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Multivariate Bessel processes are classified via associated root systems and positive multiplicity constants. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type. Recently, Andraus, Katori, and…

Probability · Mathematics 2020-09-30 Michael Voit

A stochastic PDE, describing mesoscopic fluctuations in systems of weakly interacting inertial particles of finite volume, is proposed and analysed in any finite dimension $d\in\mathbb{N}$. It is a regularised and inertial version of the…

Analysis of PDEs · Mathematics 2021-02-10 Federico Cornalba , Tony Shardlow , Johannes Zimmer

We prove the Central Limit Theorem for the Euler-Poincar\'e characteristic of Berry's random wave model in a growing domain. We also show Gaussian fluctuations for a class of Berry's mixture models that correspond to a perturbation of the…

Probability · Mathematics 2024-06-05 Elena Di Bernardino , Radomyra Shevchenko , Anna Paola Todino

We develop theory for fluctuations in atom number and spin within finite-sized cells of a spinor Bose-Einstein condensate. This theory provides a model of measurements that can be performed in current experiments using finite resolution in…

Quantum Gases · Physics 2014-11-20 L. M. Symes , D. Baillie , P. B. Blakie

In this article, we study fluctuations of the volume of a stable sausage defined via a $d$-dimensional rotationally invariant $\alpha$-stable process. As the main results, we establish a functional central limit theorem (in the case when…

Probability · Mathematics 2020-12-15 Wojciech Cygan , Nikola Sandrić , Stjepan Šebek

We investigate the global fluctuations of solutions to elliptic equations with random coefficients in the discrete setting. In dimension $d\geq 3$ and for i.i.d.\ coefficients, we show that after a suitable scaling, these fluctuations…

Probability · Mathematics 2015-12-04 Yu Gu , Jean-Christophe Mourrat

In this paper we consider a dynamic Erd\H{o}s-R\'{e}nyi random graph with independent identically distributed edge processes. Our aim is to describe the joint evolution of the entries of a subgraph count vector. The main result of this…

Probability · Mathematics 2025-12-01 Rajat Subhra Hazra , Nikolai Kriukov , Michel Mandjes

We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized…

Probability · Mathematics 2024-12-31 Zhenfu Wang , Xianliang Zhao , Rongchan Zhu

This paper investigates an initial-Neumann boundary value problem for a Keller--Segel system with parabolic-parabolic-ODE coupling. The model incorporates a signal-dependent, non-increasing motility function that, through indirect signal…

Analysis of PDEs · Mathematics 2026-04-13 Yujiao Sun , Jie Jiang

We analyze Ising/Curie-Weiss models on the Erd\H{o}s-R\'enyi graph with $N$ vertices and edge probability $p=p(N)$ that were introduced by Bovier and Gayrard [J.\ Statist.\ Phys., 72(3-4):643--664, 1993] and investigated in two previous…

Probability · Mathematics 2020-02-27 Zakhar Kabluchko , Matthias Löwe , Kristina Schubert

We find limit shapes for a family of multiplicative measures on the set of partitions, induced by exponential generating functions with expansive parameters, $a_k\sim Ck^{p-1}, k\to\infty, p>0$,where $C$ is a positive constant. The measures…

Probability · Mathematics 2007-06-19 Michael Erlihson , Boris Granovsky

Two finite element approximations of the Oldroyd-B model for dilute polymeric fluids are considered, in bounded 2- and 3-dimensional domains, under no flow boundary conditions. The pressure and the symmetric conformation tensor are…

Numerical Analysis · Mathematics 2018-05-29 John W. Barrett , Sebastien Boyaval

In these lecture notes, we review recent progress in the study of the stochastic heat equation and its discrete analogue, the directed polymer model, in spatial dimension 2. It was discovered that a phase transition emerges on an…

Probability · Mathematics 2026-05-27 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…

Probability · Mathematics 2017-01-11 Vincent Bansaye

The log-partition function $ \log W_N(\beta)$ of the two-dimensional directed polymer in random environment is known to converge in distribution to a normal distribution when considering temperature in the subcritical regime…

Probability · Mathematics 2025-09-03 Clément Cosco , Anna Donadini

The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…

Dynamical Systems · Mathematics 2020-12-02 Davor Dragičević , Yeor Hafouta

We study the non-equilibrium stationary fluctuations of a symmetric zero-range process on the discrete interval $\{1, \ldots, N-1\}$ coupled to reservoirs at sites $1$ and $N-1$, which inject and remove particles at rates proportional to…

Probability · Mathematics 2026-01-09 Patrícia Gonçalves , Adriana Neumann , Maria Chiara Ricciuti

We consider the geodesic flow for a rank one non-positive curvature closed manifold. We prove an asymptotic version of the Central Limit Theorem for families of measures constructed from regular closed geodesics converging to the…

Dynamical Systems · Mathematics 2021-08-11 Daniel J. Thompson , Tianyu Wang

We study equilibrium fluctuations for a class of totally asymmetric zero-range type interacting particle systems. As a main result, we show that density fluctuation of our process converges to the stationary energy solution of the…

Probability · Mathematics 2022-01-07 Kohei Hayashi

We prove a Central Limit Theorem for the empirical measure in the one-dimensional Totally Asymmetric Zero-Range Process in the hyperbolic scaling $N$, starting from the equilibrium measure $\nu_{\rho}$. We also show that when taking the…

Probability · Mathematics 2015-05-13 Patricia Goncalves