Related papers: Local Central Limit Theorem for Reflecting Diffusi…
Limit periodic point sets are aperiodic structures with pure point diffraction supported on a countably, but not finitely generated Fourier module that is based on a lattice and certain integer multiples of it. Examples are cut and project…
We prove existence and uniqueness for semimartingale reflecting diffusions in 2-dimensional piecewise smooth domains with varying, oblique directions of reflection on each "side", under geometric, easily verifiable conditions. Our…
We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than $\epsilon$ ($\epsilon$ > 0). Is is known ([BM05]) that the empirical measure of these fragments converges in law, under some…
In this paper, we propose nonlocal diffusion models with Dirichlet boundary. These nonlocal diffusion models preserve the maximum principle and also have corresponding variational form. With these good properties, we can prove the…
We study a random partial covering model on the $(d-1)$-dimensional unit sphere, where $N$ spherical caps are placed independently and uniformly at random, each covering a surface fraction of $1/N$. This model provides a continuous…
In this paper, we analyze a model composed by coupled local and nonlocal diffusion equations acting in different subdomains. We consider the limit case when one of the subdomains is thin in one direction (it is concentrated to a domain of…
The density of states reproducing the Bekenstein-Hawking entropy-area scaling can be modeled via a nonlocal field theory. We define a diffusion process based on the kinematics of this theory and find a spectral dimension whose flow exhibits…
The general model of coagulation is considered. For basic classes of unbounded coagulation kernels the central limit theorem (CLT) is obtained for the fluctuations around the dynamic law of large numbers (LLN). A rather precise rate of…
Persistence is considered in diffusion--limited cluster--cluster aggregation, in one dimension and when the diffusion coefficient of a cluster depends on its size $s$ as $D(s) \sim s^\gamma$. The empty and filled site persistences are…
We propose a model to describe an evolution of a bubble cluster with rupture. In a special case, the equation is reduced to a single parabolic equation with evaporation for the thickness of a liquid layer covering bubbles. We postulate that…
We study a general limiting framework for the convergence of sequences of additive functionals of diffusions to L\'evy subordinators, and provide explicit sufficient conditions that both ensure convergence and characterize the law of the…
For a difference approximations of multidimensional diffusion, the truncated local limit theorem is proved. Under very mild conditions on the distribution of the difference terms, this theorem provides that the transition probabilities of…
We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…
The brightness theorem---brightness is nonincreasing in passive systems---is a foundational conservation law, with applications ranging from photovoltaics to displays, yet it is restricted to the field of ray optics. For general linear wave…
We deal with the time-harmonic acoustic waves scattered by a large number of small holes, of maximal radius $a, a<<1$, arbitrary (i.e. not necessarily periodically) distributed in a bounded part of a homogeneous background. We show that as…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…
We present a unifying, consistent, finite-size-scaling picture for percolation theory bringing it into the framework of a general, renormalization-group-based, scaling scheme for systems above their upper critical dimensions $d_c$.…
Numerical simulations of Diffusion-Limited and Reaction-Limited Cluster-Cluster Aggregation processes of identical particles are performed in a two-dimensional box. It is shown that, for concentrations larger than a characteristic gel…
We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion…