Related papers: Mosco convergence of gradient forms with non-conve…

We characterize the behavior of a random discrete interface $\phi$ on $[-L,L]^d \cap \mathbb{Z}^d$ with energy $\sum V(\Delta \phi(x))$ as $L \to \infty$, where $\Delta$ is the discrete Laplacian and $V$ is a uniformly convex, symmetric,…

In this paper, we consider two skew Brownian motions, driven by the same Brownian motion, with different starting points and different skewness coefficients. We show that we can describe the evolution of the distance between the two…

We consider two models of one-dimensional discrete random Schrodinger operators (H_n \psi)_l ={\psi}_{l-1}+{\psi}_{l +1}+v_l {\psi}_l, {\psi}_0={\psi}_{n+1}=0 in the cases v_k=\sigma {\omega}_k/\sqrt{n} and v_k=\sigma {\omega}_k/ \sqrt{k}.…

Let $Mat_{\mathbb{C}}(K,N)$ be the space of $K\times N$ complex matrices. Let $\mathbf{B}_t$ be Brownian motion on $Mat_{\mathbb{C}}(K,N)$ starting from the zero matrix and $\mathbf{M}\in Mat_{\mathbb{C}}(K,N)$. We prove that, with $K\ge…

For some discretely observed path of oscillating Brownian motion with level of self-organized criticality $\rho_0$, we prove in the infill asymptotics that the MLE is $n$-consistent, where $n$ denotes the sample size, and derive its limit…

On the integer lattice we consider the discrete membrane model, a random interface in which the field has Laplacian interaction. We prove that, under appropriate rescaling, the discrete membrane model converges to the continuum membrane…

We derive high-dimensional scaling limits and fluctuations for the online least-squares Stochastic Gradient Descent (SGD) algorithm by taking the properties of the data generating model explicitly into consideration. Our approach treats the…

We point out that the construction of a martingale observable describing the spin interface of the two-dimensional Ising model extends to a class of non-integrable variants of the two-dimensional Ising model, and express it in terms of…

We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…

We establish a scaling limit for autonomous stochastic Newton equations, the solutions are often called nonlinear stochastic oscillators, where the nonlinear drift includes a mean field term of McKean type and the driving noise is Gaussian.…

We consider the scaling behavior of the range and $p$-multiple range, that is the number of points visited and the number of points visited exactly $p\geq 1$ times, of simple random walk on ${\mathbb Z}^d$, for dimensions $d\geq 2$, up to…

Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations <x(t)x(s)> ~ t^{2H} + s^{2H} - |t-s|^{2H}, where H, with 0<H<1 is called the Hurst exponent. For H = 1/2, x(t) is a Brownian motion, while for H…

This article is devoted to the study of a finite system of long clusters of subcritical 2-dimensional FK-percolation with q $\geq$ 1, conditioned on mutual avoidance. We show that the diffusive scaling limit of such a system is given by a…

Transverse momentum integrated multiplicities in the central region of pp collisions at LHC energies satisfy Koba-Nielsen-Olesen scaling. We attempt to relate this finding to multiplicity distributions of soft gluons. KNO scaling emerges if…

We consider two interacting particles on the circle. The particles are subject to stochastic forcing, which is modeled by white noise. In addition, one of the particles is subject to friction, which models energy dissipation due to the…

We derive upper bounds on the fluctuations of a class of random surfaces of the $\nabla \phi$-type with convex interaction potentials. The Brascamp-Lieb concentration inequality provides an upper bound on these fluctuations for uniformly…

We give a sufficient condition under which the time-marginal law of $\mu$-reversible infinite interacting Brownian motions is characterised as the steepest gradient descent of the relative entropy in the Wasserstein space in the sense of…

We consider the one-dimensional squared Bessel process given by the stochastic differential equation (SDE) \begin{align*} dX_t = 1\,dt + 2\sqrt{X_t}\,dW_t, \quad X_0=x_0, \quad t\in[0,1], \end{align*} and study strong (pathwise)…

We study the scaling limit of a branching random walk in static random environment in dimension $d=1,2$ and show that it is given by a super-Brownian motion in a white noise potential. In dimension $1$ we characterize the limit as the…

We obtain the scaling limits of random graphs drawn uniformly in three families of intersection graphs: permutation graphs, circle graphs, and unit interval graphs. The two first families typically generate dense graphs, in these cases we…