Publications related to Brownian half-plane excursion and critical Liouville quantum gravity

Related publications (41)

GLOBALLY plus -REGULAR VARIETIES AND THE MINIMAL MODEL PROGRAM FOR THREEFOLDS IN MIXED CHARACTERISTIC

We establish the Minimal Model Program for arithmetic threefolds whose residue characteristics are greater than five. In doing this, we generalize the theory of global F-regularity to mixed characteristic and identify certain stable sections of adjoint lin ...

SPRINGER HEIDELBERG2023

Global Regularity For The Nonlinear Wave Equation With Slightly Supercritical Power

Maria Colombo, Silja Noëmi Aline Haffter

We consider the defocusing nonlinear wave equation ❑u D jujp ⠀1u in R3 ⠂ & UOELIG;0; 1/. We prove that for any initial datum with a scaling-subcritical norm bounded by M0 the equation is globally well-posed for p D 5 C i, where i 2 .0; ...

MATHEMATICAL SCIENCE PUBL2023

Low-Rank Tensor Approximations for Solving Multimarginal Optimal Transport Problems\ast

Daniel Kressner, Christoph Max Strössner

By the addition of entropic regularization, multimarginal optimal transport problems can be trans-formed into tensor scaling problems, which can be solved numerically using the multimarginal Sinkhorn algorithm. The main computational bottleneck of this alg ...

SIAM PUBLICATIONS2023

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Victor Panaretos, Leonardo Vincenzo Santoro, Neda Mohammadi Jouzdani

We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

Elsevier2024

Stochastic particle transport by deep-water irregular breaking waves

Debbie Eeltink

Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results by Deike et al. (J. Fluid Mech., vol. 829, 2017, ...

Cambridge University Press2023

Anomalous Dissipation and Lack of Selection in the Obukhov-Corrsin Theory of Scalar Turbulence

Maria Colombo, Massimo Sorella

The Obukhov-Corrsin theory of scalar turbulence [21, 54] advances quantitative predictions on passive-scalar advection in a turbulent regime and can be regarded as the analogue for passive scalars of Kolmogorov's K41 theory of fully developed turbulence [4 ...

Springernature2023

HolA: Holistic and Autonomous Attestation for IoT Networks

Flavio Toffalini

Collective Remote Attestation (CRA) is a well-established approach where a single Verifier attests the integrity of multiple devices in a single execution of the challenge-response protocol. Current CRA solutions are well-suited for Internet of Things (IoT ...

SPRINGER INTERNATIONAL PUBLISHING AG2022

Extremal Distance And Conformal Radius Of A Cle4 Loop

Juhan Aru, Titus Lupu

Consider CLE4 in the unit disk, and let l be the loop of the CLE4 surrounding the origin. Schramm, Sheffield and Wilson determined the law of the conformal radius seen from the origin of the domain surrounded by l. We complement their result by determining ...

INST MATHEMATICAL STATISTICS-IMS2022

Calibration of optical tweezers with non-spherical probes via high-resolution detection of Brownian motion

László Forró, Richard Gaal, Sylvia Jeney, Flavio Maurizio Mor

Optical tweezers are commonly used and powerful tools to perform force measurements on the piconewton scale and to detect nanometer-scaled displacements. However, the precision of these instruments relies to a great extent on the accuracy of the calibratio ...

Elsevier Science Bv2015

Adaptive Approximation of Shapes

Annalisa Buffa

We consider scalar-valued shape functionals on sets of shapes which are small perturbations of a reference shape. The shapes are described by parameterizations and their closeness is induced by a Hilbert space structure on the parameter domain. We justify ...

TAYLOR & FRANCIS INC2021

Accounting for inertia effects to access the high-frequency microrheology of viscoelastic fluids

László Forró, Sylvia Jeney, Elena Bertseva

We study the Brownian motion of microbeads immersed in water and in a viscoelastic wormlike micelles solution by optical trapping interferometry and diffusing wave spectroscopy. Through the mean-square displacement obtained from both techniques, we deduce ...

Amer Physical Soc2014

Towards bootstrapping RG flows: sine-Gordon in AdS

João Miguel Augusto Penedones Fernandes

The boundary correlation functions for a Quantum Field Theory (QFT) in an Anti-de Sitter (AdS) background can stay conformally covariant even if the bulk theory undergoes a renormalization group (RG) flow. Studying such correlation functions with the numer ...

Springer Nature2021

Filtration Shrinkage, Strict Local Martingales And The Follmer Measure

Martin Larsson

When a strict local martingale is projected onto a subfiltration to which it is not adapted, the local martingale property may be lost, and the finite variation part of the projection may have singular paths. This phenomenon has consequences for arbitrage ...

Inst Mathematical Statistics2014

Linear credit risk models

Damir Filipovic, Damien Edouard Ackerer

We introduce a novel class of credit risk models in which the drift of the survival process of a firm is a linear function of the factors. The prices of defaultable bonds and credit default swaps (CDS) are linear-rational in the factors. The price of a CDS ...

2020

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part II: Discrete-Domain Theory

Michaël Unser, Pouya Dehghani Tafti, Hagay Kirshner, Arash Amini

This paper is devoted to the characterization of an extended family of continuous-time autoregressive moving average (CARMA) processes that are solutions of stochastic differential equations driven by white Levy innovations. These are completely specified ...

Ieee-Inst Electrical Electronics Engineers Inc2014

A weighted empirical interpolation method: a priori convergence analysis and applications

Alfio Quarteroni, Gianluigi Rozza, Peng Chen

We extend the classical empirical interpolation method to a weighted empirical interpolation method in order to approximate nonlinear parametric functions with weighted parameters, e.g. random variables obeying various probability distributions. A priori c ...

EDP Sciences2014

An effective proof of the Cartan formula: The even prime

Anibal Maximiliano Medina Mardones

The Cartan formula encodes the relationship between the cup product and the action of the Steenrod algebra in F-p-cohomology. In this work, we present an effective proof of the Cartan formula at the cochain level when the field is F-2. More explicitly, for ...

2020

Normal approximation of the solution to the stochastic heat equation with Levy noise

Carsten Hao Ye Chong

Given a sequence L & x2d9;epsilon of Levy noises, we derive necessary and sufficient conditions in terms of their variances sigma 2(epsilon) such that the solution to the stochastic heat equation with noise sigma(epsilon)-1L & x2d9;epsilon converges in law ...

SPRINGER2020

Exploiting the color of Brownian motion for high-frequency microrheology of Newtonian fluids

László Forró, Sylvia Jeney, Flavio Maurizio Mor

Einstein's stochastic description of the random movement of small objects in a fluid, i.e. Brownian motion, reveals to be quite different, when observed on short timescales. The limitations of Einstein's theory with respect to particle inertia and hydrodyn ...

Spie-Int Soc Optical Engineering2013

MMSE Estimation of Sparse Levy Processes

Michaël Unser, Ulugbek Kamilov, Arash Amini, Pedram Pad

We investigate a stochastic signal-processing framework for signals with sparse derivatives, where the samples of a Levy process are corrupted by noise. The proposed signal model covers the well-known Brownian motion and piecewise-constant Poisson process; ...

Ieee-Inst Electrical Electronics Engineers Inc2013