Related papers: Transition Density of an Infinite-dimensional diff…
In two space dimensions, the percolation point of the pure-site clusters of the Ising model coincides with the critical point T_c of the thermal transition and the percolation exponents belong to a special universality class. By introducing…
We consider a time inhomogeneous Cox-Ingersoll-Ross diffusion with positive jumps. We exploit a branching property to prove existence of a unique strong solution under a restrictive condition on the jump measure. We give Laplace transforms…
We show that a slight modification of a theorem of Ruzmaikina and Aizenman on competing particle systems on the real line leads to a characterization of Poisson-Dirichlet distributions $PD(a,0)$. Precisely, let $s$ be a proper random…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…
Consider the initial-boundary value problem for the 2-speed Carleman model of the Boltzmann equation of the kinetic theory of gases set in some bounded interval with boundary conditions prescribing the density of particles entering the…
A one-dimensional reaction-diffusion model consisting of two species of particles and vacancies on a ring is introduced. The number of particles in one species is conserved while in the other species it can fluctuate because of creation and…
We derive the asymptotic behavior of the transition probability density of the Bessel-like diffusions for "dimension" $\rho = 0$.
We consider a real-valued diffusion process with a linear jump term driven by a Poisson point process and we assume that the jump amplitudes have a centered density with finite moments. We show upper and lower estimates for the density of…
Exploiting the recently derived quantum Smoluchowski equation the classical Ivanchenko Zil'berman theory for overdamped diffusive phase motion of low capacitance Josephson junctions is extended to the low temperature quantum domain where…
We numerically investigate hyperuniformity in two-dimensional frictionless jammed packings of bidisperse systems. Hyperuniformity is characterized by the suppression of density fluctuations at large length scales, and the structure factor…
We study the ionic distribution near a charged surface. A new method for performing Monte Carlo simulations in this geometry is discussed. A theory is then presented that allows us to accurately reproduce the density profiles obtained in…
We establish the sharpness of the percolation phase transition for a class of infinite-range weighted random connection models. The vertex set is given by a marked Poisson point process on $\mathbb{R}^d$ with intensity $\lambda>0$, where…
The telegraph process models a random motion with finite velocity and it is usually proposed as an alternative to diffusion models. The process describes the position of a particle moving on the real line, alternatively with constant…
Let $K_n$ denote the number of types of a sample of size $n$ taken from an exchangeable coalescent process ($\Xi$-coalescent) with mutation. A distributional recursion for the sequence $(K_n)_{n\in{\mathbb N}}$ is derived. If the coalescent…
Kingman's model describes the evolution of a one-locus haploid population of infinite size and discrete generations under the competition of selection and mutation. A random generalisation has been made in a previous paper which assumes all…
We study the empirical process arising from a multi-dimensional diffusion process with periodic drift and diffusivity. The smoothing properties of the generator of the diffusion are exploited to prove the Donsker property for certain…
Phase transitions in 1/4-filled quasi-one-dimensional molecular conductors are studied theoretically on the basis of extended Hubbard chains including electron-lattice interactions coupled by interchain Coulomb repulsion. We apply the…
Using extensive Monte Carlo simulations, we test the hypothesis that the density of corresponding topological defects has an universal value at the temperature of a continuous phase transition. We consider several simple two-dimensional…
The explosive percolation problem on the complete graph is investigated via extensive numerical simulations. We obtain the cluster-size distribution at the moment when the cluster size heterogeneity becomes maximum. The distribution is…
The behavior of the self diffusion constant of Langevin particles interacting via a pairwise interaction is considered. The diffusion constant is calculated approximately within a perturbation theory in the potential strength about the bare…