Related papers: Limit theorems for self-intersecting trajectories …

In this paper, we prove a limit set intersection theorem in relatively hyperbolic groups. Our approach is based on a study of dynamical quasiconvexity of relatively quasiconvex subgroups. Using dynamical quasiconvexity, many well-known…

We consider independent long-range percolation models on locally finite vertex-transitive graphs. Using coupling ideas we prove strict monotonicity of the critical points with respect to local perturbations in the connection function,…

Interacting particle systems can often be constructed from a graphical representation, by applying local maps at the times of associated Poisson processes. This leads to a natural coupling of systems started in different initial states. We…

Traffic flow is a very prominent example of a driven non-equilibrium system. A characteristic phenomenon of traffic dynamics is the spontaneous and abrupt drop of the average velocity on a stretch of road leading to congestion. Such a…

We introduce a family of lattice-gas models of flocking, whose thermodynamically consistent dynamics admits a proper equilibrium limit at vanishing self-propulsion. These models are amenable to an exact coarse-graining which allows us to…

We establish strong mixing for the $\mathbb Z^d$-periodic, infinite horizon, Lorentz gas flow for continuous observables with compact support. The essential feature of this natural class of observables is that their support may contain…

Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…

We establish asymptotic diffusion limits of the non-classical transport equation derived in [E. W. Larsen, A generalized Boltzmann equation for non-classical particle transport, Joint international topical meeting on mathematics &…

Based on fluid-dynamic and many-particle (car-following) simulations of traffic flows in (urban) networks, we study the problem of coordinating incompatible traffic flows at intersections. Inspired by the observation of self-organized…

We prove functional limit theorems for dynamical systems in the presence of clusters of large values which, when summed and suitably normalised, get collapsed in a jump of the limiting process observed at the same time point. To keep track…

This paper extends previous work by the authors. We consider the local time process of a strong Markov process, add negative drift, and reflect it \`a la Skorokhod. The resulting process is used to model a fluid queue. We derive an…

The local (central) limit theorem precisely describes the behavior of iterated convolution powers of a probability distribution on the $d$-dimensional integer lattice, $\mathbb{Z}^d$. Under certain mild assumptions on the distribution, the…

Let $\xi_i$, $i\in \mathbb {N}$, be independent copies of a L\'{e}vy process $\{\xi(t),t\geq0\}$. Motivated by the results obtained previously in the context of the random energy model, we prove functional limit theorems for the process…

We consider a linear transport equation on the edges of a network with time-varying coefficients. Using methods for non-autonomous abstract Cauchy problems, we obtain well-posedness of the problem and describe the asymptotic profile of the…

In this article, we prove a new functional limit theorem for the partial sum sequence $S_{[nt]}=\sum_{i=1}^{[nt]}X_i$ corresponding to a linear sequence of the form $X_i=\sum_{j \in \bZ}c_j \xi_{i-j}$ with i.i.d. innovations $(\xi_i)_{i \in…

We study a lattice model describing the non-equilibrium dynamics emerging from the pulling of a tracer particle through a disordered medium occupied by randomly placed obstacles. The model is considered in a restricted geometry pertinent…

We investigate the random flight process that arises as the Boltzmann-Grad limit of a random scatterer Lorentz gas with variable scatterer density in a gravitational field. For power function densities we show how the parameters of the…

Motivated by a recent work of Benoist and Quint and extending results from the PhD thesis of the third author, we obtain limit theorems for products of independent and identically distributed elements of GLd (R), such as the…

Let $\{B_t,t\geq0\}$ be a d-dimensional Brownian motion. We prove that the approximation of the higher derivative of renormalized self-intersection local time $$…

We propose random walks on suitably defined graphs as a framework for finescale modeling of particle motion in an obstructed environment where the particle may have interactions with the obstructions and the mean path length of the particle…