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This article deals with the limit distribution for a stochastic differential equation driven by a non-symmetric cylindrical $\alpha$-stable process. Under suitable conditions, it is proved that the solution of this equation converges weakly…

Probability · Mathematics 2023-02-20 Ting Li , Hongbo Fu , Xianming Liu

We study zero-range processes which are known to exhibit a condensation transition, where above a critical density a non-zero fraction of all particles accumulates on a single lattice site. This phenomenon has been a subject of recent…

Statistical Mechanics · Physics 2015-03-14 Paul Chleboun , Stefan Grosskinsky

The critical properties of an infinitely long Ising strip with finite width L joined periodically or antiperiodically are investigated by analyzing the distribution of partition function zeros. For periodic boundary condition, the the…

Statistical Mechanics · Physics 2007-05-23 Ming-Chang Huang , Tsong-Ming Liaw , Yu-Pin Luo , Simon C. Lin

It is shown that a suspension of particles in a partially-filled, horizontal, rotating cylinder is linearly unstable towards axial segregation and an undulation of the free surface at large enough particle concentrations. Relying on the…

Soft Condensed Matter · Physics 2009-11-07 Rama Govindarajan , Prabhu R. Nott , Sriram Ramaswamy

We consider stochastic lattice gases with stationary product weights and a polynomial perturbation vanishing with the system size that leads to condensation. If the density of particles exceeds a critical value the system phase separates…

Probability · Mathematics 2026-03-03 Joshua Blank , Paul Chleboun , Stefan Grosskinsky , Watthanan Jatuviriyapornchai

We prove limit laws for infinite horizon planar periodic Lorentz gases when, as time $n$ tends to infinity, the scatterer size $\rho$ may also tend to zero simultaneously at a sufficiently slow pace. In particular we obtain a non-standard…

Probability · Mathematics 2023-02-09 Péter Bálint , Henk Bruin , Dalia Terhesiu

Rotating thin-shell-like sources for the stationary cylindrically symmetric vacuum solutions (Lewis) are constructed and studied. It is found, by imposing the non existence of timelike curves in the exterior of the shell, and that the…

General Relativity and Quantum Cosmology · Physics 2009-11-07 M. F. A. da Silva , L. Herrera , N. O. Santos , A. Z. Wang

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may be fixed or lim n T = 0, where nh = T and h is a mesh…

Probability · Mathematics 2007-06-13 Valentin Konakov

The paper investigates the theoretical properties of zero-mean stationary time series with cyclical components, admitting the representation $y_t=\alpha_t \cos \lambda t + \beta_t \sin \lambda t$, with $\lambda \in (0,\pi]$ and…

Statistics Theory · Mathematics 2024-05-16 Łukasz Lenart

We present a general black box theorem that ensures convergence of a sequence of stationary Markov processes, provided a few assumptions are satisfied. This theorem relies on a control of the resolvents of the sequence of Markov processes,…

Probability · Mathematics 2025-03-14 Cyril Labbé , Benoît Laslier , Fabio Toninelli , Lorenzo Zambotti

We prove under mild conditions that the Fleming-Viot process selects the minimal quasi-stationary distribution for Markov processes with soft killing on non-compact state spaces. Our results are applied to multi-dimensional birth and death…

Probability · Mathematics 2018-10-17 Nicolas Champagnat , Denis Villemonais

We consider the sedimentation of $N$ spherical particles with identical radii $R$ in a Stokes flow in $\mathbb R^3$. The particles satisfy a no-slip boundary condition and are subject to constant gravity. The dynamics of the particles is…

Analysis of PDEs · Mathematics 2023-11-06 Richard M. Höfer , Richard Schubert

We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…

Probability · Mathematics 2012-04-13 Martin G. Riedler , Michèle Thieullen , Gilles Wainrib

We study some asymptotic properties of cylinder processes in the plane defined as union sets of dilated straight lines (appearing as mutually overlapping infinitely long strips) derived from a stationary independently marked point process…

Probability · Mathematics 2021-05-21 Daniela Flimmel , Lothar Heinrich

A canonical algorithm for log-concave sampling is the Langevin Algorithm, aka the Langevin Diffusion run with some discretization stepsize $\eta > 0$. This discretization leads the Langevin Algorithm to have a stationary distribution…

Machine Learning · Statistics 2024-10-22 Jason M. Altschuler , Kunal Talwar

Consider the Langevin process, described by a vector (position,momentum) in $\mathbb{R}^{d}\times\mathbb{R}^d$. Let $\mathcal O$ be a $\mathcal{C}^2$ open bounded and connected set of $\mathbb{R}^d$. We prove the compactness of the…

Probability · Mathematics 2021-09-27 Tony Lelièvre , Mouad Ramil , Julien Reygner

In this note, we establish that the stationary distribution of a possibly non-equilibrium Langevin diffusion converges, as the damping parameter goes to infinity (or equivalently in the Smoluchowski-Kramers vanishing mass limit), toward a…

Probability · Mathematics 2022-01-12 Pierre Monmarché , Mouad Ramil

We consider the relativistic Vlasov-Maxwell system in three dimensions and study the limiting asymptotic behavior as $t \to \infty$ of solutions launched by small, compactly supported initial data. In particular, we prove that such…

Analysis of PDEs · Mathematics 2024-03-12 Stephen Pankavich , Jonathan Ben-Artzi

We calculate the Lyapunov exponents for particles suspended in a random three-dimensional flow, concentrating on the limit where the viscous damping rate is small compared to the inverse correlation time. In this limit Lyapunov exponents…

Disordered Systems and Neural Networks · Physics 2009-11-11 K. Duncan , B. Mehlig , S. Ostlund , M. Wilkinson

We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…

Probability · Mathematics 2018-01-29 Łukasz Treszczotko