Browsing EPrint Collection  Mathematics by Title
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Eigenvalue expansions for Brownian motion with an application to occupation times
(Institute of Mathematical Statistics, 19960131)Let B be a Borel subset of R [to the power of] d with finite volume. We give an eigenvalue expansion for the transition densities of Brownian motion killed on exiting B. Let A [subscript] 1 be the time spent by Brownian ... 
An enduring error
(20080605) 
Erratum to The Supremum of Brownian Times on Hölder Curves
(Birkhauser, 20020521)For [function] f [maps the set]: [0, 1] [into the set] [Real numbers], we consider L [superscript] f [subscript] t , the local time of spacetime Brownian motion on the curve f. Let S [subscript][sigma] be the class of all ... 
Euler's ratiosum theorem and generalizations
(2005)A theorem of Euler concerns sums of ratios in which Cevians of a triangle are divided by a common point. Generalizations of this result in three directions are presented: polygons instead of triangles, higherdimensional ... 
Excursion laws and exceptional points on Brownian paths
(SpringerVerlag, 1993)The purpose of this note is to present an example of a family of "exceptional points" on Brownian paths which cannot be constructed using an entrance law. 
Fast equilibrium selection by rational players living in a changing world
(The Econometric Society, 200101)We study a coordination game with randomly changing payoffs and small frictions in changing actions. Using only backwards induction, we find that players must coordinate on the riskdominant equilibrium. More precisely, a ... 
Fiber Brownian motion and the "hot spots" problem
(Duke University Press, 200010)We show that in some planar domains both extrema of the second Neumann eigenfunction lie strictly inside the domain. The main technical innovation is the use of "fiber Brownian motion," a process which switches between ... 
Fibrations and Sheaves
(20121213)The purpose of this book is to give a systematic treatment of fibration theory and sheaf theory, the emphasis being on the foundational essentials. 
A FlemingViat particle representation of Dirichlet Laplacian
(SpringerVerlag GmbH, 200011)We consider a model with a large number N of particles which move according to independent Brownian motions. A particle which leaves a domain D is killed; at the same time, a different particle splits into two particles. ... 
A Gaussian oscillator
(Institute of Mathematical Statistics, 20041006)We present a stochastic process with sawtooth paths whose distribution is given by a simple rule and whose stationary distribution is Gaussian. The process arose in a natural way in research on interaction of an inert ... 
Geometric Properties of 2dimensional Brownian Paths
(SpringerVerlag GmbH, 1989)Let A be the set of all points of the plane C, visited by twodimensional Brownian motion before time 1. With probability 1, all points of A are "twist points" except a set of harmonic measure zero. "Twist points" may be ... 
Graphs of polyhedra; polyhedra as graphs
(2005)Relations between graph theory and polyhedra are presented in two contexts. In the first, the symbiotic dependence between 3connected planar graphs and convex polyhedra is described in detail. In the second, a theory of ... 
The Heat Equation and Reflected Brownian Motion in TimeDependent Domains
(Institute of Mathematical Statistics, 200401)The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic moving boundaries, also known as "noncylindrical domains," and its connections with partial differential equations. Construction ... 
The heat equation in time dependent domains with insulated boundaries
(Academic Press (Elsevier), 200410)The paper studies, among other things, two types of possible singularities of the solution to the heat equation at the boundary of a moving domain. Several explicit results on "heat atoms" and "heat singularities" are given. 
Hitting a boundary point with reflected Brownian motion
(SpringerVerlag, 1992)An explicit integral test involving the reflection angle is given for the reflected Brownian motion in a halfplane to hit a fixed boundary point. 
Homotopical Topos Theory
(201205)The purpose of this book is twofold: (1) To give a systematic introduction to topos theory from a purely categorical point of view, thus ignoring all logical and algebraic issues. (2) To give an account of the homotopy ... 
The "hot spots" problem in planar domains with one hole.
(Duke University Press, 2005)There exists a planar domain with piecewise smooth boundary and one hole such that the second eigenfunction for the Laplacian with Neumann boundary conditions attains its maximum and minimum inside the domain. 
Hölder domains and the boundary Harnack principle
(Duke University Press, 199110)A version of the boundary Harnack principle is proven. 
Intersection local time for points of infinite multiplicity
(Institute of Mathematical Statistics, 199404)For each a [is an element of the set] (0, 1/2), there exists a random measure [beta] [subscript] a which is supported on the set of points where twodimensional Brownian motion spends a units of local time. The measure ... 
Isogonal prismatoids
(Springer New York, 1997)A prismatoid is a polyhedron with all vertices in two parallel planes. A polyhedron P is isogonal if all its vertices form one transitivity class under isometric symmetries of P. Although these restrictions appear very ...