Related papers: Size-biased diffusion limits and the inclusion pro…
In this paper, we aim to study the diffusion approximation for multi-scale McKean-Vlasov stochastic differential equations. More precisely, we prove the weak convergence of slow process $X^\varepsilon$ in $C([0,T];\mathbb{R}^n)$ towards the…
We present a method for performing a full graph expansion for light-matter systems, utilizing the linked-cluster theorem. This method enables us to explore $1/N$ corrections to the thermodynamic limit $N\to \infty$ in the number of…
We consider diffusion-limited annihilating systems with mobile $A$-particles and stationary $B$-particles placed throughout a graph. Mutual annihilation occurs whenever an $A$-particle meets a $B$-particle. Such systems, when ran in…
We present a generalization of Dirac constraint theory based on the theory of Poisson-Dirac submanifolds. The theory is formulated in a coordinate-free manner while simultaneously relaxing the invertibility condition as seen in standard…
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…
Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $\theta$ approaches infinity. The motivation for these results is to understand the…
We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…
We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…
In this paper we introduce a PDE system which aims at describing the dynamics of a dispersed phase of particles moving into an incompressible perfect fluid, in two space dimensions. The system couples a Vlasov-type equation and an…
We consider the asymmetric zero range process in dimensions $d \geq 2$. Assume the initial density profile is a perturbation of the constant density, which has order $N^{-\alpha}$, $\alpha \in (0,1)$, and is constant along the drift…
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…
This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…
In this paper, we study the asymptotic behaviour of plane partitions distributed according to a $q^{\text{Volume}}$-weighted Muttalib--Borodin ensemble and its associated discrete point process. We establish a Large Deviation Principle for…
We study the thermodynamic limit of random partition models for the instanton sum of 4D and 5D supersymmetric U(1) gauge theories deformed by some physical observables. The physical observables correspond to external potentials in the…
The phenomenon of Bose-like condensation, the continuous change of the dimensionality of the particle distribution as a consequence of freezing out of one or more degrees of freedom in the low particle density limit, is investigated…
We investigate the behavior of systems of interacting diffusion processes, known as volatility-stabilized market models in the mathematical finance literature, when the number of diffusions tends to infinity. We show that, after an…
Our motivation comes from the large population approximation of individual based models in population dynamics and population genetics. We propose a general method to investigate scaling limits of finite dimensional population size Markov…
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,…
A system of particles is studied in which the stochastic processes are one-particle type-change (or one-particle diffusion) and multi-particle annihilation. It is shown that, if the annihilation rate tends to zero but the initial values of…
We consider the approximation of the stationary distribution of the finite inclusion process with the Poisson-Dirichlet distribution. Using Stein's method, we derive an explicit bound for the approximation error, which is of order 1/N in…