Related papers: Non-intersecting squared Bessel paths at a hard-ed…

We consider the Busemann process in planar directed first passage percolation. We extend existing techniques to establish the existence of the process in our setting and determine its distribution in a number of integrable models. As…

The Keller-Segel partial differential equation is a two-dimensional model for chemotaxis. When the total mass of the initial density is one, it is known to exhibit blow-up in finite time as soon as the sensitivity $\chi$ of bacteria to the…

A microscopic approach to the investigation of the behaviour of a symmetrical binary fluid mixture in the vicinity of the vapour-liquid critical point is proposed. It is shown that the problem can be reduced to the calculation of the…

This thesis investigates critical phenomena and equilibrium states in various stochastic models through three interconnected studies. In the first chapter, we analyze the Activated Random Walk model on a one-dimensional ring in the…

By showing that the symmetrically transformed Bessel kernel admits a full asymptotic expansion for large parameter, we establish a hard-to-soft edge transition expansion. This resolves a conjecture recently proposed by Bornemann.

We present general results for the contact process by a method which applies to all transitive graphs of bounded degree, including graphs of exponential growth. The model's infection rates are varied through a control parameter, for which…

This paper deals with the intersection point process of a stationary and isotropic Poisson hyperplane process in $\mathbb{R}^d$ of intensity $t>0$, where only hyperplanes that intersect a centred ball of radius $R>0$ are considered. Taking…

We simulate numerically Boussinesq convection in non-rotating spherical shells for a fluid with a unity Prandtl number and Rayleigh numbers up to $10^9$. In this geometry, curvature and radial variations of the gravitationnal acceleration…

A Bessel excursion is a Bessel process that begins at the origin and first returns there at some given time $T$. We study the distribution of the area under such an excursion, which recently found application in the context of laser…

We consider the path approximation of Bessel processes and develop a new and efficient algorithm. This study is based on a recent work by the authors, on the path approximation of the Brownian motion, and on the construction of specific own…

Firstly, we compute the distribution function for the hitting time of a linear time-dependent boundary $t\mapsto a+bt,\ a\geq 0,\,b\in \R,$ by a reflecting Brownian motion. The main tool hereby is Doob's formula which gives the probability…

We study a new non-equilibrium dynamical model: a marked continuous contact model in $d$-dimensional space ($d \ge 3$). We prove that for certain values of rates (the critical regime) this system has the one-parameter family of invariant…

We investigate the long-time asymptotic behavior of various entropy measures associated with the Cox-Ingersoll-Ross (CIR) and squared Bessel processes. As the one-dimensional distributions of both processes follow noncentral chi-squared…

In this paper we study the Bessel process R_t^{(\mu)} with index \mu\neq 0 starting from x>0 and killed when it reaches a positive level a, where x>a>0. We provide sharp estimates of the transition probability density p_a^{(\mu)}(t,x,y) for…

The Hammersley process relates to the statistical properties of the maximum length of all up/right paths connecting random points of a given density in the unit square from (0,0) to (1,1). This process can also be interpreted in terms of…

We consider two-dimensional Fermi systems with quadratic band touching and $C_3$ symmetry, as realizable in Bernal-stacked honeycomb bilayers. Within a renormalization-group analysis, we demonstrate the existence of a quantum critical point…

We study the one-dimensional Bose-Hubbard model under the resonant condition, where a series of quantum slinky oscillations occur in a two-site system for boson numbers $n\in \lbrack 2,\infty )$. In the strong interaction limit, it can be…

Percolation with edge-passage probability p and first-passage percolation are studied for the n-cube B_n ={0,1}^n with nearest neighbor edges. For oriented and unoriented percolation, p=e/n and p=1/n are the respective critical…

Cox-Ingersoll-Ross (CIR) processes are widely used in financial modeling such as in the Heston model for the approximative pricing of financial derivatives. Moreover, CIR processes are mathematically interesting due to the irregular square…

We consider a family of linear operators, diagonalized by the Hankel transform. The Fredholm determinants of these operators, restricted to $L_2[0, R]$, are expressed in a convenient form for asymptotic analysis as $R\to\infty$. The result…