10.6k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
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8 papers · 2 filters
Random symmetric matrices on Clifford algebras
Dominique Bakry, Marguerite Zani
We consider Brownian motions and other processes (Ornstein-Uhlenbeck processes, spherical Brownian motions) on various sets of symmetric matrices constructed from algebra structure…
Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
Mathieu Rosenbaum, Marc Yor
We show that simple explicit formulas can be obtained for several relevant quantities related to the laws of the uniformly sampled Brownian bridge, Brownian meander and three dimen…
On the law of a triplet associated with the pseudo-Brownian bridge
Mathieu Rosenbaum, Marc Yor
We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In particular, for a Brownian motion and its first hitting time of the level…
On the expectation of normalized Brownian functionals up to first hitting times
Romuald Elie, Mathieu Rosenbaum, Marc Yor
Let B be a Brownian motion and T its first hitting time of the level 1. For U a uniform random variable independent of B, we study in depth the distribution of T^{-1/2}B_{UT}, that…
The travel time in a finite box in supercritical Bernoulli percolation
Raphaël Cerf
We consider the standard site percolation model on the three dimensional cubic lattice. Starting solely with the hypothesis that , we prove that, for any , there exist…
First order global asymptotics for confined particles with singular pair repulsion
Djalil Chafaï, Nathael Gozlan, Pierre-André Zitt
We study a physical system of interacting particles in , , subject to pair repulsion and confined by an external field. We establish a large deviations pr…
Dimensional contraction via Markov transportation distance
François Bolley, Ivan Gentil, Arnaud Guillin
It is now well known that curvature conditions à la Bakry-Emery are equivalent to contraction properties of the heat semigroup with respect to the classical quadratic Wasserstein d…
Increasing processes and the change of variables formula for non-decreasing functions
Jean Bertoin, Marc Yor
Given an increasing process , we characterize the right-continuous non-decreasing functions that map to a pure-jump process. As an example of…