Related papers: Weak Convergence of Obliquely Reflected Diffusions
The development of optical metamaterials has resulted in the demonstration of remarkable physical properties, including cloaking, optical magnetism, and negative refraction. The latter has attracted particular interest, mainly because of…
Building on and extending tools from variational analysis, we prove Kuratowski convergence of sets of simplicial area minimizers to minimizers of the smooth Douglas-Plateau problem under simplicial refinement. This convergence is with…
With a view to numerical applications we address the following question: given an ergodic Brownian diffusion with a unique invariant distribution, what are the invariant distributions of the duplicated system consisting of two trajectories?…
An exact formulation of the propagation of a monochromatic wave packet impinging upon a transparent, homogeneous, isotropic and parallel slab at oblique incidence is presented. Approximate formulas are derived for low divergence Gaussian…
Motivated by questions on the delocalization of random surfaces, we prove that random surfaces satisfying a Lipschitz constraint rarely develop extremal gradients. Previous proofs of this fact relied on reflection positivity and were thus…
The Cram\'er-Wold device characterises weak convergence of probability measures on $\mathbb{R}^d$ through convergence of all one-dimensional projected laws. We prove that, if the target projected laws are moment-determinate for…
We show that the enhancement of backscattering responsible for the weak localization is accompanied by reduction of the scattering in other directions. A simple quasiclassical interpretation of this phenomenon is presented in terms of a…
For three constrained Brownian motions, the excursion, the meander, and the reflected bridge, the densities of the maximum and of the time to reach it were expressed as double series by Majumdar, Randon-Furling, Kearney, and Yor (2008).…
We consider a continuous-time random walk in the quarter plane for which the transition intensities are constant on each of the four faces $(0,\infty)^2$, $F_1=\{0\}\times(0,\infty)$, $F_2=(0,\infty)\times\{0\}$ and $\{(0,0)\}$. We show…
We prove existence and uniqueness for semimartingale reflecting diffusions in 2-dimensional piecewise smooth domains with varying, oblique directions of reflection on each "side", under geometric, easily verifiable conditions. Our…
Weak convergence of probability measures is one of the most important topics in the field probability and statistics. In this survey paper, we look at weak convergence of probability measures from the topological vector space point of view.…
A weakly reflective submanifold is a minimal submanifold of a Riemannian manifold which has a certain symmetry at each point. In this paper we introduce this notion into a class of proper Fredholm (PF) submanifolds in Hilbert spaces and…
In this paper we discuss how to define an appropriate notion of weak topology in the Wasserstein space $(\mathcal{P}_2(H),W_2)$ of Borel probability measures with finite quadratic moment on a separable Hilbert space $H$. We will show that…
We investigate weak$^*$ derived sets, that is the sets of weak$^*$ limits of bounded nets, of convex subsets of duals of non-reflexive Banach spaces and their possible iterations. We prove that a dual space of any non-reflexive Banach space…
We prove a generalization of the fact that periodic functions converge weakly to the mean value as the oscillation increases. Some convergence questions connected to locally periodic nonlinear boundary value problems are also considered.
The weak-strong uniqueness of solutions to a broad class of cross-diffusion systems with volume filling is established. In general, the diffusion matrices are neither symmetric nor positive definite. This issue is overcome by supposing that…
We study a nonconventional ergodic average for asymptotically abelian weakly mixing C*-dynamical systems, related to a second iteration of Khintchine's recurrence theorem obtained by Bergelson in the measure theoretic case. A noncommutative…
This paper deals with the intersection point process of a stationary and isotropic Poisson hyperplane process in $\mathbb{R}^d$ of intensity $t>0$, where only hyperplanes that intersect a centred ball of radius $R>0$ are considered. Taking…
Within the Darcy-Boussinesq framework for convection in multilayered porous media, we investigate the singular limit in which the thickness of one layer tends to zero. We establish that the solution of the full system converges to that of…
This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…