Related papers: Fluctuation limits of strongly degenerate branchin…
Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…
The large scale fluctuations of the ordered state in active matter systems are usually characterised by studying the "giant number fluctuations" of particles in any finite volume, as compared to the expectations from the central limit…
Time-decaying harmonic oscillators yield dispersive estimates with weak decay, and change the threshold power of the nonlinearity between the short and the long range. In the non-critical case for the time-decaying harmonic oscillator, this…
The occupation time of an age-dependent branching particle system in $\Rd$ is considered, where the initial population is a Poisson random field and the particles are subject to symmetric $\alpha$-stable migration, critical binary branching…
The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…
There has been an increasing interest in the quantification of nearly deterministic work extraction from a finite number of copies of microscopic particles in finite time. This paradigm, so called single-shot epsilon-deterministic work…
We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…
We prove a scaling limit theorem for discrete Galton-Watson processes in varying environments. A simple sufficient condition for the weak convergence in the Skorokhod space is given in terms of probability generating functions. The limit…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…
We examine the fluctuation theorems which traditionally have been studied for classical systems and enquire if they can be extended to the quantum domain, especially at low temperatures. The example chosen is that of a problem which has…
This contribution presents a review of our present theoretical as well as experimental knowledge of different fluctuation observables relevant to nuclear multifragmentation. The possible connection between the presence of a fluctuation peak…
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…
We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…
Classically chaotic systems relax to coarse grained states of equilibrium. Here we numerically study the quantization of such bounded relaxing systems, in particular the quasi-periodic fluctuations associated with the correlation between…
In this paper we study the conditional limit theorems for critical continuous-state branching processes with branching mechanism $\psi(\lambda)=\lambda^{1+\alpha}L(1/\lambda)$ where $\alpha\in [0,1]$ and $L$ is slowly varying at $\infty$.…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
Concepts from elementary quantum mechanics can be used to understand vortex line fluctuations in high-temperature superconductors. Flux lines are essentially classical objects, described by a string tension, their mutual repulsion, and…
Using the regenerative scheme of Comets, Fern\'andez and Ferrari (2002), we establish a functional central limit theorem (FCLT) for discrete time stochastic processes (chains) with summable memory decay. Furthermore, under stronger…