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We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…
We show that multichannel quantum systems with uncorrelated but asymmetric Anderson-type disorder can exhibit anomalous diffusion, even in the absence of heavy-tailed disorder. Using a minimal two-channel model with channel asymmetry, we…
This paper deals with the numerical approximation of normalizing constants produced by particle methods, in the general framework of Feynman-Kac sequences of measures. It is well-known that the corresponding estimates satisfy a central…
We investigate the asymptotic properties of the large deviation function of the integrated particle current in systems, in or out of thermal equilibrium, whose dynamics exhibits anomalous diffusion. The physical systems covered by our study…
We consider the central limit theorem for stable laws in the case of the standardized sum of independent and identically distributed random variables with regular probability density function. By showing decay of different entropy…
We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient…
Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold…
Anomalous diffusion phenomena have been observed in many complex physical and biological systems. One significant advance recently is the physical extension of particle's motion in static medium to uniformly (and even nonuniformly)…
In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…
A theory of intermittency differentiation is developed for a general class of 1D Infinitely Divisible Multiplicative Chaos measures. The intermittency invariance of the underlying infinitely divisible field is established and utilized to…
Infiltration of anomalously diffusing particles from one material to another through a biased interface is studied using continuous time random walk and Levy walk approaches. Subdiffusion in both systems may lead to a net drift from one…
This paper is concerned with the incompressible limit of the compressible hydrodynamic flow of liquid crystals with periodic boundary conditions in R^N(N = 2, 3). It is rigorously shown that the local (and global) strong solution of the…
Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…
We construct both normal and anomalous deterministic biased diffusions to obtain the Einstein relation for their time-averaged transport coefficients. We find that the difference of the generalized Lyapunov exponent between biased and…
For a supercritical catalytic branching random walk on Z^d (d is positive integer) with an arbitrary finite catalysts set we study the spread of particles population as time grows to infinity. Namely, we divide by t the position coordinates…
We study the distribution of dynamical quantities in various one-dimensional, disordered models the critical behavior of which is described by an infinite randomness fixed point. In the {\it disordered contact process}, the quenched…
The classical isomorphism theorems for reversible Markov chains have played an important role in studying the properties of local time processes of strongly symmetric Markov processes~\cite{mr06}, bounding the cover time of a graph by a…
This paper addresses the statistical problem of estimating the infinite-norm deviation from the empirical mean to the distribution mean for high-dimensional distributions on $\{0,1\}^d$, potentially with $d=\infty$. Unlike traditional…
We investigate the long-time behavior of a $d-$dimensional supercritical branching Brownian motion with a compactly supported branching potential. It is known that, for $\mathbf{v}\in \mathbb{R}^d$, all the moments of the normalized number…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…