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In this paper, we consider Beta$(2-{\alpha},{\alpha})$ (with $1<{\alpha}<2$) and related ${\Lambda}$-coalescents. If $T^{(n)}$ denotes the length of an external branch of the $n$-coalescent, we prove the convergence of…

Probability · Mathematics 2012-01-20 Jean-Stephane Dhersin , Fabian Freund , Arno Siri-Jegousse , Linglong Yuan

We investigate the classical Brownian motion of a particle in a two-dimensional noncommutative (NC) space. Using the standard NC algebra embodied by the sympletic Weyl-Moyal formalism we find that noncommutativity induces a non-vanishing…

High Energy Physics - Theory · Physics 2017-09-12 Willien O. Santos , Guilherme M. A. Almeida , Andre M. C. Souza

A generical formalism for the discussion of Brownian processes with non-constant particle number is developed, based on the observation that the phase space of heat possesses a product structure that can be encoded in a commutative unit…

Mathematical Physics · Physics 2009-11-07 Frederic P. Schuller , Pascal Vogt

To convert standard Brownian motion $Z$ into a positive process, Geometric Brownian motion (GBM) $e^{\beta Z_t}, \beta >0$ is widely used. We generalize this positive process by introducing an asymmetry parameter $ \alpha \geq 0$ which…

Mathematical Finance · Quantitative Finance 2018-09-10 Peter Carr , Zhibai Zhang

We study aggregation driven by a localized source of monomers. The densities become stationary and have algebraic tails far away from the source. We show that in a model with mass-independent reaction rates and diffusion coefficients, the…

Statistical Mechanics · Physics 2015-06-09 P. L. Krapivsky

We prove the convergence of the extremal processes for variable speed branching Brownian motions where the "speed functions", that describe the time-inhomogeneous variance, lie strictly below their concave hull and satisfy a certain weak…

Probability · Mathematics 2015-04-15 Anton Bovier , Lisa Hartung

For a conformal vector field on a closed, real-analytic, Lorentzian manifold we prove that the flow is locally isometric -- that it preserves a metric in the conformal class on a neighborhood of any point -- or the metric is everywhere…

Differential Geometry · Mathematics 2025-11-06 Sorin Dumitrescu , Charles Frances , Karin Melnick , Vincent Pecastaing , Abdelghani Zeghib

This paper is concerned with strong convergence and almost sure convergence for neutral stochastic differential delay equations under non-globally Lipschitz continuous coefficients. Convergence rates of $\theta$-EM schemes are given for…

Probability · Mathematics 2017-01-03 Li Tan , Chenggui Yuan

We study dynamics of $\Lambda(t)$ cosmological models which are a natural generalization of the standard cosmological model (the $\Lambda$CDM model). We consider a class of models: the ones with a prescribed form of…

Cosmology and Nongalactic Astrophysics · Physics 2017-09-29 Marek Szydlowski , Aleksander Stachowski

We provide a thorough examination of the conditions for the existence of back-reaction and an "effective" acceleration (in the context of Buchert's averaging formalism) in regular generic spherically symmetric Lemaitre-Tolman-Bondi (LTB)…

General Relativity and Quantum Cosmology · Physics 2015-05-27 Roberto A Sussman

We introduce a quasi-local integral functional and scalar quasi-local variables to examine a wide class of spherically symmetric inhomogeneous spacetimes that generalize the Lemaitre-Tolman-Bondi (LTB) dust solutions ("LTB" spacetimes). By…

General Relativity and Quantum Cosmology · Physics 2008-09-22 Roberto A Sussman

The paper deals with moduli of continuity for paths of random processes indexed by a general metric space $\Theta$ with values in a general metric space $\mathcal{X}$. Adapting the moment condition on the increments from the classical…

Probability · Mathematics 2023-12-12 Volker Kratschmer , Mikhail Urusov

This paper concerns the almost sure time dependent local extinction behavior for super-coalescing Brownian motion $X$ with $(1+\beta)$-stable branching and Lebesgue initial measure on $\bR$. We first give a representation of $X$ using…

Probability · Mathematics 2012-01-05 Hui He , Zenghu Li , Xiaowen Zhou

We study the modular Hamiltonians of an interval for the massless Dirac fermion on the half-line. The most general boundary conditions ensuring the global energy conservation lead to consider two phases, where either the vector or the axial…

High Energy Physics - Theory · Physics 2021-04-15 Mihail Mintchev , Erik Tonni

We study statistical properties of a one dimensional infinite system of coalescing particles. Each particle moves with constant velocity $\pm v$ towards its closest neighbor and merges with it upon collision. We propose a mean-field theory…

Statistical Mechanics · Physics 2015-06-25 S. Ispolatov , P. L. Krapivsky

Recently, it has been shown that stochastic spatial Lotka-Volterra models when suitably rescaled can converge to a super Brownian motion. We show that the limit process could be a super stable process if the kernel of the underlying motion…

Probability · Mathematics 2009-02-05 Hui He

The (\Xi, A)-Fleming-Viot process with mutation is a probability-measure-valued process whose moment dual is similar to that of the classical Fleming-Viot process except that the Kingman's coalescent is replaced by the \Xi-coalescent, the…

Probability · Mathematics 2012-10-12 Zenghu Li , Huili Liu , Jie Xiong , Xiaowen Zhou

We study the moduli of continuity of functions of bounded variation and of their variation functions. It is easy to see that the modulus of continuity of a function of bounded variation is always smaller or equal to the modulus of…

Classical Analysis and ODEs · Mathematics 2020-01-29 Simon Breneis

We explicitly compute the exit law of a certain hypoelliptic Brownian motion on a solvable Lie group. The underlying random variable can be seen as a multidimensional exponential functional of Brownian motion. As a consequence, we obtain…

Probability · Mathematics 2016-04-28 Reda Chhaibi

In this paper, we study the linear inviscid damping for the linearized $\beta$-plane equation around shear flows. We develop a new method to give the explicit decay rate of the velocity for a class of monotone shear flows. This method is…

Analysis of PDEs · Mathematics 2018-09-11 Dongyi Wei , Zhifei Zhang , Hao Zhu
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