Related papers: Scaling limits of a tagged particle in the exclusi…
This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…
Fleming-Viot type particle systems represent a classical way to approximate the distribution of a Markov process with killing, given that it is still alive at a final deterministic time. In this context, each particle evolves independently…
This paper establishes a combinatorial central limit theorem for stratified randomization, which holds under a Lindeberg-type condition. The theorem allows for an arbitrary number or sizes of strata, with the sole requirement being that…
We propose a possible scheme for getting the known QCD scaling laws within string theory. In particular, we consider amplitudes for exclusive scattering of hadrons at large momentum transfer, hadronic form factors and distribution…
We demonstrate that diffusiophoretic, thermophoretic and chemotactic phenomena in turbulence lead to clustering of particles on multi-fractal sets that can be described using one single framework, valid when the particle size is much…
We establish a strong law of large numbers for one-dimensional continuous-time random walks in dynamic random environments under two main assumptions: the environment is required to satisfy a decoupling inequality that can be interpreted as…
The study of discrete-time stochastic processes on the half-line with mean drift at $x$ given by $\mu_1 (x) \to 0$ as $x \to \infty$ is known as Lamperti's problem. We give sharp almost-sure bounds for processes of this type in the case…
We consider a standard one-dimensional Brownian motion on the time interval $[0,1]$ conditioned to have vanishing iterated time integrals up to order $N$. We show that the resulting processes can be expressed explicitly in terms of shifted…
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…
Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…
We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…
We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…
We derive and study a theoretical description for single file diffusion, i.e., diffusion in a one dimensional lattice of particles with hard core interaction. It is well known that for this system a tagged particle has anomalous diffusion…
We consider the totally asymmetric simple exclusion process on $\Z$ with step initial condition and with the presence of a rightward-moving wall that prevents the particles from jumping. This model was first studied in…
Confinement scalings of divertor and radiofrequency heated discharges are shown to differ significantly from the standard neutral beam heated limiter scaling. The random coefficient two stage regression algorithm is applied to a neutral…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
In the spirit of a classical results for Crump-Mode-Jagers processes, we prove a strong law of large numbers for homogenous fragmentation processes. Specifically, for self-similar fragmentation processes, including homogenous processes, we…
A system of $N$ weakly interacting particles whose dynamics is given in terms of jump-diffusions with a common factor is considered. The common factor is described through another jump-diffusion and the coefficients of the evolution…
In this short survey we compare aspects of two different approaches for scaling limits of interacting particle systems, the hydrodynamic limit and the high density limit. We present some examples, comments and open problems on each approach…