Related papers: Asymptotics for time-changed diffusions
Driven mesoscopic system is a topic of great recent interest. The temporal evolution of the fluxes(particle and energy) are studied in a system of a driven single level quantum dot. At a very low reservoir temperature $T\rightarrow 0$ and…
In probability theory, there exist discrete and continuous distributions. Generally speaking, we do not have sufficient kinds and properties of discrete ones compared to the continuous ones. In this paper, we treat the Riemann zeta…
The viscosity and self-diffusion constant of a mesoscale hydrodynamic method, dissipative particle dynamics (DPD), are investigated. The viscosity of DPD with finite time step, including the Lowe-Anderson thermostat, is derived analytically…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
In this paper we study the asymptotic behaviour of a nonlocal nonlinear parabolic equation governed by a parameter. After giving the existence of unique branch of solutions composed by stable solutions in stationary case, we gives for the…
Overdamped motion of Brownian particles in tilted piecewise linear periodic potentials is considered. Explicit algebraic expressions for the diffusion coefficient, current, and coherence level of Brownian transport are derived. Their…
We study a PDE model for dynamics of susceptible-infected interactions. The dispersal of susceptibles is via diffusion and repellent taxis as they move away from the increasing density of infected. The diffusion of infected is a nonlinear,…
General non-degenerate p-adic operators of ultrametric diffusion are introduced. Bases of eigenvectors for the introduced operators are constructed and the corresponding eigenvalues are computed. Properties of the corresponding dynamics…
The photoluminescence in amorphous semiconductors decays according to power law $t^{-delta}$ at long times. The photoluminescence is controlled by dispersive transport of electrons. The latter is usually characterized by the power $alpha$…
An autonomous system of ordinary differential equations describing nonlinear oscillations on the plane is considered. The influence of time-dependent perturbations decaying at infinity in time is investigated. It is assumed that the…
Asymptotic expansions for a wide class of distribution are studied. A simple method for computation of the series coefficients is suggested. The case when regularization parameter of the distribution depends on the asymptotic parameter is…
We consider parametric inference for an ergodic and stationary diffusion process, when the data are high-frequency observations of the integral of the diffusion process. Such data are obtained via certain measurement devices, or if…
We study the long-time behavior of a non-interacting two-dimensional quantum gas in a weak random potential with long-range correlations. Any peaked initial momentum distribution will eventually become isotropic and broaden due to…
Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…
The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of…
In this paper, we investigate the exact controllability properties of an advection-diffusion equation on a bounded domain, using time- and space-dependent velocity fields as the control parameters. This partial differential equation (PDE)…
In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…
We study some estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process and prove that they are strongly consistent and most of them are asymptotically normal. Moreover, we compare the…
A telegraph process with an elastic barrier at the origin was studied in [5]; in particular the number of visits of the origin before the absorption is a geometric distributed random variable M. Some asymptotic results (large and moderate…
Asymptotic properties of a vector of length power functionals of random geometric graphs are investigated. More precisely, its asymptotic covariance matrix is studied as the intensity of the underlying homogeneous Poisson point process…