Related papers: The critical one-dimensional multi-particle DLA
We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…
Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…
We study a random circuit model of constrained fracton dynamics, in which particles on a one-dimensional lattice undergo random local motion subject to both charge and dipole moment conservation. The configuration space of this system…
In this paper, we address high-dimensional parametric estimation of the drift function in diffusion models, specifically focusing on a $d$-dimensional ergodic diffusion process observed at discrete time points. We consider both a general…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
Consider a one dimensional critical branching L\'{e}vy process $((Z_t)_{t\geq 0}, \mathbb {P}_x)$. Assume that the offspring distribution either has finite second moment or belongs to the domain of attraction to some $\alpha$-stable…
The statistical behavior of the size (or mass) of the largest cluster in subcritical percolation on a finite lattice of size $N$ is investigated (below the upper critical dimension, presumably $d_c=6$). It is argued that as $N \to \infty$…
We consider a one-dimensional stationary time series of fixed duration $T$. We investigate the time $t_{\rm m}$ at which the process reaches the global maximum within the time interval $[0,T]$. By using a path-decomposition technique, we…
For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is…
In this paper, we consider a non-homogeneous discrete-time Markov chain which can be seen as a toy model for the growth of the arms of the DLA (Diffusion limited aggregation) process in a sub-linear wedge. It is conjectured that in a thin…
In the present paper we propose a new stochastic diffusion process with drift proportional to the Weibull density function defined as X $\epsilon$ = x, dX t = $\gamma$ t (1 - t $\gamma$+1) - t $\gamma$ X t dt + $\sigma$X t dB t , t…
We consider a one-dimensional diffusion process $(X_t)$ which is observed at $n+1$ discrete times with regular sampling interval $\Delta$. Assuming that $(X_t)$ is strictly stationary, we propose nonparametric estimators of the drift and…
We establish an explicit rate of convergence for some systems of mean-field interacting diffusions with logistic binary branching towards the solutions of nonlinear evolution equations with non-local self-diffusion and logistic mass growth,…
The present work is devoted to the study of the large time behaviour of a critical Brownian diffusion in two dimensions, whose drift is divergence-free, ergodic and given by the curl of the 2-dimensional Gaussian Free Field. We prove the…
We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…
We repeat the numerical experiments for diffusion limited aggregation (DLA) and show that there is a potentially infinite set of conserved quantities for the long time asymptotics. We connect these observations with the exact integrability…
We study the scaling limits of three different aggregation models on the integer lattice Z^d: internal DLA, in which particles perform random walks until reaching an unoccupied site; the rotor-router model, in which particles perform…
Random sequential adsorption (RSA) models have been studied due to their relevance to deposition processes on surfaces. The depositing particles are represented by hard-core extended objects; they are not allowed to overlap. Numerical Monte…
Assume that $N_m(x)$ denotes the density of the population at a point $x$ at the beginning of the reproductive season in the $m$th year. We study the following impulsive reaction-diffusion model for any $m\in \mathbb Z^+$…