Related papers: Shifting processes with cyclically exchangeable in…
We consider a random walk on the support of a stationary simple point process on $R^d$, $d\geq 2$ which satisfies a mixing condition w.r.t.the translations or has a strictly positive density uniformly on large enough cubes. Furthermore the…
We study whether a multivariate L\'evy-driven moving average process can shadow arbitrarily closely any continuous path, starting from the present value of the process, with positive conditional probability, which we call the conditional…
In this paper we show how the transposition, the basic operation of the permutation group, can be taken into account in a diffusion process of identical particles. Whereas in an earlier approach the method was applied to systems in which…
We present a general method to derive the metastable behavior of weakly mixing Markov chains. This approach is based on properties of the resolvent equations and can be applied to metastable dynamics which do not satisfy the mixing…
A quantum transition can be seen as a result of interference between various pathways(e.g. Feynman paths) which can be labelled by a variable $f$. An attempt to determine the value of f without destroying the coherence between the pathways…
It is well known that the weak limit of a suitably scaled continuous-time random walk (CTRW) is the Brownian motion. We investigate the convergence of certain patterned random matrices whose entries are independent CTRWs and their…
We formulate an adiabatic theorem adapted to models that present an instantaneous eigenvalue experiencing an infinite number of crossings with the rest of the spectrum. We give an upper bound on the leading correction terms with respect to…
The theory of constructing instantaneous equilibrium (ieq) transition under arbitrary time-dependent temperature and potential variation for a Brownian particle is developed. It is shown that it is essential to consider the underdamped…
Let X and Y be time-homogeneous Markov processes with common state space E, and assume that the transition kernels of X and Y admit densities with respect to suitable reference measures. We show that if there is a time t>0 such that, for…
We present an analytic calculation of the layer (parallel) susceptibility at the extraordinary transition in a semi-infinite system with a flat boundary. Using the method of integral transforms put forward by McAvity and Osborn [Nucl. Phys.…
We consider small-time asymptotics for diffusion processes conditioned by their initial and final positions, under the assumption that the diffusivity has a sub-Riemannian structure, not necessarily of constant rank. We show that, if the…
We study the rate of convergence of two discrete processes towards the Brownian bridge: the random walk conditioned to be zero at time 2n and the empirical process which appears in the Glivencko-Cantelli theorem. Combining a functional…
Let $X$ be a real L\'evy process and let $\Xpos $ be the process conditioned to stay positive. We assume that $ 0 $ is regular for $(-\infty, 0)$ and $(0, +\infty) $ with respect to $X$. Using elementary excursion theory arguments, we…
We consider a L\'evy process reflected at the origin with additional i.i.d. collapses that occur at Poisson epochs, where a collapse is a jump downward to a state which is a random fraction of the state just before the jump. We first study…
We investigate symmetry breaking in a time-dependent billiard that undergoes a continuous phase transition when dissipation is introduced. The system presents unlimited velocity, and thus energy growth for the conservative dynamics. When…
We study the small-time asymptotics of sample paths of L\'evy processes and L\'evy-type processes. Namely, we investigate under which conditions the limit $$\limsup_{t \to 0} \frac{1}{f(t)} |X_t-X_0|$$ is finite resp.\ infinite with…
A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…
We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…
We develop an Over Barrier Model for computing charge exchange between ions and one-active-electron atoms at low impact energies. The main feature of the model is the treatment of the barrier crossing process by the electron within a…
We consider $N$ non-intersecting Brownian bridges conditioned to stay below a fixed threshold. We consider a scaling limit where the limit shape is tangential to the threshold. In the large $N$ limit, we determine the limiting distribution…