Related papers: Weak Convergence of Obliquely Reflected Diffusions
A new approach to prove weak convergence of random polytopes on the space of compact convex sets is presented. This is used to show that the profile of the rescaled Schl\"afli random cone of a random conical tessellation generated by $n$…
We give a short proof that a uniform noncrossing partition of the regular $n$-gon weakly converges toward Aldous's Brownian triangulation of the disk, in the sense of the Hausdorff topology. This result was first obtained by Curien &…
We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…
We study the closure of approximating sequences of some diffusion equations under certain weak convergence. A specific description of the closure under weak $H^1$-convergence is given, which reduces to the original equation when the…
The strong convergence of Wong-Zakai approximations of the solution to the reflecting stochastic differential equations was studied in [2]. We continue the study and prove the strong convergence under weaker assumptions on the domain.
We show that the pointed measured Gromov convergence of the underlying spaces implies (or under some condition, is equivalent to) the weak convergence of Brownian motions under Riemannian Curvature-Dimension (RCD) conditions.
Anomalous diffusion is predicted for Brownian particles in inhomogeneous viscosity landscapes by means of scaling arguments, which are substantiated through numerical simulations. Analytical solutions of the related Fokker-Planck equation…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
In this paper, we introduce and characterize the concept of directional weak mixing through independence, sequence entropy, the mean ergodic theorem, and other notions. Additionally, we deduce a directional version of the Koopman-von…
We study Markovian symmetry and non-symmetry random evolutions in $\mathbf{R}^n$. Weak convergence of Markovian symmetry random evolution to Wiener process and of Markovian non-symmetry random evolution to a diffusion process with drift is…
The diffusion of an overdamped Brownian particle in a tilted periodic potential is known to exhibit a pronounced enhancement over the free thermal diffusion within a small interval of tilt-values. Here we show that weak disorder in the form…
This article investigates weak convergence of the sequential $d$-dimensional empirical process under strong mixing. Weak convergence is established for mixing rates $\alpha_n = O(n^{-a})$, where $a>1$, which slightly improves upon existing…
It is shown that the supports of measures minimizing weakly repulsive energies on Riemannian manifolds with sectional curvature bounded below do not have concentration points. This extends the results of Bj\"orck and Carrillo, Figalli, and…
We offer an umbrella type result which extends weak convergence of the classical empirical process on the line to that of more general processes indexed by functions of bounded variation. This extension is not contingent on the type of…
We characterize the asymptotic behaviour of the weighted power variation processes associated with iterated Brownian motion. We prove weak convergence results in the sense of finite dimensional distributions, and show that the laws of the…
We develop a transport theory to describe the dynamics of (weakly) localized waves in a quasi-1D tube geometry both in reflection and in transmission. We compare our results to recent experiments with microwaves, and to other theories such…
We examine the applicability of the weak wave turbulence theory in explaining experimental scaling results obtained for the diffusion and relative diffusion of particles moving on turbulent surface waves. For capillary waves our theoretical…
In a series of papers, Burdzy et. al. introduced the \emph{mirror coupling} of reflecting Brownian motions in a smooth bounded domain $D\subset \mathbb{R}^{d}$, and used it to prove certain properties of eigenvalues and eigenfunctions of…
In this paper, we extend the paraxial conical refraction model to the case of the partially coherent light using the unified optical coherence theory. We demonstrate the decomposition of conical refraction correlation functions into…
We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning the related counting process, and ergodic-type ones,…