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Krzysztof Burdzy

Publications and source records attributed to Krzysztof Burdzy.

At least 37 records · Page 2Linked to original sources

Fermi acceleration in rotating drums

Consider hard balls in a bounded rotating drum. If there is no gravitation then there is no Fermi acceleration, i.e., the energy of the balls remains bounded forever. If there is gravitation, Fermi acceleration may arise. A number of explicit formulas for the system without gravitation are given. Some of these are based on an explicit realization, which we derive, of the well-known microcanonical ensemble measure.

math-ph↗

Archimedes' principle for ideal gas

We prove Archimedes' principle for a macroscopic ball in ideal gas consisting of point particles with non-zero mass. The main result is an asymptotic theorem, as the number of point particles goes to infinity and their total mass remains constant. We also show that, asymptotically, the gas has an exponential density as a function of height. We find the asymptotic inverse temperature of the gas. We derive an accurate estimate of the volume of the phase space using the local central limit theorem.

math.PR↗

Rates of convergence to equilibrium for Potlatch and Smoothing processes

We analyze the local and global smoothing rates of the smoothing process and obtain convergence rates to stationarity for the dual process known as the potlatch process. For general finite graphs, we connect the smoothing and convergence rates to the spectral gap of the associated Markov chain. We perform a more detailed analysis of these processes on the torus. Polynomial corrections to the smoothing rates are obtained. They show that local smoothing happens faster than global smoothing. These polynomial rates translate to rates of convergence to stationarity in $L^2$-Wasserstein distance for the potlatch process on $\mathbb{Z}^d$.

math.PR↗

Stochastic fixed point equation and local dependence measure

We study solutions to the stochastic fixed point equation $X\stackrel{d}{=}AX+B$ where the coefficients $A$ and $B$ are nonnegative random variables. We introduce the ``local dependence measure'' (LDM) and its Legendre-type transform to analyze the left tail behavior of the distribution of $X$. We discuss the relationship of LDM with earlier results on the stochastic fixed point equation and we apply LDM to prove a theorem on a Fleming-Viot-type process.

math.PR↗

Contradictory predictions

We prove the sharp bound for the probability that two experts who have access to different information, represented by different $σ$-fields, will give radically different estimates of the probability of an event. This is relevant when one combines predictions from various experts in a common probability space to obtain an aggregated forecast. Our proof is constructive in the sense that, not only the sharp bounds are proved, but also the optimizer is constructed via an explicit algorithm.

math.PR↗

Protecting billiard balls from collisions

We present a game inspired by research on the possible number of billiard ball collisions in the whole Euclidean space. One player tries to place $n$ static "balls" with zero radius (i.e., points) in a way that will minimize the total number of possible collisions caused by the cue ball. The other player tries to find initial conditions for the cue ball to maximize the number of collisions. The value of the game is $\sqrt{n}$ (up to constants). The lower bound is based on the Erdős-Szekeres Theorem. The upper bound may be considered a generalization of the Erdős-Szekeres Theorem.

math.DS↗

Improved Bounds for Hermite-Hadamard Inequalities in Higher Dimensions

Let $Ω\subset \mathbb{R}^n$ be a convex domain and let $f:Ω\rightarrow \mathbb{R}$ be a positive, subharmonic function (i.e. $Δf \geq 0$). Then $$ \frac{1}{|Ω|} \int_Ω{f dx} \leq \frac{c_n}{ |\partial Ω| } \int_{\partial Ω}{ f dσ},$$ where $c_n \leq 2n^{3/2}$. This inequality was previously only known for convex functions with a much larger constant. We also show that the optimal constant satisfies $c_n \geq n-1$. As a byproduct, we establish a sharp geometric inequality for two convex domains where one contains the other $ Ω_2 \subset Ω_1 \subset \mathbb{R}^n$: $$ \frac{|\partial Ω_1|}{|Ω_1|} \frac{| Ω_2|}{|\partial Ω_2|} \leq n.$$

math.CA↗

Bounds on the probability of radically different opinions

We establish bounds on the probability that two different agents, who share an initial opinion expressed as a probability distribution on an abstract probability space, given two different sources of information, may come to radically different opinions regarding the conditional probability of the same event.

