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The asymptotic behavior of a stochastic network represented by a birth and death processes of particles on a compact state space is analyzed. Births: Particles are created at rate $\lambda_+$ and their location is independent of the current…
We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…
Transport equations for heavy inertial particles in turbulent boundary layers may be derived from an underlying phase-space probability density function (PDF) equation. These equations, however, are unclosed, and the standard closure…
We survey recent results on first-passage processes in unbounded cones and their applications to ordering of particles undergoing Brownian motion in one dimension. We first discuss the survival probability S(t) that a diffusing particle, in…
We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…
We present a complete characterization of the asymptotic behaviour of a correlated Bernoulli sequence { which depends on the parameter $\theta \in [0,1]$. A martingale theory based approach will allow} us to prove versions of the law of…
We compute spectra of sample auto-covariance matrices of second order stationary stochastic processes. We look at a limit in which both the matrix dimension $N$ and the sample size $M$ used to define empirical averages diverge, with their…
We revisit the discrete additive and multiplicative coalescents, starting with $n$ particles with unit mass. These cases are known to be related to some "combinatorial coalescent processes": a time reversal of a fragmentation of Cayley…
Self-consistent perturbation expansion up to the second order in the interaction strength is used to study a single-level quantum dot with local Coulomb repulsion attached asymmetrically to two generally different superconducting leads. At…
We study the $\beta$ analogue of the nonintersecting Poisson random walks. We derive a stochastic differential equation of the Stieltjes transform of the empirical measure process, which can be viewed as a dynamical version of the…
Let $Z_t^{(0,\infty)}$ be the point process formed by the positions of all particles alive at time $t$ in a branching Brownian motion with drift and killed upon reaching 0. We study the asymptotic expansions of $Z_t^{(0,\infty)}(A)$ for $A=…
We study the behavior of the trajectories of a second-order differential equation with vanishing damping, governed by the Yosida regularization of a maximally monotone operator with time-varying index, along with a new {\em Regularized…
We extend results on time-rescaled occupation time fluctuation limits of the $(d,\alpha, \beta)$-branching particle system $(0<\alpha \leq 2, 0<\beta \leq 1)$ with Poisson initial condition. The earlier results in the homogeneous case…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
We consider the dunking problem: a solid body at uniform temperature $T_\text{i}$ is placed in a environment characterized by farfield temperature $T_\infty$ and time-independent spatially uniform heat transfer coefficient; we permit…
The points of the closed range of a drift-free subordinator with no killing are used for separating into blocks the elements of a sample of size $n$ from the standard exponential distribution. This gives rise to a random composition of $n$.…
We study stochastic approximation algorithms with Markovian noise and constant step-size $\alpha$. We develop a method based on infinitesimal generator comparisons to study the bias of the algorithm, which is the expected difference between…
Second order asymptotics of fixed-length source coding and intrinsic randomness is discussed with a constant error constraint. There was a difference between optimal rates of fixed-length source coding and intrinsic randomness, which never…
The well-known asymptotic formula for the module of a condenser with one of the plates degenerating to a point is generalized to the case of a condenser of general type. The condensers under consideration consist of n plates, n > 2, and the…
We consider a singularly perturbed second order elliptic system in the whole space. The coefficients of the systems fast oscillate and depend both of slow and fast variables. We obtain the homogenized operator and in the uniform norm sense…