Related papers: Flux fluctuations in the one dimensional nearest n…
We show how, based on considerations on the observed form of the galaxy 2-point spatial correlation function xi(r), a very simplified -- yet surprisingly effective -- model for the linear density fluctuations power spectrum can be…
We prove fluctuation bounds for the particle current in totally asymmetric zero range processes in one dimension with nondecreasing, concave jump rates whose slope decays exponentially. Fluctuations in the characteristic directions have…
All space-time coupling effects arising in an asymmetric optical compressor [1] consisting of two non-identical pairs of diffraction gratings are described analytically. In each pair, the gratings are identical and parallel to each other,…
We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
We prove the nonequilibrium fluctuations of one-dimensional, boundary driven, weakly asymmetric exclusion processes through a microscopic Cole-Hopf transformation.
We consider steady-state current activity statistics for the one-dimensional totally asymmetric simple exclusion process (TASEP). With the help of the known operator algebra (for general open boundary conditions), as well as general…
We derive convenient uniform concentration bounds and finite sample multivariate normal approximation results for quadratic forms, then describe some applications involving variance components estimation in linear random-effects models.…
The asymptotics of the strongly stratified Boussinesq system when the Froude number goes to zero have been previously investigated, but the resulting limit system surprisingly did not depend on the thermal diffusivity $\nu$ ' . In this…
We develop fluctuational electrodynamics for media with nonlinear optical response. In a perturbative manner, we amend the stochastic Helmholtz equation to describe fluctuations in a nonlinear setting, in agreement with the fluctuation…
Characterizing current fluctuations in a steady state is of fundamental interest and has attracted considerable attention in the recent past. However, the bulk of the studies are limited to systems that either do not exhibit a phase…
Using the matrix product formalism we formulate a natural p-species generalization of the asymmetric simple exclusion process. In this model particles hop with their own specific rate and fast particles can overtake slow ones with a rate…
We study the condensation phenomenon for the invariant measures of the mean-field model of reversible coagulation-fragmentation processes conditioned to a supercritical density of particles. It is shown that when the parameters of the…
We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…
The paper considers the wave equation, with constant or variable coefficients in $\R^n$, with odd $n\geq 3$. We study the asymptotics of the distribution $\mu_t$ of the random solution at time $t\in\R$ as $t\to\infty$. It is assumed that…
For each $n \geq 1$, let $\{X_{j,n}\}_{1 \leq j \leq n}$ be a sequence of strictly stationary random variables. In this article, we give some asymptotic weak dependence conditions for the convergence in distribution of the point process…
Using some rigorous results by Wiener [(1930). {\em Acta Math.} {\bf 30}, 118-242] on the Fourier integral of a bounded function and the condition that small-angle scattering intensities of amorphous samples are almost everywhere…
We consider the macroscopic limit for the space-time density fluctuations in the open symmetric simple exclusion in the quasi-static scaling limit. We prove that the distribution of these fluctuations converge to a gaussian space-time field…
We study the diffusion of tagged hard core interacting particles under the influence of an external force field. Using the Jepsen line we map this many particle problem onto a single particle one. We obtain general equations for the…
We consider the totally asymmetric simple exclusion process on a ring with flat and step initial conditions. We assume that the size of the ring and the number of particles tend to infinity proportionally and evaluate the fluctuations of…
Let \{X_1, X_2, ...\} be a sequence of independent and identically distributed positive random variables of Pareto-type with index \alpha>0 and let \{N(t); t\geq 0\} be a counting process independent of the X_i's. For any fixed t\geq 0,…