Related papers: Limit theorems for Smoluchowski dynamics associate…
Smoluchowski's coagulation equation is a mean-field model describing the growth of clusters by successive mergers. Since its derivation in 1916 it has been studied by several authors, using deterministic and stochastic approaches, with a…
Statistical solutions of incompressible Euler describe turbulent dynamics as time-parameterized laws on $L^2$ whose multi-point correlations satisfy an infinite hierarchy of weak identities. Modern generative samplers for PDE forecasting…
Aging is a prevalent phenomenon in physics, chemistry and many other fields. In this paper we consider the aging process of uncoupled Continuous Time Random Walk Limits (CTRWL) which are Levy processes time changed by the inverse stable…
We study the validity of a Smoluchowski-Kramers approximation for a class of wave equations in a bounded domain of $\mathbb{R}^n$ subject to a state-dependent damping and perturbed by a multiplicative noise. We prove that in the small mass…
The Schr\"{o}dinger problem of deducing the microscopic dynamics from the input-output statistics data is known to admit a solution in terms of Markov diffusions. The uniqueness of solution is found linked to the natural boundaries…
In this note, we study the asymptotic behaviour near extinction of (sub-) critical continuous state branching processes. In particular, we establish an analogue of Khintchin's law of the iterated logarithm near extinction time for a…
The aim of this paper is to prove the strong law of large numbers (SLLN) as well as the central limit theorem (CLT) for a class of vector-valued stochastic processes which arise as solutions of the stochastic evolution inclusion…
We study long time behavior of integrated trawl processes introduced by Barndorff-Nielsen. The trawl processes form a class of stationary infinitely divisible processes, described by an infinitely divisible random measure (L\'evy base) and…
The transport properties of a random velocity field with Kolmogorov spectrum and time correlations defined along Lagrangian trajectories are analyzed. The analysis is carried on in the limit of short correlation times, as a perturbation…
In these notes, we obtain new stability estimates for centered non-degenerate selfdecomposable probability measures on $\mathbb{R}^d$ with finite second moment and for non-degenerate symmetric $\alpha$-stable probability measures on…
Standard Schramm-Loewner evolution (SLE) is driven by a continuous Brownian motion which then produces a trace, a continuous fractal curve connecting the singular points of the motion. If jumps are added to the driving function, the trace…
The celebrated L\'evy--Khintchine theorem is a fundamental limiting law that describes the growth rate of the denominators of the convergents in the continued fraction expansion of a Lebesgue-typical real number. In a recent breakthrough,…
We examine the Jarzynski equality for a quenching process across the critical point of second-order phase transitions, where absolute irreversibility and the effect of finite-sampling of the initial equilibrium distribution arise on an…
Consider a one dimensional critical branching L\'{e}vy process $((Z_t)_{t\geq 0}, \mathbb {P}_x)$. Assume that the offspring distribution either has finite second moment or belongs to the domain of attraction to some $\alpha$-stable…
We establish the non-degeneracy of bubbling solutions for singular mean field equations when the blow-up points are either regular or involve non-quantized singular sources. This extends the results from Bartolucci-Jevnikar-Lee-Yang…
We study the critical dynamics of the generalized Smoluchowski-Poisson system (for self-gravitating Langevin particles) or generalized Keller-Segel model (for the chemotaxis of bacterial populations). These models [Chavanis & Sire, PRE, 69,…
Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…
The classical Lifshitz-Slyozov-Wagner theory of domain coarsening predicts asymptotically self-similar behavior for the size distribution of a dilute system of particles that evolve by diffusional mass transfer with a common mean field.…
Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of generation sizes, we are able to include immigration in the Lamperti representation of continuous-state branching processes. We provide a…
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…