4 papers
Central limit theorem for superdiffusive reflected Brownian motion
Aleksandar Mijatović, Isao Sauzedde, Andrew Wade
We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a gener…
Loop soup representation of zeta-regularised determinants and equivariant Symanzik identities
Pierre Perruchaud, Isao Sauzedde
We derive a stochastic representation for determinants of Laplace-type operators on vectors bundles over manifolds. Namely, inverse powers of those determinants are written as the…
Convergence of the logarithm of the characteristic polynomial of unitary Brownian motion in Sobolev space
Johannes Forkel, Isao Sauzedde
We prove that the convergence of the real and imaginary parts of the logarithm of the characteristic polynomial of unitary Brownian motion toward Gaussian free fields on the cylind…
Homotopy and holonomy of the planar Brownian motion in a Poisson punctured plane
Isao Sauzedde
We define a family of diffeomorphism-invariant models of random connections on principal -bundles over the plane, whose curvatures are concentrated on singular points. In a limi…