This article proves that the separation convergence towards the uniform distribution abruptly occurs at times around ln(n)/n for the (time-accelerated by 2) Brownian motion on the sphere with a high dimension n. The arguments are based on a new and elementary perturbative approach for estimating hitting times in a small noise context. The quantitative estimates thus obtained are applied to the strong stationary times constructed in a previous article by the authors to deduce the wanted cut-off phenomenon
Let the nodes of a Poisson point process move independently in Rd according to Brownian motions. We ...
We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining informa...
We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. Th...
We consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $...
International audienceWe provide a rigorous derivation of the brownian motion as the limit of a dete...
AbstractAs a model for a diffusion-limited chemical reaction, we consider a large number N of sphere...
Summary. For a fairly general class of cones in n dimensions (n>3) we determine the corresponding...
The main results in this paper concern large and moderate deviations for the radial component of a n...
We consider a stochastic differential equation on a domain D in n-dimensional real space, where the ...
AbstractTribe proved in a previous paper that a typical point of the support of super Brownian motio...
Abstract. We provide a rigorous derivation of the brownian motion as the hydrodynamic limit of syste...
Motivated by questions related to a fragmentation process which has been studied by Aldous, Pitman, ...
The main results in this paper concern large and moderate deviations for the radial component of a n...
We study a system of N non-intersecting Brownian motions on a line seg-ment [0, L] with periodic, ab...
In a companion paper, a quenched large deviation principle (LDP) has been established for the empiri...
Let the nodes of a Poisson point process move independently in Rd according to Brownian motions. We ...
We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining informa...
We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. Th...
We consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $...
International audienceWe provide a rigorous derivation of the brownian motion as the limit of a dete...
AbstractAs a model for a diffusion-limited chemical reaction, we consider a large number N of sphere...
Summary. For a fairly general class of cones in n dimensions (n>3) we determine the corresponding...
The main results in this paper concern large and moderate deviations for the radial component of a n...
We consider a stochastic differential equation on a domain D in n-dimensional real space, where the ...
AbstractTribe proved in a previous paper that a typical point of the support of super Brownian motio...
Abstract. We provide a rigorous derivation of the brownian motion as the hydrodynamic limit of syste...
Motivated by questions related to a fragmentation process which has been studied by Aldous, Pitman, ...
The main results in this paper concern large and moderate deviations for the radial component of a n...
We study a system of N non-intersecting Brownian motions on a line seg-ment [0, L] with periodic, ab...
In a companion paper, a quenched large deviation principle (LDP) has been established for the empiri...
Let the nodes of a Poisson point process move independently in Rd according to Brownian motions. We ...
We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining informa...
We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. Th...