Related papers: The Airy$_2$ process and the 3D Ising model

In the totally asymmetric simple exclusion process (TASEP) two processes arise in the large time limit: the Airy_1 and Airy_2 processes. The Airy_2 process is an universal limit process occurring also in other models: in a stochastic growth…

Usually, in a non-equilibrium setting, a current brings mass from the highest density regions to the lowest density ones. Although rare, the opposite phenomenon (known as "uphill diffusion") has also been observed in multicomponent systems,…

Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…

We suggest a rigorous definition of the pathwise flux across the boundary of a bounded open set for transient finite energy diffusion processes. The expectation of such a flux has the property of depending only on the current velocity $v$,…

We investigate the asymptotic behavior of the free path of a variable density random flight model in an external field as the initial velocity of the particle goes to infinity. The random flight models we study arise naturally as the…

We first show that the Airy$_1$ process is associated using the association property of the solution to the stochastic heat equation and convergence of the KPZ equation to the KPZ fixed point. Then we apply Newman's inequality to establish…

In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…

We study the local asymptotics at the edge for particle systems arising from: (i) eigenvalues of sums of unitarily invariant random Hermitian matrices and (ii) signatures corresponding to decompositions of tensor products of representations…

In this paper, we answer a question posed by Kurt Johansson, to find a PDE for the joint distribution of the Airy Process. The latter is a continuous stationary process, describing the motion of the outermost particle of the Dyson Brownian…

We introduce the pushy random walk, where a walker can push multiple obstacles, thereby penetrating large distances in environments with finite obstacle density. This process provides a minimal model for experimentally observed interactions…

Diffusion models have emerged as powerful generative models in the text-to-image domain. This paper studies their application as observation-to-action models for imitating human behaviour in sequential environments. Human behaviour is…

A review is given on some recent developments in the theory of the Ising model in a random field. This model is a good representation of a large number of impure materials. After a short repetition of earlier arguments, which prove the…

We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…

Let $M$ be a compact connected Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(d x):=e^{V(x)}d x$ is a probability measure, and let $\{\lambda_i\}_{i\ge 1} $ be all non-trivial eigenvalues of $-L$ with Neumann…

Using the fact that the Airy process describes the limiting fluctuations of the Hammersley last-passage percolation model, we prove that it behaves locally like a Brownian motion. Our method is quite straightforward, and it is based on a…

We consider finite and infinite systems of particles on the real line and half-line evolving in continuous time. Hereby, the particles are driven by i.i.d. L\'{e}vy processes endowed with rank-dependent drift and diffusion coefficients. In…

This work deals with first hitting time densities of Ito processes whose local drift can be modeled in terms of a solution to Burgers equation. In particular, we derive the densities of the first time that these processes reach a moving…

We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…

Diffusion models have emerged from various theoretical and methodological perspectives, each offering unique insights into their underlying principles. In this work, we provide an overview of the most prominent approaches, drawing attention…

The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…