F. Aurzada

activity

20072026

most citedPersistence probabilities \& exponents

29 citations · 228 across the 47 of their papers we have counts for

collaborators

Showing 2023 · math.PRShow all

3 papers · 2 filters

math.PR2023

Brownian motion conditioned to have restricted $L_{2}$ -norm

Frank Aurzada, Mikhail Lifshits, Dominic T. Schickentanz

We condition a Brownian motion on having an atypically small $L_{2}$ -norm on a long time interval. The obtained limiting process is a non-stationary Ornstein-Uhlenbeck process.

math.PR2023

Brownian motion conditioned to spend limited time outside a bounded interval -- an extreme example of entropic repulsion

Frank Aurzada, Martin Kolb, Dominic T. Schickentanz

We show that a Brownian motion on $R_{\geq 0}$ which is allowed to spend a total of $s > 0$ time units outside a bounded interval does not leave the interval at all. This c…

math.PR2023

Scaling limit of stretched Brownian chains

Frank Aurzada, Volker Betz, Mikhail Lifshits

We show that a properly scaled stretched long Brownian chain converges to a two-parametric stochastic process, given by the sum of an explicit deterministic continuous function and…

Brownian motion conditioned to have restricted L2​-norm

Brownian motion conditioned to spend limited time outside a bounded interval -- an extreme example of entropic repulsion

Scaling limit of stretched Brownian chains

Brownian motion conditioned to have restricted $L_{2}$ -norm