Related papers: Limits of Random Differential Equations on Manifol…

Researchers from different areas have independently defined extensions of the usual weak convergence of laws of stochastic processes with the goal of adequately accounting for the flow of information. Natural approaches are convergence of…

A cyclic random motion at finite velocity with orthogonal directions is considered in the plane and in $\mathbb{R}^3$. We obtain in both cases the explicit conditional distributions of the position of the moving particle when the number of…

The asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…

Random orthogonal matrices play an important role in probability and statistics, arising in multivariate analysis, directional statistics, and models of physical systems, among other areas. Calculations involving random orthogonal matrices…

In this paper, we study an inverse scattering problem at fixed energy on three-dimensional asymptotically hyperbolic St{\"a}ckel manifolds having the topology of toric cylinders and satisfying the Robertson condition. On these manifolds the…

Let $\Omega$ be an arbitrary smooth bounded domain in $\R^2$ and $\epsilon>0$ be arbitrary. Squeeze $\Omega$ by the factor $\epsilon$ in the $y$-direction to obtain the squeezed domain $\Omega_\epsilon=\{(x,\epsilon y)\mid (x,y)\in\Omega…

Let $\eta_t$ be a Poisson point process with intensity measure $t\mu$, $t>0$, over a Borel space $\mathbb{X}$, where $\mu$ is a fixed measure. Another point process $\xi_t$ on the real line is constructed by applying a symmetric function…

We study the weak limits of solutions to SDEs \[dX_n(t)=a_n\bigl(X_n(t)\bigr)\,dt+dW(t),\] where the sequence $\{a_n\}$ converges in some sense to $(c_- 1\mkern-4.5mu\mathrm{l}_{x<0}+c_+ 1\mkern-4.5mu\mathrm{l}_{x>0})/x+\gamma\delta_0$.…

Let $\{Z_{m},m\geq 0\}$ be a critical branching process in random environment and $\{S_{m},m\geq 0\}$ be its associated random walk. Assuming that the increments distribution of the associated random walk belongs without centering to the…

We consider a non-autonomous ordinary differential equation on a smooth manifold, with right-hand side that randomly switches between the elements of a finite family of smooth vector fields. For the resulting random dynamical system, we…

Let (M, g) be a compact smooth Riemannian manifold. We obtain new off-diagonal estimates as {\lambda} tend to infinity for the remainder in the pointwise Weyl Law for the kernel of the spectral projector of the Laplacian onto functions with…

[B{\l}aszczyszyn, Yogeshwaran and Yukich (2019)] established central limit theorems for geometric statistics of point processes having fast decay dependence. As limit theorems are of limited use unless we understand their errors involved in…

In this paper we consider a random walk of a particle in $\mathbb{R}^d$. Convergence of different transformations of trajectories of random flights with Poisson switching moments has been obtained by Davydov and Konakov, as well as…

The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters $0<\alpha<1, \theta>-\alpha$. The parameters $\alpha$ and $\theta$ correspond to the…

Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…

We provide sufficient conditions on the profile $\varphi$, on the sequence of random variables $\varepsilon_j>0$ and on the sequence of random vectors $y_j\in\mathbb{R}^n$ such that…

We present a new lower bound on the differential entropy rate of stationary processes whose sequences of probability density functions fulfill certain regularity conditions. This bound is obtained by showing that the gap between the…

We consider a Markovian approximation, of weak coupling type, to an open system perturbation involving emission, absorption and scattering by reservoir quanta. The result is the general form for a quantum stochastic flow driven by creation,…

It has been stated that for a short-ranged surface interaction, the probability of a low-energy particle sticking to a surface always vanishes as $s\sim k$ with $k\to 0$ where $k=\sqrt{E}$. Deviations from this so-called universal threshold…

We study a singular-limit problem arising in the modelling of chemical reactions. At finite {\epsilon} > 0, the system is described by a Fokker-Planck convection-diffusion equation with a double-well convection potential. This potential is…