Now showing items 41-44 of 44
2-D Brownian motion in a system of reflecting barriers: effective diffusivity by a sampling method
(Institute of Physics, 1994-02-07)
We study two-dimensional Brownian motion in an ordered periodic system of linear reflecting barriers using the sampling method and conformal transformations. We calculate the effective diffusivity for the Brownian particle. When the periods are fixed but the length of the barrier goes to zero, the effective diffusivity in ...
Iterated law of iterated logarithm
(Institute of Mathematical Statistics, 1995-10)
Suppose [epsilon] [is a member of the set] [0, 1) and let theta [subscipt epsilon] (t) = (1 − [epsilon]) [square root of] (2tln [subscript] 2 t). Let L [to the power of epsilon] [subscript] t denote the amount of local time spent by Brownian motion on the curve [theta subscript epsilon] (s) before time t. If [epsilon] > 0 ...
Lifetimes of conditioned diffusions
(Springer-Verlag GmbH, 1992)
We investigate when an upper bound on expected lifetimes of conditioned diffusions associated with elliptic operators in divergence and non-divergence form can be found. The critical value of the parameter is found for each of the following classes of domains: L [to the power of p] domains (p = n − 1), uniformly regular twisted ...
On the "hot spots" conjecture of J. Rauch
(Academic Press (Elsevier), 1999-05-10)
We will state several rigorous versions of J. Rauch's "hot spots" conjecture, review some known results, and prove the conjecture under some additional assumptions. Let us, however, first observe that the conclusion cannot hold for all initial conditions.