Related papers: On scaling limits and Brownian interlacements
On the integer lattice we consider the discrete membrane model, a random interface in which the field has Laplacian interaction. We prove that, under appropriate rescaling, the discrete membrane model converges to the continuum membrane…
We consider uniform random cographs (either labeled or unlabeled) of large size. Our first main result is the convergence towards a Brownian limiting object in the space of graphons. We then show that the degree of a uniform random vertex…
We identify the scaling limit of random intersection graphs inside their critical windows. The limit graphs vary according to the clustering regimes, and coincide with the continuum Erdos--Renyi graph in two out of the three regimes. Our…
We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…
An interacting particle system made of diffusion processes with local interaction is considered and the macroscopic limit to a nonlinear PDE is investigated. Few rigorous results exists on this problem and in particular the explicit form of…
There is a dilemma in constructing interacting scale invariant but not conformal invariant Euclidean field theories. On one hand, scale invariance without conformal invariance seems more generic by requiring only a smaller symmetry. On the…
We present a new proof of the extended arc-sine law related to Walsh's Brownian motion, known also as Brownian spider. The main argument mimics the scaling property used previously, in particular by D. Williams in the 1-dimensional Brownian…
We study the continuum scaling limit of the critical Ising magnetization in two dimensions. We prove the existence of subsequential limits, discuss connections with the scaling limit of critical FK clusters, and describe work in progress of…
We consider the rank-1 inhomogeneous random graph in the Brownian regime in the critical window. Aldous studied the weights of the components, and showed that this ordered sequence converges in the $\ell^2$-topology to the ordered…
For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is…
We study the fluctuations of the area $A=\int_0^T x(t) dt$ under a one-dimensional Brownian motion $x(t)$ in a trapping potential $\sim |x|$, at long times $T\to\infty$. We find that typical fluctuations of $A$ follow a Gaussian…
We study a model for the entanglement of a two-dimensional reflecting Brownian motion in a bounded region divided into two halves by a wall with three or more small windows. We map the Brownian motion into a Markov Chain on the fundamental…
We discuss joint temporal and contemporaneous aggregation of $N$ independent copies of strictly stationary AR(1) and INteger-valued AutoRegressive processes of order 1 (INAR(1)) with random coefficient $\alpha \in (0, 1)$ and idiosyncratic…
We consider numerically the depinning transition in the random-field Ising model. Our analysis reveals that the three and four dimensional model displays a simple scaling behavior whereas the five dimensional scaling behavior is affected by…
We investigate certain large deviation asymptotics concerning random interlacements in Z^d, d bigger or equal to 3. We find the principal exponential rate of decay for the probability that the average value of some suitable non-decreasing…
We investigate the behaviour of a finite chain of Brownian particles, interacting through a pairwise potential $U$, with one end of the chain fixed and the other end pulled away, in the limit of slow pulling speed and small Brownian noise.…
We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…
We present different continuous models of random geometry that have been introduced and studied in the recent years. In particular, we consider the Brownian map, which is the universal scaling limit of large planar maps in the…
In this contribution, we will present a review of our works on the time dependence of magnetization in nanoparticle systems starting from non-interacting systems, presenting a general theoretical framework for the analysis of relaxation…
In this article, we study the large-population limit of interacting particle systems posed on weighted random graphs. In that aim, we introduce a general framework for the construction of weighted random graphs, generalizing the concept of…