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Related papers: Scaling limits of Smoluchowski particles

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We prove a law of large numbers and a central limit theorem for a tagged particle in a symmetric simple exclusion process in the one-dimensional lattice with variable diffusion coefficient. The scaling limits are obtained from a similar…

Statistical Mechanics · Physics 2009-04-24 Milton Jara , Patricia Goncalves

In this paper, we investigate the functional central limit theorem and the Marcinkiewicz strong law of large numbers for U-statistics having absolutely regular data and taking value in a separable Hilbert space. The novelty of our approach…

Probability · Mathematics 2023-11-10 Davide Giraudo

Suppose that $\{X_t,\,t\ge0\}$ is a non-stationary Markov process, taking values in a Polish metric space $E$. We prove the law of large numbers and central limit theorem for an additive functional of the form $\int_0^T\psi(X_s)ds$,…

Probability · Mathematics 2012-03-26 Tomasz Komorowski , Anna Walczuk

We study the density fluctuations at equilibrium of the multi-species stirring process, a natural multi-type generalization of the symmetric (partial) exclusion process. In the diffusive scaling limit, the resulting process is a system of…

Probability · Mathematics 2023-09-19 Francesco Casini , Cristian Giardinà , Frank Redig

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

Probability · Mathematics 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

Consider a branching system with particles moving according to an Ornstein-Uhlenbeck process with drift $\mu>0$ and branching according to a law in the domain of attraction of the $(1+\beta)$-stable distribution. The mean of the branching…

Probability · Mathematics 2018-03-23 Rafał Marks , Piotr Miłoś

We study the small mass limit of the equation describing planar motion of a charged particle of a small mass $\mu$ in a force field, containing a magnetic component, perturbed by a stochastic term. We regularize the problem by adding a…

Probability · Mathematics 2020-07-15 Sandra Cerrai , Jan Wehr , Yichun Zhu

The production of molecules in a chemical reaction network is modelled as a Poisson process with a Markov-modulated arrival rate and an exponential decay rate. We analyze the distributional properties of $M$, the number of molecules, under…

Probability · Mathematics 2013-09-17 D. Anderson , J. Blom , M. Mandjes , H. Thorsdottir , K. de Turck

We study a ballistic agglomeration process in the reaction-controlled limit. Cluster densities obey an infinite set of Smoluchowski rate equations, with rates dependent on the average particle energy. The latter is the same for all cluster…

Statistical Mechanics · Physics 2020-10-28 N. V. Brilliantov , A. I. Osinsky , P. L. Krapivsky

The Smoluchowski diffusion equation describes diffusion in the presence of external forces. Studying the mechanical response of soft materials to linear forces, such as shear, results in a boundary value problem involving an…

Numerical Analysis · Mathematics 2026-04-29 Ignacio Labarca-Figueroa , Heiko Gimperlein

In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…

Probability · Mathematics 2007-05-23 L. V. Bogachev , Z. G. Su

We study the small mass limit (or: the Smoluchowski-Kramers limit) of a class of quantum Brownian motions with inhomogeneous damping and diffusion. For Ohmic bath spectral density with a Lorentz-Drude cutoff, we derive the…

Statistical Mechanics · Physics 2020-12-16 Soon Hoe Lim , Jan Wehr , Aniello Lampo , Miguel Ángel García-March , Maciej Lewenstein

We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…

Probability · Mathematics 2024-03-13 Frank Redig , Hidde van Wiechen

We investigate the fluctuations of the stochastic Becker-D\"oring model of polymerization when the initial size of the system converges to infinity. A functional central limit problem is proved for the vector of the number of polymers of a…

Probability · Mathematics 2018-02-26 Wen Sun

We study a Smoluchowski equation describing a simple mean-field model of particles moving in $d$ dimensions and aggregating with conservation of `mass' $s=R^D$ ($R$ is the particle radius). In the scaling regime the scaled mass distribution…

Condensed Matter · Physics 2007-05-23 Stéphane Cueille , Clément Sire

Stochastic thermodynamics provides an important framework to explore small physical systems where thermal fluctuations are inevitable. In the studies of stochastic thermodynamics, some thermodynamic quantities, such as the trajectory work,…

Statistical Mechanics · Physics 2018-11-12 Rui Pan , Thai M. Hoang , Zhaoyu Fei , Tian Qiu , Jonghoon Ahn , Tongcang Li , H. T. Quan

Consider the overdamped limit for a system of interacting particles in the presence of hydrodynamic interactions. For two-body hydrodynamic interactions and one- and two-body potentials, a Smoluchowski-type evolution equation is rigorously…

Mathematical Physics · Physics 2012-08-09 Benjamin D. Goddard , Grigorios A. Pavliotis , Serafim Kalliadasis

Growth-fragmentation processes describe systems of particles in which each particle may grow larger or smaller, and divide into smaller ones as time proceeds. Unlike previous studies, which have focused mainly on the self-similar case, we…

Probability · Mathematics 2020-02-05 Quan Shi

We consider systems of damped wave equations with a state-dependent damping coefficient and perturbed by a Gaussian multiplicative noise. Initially, we investigate their well-posedness, under quite general conditions on the friction.…

Probability · Mathematics 2023-12-15 Sandra Cerrai , Arnaud Debussche

In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…

Probability · Mathematics 2022-12-06 Maxime Hauray , Etienne Pardoux , Yen V. Vuong