Related papers: The Airy_1 process is not the limit of the largest…
We prove the existence of a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. The…
The theory of random matrices with eigenvalues distributed in the complex plane and more general "beta-ensembles" (logarithmic gases in 2D) is reviewed. The distribution and correlations of the eigenvalues are investigated in the large N…
We find lower and upper bounds for the first eigenvalue of a nonlocal diffusion operator of the form $ T(u) = - \int_{\rr^d} K(x,y) (u(y)-u(x)) \, dy$. Here we consider a kernel $K(x,y)=\psi (y-a(x))+\psi(x-a(y))$ where $\psi$ is a bounded,…
We study L\'evy flights {{with arbitrary index $0< \mu \leq 2$}} inside a potential well of infinite depth. Such problem appears in many physical systems ranging from stochastic interfaces to fracture dynamics and multifractality in…
We study invariant boundary conditions for one dimensional discrete Gaussian Markov processes, basic toy models of spatial Markov processes in statistical mechanics. More precisely, we give a decomposition of boundary objects in a non…
Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…
Airy beams are solutions to the paraxial Helmholtz equation known for exhibiting shape invariance along their self-accelerated propagation in free space. These two properties are associated with the fact that they are not square integrable,…
In this paper we study a cross-diffusion system whose coefficient matrix is non-symmetric and degenerate. The system arises in the study of tissue growth with autophagy. The existence of a weak solution is established. We also investigate…
The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The…
We consider finite and infinite systems of particles on the real line and half-line evolving in continuous time. Hereby, the particles are driven by i.i.d. L\'{e}vy processes endowed with rank-dependent drift and diffusion coefficients. In…
We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This construction leads to an explicit expression for the characteristic…
We study first-passage percolation where edges in the left and right half-planes are assigned values according to different distributions. We show that the asymptotic growth of the resulting inhomogeneous first-passage process obeys a shape…
A linear growth-diffusion equation is studied in a time-dependent interval whose location and length both vary. We prove conditions on the boundary motion for which the solution can be found in exact form, and derive the explicit expression…
Random skew plane partitions of large size distributed according to an appropriately scaled Schur process develop limit shapes. In the present work we consider the limit of large random skew plane partitions where the inner boundary…
We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type…
The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
We consider the eigenvectors of the principal minor of dimension $n< N$ of the Dyson Brownian motion in $\mathbb{R}^{N}$ and investigate their asymptotic overlaps with the eigenvectors of the full matrix in the limit of large dimension. We…
We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…
Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both…