Related papers: Weak convergence of Markovian random evolution in …
We consider sequences of random variables living in a finite sum of Wiener chaoses. We find necessary and sufficient conditions for convergence in law to a target variable living in the sum of the first two Wiener chaoses. Our conditions…
We calculate the cosmological evolution of the 1-point probability distribution function (PDF), using an analytic approximation that combines gravitational perturbation theory with the Edgeworth expansion of the PDF. Our method applies…
We introduce a single generative mechanism with which it is able to describe diverse non-stationary diffusions. A non-stationary Markovian replication process for steps is considered, for which we analytically derive time-evolution of the…
We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning the related counting process, and ergodic-type ones,…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
We consider a population with non-overlapping generations, whose size goes to infinity. It is described by a discrete genealogy which may be time non-homogeneous and we pay special attention to branching trees in varying environments. A…
We examine a completely positive and trace preserving evolution of finite dimensional open quantum system, coupled to large environment via periodically modulated interaction Hamiltonian. We derive a corresponding Markovian Master Equation…
For each $n$, let $U_n$ be Haar distributed on the group of $n\times n$ unitary matrices. Let $\bfx_{n,1},\ldots,\bfx_{n,m} $ denote orthogonal nonrandom unit vectors in ${\Bbb C}^n$ and let $\text{\bf…
We study a general setting of neutral evolution in which the population is of finite, constant size and can have spatial structure. Mutation leads to different genetic types ("traits"), which can be discrete or continuous. Under minimal…
We study the asymptotic behaviour of stochastic processes that are generated by sums of partial sums of i.i.d. random variables and their renewals. We conclude that these processes cannot converge weakly to any nondegenerate random element…
It is shown that a convex combination of two non-Markovian evolutions may lead to Markovian semigroup. This shows that convex combination of quantum evolutions displaying nontrivial memory effects may result in a perfectly memoryless…
Burdzy and Chen (1998) proved results on weak convergence of multidimensional normally reflected Brownian motions. We generalize their work by considering obliquely reflected diffusion processes. We require weak convergence of domains,…
We study self-organization in a minimally nonlinear model of large random ecosystems. Populations evolve over time according to a piecewise linear system of ordinary differential equations subject to a non-negativity constraint resulting in…
We study Brownian flows on manifolds for which the associated Markov process is strongly mixing with respect to an invariant probability measure and for which the distance process for each pair of trajectories is a diffusion $r$. We provide…
We study the nonlinear evolution of unstable flux compactifications, applying numerical relativity techniques to solve the Einstein equations in $D$ dimensions coupled to a $q$-form field and positive cosmological constant. We show that…
We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…
The evolution of dispersal is a classical question in evolutionary ecology, which has been widely studied with several mathematical models. The main question is to define the fittest dispersal rate for a population in a bounded domain, and,…
We study diffusion-type equations supported on structures that are randomly varying in time. After settling the issue of well-posedness, we focus on the asymptotic behavior of solutions: our main result gives sufficient conditions for…
First, sufficient conditions are given for a triangular array of random vectors such that the sequence of related random step functions converges towards a (not necessarily time homogeneous) diffusion process. These conditions are weaker…
Both conservation laws and practical restrictions impose symmetry constraints on the dynamics of open quantum systems. In the case of time-translation symmetry, which arises naturally in many physically relevant scenarios, the quantum…