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We prove functional limits theorems for the occupation time process of a system of particles moving independently in $R^d$ according to a symmetric $\alpha$-stable L\'evy process, and starting off from an inhomogeneous Poisson point measure…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

We consider a simple random walk on $\mathbb{Z}^d$ started at the origin and stopped on its first exit time from $(-L,L)^d \cap \mathbb{Z}^d$. Write $L$ in the form $L = m N$ with $m = m(N)$ and $N$ an integer going to infinity in such a…

Probability · Mathematics 2023-04-27 Antal A. Járai , Minwei Sun

The limit of small entropy production is reached in relaxing systems long after preparation, and in stationary driven systems in the limit of small driving power. Surprisingly, for extended systems this limit is not in general the…

Condensed Matter · Physics 2009-10-31 Leticia F. Cugliandolo , Jorge Kurchan

We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…

Probability · Mathematics 2026-04-14 Mustazee Rahman

We study the periodic Lorentz gas in the Boltzmann-Grad limit, whose convergence was rigorously established in the seminal work of Marklof-Str\"ombergsson. Extending the two dimensional results of Boca-Zaharescu to higher dimensions, we…

Probability · Mathematics 2025-07-22 Songzi Li

Standard dynamical systems theory is centred around the coordinate-invariant asymptotic-time properties of autonomous systems. We identify three limitations of this approach. Firstly, we discuss how the traditional approach cannot take into…

Adaptation and Self-Organizing Systems · Physics 2018-10-10 Julian Newman , Maxime Lucas , Aneta Stefanovska

We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…

Probability · Mathematics 2024-10-16 Carla Crucianelli , Ludovic Tangpi

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

We construct a flow of continuous time and discrete state branching processes. Some scaling limit theorems for the flow are proved, which lead to the path-valued branching processes and nonlocal branching superprocesses over the positive…

Probability · Mathematics 2012-04-13 Hui He , Rugang Ma

We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…

Probability · Mathematics 2007-05-23 Majid Hosseini , Krishnamurthi Ravishankar

For a stationary sequence of random variables we derive a self-normalized functional limit theorem under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The convergence takes place in the space of…

Probability · Mathematics 2026-05-12 Danijel Krizmanic

To explain the phenomenon of bifurcation delay, which occurs in planar systems of the form $\dot{x}=\epsilon f(x,z,\epsilon)$, $\dot{z}=g(x,z,\epsilon)z$, where $f(x,0,0)>0$ and $g(x,0,0)$ changes sign at least once on the $x$-axis, we use…

Dynamical Systems · Mathematics 2016-11-09 Ting-Hao Hsu

We study the asymptotic behaviour of a properly normalized time changed Wiener processes. The time change reflects the fact that we consider the Laplace operator (which generates a Wiener process) multiplied by a possibly degenerate…

Probability · Mathematics 2020-05-11 Yuri Kondratiev , Yuliya Mishura , René L. Schilling

An algorithm is constructed to derive a small momentum expansion for two-loop two-point diagrams in all cases where, due to the presence of physical thresholds, there are singularities at zero external momentum. The coefficients of this…

High Energy Physics - Phenomenology · Physics 2009-10-28 F. A. Berends , A. I. Davydychev , V. A. Smirnov , J. B. Tausk

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,…

Probability · Mathematics 2021-02-05 Sebastian Andres , Peter A. Taylor

We consider analytically and numerically head-on collision between two self-propelled drops. Each drop is driven by chemical reactions that produce or consume the concentration isotropically. The isotropic distribution of the concentration…

Fluid Dynamics · Physics 2016-10-07 Shunsuke Yabunaka , Natsuhiko Yoshinaga

We study the fluctuations of self-intersection counts of random geodesic segments of length $t$ on a compact, negatively curved surface in the limit of large $t$. If the initial direction vector of the geodesic is chosen according to the…

Dynamical Systems · Mathematics 2009-09-17 Steven P. Lalley

This paper concerns discrete-time occupancy processes on a finite graph. Our results can be formulated in two theorems, which are stated for vertex processes, but also applied to edge process (e.g., dynamic random graphs). The first theorem…

Probability · Mathematics 2024-10-10 Davide Sclosa , Michel Mandjes , Christian Bick

This paper studies the asymptotic behaviour of the solution of a differential equation perturbed by a fast flow preserving an infinite measure. This question is related with limit theorems for non-stationary Birkhoff integrals. We…

Dynamical Systems · Mathematics 2024-08-07 Maxence Phalempin

This article studies the temporal law of the KPZ fixed point. For the stationary geometry, we find the two-time law, which extends the single time law due to Baik-Rains and Ferrari-Spohn. For the droplet geometry, we find a relatively…

Probability · Mathematics 2025-12-17 Mustazee Rahman