Related papers: Second-order asymptotics for the block counting pr…

For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…

We introduce a two-parameter family of probability distributions, indexed by $\beta/2 = \theta > 0$ and $K \in \mathbb{Z}_{\geq 0}$, that are called $\beta$-Krawtchouk corners processes. These measures are related to Jack symmetric…

We study the convergence properties of the conditional (Kullback-Leibler) entropy in stochastic systems. We have proved very general results showing that asymptotic stability is a necessary and sufficient condition for the monotone…

We consider the one dimensional totally asymmetric simple exclusion process with initial product distribution with densities $0 \leq \rho_0 < \rho_1 <...< \rho_n \leq 1$ in $(-\infty,c_1\ve^{-1})$, $[c_1\ve^{-1},c_2\epsilon^{-1}),...,[c_n…

Let $\Lambda$ be a finite measure on the unit interval. A $\Lambda$-Fleming-Viot process is a probability measure valued Markov process which is dual to a coalescent with multiple collisions ($\Lambda$-coalescent) in analogy to the duality…

Conformational transitions of a single macromolecule of finite size $N$ cannot be described within standard thermodynamic framework. Taking as a basis a simple model of homopolymer exhibiting a coil-globule transition, we show that a…

A L{\'e}vy walk of order $\beta$ is studied on an interval of length $L$, driven out of equilibrium by different-density boundary baths. The anomalous current generated under these settings is nonlocally related to the density profile…

This work is devoted to averaging principle of a two-time-scale stochastic partial differential equation on a bounded interval $[0, l]$, where both the fast and slow components are directly perturbed by additive noises. Under some regular…

Let $\{X(t):t\in\mathbb R_+\}$ be a stationary Gaussian process with almost surely (a.s.) continuous sample paths, $\mathbb E X(t) = 0$, $\mathbb E X^2(t) = 1$ and correlation function satisfying (i) $r(t) = 1 - C|t|^{\alpha} +…

In this work we establish under certain hypotheses the $N \to +\infty$ asymptotic expansion of integrals of the form $$\mathcal{Z}_{N,\Gamma}[V] \, = \, \int_{\Gamma^N} \prod_{ a < b}^{N}(z_a - z_b)^\beta \, \prod_{k=1}^{N} \mathrm{e}^{ - N…

We introduce a general theory on stationary approximations for locally stationary continuous-time processes. Based on the stationary approximation, we use $\theta$-weak dependence to establish laws of large numbers and central limit type…

We consider a pure death process $(Z(t), t\ge0)$ with death rates $\lambda_n$ satisfying the condition $\sum_{n=2}^\infty \lambda_n^{-1}<\infty$ of coming from infinity, $Z(0)=\infty$, down to an absorbing state $n=1$. We establish limit…

We analyse and improve the volume-penalty method, a simple and versatile way to model objects in fluid flows. The volume-penalty method is a kind of fictitious-domain method that approximates no-slip boundary conditions with rapid linear…

When two drops of radius $R$ touch, surface tension drives an initially singular motion which joins them into a bigger drop with smaller surface area. This motion is always viscously dominated at early times. We focus on the early-time…

This paper is devoted to the study of the asymptotic dynamics of a class of coupled second order oscillators driven by white noises. It is shown that any system of such coupled oscillators with positive damping and coupling coefficients…

We treat a random number generation from an i.i.d. probability distribution of $P$ to that of $Q$. When $Q$ or $P$ is a uniform distribution, the problems have been well-known as the uniform random number generation and the resolvability…

Let $X$ be the branching particle diffusion corresponding to the operator $Lu+\beta (u^{2}-u)$ on $D\subseteq \mathbb{R}^{d}$ (where $\beta \geq 0$ and $\beta\not\equiv 0$). Let $\lambda_{c}$ denote the generalized principal eigenvalue for…

In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In this infill sampling setting, the asymptotic theory gives very surprising results,…

We theoretically consider the carrier density dependence of low-temperature electrical conductivity in high-quality and low-disorder two-dimensional (2D) `metallic' electronic systems such as 2D GaAs electron or hole quantum wells or gated…

A system of linear differential equations with oscillatory decreasing coefficients is considered. The coefficients has the form $t^{-\alpha}a(t)$,~$\alpha>0$, where $a(t)$ is trigonometric polynomial with an arbitrary set of frequencies.…