Related papers: Scaling limits of a tagged particle in the exclusi…
We prove a weak law of large numbers for a tagged particle in a totally asymmetric exclusion process on the one-dimensional lattice. The particles are allowed to take long jumps but not pass each other. The object of the paper is to…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
Consider a tagged particle in zero-range dynamics on the integer lattice in dimension d with rate g whose finite-range jump probabilities p possess a drift. We show, in equilibrium, that the variance of the tagged particle position at time…
We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion…
The exclusion process in which particles may jump any distance l>=1 with the probability that decays as l^-(1+sigma) is studied from coarse-grained equation for density profile in the limit when the lattice spacing goes to zero. For…
We compute the growth fluctuations in equilibrium of a wide class of deposition models. These models also serve as general frame to several nearest-neighbor particle jump processes, e.g. the simple exclusion or the zero range process, where…
In earlier work we showed that the particle displacement for the multidimensional periodic Lorentz gas, in the limit of low scatterer density (Boltzmann-Grad limit), satisfies a central limit theorem with superdiffusive scaling. The present…
We study the diffusion of tagged hard core interacting particles under the influence of an external force field. Using the Jepsen line we map this many particle problem onto a single particle one. We obtain general equations for the…
This review article discusses limit distributions and variance bounds for particle current in several dynamical stochastic systems of particles on the one-dimensional integer lattice: independent particles, independent particles in a random…
In this article, we fill a gap in the literature on Hawkes processes. In particular, we derive a CLT for a non linear compound marked Hawkes process. We also provide an upper bound on the convergence rate using the functional 1-Wasserstein…
We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…
We prove a superdiffusive central limit theorem for the displacement of a test particle in the periodic Lorentz gas in the limit of large times $t$ and low scatterer densities (Boltzmann-Grad limit). The normalization factor is $\sqrt{t\log…
In this paper, we extend the central limit theorem of the additive functional of the nearest-neighbor zero-range process given in \cite{Quastel2002} to the long-range case. Our main results show that in several cases the limit processes are…
The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…
Single-file diffusion refers to the Brownian motion in narrow channels where particles cannot pass each other. In such processes, the diffusion of a tagged particle is typically normal at short times and becomes subdiffusive at long times.…
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
We investigate the diffusion limited aggregation of particles executing persistent random walks. The scaling properties of both random walks and large aggregates are presented. The aggregates exhibit a crossover between ballistic and…
Let $J(t)$ be the the integrated flux of particles in the symmetric simple exclusion process starting with the product invariant measure $\nu_\rho$ with density $\rho$. We compute its rescaled asymptotic variance: \[ \lim_{t\to\infty}…
A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of…
Consider a branching system with particles moving according to an Ornstein-Uhlenbeck process with drift $\mu>0$ and branching according to a law in the domain of attraction of the $(1+\beta)$-stable distribution. The mean of the branching…