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In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…

Probability · Mathematics 2024-11-14 Julien Fageot , Alireza Fallah , Thibaut Horel

It is well known that for a large class of coagulation kernels, Smoluchowski coagulation equations have particular power law solutions which yield a constant flux of mass along all scales of the system. In this paper, we prove that for some…

Analysis of PDEs · Mathematics 2022-07-26 Marina A. Ferreira , Jani Lukkarinen , Alessia Nota , Juan J. L. Velázquez

We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…

Probability · Mathematics 2008-07-02 Hui He

This paper is devoted to an in-depth study of the limiting measure of Lee--Yang zeroes for the Ising Model on the Cayley Tree. We build on previous works of M\"uller-Hartmann-Zittartz (1974 and 1977), Barata--Marchetti (1997), and…

Mathematical Physics · Physics 2019-03-27 Ivan Chio , Caleb He , Anthony L. Ji , Roland K. W. Roeder

We propose a class of non-Markov population models with continuous or discrete state space via a limiting procedure involving sequences of rescaled and randomly time-changed Galton--Watson processes. The class includes as specific cases the…

Probability · Mathematics 2021-01-12 Luisa Andreis , Federico Polito , Laura Sacerdote

We consider a spectrally negative branching L{\'e}vy process in which particles are killed upon crossing below zero. It is known that such a process becomes extinct almost surely if the drift toward -$\infty$ is sufficiently strong to…

Probability · Mathematics 2025-06-06 Christophe Profeta

We consider Smoluchowski's coagulation equation in the case of the diagonal kernel with homogeneity $\gamma>1$. In this case the phenomenon of gelation occurs and solutions lose mass at some finite time. The problem of the existence of…

Analysis of PDEs · Mathematics 2018-12-14 Marco Bonacini , Barbara Niethammer , Juan Velázquez

We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value at $T$) of any L\'evy process on $[0,T]$ as $T\to\infty$.…

Probability · Mathematics 2023-11-20 David Bang , Jorge Ignacio González Cázares , Aleksandar Mijatović

Stochastic modelling necessitates an interpretation of noise. In this paper, we describe the loss of deterministically stable behaviour in a fundamental fluid mechanics problem, conditional to whether noise is introduced in the sense of…

Dynamical Systems · Mathematics 2025-03-17 Theo Diamantakis , James Woodfield

We review some recent results of quantitative long-time convergence for the law of a killed Markov process conditioned to survival toward a quasi-stationary distribution, and on the analogous question for the particle systems used in…

Probability · Mathematics 2023-05-26 Bertrand Cloez , Lucas Journel , Pierre Monmarché , Boris Nectoux , Mouad Ramil

We study multicomponent coagulation via the Smoluchowski coagulation equation under non-equilibrium stationary conditions induced by a source of small clusters. The coagulation kernel can be very general, merely satisfying certain power law…

Analysis of PDEs · Mathematics 2021-03-25 Marina A. Ferreira , Jani Lukkarinen , Alessia Nota , Juan J. L. Velázquez

A particular continuous-time multitype branching process is considered, it is the continuous-time embedding of a discrete-time process which is very popular in theoretical computer science: the m-ary search tree (m is an integer). There is…

Probability · Mathematics 2011-12-02 Brigitte Chauvin , Quansheng Liu , Nicolas Pouyanne

We consider the classical Smoluchowski coagulation equation with a general frequency kernel. We show that there exists a natural deterministic solution expansion in the non-associative algebra generated by the convolution product of the…

Analysis of PDEs · Mathematics 2023-11-27 Simon J. A. Malham

The Marcus-Lushnikov process is a finite stochastic particle system in which each particle is entirely characterized by its mass. Each pair of particles with masses $x$ and $y$ merges into a single particle at a given rate $K(x,y)$. We…

Probability · Mathematics 2007-06-15 Nicolas Fournier , Philippe Laurencot

The Smoluchowski coagulation equation (SCE) is a population balance model that describes the time evolution of cluster size distributions resulting from particle aggregation. Although it is formally a mass-conserving system, solutions may…

Analysis of PDEs · Mathematics 2025-06-11 Masato Kimura , Hisanori Miyata

We consider a particle system in continuous time, discrete population, with spatial motion and nonlocal branching. The offspring's weights and their number may depend on the mother's weight. Our setting captures, for instance, the processes…

Probability · Mathematics 2012-10-12 Bertrand Cloez

We discuss the existence and characterization of quasi-stationary distributions and Yaglom limits of self-similar Markov processes that reach 0 in finite time. By Yaglom limit, we mean the existence of a deterministic function $g$ and a…

Probability · Mathematics 2014-01-10 Bénédicte Haas , Víctor Manuel Rivero

Ba\~nuelos and Bogdan (2004) and Bogdan, Palmowski and Wang (2016) analyse the asymptotic tail distribution of the first time a stable (L\'evy) process in dimension $d\geq 2$ exists a cone. We use these results to develop the notion of a…

Probability · Mathematics 2020-06-23 Andreas E. Kyprianou , Victor Rivero , Weerapat Satitkanitkul

In this work, we prove a two-scale homogenization result for a set of diffusion-coagulation Smoluchowski-type equations with transmission boundary conditions. This system is meant to describe the aggregation and diffusion of pathological…

Analysis of PDEs · Mathematics 2024-01-09 Bruno Franchi , Silvia Lorenzani

We derive a satisfying rate of convergence of the Marcus-Lushnikov process toward the solution to Smoluchowski's coagulation equation. Our result applies to a class of homogeneous-like coagulation kernels with homogeneity degree ranging in…

Probability · Mathematics 2011-03-10 Eduardo Cepeda , Nicolas Fournier
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