Related papers: A hydrodynamic limit and fluctuations for a Chines…
Starting from the microscopic description of a normal fluid in terms of any kind of local interacting many-particle theory we present a well defined step by step procedure to derive the hydrodynamic equations for the macroscopic phenomena.…
We discuss a hydrodynamical description of the eigenvalues of the Polyakov line at large but finite $N_c$ for Yang-Mills theory in even and odd space-time dimensions. The hydro-static solutions for the eigenvalue densities are shown to…
We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…
Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we…
We construct the hydrodynamic theory of coherent collective motion ("flocking") at a solid-liquid interface. The polar order parameter and concentration of a collection of "active" (self-propelled) particles at a planar interface between a…
Randomized load balancing networks arise in a variety of applications, and allow for efficient sharing of resources, while being relatively easy to implement. We consider a network of parallel queues in which incoming jobs with independent…
We investigate the asymptotic in $N$ of the mixing times of a Markov dynamics on $N-1$ ordered particles in an interval. This dynamics consists in resampling at independent Poisson times each particle according to a probability measure on…
The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…
We prove a functional limit theorem for Markov chains that, in each step, move up or down by a possibly state dependent constant with probability $1/2$, respectively. The theorem entails that the law of every one-dimensional regular…
The spatial logistic branching process is a population dynamics model in which particles move on a lattice according to independent simple symmetric random walks, each particle splits into a random number of individuals at rate one, and…
This PhD thesis deals with the Markov picture of developed turbulence from the theoretical point of view. The thesis consists of two parts. The first part introduces stochastic thermodynamics, the second part aims at transferring the…
The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…
This article considers some classes of models dealing with the dynamics of discrete curves subjected to stochastic deformations. It turns out that the problems of interest can be set in terms of interacting exclusion processes, the ultimate…
In this paper we are concerned with hydrodynamics of a class of $N$-urn linear systems, which include voter models, pair-symmetric exclusion processes and binary contact path processes on $N$ urns as special cases. We show that the…
We study a one-dimensional Markov modulated random walk with jumps. It is assumed that amplitudes of jumps as well as a chosen velocity regime are random and depend on a time spent by the process at a previous state of the underlying Markov…
We construct a two-parameter family of Feller diffusions on the set of open subsets of $(0,1)$ that arise as diffusive limits of two-parameter ordered Chinese Restaurant Process up-down chains. The diffusions we construct are natural…
We consider a system consisting of a planar random walk on a square lattice, submitted to stochastic elementary local deformations. Depending on the deformation transition rates, and specifically on a parameter $\eta$ which breaks the…
It is shown that large deviation statistical quantities of the discrete time, finite state Markov process $P_{n+1}^{(j)}=\sum_{k=1}^NH_{jk}P_n^{(k)}$, where P_n^{(j)} is the probability for the j-state at the time step n and H_{jk} is the…
We establish scaling limit theorems for the up-down ordered Chinese restaurant processes (oCRPs) of Rogers and Winkel as processes in a space of interval partitions. As previously conjectured, the limits are self-similar diffusions…
The P\'olya urn scheme is a discrete-time process concerning the addition and removal of colored balls. There is a known embedding of it in continuous-time, called the P\'olya process. We deal with a generalization of this stochastic model,…