Related papers: A Functional Central Limit Theorem for the Becker-…
Critical fluctuations in fluids and fluid mixtures yield a nonanalytic asymptotic Ising-like critical thermodynamic behavior in terms of power laws with universal exponents. In polymer solutions, the amplitudes of these power laws depend on…
Bessel processes $(X_{t,k})_{t\ge0}$ in $N$ dimensions are classified via associated root systems and multiplicity constants $k\ge0$. They describe interacting Calogero-Moser-Suther\-land particle systems with $N$ particles and are related…
We obtain exact expressions for the two-time autocorrelation and response functions of the $d$-dimensional linear Glauber model. Although this linear model does not obey detailed balance in dimensions $d\geq 2$, we show that the usual form…
The large scale fluctuations of the ordered state in active matter systems are usually characterised by studying the "giant number fluctuations" of particles in any finite volume, as compared to the expectations from the central limit…
We introduce a novel numerical scheme for solving the Fokker-Planck equation of discretized Dean-Kawasaki models with a functional tensor network ansatz. The Dean-Kawasaki model describes density fluctuations of interacting particle…
We develop an ab initio approach to describe the statistical behavior of finite-size fluctuations in the deterministic Kuramoto-Sakaguchi model. We obtain explicit expressions for the covariance function of fluctuations of the complex order…
We study global fluctuations for singular values of $M$-fold products of several right-unitarily invariant $N \times N$ random matrix ensembles. As $N \to \infty$, we show the fluctuations of their height functions converge to an explicit…
We consider the FENE dumbbell polymer model which is the coupling of the incompressible Navier-Stokes equations with the corresponding Fokker-Planck-Smoluchowski di ffusion equation. We show global well-posedness in the case of a 2D bounded…
Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are…
We introduce and analyse a variant of the Becker-D{\"o}ring equations that models the growth of clusters through the gain or loss of monomers. Motivated by enzymatic reactions in biology, this model incorporates irreversible fragmentation…
We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…
Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic process with arbitrary finitely regular paths. These results are…
We consider the discrete directed polymer model with i.i.d. environment and we study the fluctuations of the tail $n^{(d-2)/4}(W_\infty - W_n)$ of the normalized partition function. It was proven by Comets and Liu, that for sufficiently…
There has been a great deal of recent interest in learning and approximation of functions that can be expressed as expectations of a given nonlinearity with respect to its random internal parameters. Examples of such representations include…
The stochastic optimal control of many agents is an important problem in various fields. We investigate the problem of partial observations, where the state of each agent is not fully observed and the control must be decided based on noisy…
We consider the hard-edge scaling of the Mittag-Leffler ensemble confined to a fixed disk inside the droplet. Our primary emphasis is on fluctuations of rotationally-invariant additive statistics that depend on the radius and thus give rise…
In this paper, we study eigenvalue fluctuations of the finite volume Anderson model in the mesoscopic scale. We carry out this study in a regime of exponential localization and prove a central limit theorem for the eigenvalue counting…
We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…
The time evolution of complex systems usually can be described through stochastic processes. These processes are measured at finite resolution, what necessarily reduces them to finite sequences of real numbers. In order to relate these data…
We study the fluctuations of a stochastic epidemic model with memory of the last infections, varying infectivity, and waning immunity, as introduced in Guerin and Zotsa-Ngoufack:arXiv preprint arXiv:2505.00601. The dynamics of the epidemic…