Related papers: On the asymptotic behavior of Bessel-like diffusio…

We extend the concept of Lyapunov 1-forms for the case of diffu- sion processes to study its asymptotic behavior. We give some examples and a condition for the existence of these objects.

The long-time behavior of a reaction-diffusion front between one static (e.g. porous solid) reactant A and one initially separated diffusing reactant B is analyzed for the mean-field reaction-rate density R(\rho_A,\rho_B) =…

We study the asymptotic behavior of the critical density of the activated random walk model as the sleep rate $\lambda$ tends to $0$ and $\infty$. For large $\lambda$, we prove new lower bounds in dimensions 1 and 2, showing that in one…

In this paper, we study the asymptotic posterior distribution of linear functionals of the density. In particular, we give general conditions to obtain a semiparametric version of the Bernstein-Von Mises theorem. We then apply this general…

We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…

We investigate the effect of small diffusion on the principal eigenvalues of linear time-periodic parabolic operators with zero Neumann boundary conditions in one dimensional space. The asymptotic behaviors of the principal eigenvalues, as…

We obtain exponential moment asymptotics for the Bessel point process. As a direct consequence, we improve on the asymptotics for the expectation and variance of the associated counting function, and establish several central limit…

We explore the elastic behavior of a wormlike chain under compression in terms of exact solutions for the associated probability densities. Strikingly, the probability density for the end-to-end distance projected along the applied force…

We derive explicit asymptotic expansions of the density of the supremum of a strictly stable process when the index $\alpha$ is not rational. In the case when parameters $\alpha$ and $\rho=\p(X_1>0)$ satisfy $\rho+k=l/\alpha$ for some…

We suggest a rigorous definition of the pathwise flux across the boundary of a bounded open set for transient finite energy diffusion processes. The expectation of such a flux has the property of depending only on the current velocity $v$,…

The asymptotic derivation of a new family of one-dimensional, weakly nonlinear and weakly dispersive equations that model the flow of an ideal fluid in an elastic vessel is presented. Dissipative effects due to the viscous nature of the…

Reformulated uniform asymptotic expansions are derived for ordinary differential equations having a large parameter and a simple turning point. These involve Airy functions, but not their derivatives, unlike traditional asymptotic…

Uniform asymptotic expansions are derived for the zeros of the reverse generalized Bessel polynomials of large degree $n$ and real parameter $a$. It is assumed that $-\Delta_{1} n+\frac{3}{2} \leq a \leq \Delta_{2} n$ for fixed arbitrary…

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 main aim of this article is a careful investigation of the asymptotic behavior of zeros of Bernoulli polynomials of the second kind. It is shown that the zeros are all real and simple. The asymptotic expansions for the small, large, and…

The first explicit realization of the conjecture that phason dynamics leads to self-diffusion in quasicrystals is presented for the icosahedral Ammann tilings. On short time scales, the transport is found to be subdiffusive with the…

The present paper provides exact expressions for the probability distributions of linear functionals of the two-parameter Poisson--Dirichlet process $\operatorname {PD}(\alpha,\theta)$. We obtain distributional results yielding exact forms…

We consider time-changed diffusions driven by generators with discontinuous coefficients. The PDE's connections are investigated and in particular some results on the asymptotic analysis according to the behaviour of the coefficients are…

In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…

We study asymptotic properties of diffusion and other transport processes (including self-avoiding walks and electrical conduction) on large randomly branched polymers using renormalized dynamical field theory. We focus on the swollen phase…