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We consider a continuum percolation built over stationary ergodic point processes. Assuming that the occupied region has a unique unbounded cluster and the cluster satisfies volume regularity and isoperimetric condition, we prove a quenched…

Probability · Mathematics 2023-06-28 Yutaka Takeuchi

We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. We prove a quenched local central limit theorem for $X$, under some…

Probability · Mathematics 2015-01-15 Alberto Chiarini , Jean-Dominique Deuschel

This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…

Probability · Mathematics 2014-07-10 Peter W. Glynn , Rob J. Wang

We consider a directed random walk on the backbone of the supercritical oriented percolation cluster in dimensions $d+1$ with $d \ge 3$ being the spatial dimension. For this random walk we prove an annealed local central limit theorem and a…

We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…

Dynamical Systems · Mathematics 2016-08-25 Georg A. Gottwald , Ian Melbourne

We prove a Central Limit Theorem for the finite dimensional distributions of the displacement for the 1D self-repelling diffusion which solves \begin{equation*} dX_t =dB_t -\big(G'(X_t)+ \int_0^t F'(X_t-X_s)ds\big)dt, \end{equation*} where…

Probability · Mathematics 2017-03-09 Carl-Erik Gauthier

In this work we extend the quenched local limit theorem obtained by the authors in [BBDS23]. More precisely, we consider a directed random walk on the backbone of the supercritical oriented percolation cluster in dimensions $d+1$ with…

We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…

Probability · Mathematics 2024-12-20 Aleksandar Mijatović , Isao Sauzedde , Andrew Wade

We consider bootstrap percolation and diffusion in sparse random graphs with fixed degrees, constructed by configuration model. Every node has two states: it is either active or inactive. We assume that to each node is assigned a…

Probability · Mathematics 2022-09-27 Hamed Amini , Erhan Bayraktar , Suman Chakraborty

Two similar Minkowskian diffusions have been considered, on one hand by Barbachoux, Debbasch, Malik and Rivet ([BDR1], [BDR2], [BDR3], [DMR], [DR]), and on the other hand by Dunkel and H\"anggi ([DH1], [DH2]). We address here two questions,…

Probability · Mathematics 2009-11-13 Jürgen Angst , Jacques Franchi

A scaling theory is developed for diffusion-limited cluster aggregation in a porous medium, where the primary particles and clusters stick irreversibly to the walls of the pore space as well as to each other. Three scaling regimes are…

Soft Condensed Matter · Physics 2009-11-13 Patrick B. Warren

We predict that self-bound clusters of particles exist in the supercritical phase of simple fluids. These clusters, whose internal temperature is lower than the global temperature of the system, define a percolation line that starts at the…

Statistical Mechanics · Physics 2009-10-31 X. Campi , H. Krivine , N. Sator

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

Probability · Mathematics 2024-09-19 Scott Armstrong , Ahmed Bou-Rabee , Tuomo Kuusi

Diffusion-limited cluster aggregation (DLCA) is a well established model for the formation of highly porous low-density non-equilibrium structures. One of the main conclusions of the previous studies considering this model is that the…

Soft Condensed Matter · Physics 2019-01-15 Swetlana Jungblut , Jan-Ole Joswig , Alexander Eychmüller

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

Probability · Mathematics 2014-03-24 Hye-Won Kang , Thomas G. Kurtz , Lea Popovic

Bounds for the diameter and for the expansion of long-range percolation clusters on the cycle $\Z / N\Z$ are given.

Probability · Mathematics 2007-05-23 Itai Benjamini , Noam Berger

We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time. Such processes are constructed as limits of a sequence of…

Probability · Mathematics 2019-06-27 Dirk Becherer , Todor Bilarev , Peter Frentrup

We evaluate the percolation threshold values for a realistic model of continuum segregated systems, where random spherical inclusions forbid the percolating objects, modellized by hard-core spherical particles surrounded by penetrable…

Disordered Systems and Neural Networks · Physics 2009-11-13 N. Johner , C. Grimaldi , T. Maeder , P. Ryser

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

Probability · Mathematics 2013-08-19 Amarjit Budhiraja , Zhen-Qing Chen

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

Probability · Mathematics 2015-09-10 Zhen-Qing Chen , David A. Croydon , Takashi Kumagai
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