Related papers: SLE_k growth processes and conformal field theorie…
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…
Extreme-value theory for random vectors and stochastic processes with continuous trajectories is usually formulated for random objects all of whose univariate marginal distributions are identical. In the spirit of Sklar's theorem from…
In this paper we study the discrete coagulation--fragmentation models with growth, decay and sedimentation. We demonstrate the existence and uniqueness of classical global solutions provided the linear processes are sufficiently strong.…
Using high precision Monte Carlo simulations and a mean-field theory, we explore coarsening phenomena in a simple driven diffusive system. The model is reminiscent of vehicular traffic on a two-lane ring road. At sufficiently high density,…
For random collections of self-avoiding loops in two-dimensional domains, we define a simple and natural conformal restriction property that is conjecturally satisfied by the scaling limits of interfaces in models from statistical physics.…
We review the basic features of a logarithmic conformal field theory that arise in the context of the scaling limit of lattice models. The theory of interest is the symplectic fermions, whose central charge is $-2$. We provide an explicit…
Concerning Numerical Stochastic Perturbation Theory, we discuss the convergence of the stochastic process (idea of the proof, features of the limit distribution, rate of convergence to equilibrium). Then we also discuss the expected…
Let $\mathcal{P}_k(n)$ denote the set of partitions of $n$ whose largest part is bounded by $k,$ which are in well-known bijection with $(k+1)$-cores $\mathcal{C}_k$. We study a growth process on $\mathcal{C}_k$, whose stationary…
Percolation refers to the emergence of a giant connected cluster in a disordered system when the number of connections between nodes exceeds a critical value. The percolation phase transitions were believed to be continuous until recently…
The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…
We consider an array of units each of which can be in one of three states. Unidirectional transitions between these states are governed by Markovian rate processes.The interactions between units occur through a dependence of the transition…
In this note, we consider general growth-fragmentation equations from a probabilistic point of view. Using Foster-Lyapunov techniques, we study the recurrence of the associated Markov process depending on the growth and fragmentation rates.…
We study growth lemmas and questions of regularity for generators of Markov processes. The generators are allowed to have an arbitrary order of differentiability less than 2. In general, this order is represented by a function and not by a…
We propose solution of the problem of the mean square optimal estimation of linear functionals which depend on the unobserved values of a continuous time stochastic process with periodically correlated increments based on observations of…
Logistic growth models are recurrent in biology, epidemiology, market models, and neural and social networks. They find important applications in many other fields including laser modelling. In numerous realistic cases the growth rate…
Krylov complexity, or K-complexity for short, has recently emerged as a new probe of chaos in quantum systems. It is a measure of operator growth in Krylov space, which conjecturally bounds the operator growth measured by the out of time…
We show that for critical site percolation on the triangular lattice two new observables have conformally invariant scaling limits. In particular the expected number of clusters separating two pairs of points converges to an explicit…
We discuss the partition function point of view for chordal Schramm-Loewner evolutions and their relationship with correlation functions in conformal field theory. Both are closely related to crossing probabilities and interfaces in…
A stochastic treatment yielding to the derivation of a general Fokker-Planck equation is presented to model the slow convergence towards equilibrium of mean-field systems due to finite-N effects. The thermalization process involves notably…
We consider consistent dynamics for non-intersecting birth and death chains, originating from dualities of stochastic coalescing flows and one dimensional orthogonal polynomials. As corollaries, we obtain unified and simple probabilistic…