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Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure. In this paper we study the asymptotic behavior of the local time process,…

Probability · Mathematics 2013-05-24 Amaury Lambert , Florian Simatos

We investigate Landau damping of Bogoliubov excitations in a dilute Bose gas moving in an optical lattice at finite temperatures. Using a 1D tight-binding model, we explicitly obtain the Landau damping rate, the sign of which determines the…

Other Condensed Matter · Physics 2007-05-23 Kiyohito Iigaya , Satoru Konabe , Ippei Danshita , Tetsuro Nikuni

In a Hilbert space $H$, in order to develop fast optimization methods, we analyze the asymptotic behavior, as time $t$ tends to infinity, of inertial continuous dynamics where the damping acts as a closed-loop control. The function $f: H…

Optimization and Control · Mathematics 2021-01-12 Hedy Attouch , Radu Ioan Bot , Ernö Robert Csetnek

We study statistical properties of a one dimensional infinite system of coalescing particles. Each particle moves with constant velocity $\pm v$ towards its closest neighbor and merges with it upon collision. We propose a mean-field theory…

Statistical Mechanics · Physics 2015-06-25 S. Ispolatov , P. L. Krapivsky

We introduce a class of Markov coalescent processes on the continuous $d$-dimensional torus, in the most general setting of simultaneous multiple mergers, called the Brownian spatial coalescent. It is axiomatically defined through a…

Probability · Mathematics 2026-03-17 Peter Koepernik

In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…

Probability · Mathematics 2020-05-29 Wei Xu

Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…

Probability · Mathematics 2021-10-12 Guy Latouche , Giang T. Nguyen , Oscar Peralta

We consider the $N$-particle Fleming-Viot process associated to a normally reflected diffusion with soft catalyst killing. The Fleming-Viot multi-colour process is obtained by attaching genetic information to the particles in the…

Probability · Mathematics 2023-08-01 Oliver Tough

Analogues of stepping--stone models are considered where the site--space is continuous, the migration process is a general Markov process, and the type--space is infinite. Such processes were defined in previous work of the second author by…

Probability · Mathematics 2007-05-23 Peter Donnelly , Steven N. Evans , Klaus Fleischmann , Thomas G. Kurtz , Xiaowen Zhou

The infinite-parent spatial Lambda-Fleming-Viot (SLFV) process is a model of random growth, in which a set evolves by the addition of balls according to points of an underlying Poisson point process, and which was recently introduced to…

Probability · Mathematics 2024-02-02 Apolline Louvet , Matthew I. Roberts

With $M(t):=\sup_{s\in[0,t]}A(s)-s$ denoting the running maximum of a fractional Brownian motion $A(\cdot)$ with negative drift, this paper studies the rate of convergence of $\mathbb {P}(M(t)>x)$ to $\mathbb{P}(M>x)$. We define two metrics…

Probability · Mathematics 2009-09-01 Michel Mandjes , Ilkka Norros , Peter Glynn

To convert standard Brownian motion $Z$ into a positive process, Geometric Brownian motion (GBM) $e^{\beta Z_t}, \beta >0$ is widely used. We generalize this positive process by introducing an asymmetry parameter $ \alpha \geq 0$ which…

Mathematical Finance · Quantitative Finance 2018-09-10 Peter Carr , Zhibai Zhang

Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…

Probability · Mathematics 2022-12-28 Sayan Banerjee , Amarjit Budhiraja , Benjamin Estevez

This article provides an overview of recent work on descriptions and properties of the convex minorant of random walks and L\'evy processes which summarize and extend the literature on these subjects. The results surveyed include point…

Probability · Mathematics 2012-11-16 Josh Abramson , Jim Pitman , Nathan Ross , Gerónimo Uribe Bravo

We consider a Brownian particle performing an overdamped motion in a power-law repulsive potential. If the potential grows with the distance faster than quadratically, the particle escapes to infinity in a finite time. We determine the…

Statistical Mechanics · Physics 2025-09-03 P. L. Krapivsky , Baruch Meerson

We consider one-dimensional Brownian motion conditioned (in a suitable sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that…

Probability · Mathematics 2010-04-22 Itai Benjamini , Nathanael Berestycki

We consider critical branching Brownian motion with absorption, in which there is initially a single particle at $x > 0$, particles move according to independent one-dimensional Brownian motions with the critical drift of $-\sqrt{2}$, and…

Probability · Mathematics 2013-10-01 Julien Berestycki , Nathanael Berestycki , Jason Schweinsberg

We study the structure of invariant measures for continuous automorphisms of compact metrizable abelian groups satisfying the descending chain condition. We show that the finitely supported invariant measures are weak-* dense in the space…

Dynamical Systems · Mathematics 2025-07-21 Rotem Yaari

We show that the spine of the Fleming-Viot process driven by Brownian motion and starting with two particles in a bounded interval has a different law from that of Brownian motion conditioned to stay in the interval forever. Furthermore, we…

Probability · Mathematics 2023-08-29 Krzysztof Burdzy , János Engländer , Donald E. Marshall

We study the speed of convergence in $L^\infty$ norm of the vanishing viscosity process for Hamilton-Jacobi equations with uniformly or strictly convex Hamiltonian terms with superquadratic behavior. Our analysis boosts previous findings on…

Analysis of PDEs · Mathematics 2025-07-24 Marco Cirant , Alessandro Goffi
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