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In [L. Liu and S. Jin, Multiscale Model. Simult., 16, 1085-1114, 2018], spectral convergence and long-time decay of the numerical solution towards the global equilibrium of the stochastic Galerkin approximation for the Boltzmann equation…

Analysis of PDEs · Mathematics 2019-01-30 Esther S. Daus , Shi Jin , Liu Liu

We use SLE(6) paths to construct a process of continuum nonsimple loops in the plane and prove that this process coincides with the full continuum scaling limit of 2D critical site percolation on the triangular lattice -- that is, the…

Probability · Mathematics 2009-11-11 Federico Camia , Charles M. Newman

We consider a branching random walk initiated by a single particle at location 0 in which particles alternately reproduce according to the law of a Galton-Watson process and disperse according to the law of a driftless random walk on the…

Probability · Mathematics 2014-03-31 Steven P. Lalley , Yuan Shao

This work provides a brief introduction to continuous-state branching processes (CB-processes) and continuous-state branching processes with immigration (CBI-processes) accessible to graduate students with reasonable background in…

Probability · Mathematics 2019-01-14 Zenghu Li

Iksanov and Pilipenko (2023) defined a skew stable L\'{e}vy process as a scaling limit of a sequence of perturbed at $0$ symmetric stable L\'{e}vy processes (continuous-time processes). Here, we provide a simpler construction of the skew…

Probability · Mathematics 2023-07-12 Congzao Dong , Oleksandr Iksanov , Andrey Pilipenko

It is well known that the similar universal behavior of infinite-size (bulk) systems of different nature requires the same basic conditions: space dimensionality; number components of order parameter; the type (short- or long-range) of the…

We consider point particle that collides with a periodic array of hard-core elastic scatterers where the length of the free flights is unbounded (the infinite-horizon Lorentz gas, LG). The Bleher central limit theorem (CLT) states that the…

Statistical Mechanics · Physics 2019-08-09 Itzhak Fouxon , Peter Ditlevsen

We study random two-dimensional spanning forests in the plane that can be viewed both in the discrete case and in their appropriately taken scaling limits as a uniformly chosen spanning tree with some Poissonian deletion of edges or points.…

Probability · Mathematics 2020-08-04 Stéphane Benoist , Laure Dumaz , Wendelin Werner

Let $(Z_n,n\geq 0)$ be a supercritical Galton-Watson process whose offspring distribution $\mu$ has mean $\lambda>1$ and is such that $\int x(\log(x))_+ d\mu(x)<+\infty$. According to the famous Kesten \& Stigum theorem, $(Z_n/\lambda^n)$…

Probability · Mathematics 2021-06-04 Cécile Mailler , Jean-François Marckert

It is shown that the universal critical properties of two recently introduced coupled directed percolation processes can be described by a single rapidity reversal invariant stochastic reaction-diffusion model. It is demonstrated that all…

Statistical Mechanics · Physics 2007-05-23 H. K. Janssen

In this paper we consider a superprocess being a measure-valued diffusion corresponding to the equation $u_{t}=Lu+\alpha u-\beta u^{2}$, where $L$ is the infinitesimal operator of the \emph{Ornstein-Uhlenbeck process} and…

Probability · Mathematics 2012-04-02 Piotr Miłoś

We study the extremes of branching random walks under the assumption that the underlying Galton-Watson tree has infinite progeny mean. It is assumed that the displacements are either regularly varying or they have lighter tails. In the…

Probability · Mathematics 2022-07-05 Souvik Ray , Rajat Subhra Hazra , Parthanil Roy , Philippe Soulier

We extend the results of Arguin et al and A\"\i{}d\'ekon et al on the convergence of the extremal process of branching Brownian motion by adding an extra dimension that encodes the "location" of the particle in the underlying Galton-Watson…

Probability · Mathematics 2016-09-22 Anton Bovier , Lisa Hartung

We analyze the geometry of scaling limits of near-critical 2D percolation, i.e., for $p=p_c+\lambda\delta^{1/\nu}$, with $\nu=4/3$, as the lattice spacing $\delta \to 0$. Our proposed framework extends previous analyses for $p=p_c$, based…

Statistical Mechanics · Physics 2015-06-25 F. Camia , L. R. G. Fontes , C. M. Newman

For a broad class of planar Markov processes, viz. L\'evy processes satisfying certain conditions (valid \textit{eg} in the case of Brownian motion and L\'evy flights), we establish an exact, universal formula describing the shape of the…

Statistical Mechanics · Physics 2014-05-12 Julien Randon-Furling

The Supercritical Fluid (SCF) is known to exhibit salient dynamic and thermodynamic crossovers and inhomogeneous molecular distribution. But the question as to what basic physics underlies these microscopic and macroscopic anomalies remains…

Soft Condensed Matter · Physics 2020-01-01 Min Young Ha , Tae Jun Yoon , Tsvi Tlusty , YongSeok Jho , Won Bo Lee

We derive a universal thermodynamic bound constraining directional transport in both discrete and continuous nonequilibrium systems. For continuous-time Markov jump processes and overdamped diffusions governed by Fokker--Planck equations,…

Statistical Mechanics · Physics 2025-08-26 Mesfin Taye

We derive the universality principle for empirical spectral distributions of sample covariance matrices and their Stieltjes transforms. This principle states the following. Suppose quadratic forms of random vectors $y_p$ in $R^p$ satisfy a…

Probability · Mathematics 2014-12-23 Pavel Yaskov

Certain frustrated systems, including spin ice and dimer models, exhibit a Coulomb phase at low temperatures, with power-law correlations and fractionalized monopole excitations. Transitions out of this phase, at which the effective gauge…

Statistical Mechanics · Physics 2012-08-09 Stephen Powell

We introduce and analyze a novel type of coalescent processes called cross-multiplicative coalescent that models a system with two types of particles, $A$ and $B$. The bonds are formed only between the pairs of particles of opposite types…

Probability · Mathematics 2019-09-30 Yevgeniy Kovchegov , Peter T. Otto , Anatoly Yambartsev