Related papers: Transition functions of diffusion processes with t…
We consider an infinite dimensional diffusion on $T^{\mathbb Z^d}$, where $T$ is the circle, defined by an infinitesimal generator of the form $L=\sum_{i\in\mathbb Z^d}\left(\frac{a_i(\eta)}{2}\partial^2_i +b_i(\eta)\partial_i\right)$, with…
We analyze the effect of temperature on the yielding transition of amorphous solids using different coarse-grained model approaches. On one hand we use an elasto-plastic model, with temperature introduced in the form of an Arrhenius…
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…
This paper is a natural continuation of \cite{Kr_20_2} and \cite{Kr_21_1} where strong Markov processes are constructed in time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in…
We point out that a proper use of the Hoeffding--ANOVA decomposition for symmetric statistics of finite urn sequences, previously introduced by the author, yields a decomposition of the space of square-integrable functionals of a…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
Let $(\{X_i(t)\}_{i\in \mathbb{Z}^d})_{t\geq 0}$ be the system of interacting diffusions on $[0,\infty)$ defined by the following collection of coupled stochastic differential equations: \begin{eqnarray}dX_i(t)=\sum\limits_{j\in…
Consider a diffusion process corresponding to the operator $L=\frac12a\frac{d^2}{dx^2}+b\frac d{dx}$ and which is transient to $+\infty$. For $c>0$, we give an explicit criterion in terms of the coefficients $a$ and $b$ which determines…
We investigate the existence and uniqueness of strong solutions up to an explosion time for regime-switching diffusion processes in an infinite state space. Instead of concrete conditions on coefficients, our existence and uniqueness result…
A well-known conjecture of De Giorgi -- motivated by analogy with the Bernstein problem for minimal surfaces -- asserts the rigidity of monotone solutions to the Allen--Cahn equation in $\mathbb{R}^{d+1}$, with $d\leq 7$. We establish close…
We present a theory of vortex liquid-to-solid transition in homogeneous quasi 2D superconductors. The free energy is written as a functional l of density of zeroes of the fluctuating order parameter. The transition is weakly first-order and…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess…
It is shown by constructing Rohlins canonical measures that for a strictly stationary, d-dimensional vector-valued process X there exists another strictly stationary d-dimensional process U with uniform one-dimensional marginals and with…
When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…
We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…
The evolution of the allelic proportion $x$ of a biallelic locus subject to the forces of mutation and drift is investigated in a diffusion model, assuming small scaled mutation rates. The overall scaled mutation rate is parametrized with…
We study the transport property of diffusion in a finite translationally invariant quantum subsystem described by a tight-binding Hamiltonian with a single energy band and interacting with its environment by a coupling in terms of…
We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…
We prove the consistency of an adaptive importance sampling strategy based on biasing the potential energy function $V$ of a diffusion process $dX_t^0=-\nabla V(X_t^0)dt+dW_t$; for the sake of simplicity, periodic boundary conditions are…