Intersection Local Times, Loop Soups and Permanental Wick Powers

Intersection Local Times, Loop Soups and Permanental Wick Powers PDF Author: Yves Le Jan
Publisher: American Mathematical Soc.
ISBN: 1470436957
Category : Mathematics
Languages : en
Pages : 92

Get Book Here

Book Description
Several stochastic processes related to transient Lévy processes with potential densities , that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of measures endowed with a metric . Sufficient conditions are obtained for the continuity of these processes on . The processes include -fold self-intersection local times of transient Lévy processes and permanental chaoses, which are `loop soup -fold self-intersection local times' constructed from the loop soup of the Lévy process. Loop soups are also used to define permanental Wick powers, which generalizes standard Wick powers, a class of -th order Gaussian chaoses. Dynkin type isomorphism theorems are obtained that relate the various processes. Poisson chaos processes are defined and permanental Wick powers are shown to have a Poisson chaos decomposition. Additional properties of Poisson chaos processes are studied and a martingale extension is obtained for many of the processes described above.

Intersection Local Times, Loop Soups and Permanental Wick Powers

Intersection Local Times, Loop Soups and Permanental Wick Powers PDF Author: Yves Le Jan
Publisher: American Mathematical Soc.
ISBN: 1470436957
Category : Mathematics
Languages : en
Pages : 92

Get Book Here

Book Description
Several stochastic processes related to transient Lévy processes with potential densities , that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of measures endowed with a metric . Sufficient conditions are obtained for the continuity of these processes on . The processes include -fold self-intersection local times of transient Lévy processes and permanental chaoses, which are `loop soup -fold self-intersection local times' constructed from the loop soup of the Lévy process. Loop soups are also used to define permanental Wick powers, which generalizes standard Wick powers, a class of -th order Gaussian chaoses. Dynkin type isomorphism theorems are obtained that relate the various processes. Poisson chaos processes are defined and permanental Wick powers are shown to have a Poisson chaos decomposition. Additional properties of Poisson chaos processes are studied and a martingale extension is obtained for many of the processes described above.

Random Walks and Physical Fields

Random Walks and Physical Fields PDF Author: Yves Le Jan
Publisher: Springer Nature
ISBN: 3031579232
Category :
Languages : en
Pages : 188

Get Book Here

Book Description


Spatially Independent Martingales, Intersections, and Applications

Spatially Independent Martingales, Intersections, and Applications PDF Author: Pablo Shmerkin
Publisher: American Mathematical Soc.
ISBN: 1470426889
Category : Mathematics
Languages : en
Pages : 114

Get Book Here

Book Description
The authors define a class of random measures, spatially independent martingales, which we view as a natural generalization of the canonical random discrete set, and which includes as special cases many variants of fractal percolation and Poissonian cut-outs. The authors pair the random measures with deterministic families of parametrized measures , and show that under some natural checkable conditions, a.s. the mass of the intersections is Hölder continuous as a function of . This continuity phenomenon turns out to underpin a large amount of geometric information about these measures, allowing us to unify and substantially generalize a large number of existing results on the geometry of random Cantor sets and measures, as well as obtaining many new ones. Among other things, for large classes of random fractals they establish (a) very strong versions of the Marstrand-Mattila projection and slicing results, as well as dimension conservation, (b) slicing results with respect to algebraic curves and self-similar sets, (c) smoothness of convolutions of measures, including self-convolutions, and nonempty interior for sumsets, and (d) rapid Fourier decay. Among other applications, the authors obtain an answer to a question of I. Łaba in connection to the restriction problem for fractal measures.

Absolute Continuity Under Time Shift of Trajectories and Related Stochastic Calculus

Absolute Continuity Under Time Shift of Trajectories and Related Stochastic Calculus PDF Author: Jörg-Uwe Löbus
Publisher: American Mathematical Soc.
ISBN: 147042603X
Category : Mathematics
Languages : en
Pages : 148

Get Book Here

Book Description
The text is concerned with a class of two-sided stochastic processes of the form . Here is a two-sided Brownian motion with random initial data at time zero and is a function of . Elements of the related stochastic calculus are introduced. In particular, the calculus is adjusted to the case when is a jump process. Absolute continuity of under time shift of trajectories is investigated. For example under various conditions on the initial density with respect to the Lebesgue measure, , and on with we verify i.e. where the product is taken over all coordinates. Here is the divergence of with respect to the initial position. Crucial for this is the temporal homogeneity of in the sense that , , where is the trajectory taking the constant value . By means of such a density, partial integration relative to a generator type operator of the process is established. Relative compactness of sequences of such processes is established.

Fundamental Solutions and Local Solvability for Nonsmooth Hormander's Operators

Fundamental Solutions and Local Solvability for Nonsmooth Hormander's Operators PDF Author: Marco Bramanti
Publisher: American Mathematical Soc.
ISBN: 1470425599
Category : Mathematics
Languages : en
Pages : 92

Get Book Here

Book Description
The authors consider operators of the form in a bounded domain of where are nonsmooth Hörmander's vector fields of step such that the highest order commutators are only Hölder continuous. Applying Levi's parametrix method the authors construct a local fundamental solution for and provide growth estimates for and its first derivatives with respect to the vector fields. Requiring the existence of one more derivative of the coefficients the authors prove that also possesses second derivatives, and they deduce the local solvability of , constructing, by means of , a solution to with Hölder continuous . The authors also prove estimates on this solution.

