ballistic regime. By considering offspring laws with infinite variance, we extend previously known results for the...
Omer Angel,Gourab Ray
Omer Angel
We prove that the half plane version of the uniform infinite planar triangulation (UIPT) is recurrent. The key ingredients of the proof are a construction of a new full plane extension of the half plane UIPT, based on a natural decompositio...
Alessandra Cipriani,Rajat Subhra Hazra,Wioletta M Ruszel
Alessandra Cipriani
In a recent work Levine et al. (Ann Henri Poincaré 17:1677-1711, 2016. 10.1007/s00023-015-0433-x) prove that the odometer function of a divisible sandpile model on a finite graph can be expressed as a shifted discrete bilaplacian Gaussian ...