Related papers: Two-step asymptotics of scaled Dunkl processes
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The thesis focuses on processes on symplectic Gelfand-Tsetlin patterns. In chapter 4, a process with dynamics inspired by the Berele correspondence [Ber86] is presented. It is proved that the shape of the pattern is a Doob $h$-transform of…
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Dynamical phase transitions (DPTs) arise from qualitative changes in the long-time behavior of stochastic trajectories, often observed in systems with kinetic constraints or driven out of equilibrium. Here we demonstrate that first-order…
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Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
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The probability distribution of the maximum $M_t$ of a single resetting Brownian motion (RBM) of duration $t$ and resetting rate $r$, properly centred and scaled, is known to converge to the standard Gumbel distribution of the classical…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
Spatially localised stationary patterns of arbitrary wide spatial extent emerge from subcritical Turing bifurcations in one-dimensional reaction-diffusion systems. They lie on characteristic bifurcation curves that oscillate around a…
We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The…
Two Dunkl oscillator models are considered: one singular and the other with a 2:1 frequency ratio. These models are defined by Hamiltonians which include the reflection operators in the two variables x and y. The singular or caged Dunkl…
In a celebrated paper, Dyson shows that the spectrum of an n\times n random Hermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n noncolliding Brownian motions held together by a drift term. The universal edge…
This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected to the Kendall convolution. In particular, based on its stochastic representation, we provide…