Related papers: Universal cutoff for Dyson Ornstein Uhlenbeck proc…
We study the density fluctuations at equilibrium of the multi-species stirring process, a natural multi-type generalization of the symmetric (partial) exclusion process. In the diffusive scaling limit, the resulting process is a system of…
We revisit the Ornstein-Uhlenbeck (OU) process as the fundamental mathematical description of linear irreversible phenomena, with fluctuations, near an equilibrium. By identifying the underlying circulating dynamics in a stationary process…
The Ornstein-Uhlenbeck process of diffusion in the harmonic potential is re-examined in the context of the first-passage time problem. We investigate this problem to the extent that it has not yet been fully resolved and demonstrate exact…
We consider a continuous-time Ehrenfest model defined over the integers from -N to N, and subject to catastrophes occurring at constant rate. The effect of each catastrophe instantaneously resets the process to state 0. We investigate both…
We study a broad class of high-dimensional mean-field exchange models, encompassing both noisy and singular dynamics, along with their dual processes. This includes a generalized version of the averaging process as well as some…
We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…
We give an explicit representation for the transition law of a tempered stable Ornstein-Uhlenbeck process and use it to develop a rejection sampling algorithm for exact simulation of increments from this process. Our results apply to…
Denoising diffusion probabilistic models (DDPMs) represent a recent advance in generative modelling that has delivered state-of-the-art results across many domains of applications. Despite their success, a rigorous theoretical understanding…
We consider a perturbation of a Hilbert space-valued Ornstein--Uhlenbeck process by a class of singular nonlinear non-autonomous maximal monotone time-dependent drifts. The only further assumption on the drift is that it is bounded on balls…
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
Ornstein-Uhlenbeck process of bounded variation is introduced as a solution of an analogue of the Langevin equation with an integrated telegraph process replacing a Brownian motion. There is an interval $I$ such that the process starting…
A system of N classical particles in a 2D periodic cell interacting via long-range attractive potential is studied. For low energy density $U$ a collapsed phase is identified, while in the high energy limit the particles are homogeneously…
Discoveries of fundamental limits for the rates of physical processes, from the speed of light to the Lieb-Robinson bound for information propagation, often lead to breakthroughs in the our understanding of the underlying physics. Here we…
We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized…
We explore the self-propulsion of an active Ornstein-Uhlenbeck particle with a non-linear velocity dependent friction. Using analytical approach and numerical simulation, we have exactly investigated the dynamical behaviour of the particle…
Generative modeling via stochastic processes has led to remarkable empirical results as well as to recent advances in their theoretical understanding. In principle, both space and time of the processes can be discrete or continuous. In this…
The classical Bakry-\'Emery calculus is extended to study, for degenerated (non-elliptic, non-reversible, or non-diffusive) Markov processes, questions such as hypoellipticity, hypocoercivity, functional inequalities or Wasserstein…
Consider a branching system with particles moving according to an Ornstein-Uhlenbeck process with drift $\mu>0$ and branching according to a law in the domain of attraction of the $(1+\beta)$-stable distribution. The mean of the branching…
Even in a simple stochastic process, the study of the full distribution of time integrated observables can be a difficult task. This is the case of a much-studied process such as the Ornstein-Uhlenbeck process where, recently, anomalous…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…