Related papers: Two-step asymptotics of scaled Dunkl processes
Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
In this paper, the asymptotic distributions of estimators for the regularized functional canonical correlation and variates of the population are derived. The method is based on the possibility of expressing these regularized quantities as…
Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The…
We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…
For a finite reflection group on $\b R^N,$ the associated Dunkl operators are parametrized first-order differential-difference operators which generalize the usual partial derivatives. They generate a commutative algebra which is - under…
We consider the paths of a Gaussian random process $x(t)$, $x(0)=0$ not exceeding a fixed positive level over a large time interval $(0,T)$, $T\gg 1$. The probability $p(T)$ of such event is frequently a regularly varying function at…
We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…
We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…
For $0<\alpha \leq 2$ and $0<H<1$, an $\alpha$-time fractional Brownian motion is an iterated process $Z = \{Z(t)=W(Y(t)), t \ge 0\}$ obtained by taking a fractional Brownian motion $\{W(t), t\in \RR{R} \}$ with Hurst index $0<H<1$ and…
In this paper we derive weak limits for the discretization errors of sampling barrier-hitting and extreme events of Brownian motion by using the Euler discretization simulation method. Specifically, we consider the Euler discretization…
We analyze the asymptotic dynamics of quantum systems resulting from large numbers of iterations of random unitary operations. Although, in general, these quantum operations cannot be diagonalized it is shown that their resulting asymptotic…
We identify stationary distributions of generalized Fleming-Viot processes with jump mechanisms specified by certain beta laws together with a parameter measure. Each of these distributions is obtained from normalized stable random measures…
We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…
One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…
We investigate the thermodynamics and transient dynamics of the (unbiased) Ohmic two-state system by exploiting the equivalence of this model to the interacting resonant level model. For the thermodynamics, we show, by using the numerical…
For two canonical examples of driven mesoscopic systems - a harmonically-trapped Brownian particle and a quantum dot - we numerically determine the finite-time protocols that optimize the compromise between the standard deviation and the…
Let $S$ be the random walk obtained from "coin turning" with some sequence $\{p_n\}_{n\ge 1}$, as introduced in [6]. In this paper we investigate the scaling limits of $S$ in the spirit of the classical Donsker invariance principle, both…
In the zero temperature Brownian semi-discrete directed polymer we study the joint distribution of two last-passage times at positions ordered in the time-like direction. This is the situation when we have the slow de-correlation…