Related papers: Can time-homogeneous diffusions produce any distri…
In the paper, we study spatially distributed particle systems whose time evolution is governed by vanishing diffusion in space $\mathbb{R}^d$, $d\ge 1$, and by size-continuous fragmentation and coagulation processes with unbounded rates. We…
We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting from an estimate for the Kolmogorov distance between the…
Most biochemical reactions in living cells rely on diffusive search for target molecules or regions in a heterogeneous overcrowded cytoplasmic medium. Rapid re-arrangements of the medium constantly change the effective diffusivity felt…
Giant diffusion, where the diffusion coefficient of a Brownian particle in a periodic potential with an external force is significantly enhanced by the external force, is a non-trivial non-equilibrium phenomenon. We propose a simple…
Two similar Minkowskian diffusions have been considered, on one hand by Barbachoux, Debbasch, Malik and Rivet ([BDR1], [BDR2], [BDR3], [DMR], [DR]), and on the other hand by Dunkel and H\"anggi ([DH1], [DH2]). We address here two questions,…
Space-time wave packets can propagate invariantly in free space with arbitrary group velocity thanks to the spatio-temporal correlation. Here it is proved that the space-time wave packets are stable in dispersive media as well and free from…
We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient…
In this paper, we give rates of convergence, for minimal distances and for the uniform distance, between the law of partial sums of martingale differences and thelimiting Gaussian distribution. More precisely, denoting by $P_{X}$ the law of…
We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…
For flows whose return map on a cross section has sufficient mixing property, we show that the hitting time distribution of the flow to balls is exponential in limit. We also establish a link between the extreme value distribution of the…
In this paper, we discuss the maximum principle for a time-fractional diffusion equation $$ \partial_t^\alpha u(x,t) = \sum_{i,j=1}^n \partial_i(a_{ij}(x)\partial_j u(x,t)) + c(x)u(x,t) + F(x,t),\ t>0,\ x \in \Omega \subset {\mathbb R}^n$$…
In this note we will consider the question when from the appropriate behavior of a sequence of points on caps we can conclude that the sequence is uniformly distributed on the sphere.
Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…
An equivalent condition for the product of elements of an independent random sample on a compact algebraic group converging in distribution to some random variable as the sample size increases is obtained. Namely, a limit distribution…
We consider the scattering by a one-dimensional random potential and derive the probability distribution of the corresponding Wigner time delay. It is shown that the limiting distribution is the same for two different models and coincides…
We numerically investigate the long--time evolution of density perturbations after the first appearance of caustics in an expanding cosmological model with one--dimensional `single--wave' initial conditions. Focussing on the time--intervals…
A collisionless continuous medium in Euclidean space is discussed, i.e. a continuum of free particles moving inertially, without interacting with each other. It is shown that the distribution density of such medium is weakly converging to…
In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.
The relaxation time limit of the one-point distribution of the spatially periodic totally asymmetric simple exclusion process is expected to be the universal one point distribution for the models in the KPZ universality class in a periodic…
Deterministic diffusion in temporally oscillating convection is studied for particles with finite mass. The particles are assumed to obey a simple dissipative dynamical system and the particle diffusion is induced by the strange attractor.…