Related papers: Diffusions on a space of interval partitions with …

In this thesis, we study the detailed partonic content of the quantum states of a quark-antiquark color dipole subject to high-energy evolution, which are represented by a set of dipoles generated by a stochastic binary branching process,…

These notes describe several loop soup models and their {\it universal behaviour} in dimensions greater or equal to 3. These loop models represent certain classical or quantum statistical mechanical systems. These systems undergo phase…

Let $\sigma(u)$, $u\in \mathbb{R}$ be an ergodic stationary Markov chain, taking a finite number of values $a_1,...,a_m$, and $b(u)=g(\sigma(u))$, where $g$ is a bounded and measurable function. We consider the diffusion type process $$…

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

We study chaotic plane sections of some particular family of triply periodic surfaces. The question about possible behavior of such sections was posed by S. P. Novikov. We prove some estimations on the diffusion rate of these sections using…

We report the experimental observation of anisotropic diffusion of polystyrene particles immersed in a lyotropic liquid crystal with two different anchoring conditions. Diffusion is shown to obey the Stokes-Einstein law for particle…

We investigate continuous diffusions on star graphs with sticky behavior at the vertex. These are Markov processes with continuous paths having a positive occupation time at the vertex. We characterize sticky diffusions as time-changed…

Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…

The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…

We derive diffusive macroscopic equations for the particle and energy density of a system whose time evolution is described by a kinetic equation for the one particle position and velocity function f(r,v,t) that consists of a part that…

We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non negative and form an increasing sequence, while variables…

A distributed order fractional diffusion equation is considered. Distributed order derivatives are fractional derivatives that have been integrated over the order of the derivative within a given range. In this paper sub-diffusive cases are…

Super-diffusion, characterized by a spreading rate $t^{1/\alpha}$ of the probability density function $p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right)$, where $t$ is time, may be modeled by space-fractional diffusion equations…

Let $p$ be a large prime, and let $C$ be a hyperelliptic curve over $\mathbb{F}_p$. We study the distribution of the $x$-coordinates in short intervals when the $y$-coordinates lie in a prescribed interval, and the distribution of the…

In this paper we introduce a new approach to the diffusive limit of the weakly random Schrodinger equation, first studied by L. Erdos, M. Salmhofer, and H.T. Yau. Our approach is based on a wavepacket decomposition of the evolution…

We study diffusions, variational principles and associated boundary value problems on directed graphs with natural weightings. Using random walks and exit times, we associate to certain subgraphs (domains) a pair of sequences, each of which…

We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…

Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $\theta$ approaches infinity. The motivation for these results is to understand the…

This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…