Related papers: Transition Density of an Infinite-dimensional diff…
Subcritical transition of an inhomogeneous plasma where turbulences with different characteristic space-time scales coexist is analyzed with methods of statistical physics of turbulences. We derived the development equations of the…
We introduce a new class of nonparametric prior distributions on the space of continuously varying densities, induced by Dirichlet process mixtures which diffuse in time. These select time-indexed random functions without jumps, whose…
The crossing of a continuous phase transition results in the formation of topological defects with a density predicted by the Kibble-Zurek mechanism (KZM). We characterize the spatial distribution of point-like topological defects in the…
We give a lower bound on the diffusion coefficient of a polymer chain in an entanglement network with kinematic disorder, which is obtained from an exact calculation in a modified Rubinstein-Duke lattice gas model with periodic boundary…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…
We study a one-dimensional cross-diffusion system for two interacting populations on the torus, with a fast-diffusion law with exponent $0< \alpha\le 1$ and different external potentials. For arbitrary non-negative $L^{1}$ initial data with…
Bound-bound transitions can occur when localized atomic orbitals are thermally depleted, allowing excitations that would otherwise be forbidden at zero temperature. We predict signatures of bound-bound transitions in x-ray Thomson…
We present new extensions to a method for constructing several families of solvable one-dimensional time-homogeneous diffusions whose transition densities are obtainable in analytically closed-form. Our approach is based on a dual…
The Feller diffusion is studied as the limit of a coalescent point process in which the density of the node height distribution is skewed towards zero. Using a unified approach, a number of recent results pertaining to scaling limits of…
We investigate the dynamics of an overdamped Brownian particle moving in a washboard potential with space dependent friction coefficient. Analytical expressions have been obtained for current and diffusion coefficient. We show that the…
This work focuses on a class of regime-switching jump diffusion processes, which is a two component Markov processes $(X(t),\Lambda(t))$, where $\Lambda(t)$ is a component representing discrete events taking values in a countably infinite…
The Poisson--Dirichlet distribution arises in many different areas. The parameter $\theta$ in the distribution is the scaled mutation rate of a population in the context of population genetics. The limiting case of $\theta$ approaching…
In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…
To a higher Landau Level corresponds a generalization of the Poisson distribution arising from generalized coherent states. In this paper, we write down the atomic decomposition of this probability measure and expressed its weights through…
We provide a class of diffusion processes for continuous time-varying multivariate angular data with explicit transition probability densities, enabling exact likelihood inference. The presented diffusions are time-reversible and can be…
Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent.
Demixing of binary fluids subjected to slow temperature ramps shows repeated waves of nucleation which arise as a consequence of the competition between generation of supersaturation by the temperature ramp and relaxation of supersaturation…
For a finite state Markov process and a finite collection $\{ \Gamma_k, k \in K \}$ of subsets of its state space, let $\tau_k$ be the first time the process visits the set $\Gamma_k$. We derive explicit/recursive formulas for the joint…
We have investigated the dynamics of underdamped Josephson junctions. In addition to the usual crossover between macroscopic quantum tunnelling and thermally activated (TA) behaviour we observe in our samples with relatively small Josephson…