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We study the scaling limits of genealogical trees arising from Cannings models. Under suitable moment conditions, we show that the rescaled contour and height functions converge to a time change of Brownian motion conditioned on a given…

Probability · Mathematics 2026-02-04 Xiaodan Li , Chengshi Wang , Yushu Zheng

We introduce a notion of stability for non-autonomous Hamiltonian flows on two-dimensional annular surfaces. This notion of stability is designed to capture the sustained twisting of particle trajectories. The main Theorem is applied to…

Analysis of PDEs · Mathematics 2024-08-30 Theodore D. Drivas , Tarek M. Elgindi , In-Jee Jeong

Quantum trajectories are Markov processes modeling the evolution of a quantum system subjected to repeated independent measurements. Under purification and irreducibility assumptions, these Markov processes admit a unique invariant measure…

Probability · Mathematics 2023-07-13 Tristan Benoist , Jan-Luka Fatras , Clément Pellegrini

Let $X_t = B_t + \mu t$, $t \geq 0$, be planar Brownian motion with nonzero drift, and let $K_t^r = \{x \in \mathbb{R}^2 : {\rm dist}(x, X[0,t]) \leq r\}$ be the radius-$r$ Wiener sausage up to time $t$. For a bounded Borel function $\psi$…

Probability · Mathematics 2026-04-23 Tristan Guillaume

In this paper the statement of the second Bogolyubov's theorem on periodic solutions of smooth systems with small parameter is justified for discountinuous systems. It is assumed that the generating solution intersects the discontinuity…

Classical Analysis and ODEs · Mathematics 2008-10-28 Oleg Makarenkov

We investigate the stability of katabatic slope flows over an infinitely wide and uniformly cooled planar surface subject to an additional forcing due to a uniform downslope wind field aloft. We adopt an extension of Prandtl's original…

Fluid Dynamics · Physics 2020-02-19 Cheng-Nian Xiao , Inanc Senocak

We study long time behavior of integrated trawl processes introduced by Barndorff-Nielsen. The trawl processes form a class of stationary infinitely divisible processes, described by an infinitely divisible random measure (L\'evy base) and…

Probability · Mathematics 2021-09-28 Anna Talarczyk , Łukasz Treszczotko

Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its local time at zero reaches some exponential level, then…

Probability · Mathematics 2017-03-23 Vidyadhar Mandrekar , Andrey Pilipenko

In this paper, we studied the functional ergodic limits of the site-dependent branching Brownian motions in R. The results show that the limiting processes are non-degenerate if and only if the variance functions of branching laws are…

Probability · Mathematics 2011-08-19 Yuqiang LI

Taking account of recent developments in the representation of $d$-dimensional isotropic stable L\'evy processes as self-similar Markov processes, we consider a number of new ways to condition its path. Suppose that $\Omega$ is a region of…

Probability · Mathematics 2021-04-09 Andreas E. Kyprianou , Sandra Palau , Tsogzolmaa Saizmaa

We prove central limit theorems, Berry-Esseen type theorems, almost sure invariance principles, large deviations and Livsic type regularity for partial sums of the form $S_n=\sum_{j=0}^{n-1}f_j(...,X_{j-1},X_j,X_{j+1},...)$, where $(X_j)$…

Probability · Mathematics 2025-10-14 Yeor Hafouta

We investigate the linear instability of flows that are stable according to Rayleigh's criterion for rotating fluids. Using Taylor-Couette flow as a primary test case, we develop large Reynolds number matched asymptotic expansion theories.…

Fluid Dynamics · Physics 2025-03-12 Kengo Deguchi , Ming Dong

The problem of conditioning on the occupation field was investigated for the Brownian motion in 1998 independently by Aldous [4] and Warren and Yor [34] and recently for the loop soup at intensity $1/2$ by Werner [35], Sabot and Tarr\`es…

Probability · Mathematics 2023-06-23 Elie Aïdékon , Yueyun Hu , Zhan Shi

An initial-value problem for arbitrary small 3D vorticity perturbations imposed on a free shear flow is considered. The viscous perturbation equations are then combined in terms of the vorticity and velocity, and are solved by means of a…

Fluid Dynamics · Physics 2015-03-13 S. Scarsoglio , D. Tordella , W. O. Criminale

A class of Fleming-Viot processes with decaying sampling rates and $\alpha$-stable motions that correspond to distributions with growing populations are introduced and analyzed. Almost sure long-time scaling limits for these processes are…

Probability · Mathematics 2021-10-12 Michael A. Kouritzin , Khoa Lê

This article considers multivariate linear processes whose components are either short- or long-range dependent. The functional central limit theorems for the sample mean and the sample autocovariances for these processes are investigated,…

Probability · Mathematics 2020-02-13 Marie-Christine Düker

Given a random time, we characterize the set of martingales for which the stopping theorems still hold. We also investigate how the stopping theorems are modified when we consider arbitrary random times. To this end, we introduce some…

Probability · Mathematics 2007-08-03 Ashkan Nikeghbali

We consider renewal shot noise processes with response functions which are eventually nondecreasing and regularly varying at infinity. We prove weak convergence of renewal shot noise processes, properly normalized and centered, in the space…

Probability · Mathematics 2013-01-30 Alexander Iksanov

This paper deals with the optimal streaky perturbations (which maximize the perturbed energy growth) in a wedge flow boundary layer. These three dimensional perturbations are governed by a system of linearized boundary layer equations…

Fluid Dynamics · Physics 2015-05-20 Jose J. Sanchez-Alvarez , Maria Higuera , Jose M. Vega

We extend the peeling exploration introduced in arxiv:1506.01590 to the setting of Boltzmann planar maps coupled to a rigid $O(n)$ loop model. Its law is related to a class of discrete Markov processes obtained by confining random walks to…

Probability · Mathematics 2018-09-07 Timothy Budd