English
Related papers

Related papers: Weak convergence of measure-valued processes and $…

200 papers

We study Brownian flows on manifolds for which the associated Markov process is strongly mixing with respect to an invariant probability measure and for which the distance process for each pair of trajectories is a diffusion $r$. We provide…

Probability · Mathematics 2015-11-02 Michael Cranston , Benjamin Gess , Michael Scheutzow

Recently, Holmes and Perkins identified conditions which ensure that for a class of critical lattice models the scaling limit of the range is the range of super-Brownian motion. One of their conditions is an estimate on a spatial moment of…

Probability · Mathematics 2019-05-28 Akira Sakai , Gordon Slade

We consider a super-Brownian motion $\{X_t, t\geq 0\}$ in a random environment described by a centered Gaussian field $\{W(t,x),t\geq 0, x\in\mathbb{R}^d\}$ whose correlation function is given by $\mathcal{C} (x,y)(t \wedge s)$. The process…

Probability · Mathematics 2026-04-23 Zhen-Qing Chen , Yan-Xia Ren , Guohuan Zhao

We consider the empirical process G_t of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G_t converge weakly…

Probability · Mathematics 2007-05-23 Aad van der Vaart , Harry van Zanten

In this paper we provide sufficient conditions for sequences of stochastic processes of the form $\int_{[0,t]} f_n(u) \theta_n(u) du$, to weakly converge, in the space of continuous functions over a closed interval, to integrals with…

Probability · Mathematics 2025-04-02 Xavier Bardina , Salim Boukfal

Let $\mathcal{T}$ be a supercritical Galton-Watson tree with a bounded offspring distribution that has mean $\mu >1$, conditioned to survive. Let $\varphi_{\mathcal{T}}$ be a random embedding of $\mathcal{T}$ into $\mathbb{Z}^d$ according…

Probability · Mathematics 2019-03-14 Remco van der Hofstad , Tim Hulshof , Jan Nagel

In this paper by calculating carefully the capacities (defined by high order Sobolev norms on the Wiener space) for some functions of Brownian motion, we show that the dyadic approximations of the sample paths of the Brownian motion…

Probability · Mathematics 2012-04-26 H. Boedihardjo , Z. Qian

We prove that the supercritical one-dimensional contact process survives in certain wedge-like space-time regions, and that when it survives it couples with the unrestricted contact process started from its upper invariant measure. As an…

Probability · Mathematics 2015-05-14 J. Theodore Cox , Nevena Maric , Rinaldo B. Schinazi

It is shown that Schr\"odinger maximal inequalities over fractals are equivalent to the $L^2$ decay rates of Fourier transforms of fractal measures over the paraboloid. A similar connection is shown between the wave equation and cone…

Analysis of PDEs · Mathematics 2026-03-24 Terence L. J. Harris

We consider the system of one-sided reflected Brownian motions which is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and…

Probability · Mathematics 2021-08-30 Mihai Nica , Jeremy Quastel , Daniel Remenik

We study intersection properties of two or more independent tree-like random graphs. Our setting encompasses critical, possibly long range, Bernoulli percolation clusters, incipient infinite clusters, as well as critical branching random…

Probability · Mathematics 2024-12-02 Amine Asselah , Bruno Schapira

This paper deals with three major types of convergence of probability measures on metric spaces: weak convergence, setwise converges, and convergence in the total variation. First, it describes and compares necessary and sufficient…

Probability · Mathematics 2014-07-04 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

In this paper, we prove convergence in distribution of Langevin processes in the overdamped asymptotics. The proof relies on the classical perturbed test function (or corrector) method, which is used both to show tightness in path space,…

Probability · Mathematics 2019-03-11 Mathias Rousset , Yushun Xu , Pierre-André Zitt

In this work we consider a one-dimensional Brownian motion with constant drift moving among a Poissonian cloud of obstacles. Our main result proves convergence of the law of processes conditional on survival up to time $t$ as $t$ converges…

Probability · Mathematics 2015-03-10 Martin Kolb , Mladen Savov

Herein, a methodology is developed to replicate functions, measures and stochastic processes onto a compact metric space. Many results are easily established for the replica objects and then transferred back to the original ones. Two…

Probability · Mathematics 2020-11-03 Chi Dong , Michael A. Kouritzin

We prove a convergence theorem for a sequence of super-Brownian motions moving among hard Poissonian obstacles, when the intensity of the obstacles grows to infinity but their diameters shrink to zero in an appropriate manner. The…

Probability · Mathematics 2009-06-10 Amandine Veber

We construct a measure on the well-approximable numbers whose Fourier transform decays at a nearly optimal rate. This gives a logarithmic improvement on a previous construction of Kaufman.

Classical Analysis and ODEs · Mathematics 2024-09-05 Robert Fraser , Thanh Nguyen

For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the…

Probability · Mathematics 2012-09-07 V. I. Afanasyev , C. Boeinghoff , G. Kersting , V. A. Vatutin

In this paper, we show that the frontier of planar random walk converges weakly under natural parametrization to that of planar Brownian motion. As an intermediate result, we also show the convergence of the renormalized occupation measure.

Probability · Mathematics 2025-04-21 Yifan Gao , Xinyi Li , Runsheng Liu , Xiangyi Liu , Daisuke Shiraishi

We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…

Dynamical Systems · Mathematics 2016-08-25 Georg A. Gottwald , Ian Melbourne