Related papers: Mosco convergence of gradient forms with non-conve…
We determine the scaling limit for permutations conditioned to have longest decreasing subsequence of length at most $d$. These permutations are also said to avoid the pattern $(d+1)d \cdots 2 1$ and they can be written as a union of $d$…
We consider several critical wetting models. In the discrete case, these probability laws are known to converge, after an appropriate rescaling, to the law of a reflecting Brownian motion, or of the modulus of a Brownian bridge, according…
In this paper, we shall study the convergence of Taylor approximations for the backward Loewner differential equation (driven by Brownian motion) near the origin. More concretely, whenever the initial condition of the backward Loewner…
We derive new limit theorems for Brownian motion, which can be seen as non-exponential analogues of the large deviation theorems of Sanov and Schilder in their Laplace principle forms. As a first application, we obtain novel scaling limits…
We show convergence of the gradients of the Schr\"odinger potentials to the Brenier map in the small-time limit under general assumptions on the marginals, which allow for unbounded densities and supports. Furthermore, we provide novel…
In this paper we investigate the class of grey Brownian motions $B_{\alpha,\beta}$ ($0<\alpha<2$, $0<\beta\leq1$). We show that grey Brownian motion admits different representations in terms of certain known processes, such as fractional…
We describe and analyze a class of positive recurrent reflected Brownian motions (RBMs) in $\mathbb{R}^d_+$ for which local statistics converge to equilibrium at a rate independent of the dimension $d$. Under suitable assumptions on the…
We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the…
We give the ``quenched'' scaling limit of Bouchaud's trap model in ${d\ge 2}$. This scaling limit is the fractional-kinetics process, that is the time change of a $d$-dimensional Brownian motion by the inverse of an independent…
Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent (SGD), where gradients are approximated using randomly…
We show that the N=8 superconformal Bagger-Lambert theory based on the Lorentzian 3-algebra can be derived by taking a certain scaling limit of the recently proposed N=6 superconformal U(N)xU(N) Chern-Simons-matter theories at level (k,…
We present a microscopic derivation of the defocusing two-dimensional cubic nonlinear Schr\"odinger equation as a mean field equation starting from an interacting $N$-particle system of Bosons. We consider the interaction potential to be…
We construct the full edge scaling limit of the singular values of Brownian motion on the general linear group $\mathsf{GL}_N(\mathbb{C})$ starting from general conditions. We show that the limiting paths solve an infinite system of SDE…
We obtain rates of convergence to stationarity in L^1-Wasserstein distance for a d-dimensional reflected Brownian motion (RBM) in the nonnegative orthant that are explicit in the dimension and the system parameters. The results are then…
We extend to Markov-modulated Brownian motion (MMBM) the renewal approach which has been successfully applied to the analysis of Markov-modulated fluid models. It has recently been shown that MMBM may be expressed as the limit of a…
In this paper, we obtain an explicit representation of the transition density of the one-dimensional skew Brownian motion with (a constant drift and) two semipermeable barriers. Moreover we propose a rejection method to simulate this…
We present a new proof of the extended arc-sine law related to Walsh's Brownian motion, known also as Brownian spider. The main argument mimics the scaling property used previously, in particular by D. Williams in the 1-dimensional Brownian…
We consider gradient models on the lattice $\mathbb{Z}^d$. These models serve as effective models for interfaces and are also known as continuous Ising models. The height of the interface is modelled by a random field with an energy which…
In the second article of this series, we establish the convergence of the loop ensemble of interfaces in the random cluster Ising model to a conformal loop ensemble (CLE) --- thus completely describing the scaling limit of the model in…
We study the scaling limit of a model of a tethered crumpled D-dimensional random surface interacting through an exclusion condition with a fixed impurity in d-dimensional Euclidean space by the methods of Wilson's renormalization group. In…