math.PR↗

Inverse Exponential Decay: Stochastic Fixed Point Equation and ARMA Models

We study solutions to the stochastic fixed point equation $X\stackrel{d}{=}AX+B$ when the coefficients are nonnegative and $B$ is an "inverse exponential decay" (IED) random variable. We provide theorems on the left tail of $X$ which complement well-known tail results of Kesten and Goldie. We generalize our results to ARMA processes with nonnegative coefficients whose noise terms are from the IED class. We describe the lower envelope for these ARMA processes.

math.PR↗

Simultaneous boundary hitting by coupled reflected Brownian motions

(i) Uncountably many synchronized reflected Brownian motions can hit the boundary of a $C^2$ domain at the same time. (ii) Measures associated to local times of two synchronized reflected Brownian motions are mutually singular until the time when the normal vectors at the reflection locations become identical. (iii) Mirror coupled reflected Brownian motions can simultaneously hit opposite sides of a wedge at different distances from the origin.

math.PR↗

Billiards with Markovian reflection laws

We construct a class of reflection laws for billiard processes in the unit interval whose stationary distribution for the billiard position and its velocity is the product of the uniform distribution and the standard normal distribution. These billiard processes have Markovian reflection laws, meaning their velocity is constant between reflections but changes in a Markovian way at reflection times.

math.PR↗

On pinned billiard balls and foldings

We consider systems of "pinned balls," i.e., balls that have fixed positions and pseudo-velocities. Pseudo-velocities change according to the same rules as those for velocities of totally elastic collisions between moving balls. The times of collisions for different pairs of pinned balls are chosen in an exogenous way. We give an explicit upper bound for the maximum number of pseudo-collisions for a system of $n$ pinned balls in a $d$-dimensional space, in terms of $n$, $d$ and the locations of ball centers. As a first step, we study foldings, i.e., mappings that formalize the idea of folding a piece of paper along a crease.

math.DS↗

A lower bound for the number of elastic collisions

We prove by example that the number of elastic collisions of $n$ balls of equal mass and equal size in $d$-dimensional space can be greater than $n^3/27$ for $n\geq 3$ and $d\geq 2$. The previously known lower bound was of order $n^2$.

math.DS↗

On the number of hard ball collisions

We give a new and elementary proof that the number of elastic collisions of a finite number of balls in the Euclidean space is finite. We show that if there are $n$ balls of equal masses and radii 1, and at the time of a collision between any two balls the distance between any other pair of balls is greater than $n^{-n}$, then the total number of collisions is bounded by $n^{(5/2+\varepsilon)n}$, for any fixed $\varepsilon>0$ and large $n$. We also show that if there is a number of collisions larger than $n^{cn}$ for an appropriate $c>0$, then a large number of these collisions occur within a subfamily of balls that form a very tight configuration.

math.DS↗

Knudsen gas in flat tire

We consider random reflections (according to the Lambertian distribution) of a light ray in a thin variable width (but almost circular) tube. As the width of the tube goes to zero, properly rescaled angular component of the light ray position converges in distribution to a diffusion whose parameters (diffusivity and drift) are given explicitly in terms of the tube width.

math.PR↗

Floodings of metric graphs

We consider random labelings of finite graphs conditioned on a small fixed number of peaks. We introduce a continuum framework where a combinatorial graph is associated with a metric graph and edges are identified with intervals. Next we consider a sequence of partitions of the edges of the metric graph with the partition size going to zero. As the mesh of the subdivision goes to zero, the conditioned random labelings converge, in a suitable sense, to a deterministic function which evolves as an increasing process of subsets of the metric graph that grows at rate one while maximizing an appropriate notion of entropy. We call such functions floodings. We present a number of qualitative and quantitative properties of floodings and some explicit examples.

math.PR↗

Twin peaks

We study random labelings of graphs conditioned on a small number (typically one or two) peaks, i.e., local maxima. We show that the boundaries of level sets of a random labeling of a square with a single peak have dimension 2, in a suitable asymptotic sense. The gradient line of a random labeling of a long ladder graph conditioned on a single peak consists mostly of straight line segments. We show that for some tree-graphs, if a random labeling is conditioned on exactly two peaks then the peaks can be very close to each other. We also study random labelings of regular trees conditioned on having exactly two peaks. Our results suggest that the top peak is likely to be at the root and the second peak is equally likely, more or less, to be any vertex not adjacent to the root.

math.PR↗