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In this paper we study the weak convergence of self-normalized partial sum processes in the Skorokhod M1 topology for sequences of random variables which exhibit clustering of large values of the same sign. We show that for stationary…

Probability · Mathematics 2024-07-17 Christis Katsouris

Prokhorov's Theorem in probability theory states that a family $\Gamma$ of probability measures on a Polish space is tight if and only if every sequence in $\Gamma$ has a weakly convergent subsequence. Due to the highly non-constructive…

Logic · Mathematics 2025-07-16 Diego A. Rojas

This article is devoted to the analysis of the weak rates of convergence of schemes introduced by the authors in a recent work, for the temporal discretization of the stochastic Allen-Cahn equation driven by space-time white noise. The…

Numerical Analysis · Mathematics 2018-04-19 Charles-Edouard Bréhier , Ludovic Goudenège

Existence of mass-conserving weak solutions to the coagulation-fragmentation equation is established when the fragmentation mechanism produces an infinite number of fragments after splitting. The coagulation kernel is assumed to increase at…

Analysis of PDEs · Mathematics 2018-04-25 Philippe Laurençot

We develop a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic…

Statistical Mechanics · Physics 2009-11-13 Pierre-Henri Chavanis

Transport of cold atoms in shallow optical lattices is characterized by slow, nonstationary momentum relaxation. We here develop a projector operator method able to derive in this case a generalized Smoluchowski equation for the position…

Statistical Mechanics · Physics 2015-06-17 A. Dechant , E. Lutz

Coalescent theory is the study of random processes where particles may join each other to form clusters as time evolves. These notes provide an introduction to some aspects of the mathematics of coalescent processes and their applications…

Probability · Mathematics 2009-09-23 Nathanael Berestycki

In this paper, we study functional type weak approximation of weak solutions of stochastic functional differential equations by means of the Euler--Maruyama scheme. Under mild assumptions on the coefficients, we provide a quantitative error…

Probability · Mathematics 2024-12-25 Yushi Hamaguchi , Dai Taguchi

Variational weak-coupling perturbation theory yields converging approximations, uniformly in the coupling strength. This allows us to calculate directly the coefficients of `strong-coupling' expansions. For the anharmonic oscillator we…

Quantum Physics · Physics 2016-09-08 Wolfhard Janke , Hagen Kleinert

The general model of coagulation is considered. For basic classes of unbounded coagulation kernels the central limit theorem (CLT) is obtained for the fluctuations around the dynamic law of large numbers (LLN). A rather precise rate of…

Probability · Mathematics 2022-05-03 Vassili Kolokoltsov

We further investigate the weak topology generated by the irreducible unitary representations of a group $G$. A deep result due to Ernest \cite{Ernest1971} and Hughes \cite{Hughes1973} asserts that every weakly compact subset of a locally…

General Topology · Mathematics 2021-03-25 María V. Ferrer , Salvador Hernández

We present a general formalism able to derive the kinetic equations of polymer dynamics. It is based on the application of nonequilibrium thermodynamics to analyze the irreversible processes taking place in the conformational space of the…

Soft Condensed Matter · Physics 2009-11-07 J. M. Rubi , A. Perez-Madrid

Uniqueness of mass-conserving self-similar solutions to Smoluchowski's coagulation equation is shown when the coagulation kernel $K$ is given by $K(x,x\_*)=2(x x\_*)^{-\alpha}$, $(x,x\_*)\in (0,\infty)^2$, for some $\alpha>0$.

Analysis of PDEs · Mathematics 2018-04-18 Philippe Laurençot

Galaxy clusters exhibit a rich morphology during the early and intermediate stages of mass assembly, especially beyond their boundary. A classification scheme based on shapefinders deduced from the Minkowski functionals is examined to fully…

Cosmology and Nongalactic Astrophysics · Physics 2021-02-10 C. Schimd , M. Sereno

We discuss applications of a recently developed method for model reduction based on linear response theory of weakly coupled dynamical systems. We apply the weak coupling method to simple stochastic differential equations with slow and fast…

Statistical Mechanics · Physics 2016-12-21 Jeroen Wouters , Stamen I. Dolaptchiev , Valerio Lucarini , Ulrich Achatz

We study a regularized version of the Landau equation, which was recently introduced in~\cite{CHWW20} to numerically approximate the Landau equation with good accuracy at reasonable computational cost. We develop the existence and…

Analysis of PDEs · Mathematics 2022-11-15 José A. Carrillo , Matias G. Delgadino , Jeremy S. H. Wu

We consider the problem of gelation in the cluster coagulation model introduced by Norris [\textit{Comm. Math. Phys.}, 209(2):407-435 (2000)], where pairs of clusters of types $(x,y)$ taking values in a measure space $E$, merge to form a…

Probability · Mathematics 2025-08-08 Luisa Andreis , Tejas Iyer , Elena Magnanini

The steady state of the model of cluster aggregation with deposition is characterized by a constant flux of mass directed from small masses towards large masses. It can therefore be studied using phenomenological theories of turbulence,…

Statistical Mechanics · Physics 2009-11-10 Colm Connaughton , R. Rajesh , Oleg Zaboronski

The weak lensing surveys have the potential to probe directly the clustering statistics of dark matter in the universe. Recent studies have shown that it is possible to predict analytically the whole probability distribution function (pdf)…

Astrophysics · Physics 2009-11-07 Dipak Munshi

We revise and extend the stochastic approach to cumulative weak lensing (hereafter the sGL method) first introduced in Ref. [1]. Here we include a realistic halo mass function and density profiles to model the distribution of mass between…

Cosmology and Nongalactic Astrophysics · Physics 2011-01-19 Kimmo Kainulainen , Valerio Marra