Related papers: On the asymptotic behavior of Bessel-like diffusio…
We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…
Diffusion, a ubiquitous phenomenon in nature, is a consequence of particle number conservation and locality, in systems with sufficient damping. In this paper we consider diffusive processes in the bulk of Weyl semimetals, which are exotic…
While there are many well-known and extensively tested results involving diffusion-limited binary reactions, reactions involving subdiffusive reactant species are far less understood. Subdiffusive motion is characterized by a mean square…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
We consider diffusion processes in Hilbert spaces with constant non-degenerate diffusion operators and show that, under broad assumptions on the drift, the transition probabilities of the process are positive on ellipsoids associated with…
We analyze the asymptotics of the dimension of components of the Chow variety as degree increases. By analogy with the divisor case, the main goal is to relate the asymptotic behavior with the positivity of the corresponding cycle classes.…
We study concentration properties of vertex degrees of $n$-dimensional Erdos-R\'enyi random graphs with the edge probability $\rho/n$ by means of high moments of these random variables in the limit when $n$ and $\rho$ tend to infinity.…
We investigate fast diffusions on finite directed graphs. We prove results in a way dual to presented in Bobrowski, A. Ann. Henri Poincar\'e (2012) 13(6): 1501-1510 and Bobrowski, A., Morawska, K. DCDS-B (2012), 17(7): 2313-2327, and obtain…
We consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the…
We introduce a fractional Bessel process with constant negative drift, defined as a time-changed Bessel process via the inverse of a stable subordinator, independent of the base process. This construction yields a model capable of capturing…
We consider the asymmetric exclusion process (ASEP) in one dimension on sites $i = 1,..., N$, in contact at sites $i=1$ and $i=N$ with infinite particle reservoirs at densities $\rho_a$ and $\rho_b$. As $\rho_a$ and $\rho_b$ are varied, the…
Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…
Consider a discrete time Markov process $X^\epsilon$ on $\mathbf R^d$ that makes a deterministic jump based on its current location, and then takes a small Gaussian step of variance $\epsilon^2$. We study the behavior of the asymptotic…
In this paper, we study the asymptotic behavior of the number of crossings by a one-dimensional diffusion of a threshold where the process exhibits stickiness. We distinguish three types of crossings and show that to each type corresponds a…
We propose a definition of directional multivariate subexponential and convolution equivalent densities and find a useful characterization of these notions for a class of integrable and almost radial decreasing functions. We apply this…
The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…
Let (S_1,S_2)=(R \cos(\Theta), R \sin (\Theta)) be a bivariate random vector with associated random radius R which has distribution function $F$ being further independent of the random angle \Theta. In this paper we investigate the…
We determine the long-time asymptotic behavior of a relativistic diffusion taking values in the unitary tangent bundle of a Robertson-Walker space-time. We prove in particular that when approaching the explosion time of the diffusion, its…
The Bessel process models the local eigenvalue statistics near $0$ of certain large positive definite matrices. In this work, we consider the probability \begin{align*} \mathbb{P}\Big( \mbox{there are no points in the Bessel process on }…