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This paper studies a class of mixed mean-field jump processes on an abstract state space $\Pi$, together with their associated $N$-particle systems. The dynamics consist of the superposition of an independent Markovian component and a…
It is proved that a general non-differentiable skew convolution semigroup associated with a strongly continuous semigroup of linear operators on a real separable Hilbert space can be extended to a differentiable one on the entrance space of…
A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in…
We prove a law of large numbers and a functional central limit theorem for the empirical density of a Marcus-Lushnikov model. The limiting density turns out to be the solution of a Smoluchowski equation, and the fluctuations around this…
We present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…
We prove the convergence of the law of grid-valued random walks, which can be seen as time-space Markov chains, to the law of a general diffusion process. This includes processes with sticky features, reflecting or absorbing boundaries and…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…
We give the explicit expression of the infinite volume limit for the random overlap structures appearing in the mean field spin glass model. These structures have the expected factorization property for the cavity fields, and enjoy…
We consider overlap splines that are defined by connecting the patches of piecewise functions via common values at given finite sets of nodes, without using any partitions of the computational domain. It is shown that some classical finite…
Recently, many classes of infinitely divisible distributions on R^d have been characterized in several ways. Among others, the first way is to use Levy measures, the second one is to use transformations of Levy measures, and the third one…
A universal process of a process calculus is one that, given the G\"{o}del index of a process of a certain type, produces a process equivalent to the encoded process. This paper demonstrates how universal processes can be formally defined…
In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…
We define the notion of inseparable coverings of schemes and we propose a ramification formalism for them, along the lines of the classical one. Using this formalism we prove a formula analogous to the classical Riemann-Hurwitz formula for…
An example is given of an interaction that produces an infinite amount of entanglement in an infinitely short time, but only a finite amount in longer times. The interaction arises from a standard Kerr nonlinearity and a 50/50 beamsplitter,…
Generative modeling via stochastic processes has led to remarkable empirical results as well as to recent advances in their theoretical understanding. In principle, both space and time of the processes can be discrete or continuous. In this…
We consider eigenvalues of generalized Wishart processes as well as particle systems, of which the empirical measures converge to deterministic measures as the dimension goes to infinity. In this paper, we obtain central limit theorems to…
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…
We present examples of foliations with infinite dimensional basic symplectic and com- plex cohomologies, along with a general sufficient condition for such phenomena. This puts re- strictions on possible generalizations of several…
We consider a general class of birth-and-death processes with state space $\{0,1,2,3,\ldots\}$ which describes the size of a population going eventually to extinction with probability one. We obtain the complete spectrum of the generator of…
The Airy process is characterized by its finite-dimensional distribution functions. We show that each finite-dimensional distribution function is expressible in terms of a solution to a system of differential equations.