Related papers: Diffusion limits at small times for coalescents wi…

In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…

We study the small-time asymptotics for hypoelliptic diffusion processes conditioned by their initial and final positions, in a model class of diffusions satisfying a weak H\"ormander condition where the diffusivity is constant and the…

We study the masses of blocks of the $\Lambda$-coalescent with dust and some aspects of their large and small time behaviors. To do so, we start by associating the $\Lambda$-coalescent to a nested interval-partition constructed from the…

In this work, we study general Dirichlet coalescents, which are a family of Xi-coalecents constructed from i.i.d mass partitions, and are an extension of the symmetric coalescent. This class of models is motivated by population models with…

The present work investigates the asymptotic behaviors, at the zero-noise limit, of the first collision-time and first collision-location related to a pair of self-stabilizing diffusions and of their related particle approximations. These…

We propose to revisit the diffusion of atoms in the Knudsen regime in terms of a complex dynamical reflection process. By means of molecular dynamics simulation we emphasize the asymptotic nature of the cosine law of reflection at the…

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…

We present a rigorous study of quantum diffusion of a relativistic particle subjected to a time-dependent random potential with $\delta$ correlation in time. We find that in the asymptotic time limit the particle wave packet spreads…

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

We propose a new method of analyzing the asymptotics of moments of certain linear random recurrences which is based on the technique of iterative functions. By using the method, we show that the moments of the number of collisions and the…

Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…

Let $\mathbb{T}^d_N$, $d\ge 2$, be the discrete $d$-dimensional torus with $N^d$ points. Place a particle at each site of $\mathbb{T}^d_N$ and let them evolve as independent, nearest-neighbor, symmetric, continuous-time random walks. Each…

$\Lambda$-coalescents model genealogies of samples of individuals from a large population by means of a family tree whose branches have lengths. The tree's leaves represent the individuals, and the lengths of the adjacent edges indicate the…

We consider the number of blocks involved in the last merger of a $\Lambda$-coalescent started with $n$ blocks. We give conditions under which, as $n \to \infty$, the sequence of these random variables a) is tight, b) converges in…

We consider the lambda-coalescent processes with positive frequency of singleton clusters. The class in focus covers, for instance, the beta$(a,b)$-coalescents with $a>1$. We show that some large-sample properties of these processes can be…

We study the frequency process $f_1$ of the block of 1 for a $\varXi$-coalescent $\varPi$ with dust. If $\varPi$ stays infinite, $f_1$ is a jump-hold process which can be expressed as a sum of broken parts from a stick-breaking procedure…

We discuss the calculation of the linear conductance through a Coulomb-blockade quantum dot in the presence of interactions beyond the charging energy. In the limit where the temperature is large compared with a typical tunneling width, we…

We characterize the asymptotic independence between blocks consisting of multiple Wiener-It\^{o} integrals. As a consequence of this characterization, we derive the celebrated fourth moment theorem of Nualart and Peccati, its…

We consider the process of diffusion scattering of a wave function given on the phase space. In this process the heat diffusion is considered only along momenta. We write down the modified Kramers equation describing this situation. In this…

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may be fixed or lim n T = 0, where nh = T and h is a mesh…