Related papers: Density fluctuations for exclusion processes with …
We prove exponential concentration estimates and a strong law of large numbers for a particle system that is the simplest representative of a general class of models for 2D grain boundary coarsening. The system consists of $n$ particles in…
We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven by Brownian motion, it has been shown that in order for the…
In this paper we consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in $\Rd$ and undergoing a binary, supercritical branching with a constant rate $\lambda>0$. This system is…
We continue the investigation of sample paths of $q$-Ornstein-Uhlenbeck process. We show that for all $q\in(-1,1)$, the process has big jumps crossing from near one end point of the domain to the other with positive probability. Moreover,…
This dissertation discusses the intermitency phenomenon in three models of turbulence, employing analytical and numerical techniques in the analysis of stochastic processes and the probability distributions which they induce. The initial…
We study the one-dimensional asymmetric simple exclusion process on the lattice $\{1, \dots,N\}$ with creation/annihilation at the boundaries. The boundary rates are time dependent and change on a slow time scale $N^{-a}$ with $a>0$. We…
Ornstein-Uhlenbeck process of bounded variation is introduced as a solution of an analogue of the Langevin equation with an integrated telegraph process replacing a Brownian motion. There is an interval $I$ such that the process starting…
This work considers a type of slow-fast system, where the slow component is driven by fractional Brownian motion with H > 1/2 and the fast component is a Markovian stationary process. Our solution mapping is defined based on the…
We study the strong approximation of a rough volatility model, in which the log-volatility is given by a fractional Ornstein-Uhlenbeck process with Hurst parameter $H<1/2$. Our methods are based on an equidistant discretization of the…
A putative powerlaw range of the probability density of velocity gradient in high-Reynolds-number forced Burgers turbulence is studied. In the absence of information about shock locations, elementary conservation and stationarity relations…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
We consider a fractional Ornstein-Uhlenbeck process involving a stochastic forcing term in the drift, as a solution of a linear stochastic differential equation driven by a fractional Brownian motion. For such process we specify mean and…
Tight estimates of exit/containment probabilities are of particular importance in many control problems. Yet, estimating the exit/containment probabilities is non-trivial: even for linear systems (Ornstein-Uhlenbeck processes), the…
We present the first exact solution for the time dependent equations of the macroscopic fluctuation theory (MFT) for the symmetric simple exclusion process by combining a generalization of the canonical Cole-Hopf transformation with the…
The standard definition of particle number fluctuations based on point-like particles neglects the excluded volume effect. This leads to a large and systematic finite-size scaling and an unphysical surface term in the isothermal…
We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…
In this paper, we study the long-time behavior of a fluid particle immersed in a turbulent fluid driven by a diffusion with jumps, that is, a Feller process associated with a non-local operator. We derive the law of large numbers and…
Conjecture II.3.6 of Spohn in [Spohn '91] and Lecture 7 of Jensen-Yau in [Jensen-Yau '99] ask for a general derivation of universal fluctuations of hydrodynamic limits in large-scale stochastic interacting particle systems. However, the…
In a system of noisy self-propelled particles with interactions that favor directional alignment, collective motion will appear if the density of particles increases beyond a certain threshold. In this paper, we argue that such a threshold…
In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal…