English
Related papers

Related papers: Strong law of large number of a class of super-dif…

200 papers

We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in normal superdiffusion and fast superdiffusion. For fast superdiffusion, we prove that…

Statistical Mechanics · Physics 2009-11-10 Ismael V. L. Costa , Rafael Morgado , Marcos V. B. T. Lima , Fernando A. Oliveira

Let $\Omega\subset\R^n$ be a smooth bounded domain and let $a_1,a_2,\dots,a_{i_0}\in\Omega$, $\widehat{\Omega}=\Omega\setminus\{a_1,a_2,\dots,a_{i_0}\}$ and $\widehat{R^n}=\R^n\setminus\{a_1,a_2,\dots,a_{i_0}\}$. We prove the existence of…

Analysis of PDEs · Mathematics 2018-05-04 Kin Ming Hui , Sunghoon Kim

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…

Probability · Mathematics 2023-11-22 Weberson S. Arcanjo , Rangel Baldasso , Marcelo R. Hilário , Renato S. dos Santos

We consider a scalar conservation law with source in a bounded open interval $\Omega\subseteq\mathbb R$. The equation arises from the macroscopic evolution of an interacting particle system. The source term models an external effort driving…

Analysis of PDEs · Mathematics 2024-05-29 Lu Xu

Consider multiple sums $S_n$ on the $d$-dimensional integer grid,which are generated by i.i.d.\ random variables with a positive expectation. We prove the strong law of large numbers, the law of the iterated logarithm and the distributional…

Probability · Mathematics 2017-09-05 Andrii Ilienko , Ilya Molchanov

In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite dimensional ball. Weak convergence approach plays an important role.

Probability · Mathematics 2024-03-05 Zdzisław Brzeźniak , Qi Li , Tusheng Zhang

In this paper, by establishing a Borel-Cantelli lemma for a capacity which is not necessarily continuous, and a link between a sequence of independent random variables under the sub-linear expectation and a sequence of independent random…

Probability · Mathematics 2021-09-21 Li-Xin Zhang

Consider a system of particles performing nearest neighbor random walks on the lattice $\ZZ$ under hard--core interaction. The rate for a jump over a given bond is direction--independent and the inverse of the jump rates are i.i.d. random…

Probability · Mathematics 2007-09-05 A. Faggionato , M. Jara , C. Landim

We derive an effective equation of motion for binary Bose mixtures, which generalizes the Cahn-Hilliard description of classical binary fluids to superfluid systems. Within this approach, based on a microscopic Hamiltonian formulation, we…

Quantum Gases · Physics 2025-11-25 Elisabeth Gliott , Clara Piekarski , Nicolas Cherroret

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…

Probability · Mathematics 2008-09-18 S. C. Harris , R. Knobloch , A. E. Kyprianou

We investigate the existence and uniqueness of strong solutions up to an explosion time for regime-switching diffusion processes in an infinite state space. Instead of concrete conditions on coefficients, our existence and uniqueness result…

Probability · Mathematics 2016-03-14 Shao-Qin Zhang

We demonstrate a novel strong law of large numbers for branching processes, with a simple proof via measure-theoretic manipulations and spine theory. Roughly speaking, any sequence of events that eventually occurs almost surely for the…

Probability · Mathematics 2013-03-01 Simon C. Harris , Matthew I. Roberts

We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

Probability · Mathematics 2017-04-05 Amir Dembo , Mykhaylo Shkolnikov , S. R. Srinivasa Varadhan , Ofer Zeitouni

We consider It\^o uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in $W^{1}_{2+\varepsilon,loc}$, and the drift in a Morrey class containing $L_{d}$. We prove the unique strong solvability in…

Probability · Mathematics 2022-08-19 N. V. Krylov

We consider a (one-dimensional) branching Brownian motion process with a general offspring distribution having at least two moments, and in which all particles have a drift towards the origin where they are immediately absorbed. It is…

Probability · Mathematics 2018-09-13 Oren Louidor , Santiago Saglietti

Let $f(n)$ be a strongly additive complex valued arithmetic function. Under mild conditions on $f$, we prove the following weighted strong law of large numbers: if $ X,X_1,X_2,... $ is any sequence of integrable i.i.d. random variables,…

Number Theory · Mathematics 2017-07-13 Istvan Berkes , Michel Weber

Current fluctuations in boundary-driven diffusive systems are, in many cases, studied using hydrodynamic theories. Their predictions are then expected to be valid for currents which scale inversely with the system size. To study this…

Statistical Mechanics · Physics 2016-05-26 Yongjoo Baek , Yariv Kafri , Vivien Lecomte

The paper deals with the fast-slow motions setups in the continuous time $\frac {dX^(t)}{dt}=\frac 1\varepsilon B(X^\varepsilon(t),\xi(t/\varepsilon^2))+b(X^\varepsilon(t),\,\xi(t/\varepsilon^2)),\, t\in [0,T]$ and the discrete time…

Probability · Mathematics 2022-04-26 Yuri Kifer

We establish the rate of convergence in the strong law of large numbers of discrete Fourier Transform of the identically distributed random variables with finite moment of order p, where 1<p<2.

Probability · Mathematics 2016-02-24 Na Zhang

In the framework of generalized Oppenheim expansions we prove strong law of large numbers for lightly trimmed sums. In the first part of this work we identify a particular class of expansions for which we provide a convergence result…

Probability · Mathematics 2023-11-07 Milto Hadjikyriakou , Rita Giuliano