Related papers: A quenched local limit theorem for stochastic flow…
We consider the 3D incompressible Euler equations under the following situation: small-scale vortex blob being stretched by a prescribed large-scale stationary flow. More precisely, we clarify what kind of large-scale stationary flows…
We derive a Gaussian Central Limit Theorem for the sample quantiles based on locally dependent random variables with explicit convergence rate. Our approach is based on converting the problem to a sum of indicator random variables, applying…
In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of these results, we prove sharp quantitative propagation of chaos…
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…
We prove a local variant of Einstein's formula for the effective viscosity of dilute suspensions, that is $\mu^\prime=\mu (1+\frac 5 2\phi+o(\phi))$, where $\phi$ is the volume fraction of the suspended particles. Up to now rigorous…
We establish the consistency of a local time approximation of a diffusion at a sticky threshold based on high-frequency observations. First, we prove the result for sticky Brownian motion, and then extend it to It\^o diffusions with a…
Natural phenomena frequently involve a very large number of interacting molecules moving in confined regions of space. Cellular transport by motor proteins is an example of such collective behavior. We derive a deterministic compartmental…
We perform numerical studies of a thermally driven, overdamped particle in a random quenched force field, known as the Sinai model. We compare the unbounded motion on an infinite 1-dimensional domain to the motion in bounded domains with…
Motivated by a theorem of Barbour, we revisit some of the classical limit theorems in probability from the viewpoint of the Stein method. We setup the framework to bound Wasserstein distances between some distributions on infinite…
We regard the non-relativistic Schrodinger equation as an ensemble mean representation of the stochastic motion of a single particle in a vacuum, subject to an undefined stochastic quantum force. The local mean of the quantum force is found…
We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…
A notion of local $U$-statistic process is introduced and central limit theorems in various norms are obtained for it. This involves the development of several inequalities for $U$-processes that may be useful in other contexts. This local…
We study a continuous-time random walk on $\mathbb{Z}^d$ in an environment of random conductances taking values in $(0,\infty)$. For a static environment, we extend the quenched local limit theorem to the case of a general speed measure,…
Trajectories of an overdamped particle in a highly unstable potential diverge so rapidly, that the variance of position grows much faster than its mean. Description of the dynamics by moments is therefore not informative. Instead, we…
Properties of steady compressible flow for which geometric constraints have been placed on the potential function are derived, under hypotheses on the flow density and the singular set. Some related unconstrained problems are also…
We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…
We prove the analogue for continuous space-time of the quenched LDP derived in Birkner, Greven and den Hollander (2010) for discrete space-time. In particular, we consider a random environment given by Brownian increments, cut into pieces…
In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…
We use a one-dimensional model system to compare the predictions of two different 'yardsticks' to compute the position of a particle from its quantum field theoretical state. Based on the first yardstick (defined by the Newton-Wigner…
This paper is concerned with the inhomogeneous incompressible Euler system. We establish a Duchon--Robert type approximation theorem for the distribution describing the local energy flux of bounded solutions. The velocity field is assumed…