Related papers: Short-time Gibbsianness for Infinite-dimensional D…
A $d$-dimensional branching diffusion, $Z$, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter $b$ (we take $b>0$ for inward O-U and $b<0$ for outward…
In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…
The aim of this paper is to shed light on the analysis of non-stationary time series by means of the method of diffusion entropy. For this purpose, we first study the case when infinitely many time series, as different realizations of the…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…
A common wisdom posits that transports of conserved quantities across clean nonintegrable quantum systems at high temperatures are diffusive when probed from the emergent hydrodynamic regime. We show that this empirical paradigm may alter…
This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…
We consider the behavior of the Gaussian concentration bound (GCB) under stochastic time evolution. More precisely, we consider a Markovian diffusion process on $\mathbb{R}^d$ and start the process from an initial distribution $\mu$ that…
We consider a reaction-diffusion system where some components react and diffuse on the boundary of a region, while other components diffuse in the interior and react with those on the boundary through mass transport. We establish criteria…
We consider a system of real-valued spins interacting with each other through a mean-field Hamiltonian that depends on the empirical magnetization of the spins via a general potential. The system is subjected to a stochastic dynamics where…
The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
We study the large deviations for focusing Gibbs measures by analyzing the asymptotic behavior of the free energy in the infinite volume limit. This is the invariant Gibbs measure for the dynamical $\Phi^3_2$-models. From our sharp…
Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some…
We give new and explicitly computable examples of Gibbs-non-Gibbs transitions of mean-field type, using the large deviation approach introduced in [4]. These examples include Brownian motion with small variance and related diffusion…
A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…
We study the response of one dimensional diffusive systems, consisting of particles interacting via symmetric or asymmetric exclusion, to time-periodic driving from two reservoirs coupled to the ends. The dynamical response of the system…
We analyze a diffuse interface model for multi-phase flows of $N$ incompressible, viscous Newtonian fluids with different densities. In the case of a bounded and sufficiently smooth domain existence of weak solutions in two and three space…
The variational principle for Gibbs point processes with general finite range interaction is proved. Namely, the Gibbs point processes are identified as the minimizers of the free excess energy equals to the sum of the specific entropy and…
We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…