Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A multi-dimensional version of Lamperti's relation and the Matsumoto-Yor
  opposite drift theorem   A classic result on the 1-dimensional Brownian motion shows that
conditionally on its first hitting time of 0, it has the distribution of a
3-dimensional Bessel bridge. By applying a certain time-change to this result,
Matsumoto and Yor showed a theorem giving a relation between Brownian motions
with opposite drifts. The relevant time change is the one appearing in
Lamperti's relation.
  Sabot and Zeng showed that a family of Brownian motions with interacting
drifts, conditioned on the vector of hitting times of 0, also has the
distribution of independent 3-dimensional Bessel bridges. Moreover, the
distribution of these hitting times is related to a random potential that
appears in the study of the vertex-reinforced jump process.
  The aim of this paper is to prove a multivariate version of the Matsumoto-Yor
opposite drift theorem, by applying a Lamperti-type time change to the previous
family of interacting Brownian motions. Difficulties arise since the time
change progresses at different speeds on different coordinates.

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The categories of this paper are: cmp-lg
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The categories of this paper are: stat
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The categories of this paper are: quant-ph
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The categories of this paper are: solv-int
0
The categories of this paper are: hep-ph
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The categories of this paper are: patt-sol
5
The categories of this paper are: gr-qc
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The categories of this paper are: comp-gas
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The categories of this paper are: math-ph
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The categories of this paper are: eess
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The categories of this paper are: econ
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The categories of this paper are: mtrl-th
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The categories of this paper are: hep-ex
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The categories of this paper are: alg-geom
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The categories of this paper are: cond-mat
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The categories of this paper are: q-alg