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Barkat Mian

Publications and source records attributed to Barkat Mian.

6 recordsLinked to original sources

A submartingale for the probability of avoiding the origin in one-point interaction ground-state diffusion: $d \in \{2,3\}$

We study the near-origin behavior on $[0,T]$ of the singular diffusion whose transition density is given by a Doob transform of the integral kernel of the semigroup generated by the $d$-dimensional Schr\"odinger operator $L^{\gamma}$ with a one-point potential at the origin, where the driving family is the ground state of $L^{\gamma}$ and $d\in\{2,3\}$. We construct a submartingale whose increasing component grows only at times when the diffusion visits the origin. Using this submartingale, we show that the diffusion hits the origin with positive probability and that, conditionally on hitting the origin by time $T$, the first hitting time has a truncated generalized inverse Gaussian (GIG) distribution. We further study the dynamics under conditioning to avoid the origin: under the conditional law, the diffusion is not a standard Brownian motion, but instead admits a representation in terms of a regularized drift and a continuous martingale. While these properties are known in dimension two, the present submartingale-based approach provides an alternative verification and treats dimensions two and three in a unified manner.

math.PR

Pathwise structure of the three-dimensional attractive one-point interaction diffusion

We study the pathwise behavior of the three-dimensional attractive one-point interaction diffusion whose law was constructed by Cranston, Koralov, Molchanov and Vainberg, corresponding to the singular Schr\"odinger Hamiltonian \[ \frac12\Delta+\frac{\beta}{2}\delta_0, \qquad \beta>0. \] We identify a local stochastic differential equation satisfied by the process away from the origin and use it to construct a natural submartingale whose increasing component in the Doob-Meyer decomposition is supported on the set of times at which the process visits the origin. In particular, we show that the process visits the origin with positive probability and that the law conditioned on avoiding the origin is three-dimensional Wiener measure.

math.PR

A dyadic construction of a three-dimensional attractive point interaction Markov family

We discuss a probabilistic approximation framework for the three-dimensional attractive point interaction on a finite time horizon. By iterating the Doob transforms of the explicit heat kernel associated with the singular Schr\"odinger operator formally given by \[ \frac12\Delta \,+\, \frac{\beta}{2}\, \delta_0(\cdot), \qquad \beta>0, \] we obtain sub-probability kernels along finite partitions on the punctured domain \[ E_\varepsilon=\{x\in\mathbb R^3:\ |x|>\varepsilon\}, \] which yield a limiting sub-probability kernel via refinement along global dyadic partitions, and we extend this limit to a transition probability kernel on an enlarged space obtained by adjoining a cemetery state. These kernels determine a time-inhomogeneous Markov process on the set of dyadic times, and its step-function interpolations yield c\`adl\`ag processes with consistent finite-dimensional distributions and partial tightness properties. The present work may also be viewed as an alternative direct probabilistic approximation scheme for the three-dimensional zero-range homopolymer measure constructed in the work of Cranston, Koralov, Molchanov, and Vainberg, which is constructed as a weak limit of Gibbs measures associated with regularized Schr\"odinger operators.

math.PR

Planar diffusions with a point interaction on a finite time horizon

The skew-product diffusion [Ann. Appl. Probab. 35, 3150--3214 (2025)] and exponentially tilted planar Brownian motion [Electron. J. Probab. 30, 1--97 (2025)] are canonical examples of planar diffusions with a point interaction at the origin in the sense that their drifts are singular only at the origin and allow visits there with positive probability. However, in this article we propose an axiomatic framework for such diffusions on a finite time horizon. We isolate admissibility conditions and additional regularity hypotheses on a general driving family under which the associated diffusion, constructed as a Doob transform of point-interaction Schr\"odinger semigroup kernels, exhibits the same point interaction structure. In particular, for the ground-state driving family, we obtain a heuristic alternative construction of the skew-product diffusion based on Kolmogorov continuity arguments. We also consider formal applications of this framework to some driving families generated by measures, including the Lebesgue-driven diffusion, which is the exponentially tilted planar Brownian motion.

math.PR

Continuum polymer measures corresponding to the critical 2d stochastic heat flow

We construct continuum directed polymer measures corresponding to the critical 2d stochastic heat flow (2d SHF) introduced by Caravenna, Sun, and Zygouras in their recent article [Inventiones mathematicae 233, 325--460 (2023)]. For this purpose, we prove a Chapman-Kolmogorov relation for the 2d SHF along with a related elementary conditional expectation formula. We explore some basic properties of the continuum polymer measures, with our main focus being on their second moments. In particular, we show that the form of their second moments is consistent with the family of continuum polymer measures, indexed by a disorder strength parameter, having a conditional Gaussian multiplicative chaos distributional interrelationship similar to that previously found in an analogous hierarchical toy model.

math.PR

On planar Brownian motion singularly tilted through a point potential

We discuss a family of time-inhomogeneous two-dimensional diffusions, defined over a finite time interval $[0,T]$, having transition density functions that are expressible in terms of the integral kernels for negative exponentials of the two-dimensional Schrödinger operator with a point potential at the origin. These diffusions have a singular drift pointing in the direction of the origin that is strong enough to enable the possibly of visiting there, in contrast to a two-dimensional Brownian motion. Our main focus is on characterizing a local time process at the origin analogous to that for a one-dimensional Brownian motion and on studying the law of its process inverse.

math.PR