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Place one active particle at the root of a graph and a Poisson-distributed number of dormant particles at the other vertices. Active particles perform simple random walk. Once the number of visits to a site reaches a random threshold, any…
We study self-similarity in random binary rooted trees. In a well-understood case of Galton-Watson trees, a distribution on a space of trees is said to be self-similar if it is invariant with respect to the operation of pruning, which cuts…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
We study the deterministic diffusion coefficient of the two-dimensional periodic Lorentz gas as a function of the density of scatterers. Results obtained from computer simulations are compared to the analytical approximation of Machta and…
In 1911, J\"uttner proposed the generalization, for a relativistic gas, of the Maxwell-Boltzmann distribution of velocities. Here we want to discuss, among others, J\"uttner probability density function (PDF). Both the velocity space and,…
We show that in any dimension $d\ge1$, the cycle-length process of stationary random stirring (or, random interchange) on the lattice torus converges to the canonical Markovian split-and-merge process with the invariant (and reversible)…
In this paper, we show that the abstract framework developed in Pages & Rey (2017) and inspired by Lamberton & Pages (2002) can be used to build invariant distributions for Brownian diffusion processes using the Milstein scheme and for…
We study the Dyson-Ornstein-Uhlenbeck diffusion process, an evolving gas of interacting particles. Its invariant law is the beta Hermite ensemble of random matrix theory, a non-product log-concave distribution. We explore the convergence to…
We consider stochastic processes with (or without) memory whose evolution is encoded by a finite or infinite rooted tree. The main goal is to compare the entropy rates of a given base process and a second one, to be considered as a…
The fractional diffusion equation is rigorously derived as a scaling limit from a deterministic Rayleigh gas, where particles interact via short range potentials with support of size $\varepsilon$ and the background is distributed in space…
We obtain invariance principles for a wide class of fractionally integrated nonlinear processes. The limiting distributions are shown to be fractional Brownian motions. Under very mild conditions, we extend earlier ones on long memory…
The diffusion of tracer particles immersed in a granular gas under uniform shear flow (USF) is analyzed within the framework of the inelastic Boltzmann equation. Two different but complementary approaches are followed to achieve exact…
In this article, we obtain the rates of convergence for superdiffusion in the Boltzmann-Grad limit of the periodic Lorentz gas, which is one of the fundamental models to study diffusions in deterministic systems. In their seminal work,…
This thesis examines linearly edge-reinforced random walks on infinite trees. In particular, recurrence and transience of such random walks on general (fixed) trees as well as on Galton-Watson trees (i.e. random trees) is characterized, and…
A new presentation of the Borchers-Buchholz result of the Lorentz-invariance of the energy-momentum spectrum in theories with broken Lorentz symmetry is given in terms of properties of the Green's functions of microcausal Bose and…
We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…
We consider a random walk on the support of an ergodic simple point process on R^d, d>1, furnished with independent energy marks. The jump rates of the random walk decay exponentially in the jump length and depend on the energy marks via a…
A new presentation of the Borchers-Buchholz result of the Lorentz-invariance of the energy-momentum spectrum in theories with broken Lorentz symmetry is given in terms of properties of the Green's functions of microcausal Bose and…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…
Considering a critical branching random walk on the real line. In a recent paper, Aidekon [3] developed a powerful method to obtain the convergence in law of its minimum after a log-factor normalization. By an adaptation of this method, we…