Related papers: Central Limit Theorem for a Self-Repelling Diffusi…
A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…
We establish the boundedness of solutions of reaction-diffusion systems with quadratic (in fact slightly super-quadratic) reaction terms that satisfy a natural entropy dissipation property, in any space dimension N>2. This bound imply the…
We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evolution, they appear as diffusion limits in the asymptotic…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
In this work we study the degenerate diffusion equation $\partial_{t}=x^{\alpha}a\left(x\right)\partial_{x}^{2}+b\left(x\right)\partial_{x}$ for $\left(x,t\right)\in\left(0,\infty\right)^{2}$, equipped with a Cauchy initial data and the…
A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to…
Let $X_1,\ldots,X_n$ be $d$-dimensional independent random vectors bounded with probability one. For simplicity, we assume that they have zero mean values: \begin{equation} \mathbf{P}\{\|X_{j}\|\le\tau\}=1,\quad\mathbf{E}\,X_{j}=0,\quad…
A linear singularly perturbed convection-diffusion problem with characteristic layers is considered in three dimensions. Sharp bounds for the associated Green's function and its derivatives are established in the $L_1$ norm. The dependence…
A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…
We consider the cardinality of supercritical oriented bond percolation in two dimensions. We show that, whenever the origin is conditioned to percolate, the process appropriately normalized converges asymptotically in distribution to the…
Finite time extinction of any bounded solution to the fast diffusion equation with spatially inhomogeneous absorption $$ \partial_tu=\Delta u^m-|x|^{\sigma}u^p, \quad (x,t)\in\mathbb{R}^N\times(0,\infty), $$ with $N\geq1$ and exponents $$…
We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…
We study an inverse first-hitting problem for a one-dimensional, time-homogeneous diffusion $X(t)$ reflected between two boundaries $a$ and $b,$ which starts from a random position $\eta.$ Let $a \le S \le b$ be a given threshold, such that…
The statistical scattering properties of wave transport in disordered waveguides are derived perturbatively within the transition matrix formalism. The limiting macroscopic statistic of the wave transport, emerges as a consequence of a…
This dissertation resolves a longstanding discussion of a mathematical problem important in contaminant hydrogeology and chemical-reaction engineering, the proper mathematical description for a miscible solute undergoing longitudinal…
A quasi-two-dimensional system of hard spheres strongly confined between two parallel plates is considered. The attention is focussed on the macroscopic self-diffusion process observed when the system is looked from above or from below. The…
The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes. The central limit theorem and functional central limit theorem are obtained for martingale like random variables under…
We consider a deposition model in which balls rain down at random towards a 2-dimensional surface, roll downwards over existing adsorbed balls, are adsorbed if they reach the surface, and discarded if not. We prove a spatial law of large…
We prove results about uniform convergence of densities in the free central limit theorem without assumptions of boundedness on the support.
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.…