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Search: MSC category 60J65 ( Brownian motion [See also 58J65] )

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1. CJM 2010 (vol 63 pp. 153)

Hambly, B. M.
Asymptotics for Functions Associated with Heat Flow on the Sierpinski Carpet
We establish the asymptotic behaviour of the partition function, the heat content, the integrated eigenvalue counting function, and, for certain points, the on-diagonal heat kernel of generalized Sierpinski carpets. For all these functions the leading term is of the form $x^{\gamma}\phi(\log x)$ for a suitable exponent $\gamma$ and $\phi$ a periodic function. We also discuss similar results for the heat content of affine nested fractals.

Categories:35K05, 28A80, 35B40, 60J65

2. CJM 2005 (vol 57 pp. 204)

Xiong, Jie; Zhou, Xiaowen
On the Duality between Coalescing Brownian Motions
A duality formula is found for coalescing Brownian motions on the real line. It is shown that the joint distribution of a coalescing Brownian motion can be determined by another coalescing Brownian motion running backward. This duality is used to study a measure-valued process arising as the high density limit of the empirical measures of coalescing Brownian motions.

Keywords:coalescing Brownian motions, duality, martingale problem,, measure-valued processes
Categories:60J65, 60G57

3. CJM 2003 (vol 55 pp. 292)

Pitman, Jim; Yor, Marc
Infinitely Divisible Laws Associated with Hyperbolic Functions
The infinitely divisible distributions on $\mathbb{R}^+$ of random variables $C_t$, $S_t$ and $T_t$ with Laplace transforms $$ \left( \frac{1}{\cosh \sqrt{2\lambda}} \right)^t, \quad \left( \frac{\sqrt{2\lambda}}{\sinh \sqrt{2\lambda}} \right)^t, \quad \text{and} \quad \left( \frac{\tanh \sqrt{2\lambda}}{\sqrt{2\lambda}} \right)^t $$ respectively are characterized for various $t>0$ in a number of different ways: by simple relations between their moments and cumulants, by corresponding relations between the distributions and their L\'evy measures, by recursions for their Mellin transforms, and by differential equations satisfied by their Laplace transforms. Some of these results are interpreted probabilistically via known appearances of these distributions for $t=1$ or $2$ in the description of the laws of various functionals of Brownian motion and Bessel processes, such as the heights and lengths of excursions of a one-dimensional Brownian motion. The distributions of $C_1$ and $S_2$ are also known to appear in the Mellin representations of two important functions in analytic number theory, the Riemann zeta function and the Dirichlet $L$-function associated with the quadratic character modulo~4. Related families of infinitely divisible laws, including the gamma, logistic and generalized hyperbolic secant distributions, are derived from $S_t$ and $C_t$ by operations such as Brownian subordination, exponential tilting, and weak limits, and characterized in various ways.

Keywords:Riemann zeta function, Mellin transform, characterization of distributions, Brownian motion, Bessel process, Lévy process, gamma process, Meixner process
Categories:11M06, 60J65, 60E07

4. CJM 2000 (vol 52 pp. 961)

Ismail, Mourad E. H.; Pitman, Jim
Algebraic Evaluations of Some Euler Integrals, Duplication Formulae for Appell's Hypergeometric Function $F_1$, and Brownian Variations
Explicit evaluations of the symmetric Euler integral $\int_0^1 u^{\alpha} (1-u)^{\alpha} f(u) \,du$ are obtained for some particular functions $f$. These evaluations are related to duplication formulae for Appell's hypergeometric function $F_1$ which give reductions of $F_1 (\alpha, \beta, \beta, 2 \alpha, y, z)$ in terms of more elementary functions for arbitrary $\beta$ with $z = y/(y-1)$ and for $\beta = \alpha + \half$ with arbitrary $y$, $z$. These duplication formulae generalize the evaluations of some symmetric Euler integrals implied by the following result: if a standard Brownian bridge is sampled at time $0$, time $1$, and at $n$ independent random times with uniform distribution on $[0,1]$, then the broken line approximation to the bridge obtained from these $n+2$ values has a total variation whose mean square is $n(n+1)/(2n+1)$.

Keywords:Brownian bridge, Gauss's hypergeometric function, Lauricella's multiple hypergeometric series, uniform order statistics, Appell functions
Categories:33C65, 60J65

5. CJM 2000 (vol 52 pp. 412)

Varopoulos, N. Th.
Geometric and Potential Theoretic Results on Lie Groups
The main new results in this paper are contained in the geometric Theorems 1 and~2 of Section~0.1 below and they are related to previous results of M.~Gromov and of myself (\cf\ \cite{1},~\cite{2}). These results are used to prove some general potential theoretic estimates on Lie groups (\cf\ Section~0.3) that are related to my previous work in the area (\cf\ \cite{3},~\cite{4}) and to some deep recent work of G.~Alexopoulos (\cf\ \cite{5},~\cite{21}).

Categories:22E30, 43A80, 60J60, 60J65

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