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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Conformally invariant fields out of Brownian loop soups
布朗环汤 共形 不变场 布朗分布
2023/4/14
For each central charge c\in (0,1], we construct a conformally invariant field which is a measurable function of the local time field \mathcal{L} of the Brownian loop soup with intensity c and i.i.d. ...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：From Marc Yor to Brownian loop-soups
马克约尔 布朗循环汤 loop-soups
2023/5/8
We will survey aspects of Brownian loop-soups, which provide a higher-dimensional incarnation of some ideas present Marc Yor's works.
Brownian Computation is Thermodynamically Irreversible
Brownian computation entropy fluctuations thermodynamics of computation
2016/6/15
Brownian computers are supposed to illustrate how logically reversible mathematical operations can be computed by physical processes that are thermodynamically reversible or nearly so. In fact, they a...
Brownian Ratchets: Molecular Separations in Lipid Bilayers Supported on Patterned Arrays
4-Chloro-7-nitrobenzofurazan Chemistry, Physical Diffusion Electrophoresis Fluorescence Fluorescent Dyes Lipid Bilayers Membrane Fluidity Membrane Proteins Membrane Proteins Phosphatidylethanolamines Phosphatidylethanolamines Phosphatidylserines Phosphatidylserines Phospholipids Phospholipids Physicochemical Phenomena Temperature Xanthenes
2016/5/23
Brownian ratchets use a time-varying asymmetric potential that can be applied to separate diffusing particles or molecules. A new type of Brownian ratchet, a geometrical Brownian ratchet, has been rea...
Multitype Branching Brownian Motion and Traveling Waves
Multitype branching Brownian motion Spine approach Ad- ditive martingale Traveling wave solution
2016/1/25
This article studies the parabolic system of equations which is closely related to multitype branching Brownian motion. Particular attention is paid to the monotone traveling wave solutions of this sy...
Multitype Branching Brownian Motion and Traveling Waves
Multitype branching Brownian motion Spine approach Ad- ditive martingale Traveling wave solution
2016/1/20
This article studies the parabolic system of equations which is closely related to multitype branching Brownian motion. Particular attention is paid to the monotone traveling wave solutions of this sy...
MULTIFRACTAL PROPERTIES OF THE SETS OF ZEROES OF BROWNIAN PATHS
independent random variables Brownian motion local time Hausdor
2015/9/29
In this paper we study Brownian zeroes in the neighborhood of which one can observe non-typical growth
rate of Brownian excursions. We interprete the multifractal curve for the Brownian zeroes calcul...
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...
On mathematical foundation of the Brownian motor theory
Brownian motors diffusion effective drift effective diffusivity Bloch decomposition
2015/9/25
The paper contains mathematical justification of basic facts concerning the Brownian motor theory. The homogenization theorems are proved for the Brownian motion in periodic tubes with a constant drif...
Homogenization driven by a fractional Brownian motion:the shear layer case
Homogenization driven fractional Brownian motion shear layer case
2015/7/14
We consider a passive scalar in a periodic shear flow perturbed by an additive fractional noise with the Hurst exponent H ∈ (0, 1). We establish a diffusive homogenization limit for the tracer when th...
Discretization Error in Simulation of One-dimensional Reflecting Brownian Motion
Discretization Error Simulation One-dimensional Reflecting Brownian Motion
2015/7/8
This paper is concerned with various aspects of the simulation of one-dimensional reflected (or regulated) Brownian motion. The main result shows that the discretization error associated with the Eule...
On the Maximum Workload of a Queue Fed by Fractional Brownian Motion
Long-range dependence queues fractional Brownian motion extreme values
2015/7/8
Consider a queue with a stochastic fluid input process modeled as fractional Brownian motion (fBM). When the queue is stable, we prove that the maximum of the workload process observed over an interva...
On Convergence to Stationarity of Fractional Brownian Storage
Convergence to stationarity fractional Brownian motion storage process large deviations.
2015/7/6
With M(t):= sup0≤s≤t A(s)−s denoting the running maximum of a fractional Brownian motion A(·) with negative drift, this paper studies the rate of convergence of P(M(t)>x) to P(M>x). We define tw...
Conditional Limit Theorems for Regulated Fractional Brownian Motion
Queues fractional Brownian motion conditional limit laws large buffer asymptotic
2015/7/6
We consider a stationary fluid queue with fractional Brownian motion input. Conditional on the workload at time zero being greater than a large value b, we provide the limiting distribution for the am...
Fractional Brownian Motion with H<1/2 As a Limit of Scheduled Traffic
Fractional Brownian Motion Limit Scheduled Traffic
2015/7/6
This paper shows that fractional Brownian motion with H<12 can arise as a limit of a simple class of traffic processes that we call “scheduled traffic models”. To our knowledge, this paper provides th...