Related papers: Limit theorems for self-intersecting trajectories …
The article considers systems of interacting particles on networks with adaptively coupled dynamics. Such processes appear frequently in natural processes and applications. Relying on the notion of graph convergence, we prove that for large…
Connections between microscopic follow-the-leader and macroscopic fluid-dynamics traffic flow models are already well understood in the case of vehicles moving on a single road. Analogous connections in the case of road networks are instead…
In the investigation of limits of Markov chains, the presence of states which become instantaneous states in the limit may prevent the convergence of the chain in the Skorohod topology. We present in this article a weaker topology adapted…
The paper is devoted to an invariance principle for Kemperman's model of oscillating random walk on $\mathbb{Z}$. This result appears as an extension of the invariance principal theorem for classical random walks on $\mathbb{Z}$ or…
We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the…
We give a general existence result for interacting particle systems with local interactions and bounded jump rates but noncompact state space at each site. We allow for jump events at a site that affect the state of its neighbours. We give…
We consider limit sets of some conformal iterated function systems, and introduce classes of subsets of the limit set, with the property that the classes are closed under countable intersections and all sets in the classes have large…
We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by $\sigma B_t$ for a constant $\sigma$. The first part of this work consists in showing that the rate of convergence (of the…
We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…
We introduce a cycle-expansion (fully deterministic) technique to compute the asymptotic behavior of arbitrary order transport moments. The theory is applied to different kinds of one-dimensional intermittent maps, and Lorentz gas with…
This work is devoted to study of a class of elliptic singular perturbed systems and their singular limit to a phase segregating system. We prove existence and uniqueness and study the asymptotic behaviour with convergence to a limiting…
We consider self-avoiding walk on finite graphs with large girth. We study a few aspects of the model originally considered by Lawler, Schramm and Werner on finite balls in Z^d. The expected length of a random self avoiding path is…
We study the asymptotic behavior for large $N$ of the disconnection time $T_N$ of a simple random walk on the discrete cylinder $(\mathbb{Z}/N\mathbb{Z})^d\times\mathbb{Z}$, when $d\ge2$. We explore its connection with the model of random…
We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time. Such processes are constructed as limits of a sequence of…
We study the asymptotic behaviour of additive functionals of random walks in random scenery. We establish bounds for the moments of the local time of the Kesten and Spitzer process.These bounds combined with a previous moment convergence…
This article considers multivariate linear processes whose components are either short- or long-range dependent. The functional central limit theorems for the sample mean and the sample autocovariances for these processes are investigated,…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
We consider interacting particle systems with unbounded interaction range on general countably infinite graphs $S$ and prove explicit non-asymptotic error bounds for approximations of the infinite-volume dynamics by systems of finitely many…
In analogy to gas-dynamical detonation waves, which consist of a shock with an attached exothermic reaction zone, we consider herein nonlinear traveling wave solutions, termed "jamitons," to the hyperbolic ("inviscid") continuum traffic…
We study intersection properties of two or more independent tree-like random graphs. Our setting encompasses critical, possibly long range, Bernoulli percolation clusters, incipient infinite clusters, as well as critical branching random…