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We investigate weak convergence of finite-dimensional distributions of a renewal shot noise process $(Y(t))_{t\geq 0}$ with deterministic response function $h$ and the shots occurring at the times $0 = S_0 < S_1 < S_2<\ldots$, where $(S_n)$…

Probability · Mathematics 2016-03-15 Alexander Iksanov , Zakhar Kabluchko , Alexander Marynych

We study an infinite system of moving particles, where each particle is of type A or B. Particles perform independent random walks at rates D_A>0 and D_B>0, and the interaction is given by mutual annihilation A+B->0. The initial condition…

Probability · Mathematics 2018-06-19 Manuel Cabezas , Leonardo T. Rolla , Vladas Sidoravicius

A {\it dynamical system\/} is a pair $(X,\langle T_s\rangle_{s\in S})$, where $X$ is a compact Hausdorff space, $S$ is a semigroup, for each $s\in S$, $T_s$ is a continuous function from $X$ to $X$, and for all $s,t\in S$, $T_s\circ…

Dynamical Systems · Mathematics 2016-08-22 Neil Hindman , Dona Strauss , Luca Q. Zamboni

Assuming the validity of random matrices for describing the statistics of a closed chaotic quantum system, we study analytically some statistical properties of the S-matrix characterizing scattering in its open counterpart. In the first…

Mesoscale and Nanoscale Physics · Physics 2016-08-31 Yan. V. Fyodorov , H. -J. Sommers

We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…

Probability · Mathematics 2026-02-16 Lukas Anzeletti , Oleg Butkovsky , Máté Gerencsér , Alexander Shaposhnikov

Using a non-perturbative method developed in a previous article (paper II) we investigate the tails of the probability distribution $P(\rho_R)$ of the overdensity within spherical cells. We show that our results for the low-density tail of…

Astrophysics · Physics 2009-11-06 P. Valageas

Multivariate Bessel processes describe Calogero-Moser-Sutherland particle models and are related with $\beta$-Hermite and $\beta$-Laguerre ensembles. They depend on a root system and a multiplicity $k$. Recently, several limit theorems for…

Classical Analysis and ODEs · Mathematics 2019-10-18 Michael Voit , Jeannette H. C. Woerner

It is known since Kellerer (1972) that for any process that is increasing for the convex order, or "peacock" as in Hirsch et al. 2011, there exist martingales with the same marginals laws. Nevertheless, there is no general constructive…

Probability · Mathematics 2018-11-13 Damiano Brigo , Monique Jeanblanc , Frederic Vrins

Weyl theory for Dirac systems with rectangular matrix potentials is non-classical. The corresponding Weyl functions are rectangular matrix functions. Furthermore, they are non-expansive in the upper semi-plane. Inverse problems are treated…

Classical Analysis and ODEs · Mathematics 2015-05-28 B. Fritzsche , B. Kirstein , I. Ya. Roitberg , A. L. Sakhnovich

We consider discrete self-adjoint Dirac systems determined by the potentials (sequences) $\{C_k\}$ such that the matrices $C_k$ are positive definite and $j$-unitary, where $j$ is a diagonal $m\times m$ matrix and has $m_1$ entries $1$ and…

Spectral Theory · Mathematics 2020-07-03 I. Ya. Roitberg , A. L. Sakhnovich

We study dispersive decay for non-autonomous Hamiltonian systems. While the general theory for dispersion in such non-autonomous systems is largely open, it was shown \cite{kraisler2025time} that there exists a time-periodically forced…

Analysis of PDEs · Mathematics 2026-03-31 Anthony Bloch , Amir Sagiv , Stefan Steinerberger

Within the first 10 days after Swift discovered the jetted tidal disruption event (TDE) Sw J1644+57, simultaneous observations in the radio, near-infrared, optical, X-ray and gamma-ray bands were carried out. These multiwavelength data…

High Energy Astrophysical Phenomena · Physics 2016-05-04 Patrick Crumley , Wenbin Lu , Rodolfo Santana , Roberto A. Hernández , Pawan Kumar , Sera Markoff

We consider compact Lie groups extensions of expanding maps of the circle, essentially restricting to U(1) and SU(2) extensions. The central object of the paper is the associated Ruelle transfer (or pull-back) operator $\hat{F}$. Harmonic…

Dynamical Systems · Mathematics 2011-12-30 Jean-François Arnoldi

Surface structure of a restricted ballistic deposition(RBD) model is examined on a one-dimensional staircase with free boundary conditions. In this model, particles can be deposited only at the steps of the staircase. We set up recurrence…

Condensed Matter · Physics 2009-10-22 Hyunggyu Park , Meesoon Ha , In-mook Kim

Improving the efficiency of discrete time scale invariant (DSI) processes, we consider some flexible sampling of a continuous time DSI process ${X(t), t\in{R^+}}$ with scale $l>1$, which is in correspondence to some multi-dimensional…

Probability · Mathematics 2013-01-03 N . Modarresi , S . Rezakhah

We explore data reduction and correction steps and processed data reproducibility in the emerging single crystal total scattering based technique of three-dimensional differential atomic pair distribution function (3D-$\Delta$PDF) analysis.…

Incorporating boundary conditions into stochastic models of passive or active particle motion is usually implemented at the level of the associated forward or backward Kolmogorov equation, whose solution determines the probability…

Statistical Mechanics · Physics 2025-08-29 Paul C Bressloff

When the unconditioned process is a diffusion submitted to a space-dependent killing rate $k(\vec x)$, various conditioning constraints can be imposed for a finite time horizon $T$. We first analyze the conditioned process when one imposes…

Statistical Mechanics · Physics 2022-09-01 Alain Mazzolo , Cécile Monthus

In this article, we study the stochastic aggregation-diffusion equation with a singular drift represented by a monotone radial kernel. We demonstrate the existence and uniqueness of a diffusion process that acts as a weak solution to our…

Probability · Mathematics 2024-07-25 Jaouad Bourabiaa , Youssef Elmadani , Abdelouahab Hanine

We consider a parabolic-ODE-parabolic chemotaxis system with radially symmetric initial data in a two-dimensional disk under the $0$-Neumann boundary condition. Although our system shares similar mathematical structures as the Keller--Segel…

Analysis of PDEs · Mathematics 2025-06-18 Yuri Soga