Related papers: On partial diffusion and mixing without hypoellipt…

The investigation of the diffusive transport of charged particles in a turbulent magnetic field remains a subject of considerable interest. Research has most frequently concentrated on determining the diffusion coefficient in the presence…

Several algorithms have been used for mass transfer between particles undergoing advective and macro-dispersive random walks. The mass transfer between particles is required for general reactions on, and among, particles. The mass transfer…

Up to now, the nonparametric analysis of multidimensional continuous-time Markov processes has focussed strongly on specific model choices, mostly related to symmetry of the semigroup. While this approach allows to study the performance of…

It is known that the time until a birth and death process reaches a certain level is distributed as a sum of independent exponential random variables. Diaconis, Miclo and Swart gave a probabilistic proof of this fact by coupling the birth…

In this paper, we consider nonlinear diffusion processes driven by space-time white noises, which have an interpretation in terms of partial differential equations. For a specific choice of coefficients, they correspond to the Landau…

We consider moving particles in media with nonlinear friction and drive them by an asymmetric dichotomic Markov process. Due to different energy dissipations, during the forward and backward stroke, we obtain a mean non-vanishing directed…

Suppose $X$ is a multidimensional diffusion process. Assume that at time zero the state of $X$ is fully observed, but at time $T>0$ only linear combinations of its components are observed. That is, one only observes the vector $L X_T$ for a…

Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…

The chaotic scattering theory is here extended to obtain escape-rate expressions for the transport coefficients appropriate for a simple classical fluid, or for a chemically reacting system. This theory allows various transport coefficients…

In this article, we propose a least squares method for the estimation of the transition density in bifurcating Markov models. Unlike the kernel estimation, this method do not use the quotient which can be a source of errors. In order to…

We examine the transport behaviour of non-interacting particles in a simple channel billiard, at equilibrium and in the presence of an external field. The channel walls are constructed from straight line-segments. We observe a sensitive…

The diffusions and anomalous diffusions of charged particles in the plateau regime of toroidal plasma with a Maxwellian velocity distribution are studied. The transport theory of plasma is discussed under the toroidal coordinate system and…

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

We propose an infinitesimal dispersion index for Markov counting processes. We show that, under standard moment existence conditions, a process is infinitesimally (over-) equi-dispersed if, and only if, it is simple (compound), i.e. it…

A novel strategy that combines a given collection of $\pi$-reversible Markov kernels is proposed. At each Markov transition, one of the available kernels is selected via a state-dependent probability distribution. In contrast to random-scan…

The movement of intracellular cargo transported by molecular motors is commonly marked by switches between directed motion and stationary pauses. The predominant measure for assessing movement is effective diffusivity, which predicts the…

In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…

This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…

We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…

This paper presents a simple model for such processes as chaos spreading or turbulence spillover into stable regions. In this simple model the essential transport occurs via inelastic resonant interactions of waves on a lattice. The process…