Related papers: A Central Limit Theorem for Modified Massive Arrat…
A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
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…
The relativistic fluid is a highly successful model used to describe the dynamics of many-particle, relativistic systems. It takes as input basic physics from microscopic scales and yields as output predictions of bulk, macroscopic motion.…
In the present paper, we study the evolution of an overloaded cyclic polling model that starts empty. Exploiting a connection with multitype branching processes, we derive fluid asymptotics for the joint queue length process. Under passage…
We prove that for q>=1, there exists r(q)<1 such that for p>r(q), the number of points in large boxes which belongs to the infinite cluster has a normal central limit behaviour under the random cluster measure phi_{p,q} on Z^d, d>=2.…
We introduce a modified model of random walk, and then develop two novel clustering algorithms based on it. In the algorithms, each data point in a dataset is considered as a particle which can move at random in space according to the…
Clustering is often presumed to lead to enhanced agglomeration between cohesive grains due to the reduced relative velocities of particles within a cluster. Our discrete-particle simulations on gravity-driven, gas-solid flows of cohesive…
This paper provides a Central Limit Theorem (CLT) for a process $\{\theta_n, n\geq 0\}$ satisfying a stochastic approximation (SA) equation of the form $\theta_{n+1} = \theta_n + \gamma_{n+1} H(\theta_n,X_{n+1})$; a CLT for the associated…
The coalescing Brownian flow on $\mathbb{R}$ is a process which was introduced by Arratia [Coalescing Brownian motions on the line (1979) Univ. Wisconsin, Madison] and T\'{o}th and Werner [Probab. Theory Related Fields 111 (1998) 375-452],…
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…
We study the center-of-mass motion in systems of trapped interacting particles with space- and velocity-dependent friction and anharmonic traps. Our approach, based on a dynamical ansatz assuming a fixed density profile, allows us to obtain…
Oscillatory flows have become an indispensable tool in microfluidics, inducing inertial effects for displacing and manipulating fluid-borne objects in a reliable, controllable, and label-free fashion. However, the quantitative description…
We present new connections among anomalous diffusion (AD), normal diffusion (ND) and the Central Limit Theorem. This is done by defining a point transformation to a new position variable, which we postulate to be Cartesian, motivated by…
In this paper, we present a functional fluid limit theorem and a functional central limit theorem for a queue with an infinity of servers M/GI/$\infty$. The system is represented by a point-measure valued process keeping track of the…
In a Newtonian system with localized interactions the whole set of particles is naturally decomposed into dynamical clusters, defined as finite groups of particles having an influence on each other's trajectory during a given interval of…
We show that if drift coefficients of Arratia flows converge in $L_1(R)$ or $L_{\infty}(R)$ then the 1-point densities associated with these flows converge to the density for the flow with the limit drift.
Many active matter systems, mostly on the microscopic scale, are well approximated as overdamped, meaning that any inertial momentum is immediately dissipated by the environment. On the other hand, especially for macroscopic active systems…
We present an experimental study of the statistical properties of millimeter-size spheres floating on the surface of a turbulent flow. The flow is generated in a layer of liquid metal by an electromagnetic forcing. By using two magnet…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…