Related papers: Limit theorems for self-intersecting trajectories …
We consider the asymptotic behavior of the KPZ fixed point $\{\mathsf H(x,t)\}_{x\in\mathbb R, t>0}$ conditioned on $\mathsf H(0,T)=L$ as $L$ goes to infinity. The main result is a conditional limit theorem for the fluctuations of $\mathsf…
We consider the continuous time version of the `true' or `myopic' self-avoiding random walk with site repulsion in 1d. The Ray-Knight-type method which was applied to the discrete time and edge repulsion case, is applicable to this model…
We give the correct condition for existence of the $k$-th derivative of the intersection local time for fractional Brownian motion, which was originally discussed in [Guo, J., Hu, Y., and Xiao, Y., Higher-order derivative of intersection…
In this article we study transformations of Gaussian field by stochastic flow on the plane. A stochastic flow is a solution to the equation with interaction whose coefficients depend on the occupation measure of the field. We consider…
Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The…
The dynamics of a point particle in a periodic array of spherical scatterers converges, in the limit of small scatterer size, to a random flight process, whose paths are piecewise linear curves generated by a Markov process with memory two.…
A paradigm model is suggested for describing the diffusive limit of trajectories of two Lorentz disks moving in a finite horizon periodic configuration of smooth, strictly convex scatterers and interacting with each other via elastic…
We investigate the convergence in distribution of sequential empirical processes of dependent data indexed by a class of functions F. Our technique is suitable for processes that satisfy a multiple mixing condition on a space of functions…
We study cumulants of numbers of $q$-step walks on Erd\"os-R\'enyi-type random graphs of long-range percolation radius model in the limit when the number of vertices $N$, concentration $c$, and the interaction radius $R$ tend to infinity.…
Consider the overdamped limit for a system of interacting particles in the presence of hydrodynamic interactions. For two-body hydrodynamic interactions and one- and two-body potentials, a Smoluchowski-type evolution equation is rigorously…
Let $\{B_{t}\}_{t\geq0}$ be a fractional Brownian motion with Hurst parameter $\frac{2}{3}<H<1$. We prove that the approximation of the derivative of self-intersection local time, defined as \begin{align*} \alpha_{\varepsilon} &=…
We investigate a class of line ensembles whose local structure is described by independent geometric random walk bridges, which have been conditioned to interlace with each other. The latter arise naturally in the context Schur processes,…
We study inhomogeneous random graphs with a finite type space. For a natural generalization of the model as a dynamic network-valued process, the paper establishes the following results: (a) Functional central limit theorems for the…
Oriented loops on an orientable surface are, up to equivalence by free homotopy, in one-to-one correspondence with the conjugacy classes of the surface's fundamental group. These conjugacy classes can be expressed (not uniquely in the case…
We study the variable-length ensemble of self-avoiding walks on the complete graph. We obtain the leading order asymptotics of the mean and variance of the walk length, as the number of vertices goes to infinity. Central limit theorems for…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
Based on discrete observations $X_0,X_{\Delta},\dots, X_{n\Delta}$ for $\Delta=n^{-\gamma}$ with $\gamma\in [0,1)$ of the null-recurrent dynamic $dX_t = \sigma(X_t)dW_t$ with a Brownian motion $W$ and $\sigma(x)=\alpha\mathbb{1}\{x<\rho\} +…
This paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…
We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may be fixed or lim n T = 0, where nh = T and h is a mesh…