Related papers: Two-step asymptotics of scaled Dunkl processes
We study some asymptotic properties of cylinder processes in the plane defined as union sets of dilated straight lines (appearing as mutually overlapping infinitely long strips) derived from a stationary independently marked point process…
We study the distribution of the mean radial displacement of charges of a 2D one-component plasma in the thermodynamic limit $N\to\infty$ at finite temperature $\beta>0$. We compute explicitly the large deviation functions showing the…
Donsker Theorem is perhaps the most famous invariance principle result for Markov processes. It states that when properly normalized, a random walk behaves asymptotically like a Brownian motion. This approach can be extended to general…
Heat transport in turbulent thermal convection increases with the thermal forcing, but in almost all studies the rate of this increase is slower than it would be if transport became independent of the molecular diffusivities -- the heat…
Entanglement in many-body systems may display interesting signatures of quantum phase transitions and similar properties are starting to be encountered in the analysis of work fluctuations. Here, we consider the fermionic…
We consider n non-intersecting Brownian motion paths with p prescribed starting positions at time t=0 and q prescribed ending positions at time t=1. The positions of the paths at any intermediate time are a determinantal point process,…
A major part of the many thermally driven processes in our natural environment as well as in engineering solutions of Carnot-type machinery is based on the second law of thermodynamics (or principle of entropy increase). An interesting link…
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
The dielectric response of non-interacting dipoles is discussed in the framework of the classical model of stochastic reorientations in an asymmetric double well potential (ADWP). In the nonlinear regime, this model exhibits some…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We consider a telegraph process with elastic boundary at the origin studied recently in the literature. It is a particular random motion with finite velocity which starts at $x\geq 0$, and its dynamics is determined by upward and downward…
We study the limit of the joint distribution of a multidimensional Generalized Tempered Stable (GTS) process and its quadratic covariation process when the stable index tends to two. Under a proper scaling, the GTS processes converges to a…
Numerical simulation of the dislocation motion in 2D Frenkel - Kontorova (FK) model in the thermostat shows an unusual dynamical behavior. It appears that ''kink'' regime of dislocation gliding takes place in a certain region of parameters…
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 investigate the parameter recovery of Markov-switching ordinary differential processes from discrete observations, where the differential equations are nonlinear additive models. This framework has been widely applied in biological…
We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…
In this paper we show that the continuous version of the self normalised process $Y_{n,p}(t)= S_n(t)/V_{n,p}+(nt-[nt])X_{[nt]+1}/V_{n,p}$ where $S_n(t)=\sum_{i=1}^{[nt]} X_i$ and $V_{(n,p)}= \sum_{i=1}^{n}|X_i|^p)^{\frac{1}{p}}$ and $X_i$…
We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…
We study the asymptotic behavior of a class of stochastic dynamics on interlacing particle configurations (also known as Gelfand-Tsetlin patterns). Examples of such dynamics include, in particular, a multi-layer extension of TASEP and…