Related papers: Size-biased diffusion limits and the inclusion pro…
This paper explores large sample properties of the two-parameter $(\alpha,\theta)$ Poisson--Dirichlet Process in two contexts. In a Bayesian context of estimating an unknown probability measure, viewing this process as a natural extension…
In this paper, we propose a data based transformation for infinite-dimensional Gaussian processes and derive its limit theorem. For a classification problem, this transformation induces complete separation among the associated Gaussian…
We study the Vlasov-Stokes equations which macroscopically model the sedimentation of a cloud of particles in a fluid, where particle inertia are taken into account but fluid inertia are assumed to be negligible. We consider the limit when…
The two-parameter Poisson-Dirichlet diffusion takes values in the infinite ordered simplex and extends the celebrated infinitely-many-neutral-alleles model, having a two-parameter Poisson-Dirichlet stationary distribution. Here we identify…
The effect of introducing a mass dependent diffusion rate ~ m^{-alpha} in a model of coagulation with single-particle break up is studied both analytically and numerically. The model with alpha=0 is known to undergo a nonequilibrium phase…
Consider "Frozen Random Walk" on $\mathbb{Z}$: $n$ particles start at the origin. At any discrete time, the leftmost and rightmost $\lfloor{\frac{n}{4}}\rfloor$ particles are "frozen" and do not move. The rest of the particles in the "bulk"…
We study weak convergence of a sequence of point processes to a scale-invariant simple point process. For a deterministic sequence $(z_n)_{n\in\mathbb{N}}$ of positive real numbers increasing to infinity as $n \to \infty$ and a sequence…
Motivated by the recent shocking results from RHIC and LHC that show quark-gluon plasma signatures in small systems, we study a simple model of a massless, noninteracting scalar field confined with Dirichlet boundary conditions. We use this…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
The unbounded diffusion observed for the standard mapping in a regime of high nonlinearity is suppressed by dissipation due to the violation of Liouville's theorem. The diffusion coefficient becomes important for the description of scaling…
We establish general sufficient conditions for a sequence of controlled branching processes to converge weakly on the Skorokhod space. We focus on a class of controlled random variables that extends previous results by considering them as a…
We study the behaviour of a symmetric exclusion process in the presence of non-Markovian stochastic resetting, where the configuration of the system is reset to a step-like profile at power-law waiting times with an exponent $\alpha$. We…
We have random number of independent diffusion processes with absorption on boundaries in some region at initial time $t=0$. The initial numbers and positions of processes in region is defined by Poisson random measure. It is required to…
We propose a general modeling framework for marked Poisson processes observed over time or space. The modeling approach exploits the connection of the nonhomogeneous Poisson process intensity with a density function. Nonparametric Dirichlet…
The fractional diffusion equation is rigorously derived as a scaling limit from a deterministic Rayleigh gas, where particles interact via short range potentials with support of size $\varepsilon$ and the background is distributed in space…
The two-parameter Poisson--Dirichlet distribution is a probability distribution on the totality of positive decreasing sequences with sum 1 and hence considered to govern masses of a random discrete distribution. A characterization of the…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
Shearing with a finite shear rate a compressed granular system results in a region of grains flowing over a compact, static assembly. Perforce this region is dilated to a degree that depends on the shear rate, the loading pressure, gravity,…
We present a simple model in dimension $d\geq 2$ for slowing particles in random media, where point particles move in straight lines among and inside spherical identical obstacles with Poisson distributed centres. When crossing an obstacle,…
In a recent work [Reible et al., Phys. Rev. Res. 5, 023156, 2023], it has been shown that the mean particle-particle interaction across an ideal surface that divides a system into two parts, can be employed to estimate the size dependence…