Related papers: A central limit theorem for stochastic heat equati…
We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
The dynamics of one parameter diagonal group actions on finite volume homogeneous spaces has a partially hyperbolic feature. In this paper we extend the Liv\v{s}ic type result to these possibly noncompact and nonaccessible systems. We also…
In this paper, we study the diffusive limit of the steady state radiative heat transfer system for non-homogeneous Dirichlet boundary conditions in a bounded domain with flat boundaries. A composite approximate solution is constructed using…
We study the stochastic heat flow with constant initial data and analyze its spatial average on the scale of $\varepsilon\ll1$. We prove that the logarithm of the averaged process satisfies a pointwise central limit theorem: After being…
We consider bootstrap percolation and diffusion in sparse random graphs with fixed degrees, constructed by configuration model. Every node has two states: it is either active or inactive. We assume that to each node is assigned a…
We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…
General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…
In this article, we prove the Quantitative Central Limit Theorem (QCLT) for the spatial average of the solution of the nonlinear stochastic heat equation with constant initial condition, driven by space-time Gaussian white noise in…
We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…
Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
This article is accepted for publication in the "Annals I.H.P. Prob. & Stat.". We investigate the ballistic behavior of diffusions in random environment. We introduce conditions in the spirit of (T) and (T') of the discrete setting, cf.…
The study of the normalized sum of random variables and its asymptotic behaviour has been and continues to be a central chapter in probability and statistical mechanics. When those variables are independent the central limit theorem ensures…
This paper is concerned with solutions to a one dimensional linear diffusion equation and their relation to some problems in stochastic control theory. A stochastic variational formula is obtained for the logarithm of the solution to the…
This paper consider the mesoscopic limit of a stochastic energy exchange model that is numerically derived from deterministic dynamics. The law of large numbers and the central limit theorems are proved. We show that the limit of the…
We consider a class of reaction-diffusion equations with a stochastic perturbation on the boundary. We show that in the limit of fast diffusion, one can rigorously approximate solutions of the system of PDEs with stochastic Neumann boundary…
We consider random walks in a balanced i.i.d. random environment in $Z^d$ for $d\ge2$ and the corresponding discrete non-divergence form difference operators. We first obtain an exponential integrability of the heat kernel bounds. We then…
We derive the stochastic master equations which describe the evolution of open quantum systems in contact with a heat bath and undergoing indirect measurements. These equations are obtained as a limit of a quantum repeated measurement model…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…