Related papers: Asymptotic results for random flights
We propose a non-equilibrium continuum dynamical model for the collective motion of large groups of biological organisms (e.g., flocks of birds, slime molds, etc.) Our model becomes highly non-trivial, and different from the equilibrium…
This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…
We study the size and the external path length of random tries and show that they are asymptotically independent in the asymmetric case but strongly dependent with small periodic fluctuations in the symmetric case. Such an unexpected…
We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…
In his 2003 paper, Varadhan proves the averaged large deviation principle for the mean velocity of a particle taking a nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on $\mathbb{Z}^d$ with $d\geq1$, and gives a…
Random walks on a group $G$ model many natural phenomena. A random walk is defined by a probability measure $p$ on $G$. We are interested in asymptotic properties of the random walks and in particular in the linear drift and the asymptotic…
This paper is devoted to the analysis of random motions on the line and in the space R^d (d > 1) performed at finite velocity and governed by a non-homogeneous Poisson process with rate \lambda(t). The explicit distributions p(x,t) of the…
The influence of multiplicative stochastic perturbations on the class of asymptotically Hamiltonian systems on the plane is investigated. It is assumed that disturbances do not preserve the equilibrium of the corresponding limiting system…
In this paper we analyze some aspects of {\em exponential flights}, a stochastic process that governs the evolution of many random transport phenomena, such as neutron propagation, chemical/biological species migration, or electron motion.…
In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out…
In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…
In this article, we study the maximal displacement in a branching random walk. We prove that its asymptotic behaviour consists in a first almost sure ballistic term, a negative logarithmic correction in probability and stochastically…
We study the asymptotic behaviour of solutions of Forward Backward Stochastic Differential Equations in the coupled case, when the diffusion coefficient of the forward equation is multiplicatively perturbed by a small parameter that…
We provide Large Deviation estimates for the bridge of a $d$-dimensional general diffusion process as the conditioning time tends to $0$ and apply these results to the evaluation of the asymptotics of its exit time probabilities. We are…
In this paper, we develop a systematical approach in applying an asymptotic method of moving planes to investigate qualitative properties of positive solutions for fractional parabolic equations. We first obtain a series of needed key…
We characterize ballistic behavior for general i.i.d. random walks in random environments on $\mathbb{Z}$ with bounded jumps. The two characterizations we provide do not use uniform ellipticity conditions. They are natural in the sense that…
We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…
This paper investigates fractional Riesz-Bessel equations with random initial conditions. The spectra of these random initial conditions exhibit singularities both at zero frequency and at non-zero frequencies, which correspond to the cases…
This work focuses on the study of quantum stochastic walks, which are a generalization of coherent, i. e. unitary quantum walks. Our main goal is to present a measure of a coherence of the walk. To this end, we utilize the asymptotic…
We consider the asymptotic behaviour of the solution of one dimensional stochastic differential equations and Langevin equations in periodic backgrounds with zero average. We prove that in several such models, there is generically a non…