Related papers: An introduction to stochastic processes associated…
We consider a nearly-elastic model system with one degree of freedom. In each collision with the "wall", the system can either lose or gain a small amount of energy due to stochastic perturbation. The weak limit of the corresponding slow…
We introduce a simple zero-range process with constant rates and one fast rate for a particular occupation number, which diverges with the system size. Surprisingly, this minor modification induces a condensation transition in the…
We present a detailed account of the technical aspects of stochastic quantum molecular dynamics, an approach introduced recently by the authors [H. Appel and M. Di Ventra, Phys. Rev. B 80 212303 (2009)] to describe coupled electron-ion…
In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of…
We introduce a Hawkes-like process and study its scaling limit as the system becomes increasingly endogenous. We derive functional limit theorems for intensity and fluctuations. Then, we introduce a high-frequency model for a price of a…
Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation"…
We develop a scale-invariant truncated L\'evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L\'evy stability for the probability density, and hence shows scaling…
We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit…
We consider the theory of stopping bounded processes within the framework of Hudson--Parthasarathy quantum stochastic calculus, for both identity and vacuum adaptedness. This provides significant new insight into Coquio's method of stopping…
We propose a general framework to study last passage times, suprema and drawdowns of a large class of stochastic processes. A central role in our approach is played by processes of class Sigma. After investigating convergence properties and…
We develop a general framework for extracting highly uniform bounds on local stability for stochastic processes in terms of information on fluctuations or crossings. This includes a large class of martingales: As a corollary of our main…
The study of density-dependent stochastic population processes is important from a historical perspective as well as from the perspective of a number of existing and emerging applications today. In more recent applications of these…
This text describes the content of the Takagi lectures given by the author in Kyoto in 2017. The lectures present some aspects of the theory of sharp thresholds for boolean functions and its application to the study of phase transitions in…
The transient behaviour of highly concentrated colloidal liquids and dynamically arrested states (glasses) under time-dependent shear is reviewed. This includes both theoretical and experimental studies and comprises the macroscopic…
In this paper, we investigate how stochastic reaction processes are affected by external perturbations. We describe an extension of the deterministic metabolic control analysis (MCA) to the stochastic regime. We introduce stochastic…
These are lecture notes for a simple minicourse approaching the satistical properties of a dynamical system by the study of the associated transfer operator (considered on a suitable functions or measures spaces). The following questions…
This is an English translation of the manuscript which appeared in Surikaiseki Kenkyusho Kokyuroku No. 1055 (1998). The asymptotic efficiency of statistical estimate of unknown quantum states is discussed, both in adaptive and collective…
This is a thesis submitted for the cand.scient. degree at the University of Oslo. It is meant to give a thorough presentation of two methods for deriving tensionless limits of strings, and the analogue in other models. Also, the…
A powerful time series analysis modeling technique is presented to describe cycle-to-cycle variability in memristors. These devices show variability linked to the inherent stochasticity of device operation and it needs to be accurately…
Large ensembles of stochastically evolving interacting particles describe phenomena in diverse fields including statistical physics, neuroscience, biology, and engineering. In such systems, the infinitesimal evolution of each particle…