Related papers: Diffusion limits at small times for coalescents wi…
Diffusion of electrons in two-dimensional disordered systems with spin-orbit interactions is investigated numerically. Asymptotic behaviors of the second moment of the wave packet and of the temporal auto-correlation function are examined.…
We prove a limit theorem for an integral functional of a Markov process. The Markovian dynamics is characterized by a linear Boltzmann equation modeling a one-dimensional test particle of mass $\lambda^{-1}\gg 1$ in an external periodic…
Consider a particle moving through a random medium, which consists of spherical obstacles, randomly distributed in R^d. The particle is accelerated by a constant external field; when colliding with an obstacle, the particle inelastically…
A phenomenological diffusion law $L(t)\propto t^{\beta}$, where L(t) measures the spreading of a wave-packet in a time t, is assumed for perfect quasicrystals. We show that it affects their conductivity with striking differences compared to…
We consider point particle that collides with a periodic array of hard-core elastic scatterers where the length of the free flights is unbounded (the infinite-horizon Lorentz gas, LG). The Bleher central limit theorem (CLT) states that the…
We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…
We provide scaling limits for the block counting process and the fixation line of $\Lambda$-coalescents as the initial state $n$ tends to infinity under the assumption that the measure $\Lambda$ on $[0,1]$ satisfies…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
We review the mechanisms of low-temperature electron transport across a quantum dot weakly coupled to two conducting leads. Conduction in this case is controlled by the interaction between electrons. At temperatures moderately lower than…
We numerically analyse the behavior of the full distribution of collective observables in quantum spin chains. While most of previous studies of quantum critical phenomena are limited to the first moments, here we demonstrate how quantum…
We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is…
We describe a simple construction of Kingman's coalescent in terms of a Brownian excursion. This construction is closely related to, and sheds some new light on, earlier work by Aldous and Warren. Our approach also yields some new results:…
We study the dynamics of a point particle in a periodic array of spherical scatterers, and construct a stochastic process that governs the time evolution for random initial data in the limit of low scatterer density (Boltzmann-Grad limit).…
This article shows the asymptotics of distribution and moments of the size $X_n$ of the minimal clade of a randomly chosen individual in a Bolthausen-Sznitman $n$-coalescent for $n\to\infty$. The Bolthausen-Sznitman $n$-coalescent is a…
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…
We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…
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…
We construct an extension of the Lambda-coalescent to a spatial continuum and analyse its behaviour. Like the Lambda-coalescent, the individuals in our model can be separated into (i) a dust component and (ii) large blocks of coalesced…
We consider the totally asymmetric simple exclusion process (TASEP) with non-random initial condition having density $\rho$ on $\mathbb{Z}_-$ and $\lambda$ on $\mathbb{Z}_+$, and a second class particle initially at the origin. For…