Related papers: The Airy$_2$ process and the 3D Ising model
Let $\aip(t)$ be the Airy$_2$ process. We show that the random variable [\sup_{t\leq\alpha}\{aip(t)-t^2}+\min{0,\alpha}^2] has the same distribution as the one-point marginal of the Airy$_{2\to1}$ process at time $\alpha$. These marginals…
We consider several aspects of the scaling limit of percolation on random planar triangulations, both finite and infinite. The equivalents for random maps of Cardy's formula for the limit under scaling of various crossing probabilities are…
Diffusion processes have been widely used for approximations in the queueing theory. There are different types of diffusion approximations. Among them, we are interested in those obtained through limits of a sequence of models which…
The Ising model with ferromagnetic interactions that decay as $1/r^\alpha$ is analyzed in the non-extensive regime $0\leq\alpha\leq d$, where the thermodynamic limit is not defined. In order to study the asymptotic properties of the model…
We consider the filtering and smoothing problems for an infinite-dimensional diffusion process X, observed through a finite-dimensional representation at discrete points in time. At the heart of our proposed methodology lies the…
The rigorous asymptotics from reaction-cross-diffusion systems for three species with known entropy to cross-diffusion systems for two variables is investigated. The equations are studied in a bounded domain with no-flux boundary…
We study a two-dimensional diffusive motion of a tracer particle in restricted, crowded anisotropic geometries. The underlying medium is the same as in our previous work [J. Chem. Phys. 140, 044706 (2014)] in which standard, gaussian…
In this review, we show our results with new interpretation on the critical exponents of thin films obtained by high-performance multi-histogram Monte Carlo simulations. The film thickness $N_z$ consists of a few layers up to a dozen of…
We investigate the extremal process of four-dimensional membrane models as the size of the lattice $N$ tends to infinity. We prove the cluster-like geometry of the extreme points and the existence as well as the uniqueness of the extremal…
Diffusion models have been successfully adapted to text generation tasks by mapping the discrete text into the continuous space. However, there exist nonnegligible gaps between training and inference, owing to the absence of the forward…
We consider long-range percolation, Ising model, and self-avoiding walk on $\mathbb{Z}^d$, with couplings decaying like $|x|^{-(d+\alpha)}$ where $0 < \alpha \le 2$, above the upper critical dimensions. In the spread-out setting where the…
On the basis of a previous theoretical approach to the plastic flow of highly refined materials, a physical explanation for diffusion bonding is essayed, which yields closed--form equations relating the bonding progress with time,…
We consider a diffusion process with coefficients that are periodic outside of an 'interface region' of finite thickness. The question investigated in the articles [1,2] is the limiting long time / large scale behaviour of such a process…
For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…
Diffusion is an ubiquitous phenomenon. It is a widespread belief that as long as the area under a current autocorrelation function converges in time, the corresponding spatiotemporal density dynamics should be diffusive. This may be viewed…
We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…
We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes…
The generally held view that a model of large-scale structure, formed by collisionless matter in the Universe, can be based on the matter model ``dust'' fails in the presence of multi-stream flow, i.e., velocity dispersion. We argue that…
In a celebrated paper, Dyson shows that the spectrum of an n\times n random Hermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n noncolliding Brownian motions held together by a drift term. The universal edge…
In this paper, we present an approach to characterising self-similar fast-reaction limits of systems with nonlinear diffusion. For appropriate initial data, in the fast-reaction limit as k tends to infinithy,spatial segregation results in…