Related papers: A Central Limit Theorem for Modified Massive Arrat…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…
Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…
We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…
Mandelbrot multiplicative cascades provide a construction of a dynamical system on a set of probability measures defined by inequalities on moments. To be more specific, beyond the first iteration, the trajectories take values in the set of…
We consider a sequence of single-server queueing models operating under a service policy that incorporates batches into processor sharing: arriving jobs build up behind a gate while waiting to begin service, while jobs in front of the gate…
In this paper, we extend the central limit theorem of the additive functional of the nearest-neighbor zero-range process given in \cite{Quastel2002} to the long-range case. Our main results show that in several cases the limit processes are…
A theory of clustering of inertial particles advected by a turbulent velocity field caused by an instability of their spatial distribution is suggested. The reason for the clustering instability is a combined effect of the particles inertia…
A univariate clustering criterion for stationary processes satisfying a $\beta$-mixing condition is proposed extending the work of \cite{KB2} to the dependent setup. The approach is characterized by an alternative sample criterion function…
We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…
The incorporation of particle inertia into the usual mean field theory for particle aggregation and fragmentation in fluid flows is still an unsolved problem. We therefore suggest an alternative approach that is based on the dynamics of…
Recent work in dynamic causal inference introduced a class of discrete-time stochastic processes that generalize martingale difference sequences and arrays as follows: the random variates in each sequence have expectation zero given certain…
We study mass fluxes in aggregation models where mass transfer to large scales by aggregation occurs alongside desorption or fragmentation. Two models are considered. (1) A system of diffusing, aggregating particles with influx and outflux…
Studying particle-laden flows is essential to understand diverse physical processes such as rain formation in clouds, pathogen transmission, and pollutant dispersal. Distinct clustering patterns are formed in such flows with particles of…
We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…
We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…
The typical medium dynamical cluster approximation (TMDCA) is reformulated in the language of multiple scattering theory to make possible first principles calculations of the electronic structure of substitutionally disordered alloys…
A diffusion-limited aggregation process, in which clusters coalesce by means of 3-particle reaction, A+A+A->A, is investigated. In one dimension we give a heuristic argument that predicts logarithmic corrections to the mean-field asymptotic…
This is a note on some results of the central limit theorem for deterministic dynamical systems. First, we give the central limit theorem for martingales, which is a main tool. Then we give the main results on the central limit theorem in…
This work is devoted to long-time properties of the Arratia flow with drift -- a stochastic flow on $\mathbb{R}$ whose one-point motions are weak solutions to a stochastic differential equation $dX(t)=a(X(t))dt+dw(t)$ that move…
We study the limiting extremal and cluster point processes of branching Brownian motion. The former records the heights of all extreme values of the process, while the latter records the relative heights of extreme values in a genealogical…