Related papers: Dirichlet forms of diffusion processes on Thoma si…
We investigate statistical properties of several classes of periodic billiard models which are diffusive. An introductory chapter gives motivation, and then a review of statistical properties of dynamical systems is given in chapter 2. In…
The first explicit realization of the conjecture that phason dynamics leads to self-diffusion in quasicrystals is presented for the icosahedral Ammann tilings. On short time scales, the transport is found to be subdiffusive with the…
Self-similar solutions of the coherent diffusion equation are derived and measured. The set of real similarity solutions is generalized by the introduction of a nonuniform phase surface, based on the elegant Gaussian modes of optical…
The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…
We construct a system of interacting two-sided Bessel processes on the unit interval and show that the associated empirical measure process converges to the Wasserstein Diffusion, assuming that Markov uniqueness holds for the generating…
We present an novel framework for efficiently and effectively extending the powerful continuous diffusion processes to discrete modeling. Previous approaches have suffered from the discrepancy between discrete data and continuous modeling.…
We consider consistent diffusion dynamics, leaving the celebrated Hua-Pickrell measures, depending on a complex parameter $s$, invariant. These, give rise to Feller-Markov processes on the infinite dimensional boundary $\Omega$ of the…
We demonstrate and analyze anomalous diffusion properties of point-like particles in a two-dimensional system with circular scatterers arranged in a square lattice and governed by smooth potentials, referred to as the square soft Lorentz…
In this paper, we establish new quantitative convergence bounds for a class of functional autoregressive models in weighted total variation metrics. To derive our results, we show that under mild assumptions, explicit minorization and…
We give a new integral characterization of the Dirichlet process on a general phase space. To do so we first prove a characterization of the nonsymmetric Beta distribution via size-biased sampling. Two applications are a new…
We construct Skorokhod decompositions for diffusions with singular drift and reflecting boundary behavior on open subsets of $\mathbb R^d$ with $C^2$-smooth boundary except for a sufficiently small set. This decomposition holds almost…
It is well known that one can map certain properties of random matrices, fermionic gases, and zeros of the Riemann zeta function to a unique point process on the real line. Here we analytically provide exact generalizations of such a point…
Starting from a sequence of independent Wright-Fisher diffusion processes on $[0,1]$, we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in [0,1]^\N: \sum_{i\ge 1} x_i=1\}$ with GEM…
We address the nature of spin transport in the integrable XXZ spin chain, focusing on the isotropic Heisenberg limit. We calculate the diffusion constant using a kinetic picture based on generalized hydrodynamics combined with Gaussian…
The formulation of combinatorial differential forms, proposed by Forman for analysis of topological properties of discrete complexes, is extended by defining the operators required for analysis of physical processes dependent on scalar…
Nonlinear deformations of a two-dimensional gas bubble are investigated in the framework of a Hamiltonian formulation involving surface variables alone. The Dirichlet--Neumann operator is introduced to accomplish this dimensional reduction…
In this paper we consider a representative a priori unstable Hamiltonian system with 2+1/2 degrees of freedom, to which we apply the geometric mechanism for diffusion introduced in the paper Delshams et al., Mem. Amer. Math. Soc. 2006, and…
The present paper provides a characterisation of exchangeable pairs of random measures $(\widetilde\mu_1,\widetilde\mu_2)$ whose identical margins are fixed to coincide with the distribution of a gamma completely random measure, and whose…
We give a proof of Lehoczky's drawdown formula for one-dimensional diffusion processes, using the Poisson structure of the excursions of the diffusion below its running maximum.
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…