Correlated Random Systems: Five Different Methods

Correlated Random Systems: Five Different Methods PDF Author: Véronique Gayrard
Publisher: Springer
ISBN: 3319176749
Category : Mathematics
Languages : en
Pages : 213

Get Book Here

Book Description
This volume presents five different methods recently developed to tackle the large scale behavior of highly correlated random systems, such as spin glasses, random polymers, local times and loop soups and random matrices. These methods, presented in a series of lectures delivered within the Jean-Morlet initiative (Spring 2013), play a fundamental role in the current development of probability theory and statistical mechanics. The lectures were: Random Polymers by E. Bolthausen, Spontaneous Replica Symmetry Breaking and Interpolation Methods by F. Guerra, Derrida's Random Energy Models by N. Kistler, Isomorphism Theorems by J. Rosen and Spectral Properties of Wigner Matrices by B. Schlein. This book is the first in a co-edition between the Jean-Morlet Chair at CIRM and the Springer Lecture Notes in Mathematics which aims to collect together courses and lectures on cutting-edge subjects given during the term of the Jean-Morlet Chair, as well as new material produced in its wake. It is targeted at researchers, in particular PhD students and postdocs, working in probability theory and statistical physics.

The Stability of Cylindrical Pendant Drops

The Stability of Cylindrical Pendant Drops PDF Author: John McCuan
Publisher: American Mathematical Soc.
ISBN: 1470409380
Category : Mathematics
Languages : en
Pages : 122

Get Book Here

Book Description
The author considers the stability of certain liquid drops in a gravity field satisfying a mixed boundary condition. He also considers as special cases portions of cylinders that model either the zero gravity case or soap films with the same kind of boundary behavior.

On Sudakov's Type Decomposition of Transference Plans with Norm Costs

On Sudakov's Type Decomposition of Transference Plans with Norm Costs PDF Author: Stefano Bianchini
Publisher: American Mathematical Soc.
ISBN: 1470427664
Category : Mathematics
Languages : en
Pages : 124

Get Book Here

Book Description
The authors consider the original strategy proposed by Sudakov for solving the Monge transportation problem with norm cost with , probability measures in and absolutely continuous w.r.t. . The key idea in this approach is to decompose (via disintegration of measures) the Kantorovich optimal transportation problem into a family of transportation problems in , where are disjoint regions such that the construction of an optimal map is simpler than in the original problem, and then to obtain by piecing together the maps . When the norm is strictly convex, the sets are a family of -dimensional segments determined by the Kantorovich potential called optimal rays, while the existence of the map is straightforward provided one can show that the disintegration of (and thus of ) on such segments is absolutely continuous w.r.t. the -dimensional Hausdorff measure. When the norm is not strictly convex, the main problems in this kind of approach are two: first, to identify a suitable family of regions on which the transport problem decomposes into simpler ones, and then to prove the existence of optimal maps. In this paper the authors show how these difficulties can be overcome, and that the original idea of Sudakov can be successfully implemented. The results yield a complete characterization of the Kantorovich optimal transportation problem, whose straightforward corollary is the solution of the Monge problem in each set and then in . The strategy is sufficiently powerful to be applied to other optimal transportation problems.

Systems of Transversal Sections Near Critical Energy Levels of Hamiltonian Systems in $\mathbb {R}^4$

Systems of Transversal Sections Near Critical Energy Levels of Hamiltonian Systems in $\mathbb {R}^4$ PDF Author: Naiara V. de Paulo
Publisher: American Mathematical Soc.
ISBN: 1470428016
Category : Mathematics
Languages : en
Pages : 118

Get Book Here

Book Description
In this article the authors study Hamiltonian flows associated to smooth functions R R restricted to energy levels close to critical levels. They assume the existence of a saddle-center equilibrium point in the zero energy level . The Hamiltonian function near is assumed to satisfy Moser's normal form and is assumed to lie in a strictly convex singular subset of . Then for all small, the energy level contains a subset near , diffeomorphic to the closed -ball, which admits a system of transversal sections , called a foliation. is a singular foliation of and contains two periodic orbits and as binding orbits. is the Lyapunoff orbit lying in the center manifold of , has Conley-Zehnder index and spans two rigid planes in . has Conley-Zehnder index and spans a one parameter family of planes in . A rigid cylinder connecting to completes . All regular leaves are transverse to the Hamiltonian vector field. The existence of a homoclinic orbit to in follows from this foliation.

Boundary Conditions and Subelliptic Estimates for Geometric Kramers-Fokker-Planck Operators on Manifolds with Boundaries

Boundary Conditions and Subelliptic Estimates for Geometric Kramers-Fokker-Planck Operators on Manifolds with Boundaries PDF Author: Francis Nier
Publisher: American Mathematical Soc.
ISBN: 1470428024
Category : Mathematics
Languages : en
Pages : 156

Get Book Here

Book Description
This article is concerned with the maximal accretive realizations of geometric Kramers-Fokker-Planck operators on manifolds with boundaries. A general class of boundary conditions is introduced which ensures the maximal accretivity and some global subelliptic estimates. Those estimates imply nice spectral properties as well as exponential decay properties for the associated semigroup. Admissible boundary conditions cover a wide range of applications for the usual scalar Kramer-Fokker-Planck equation or Bismut's hypoelliptic laplacian.