Related papers: Limit theorems for rarefaction of set of diffusion…

The aim of this paper is to use non asymptotic bounds for the probability of rare events in the Sanov theorem, in order to study the asymptotics in conditional limit theorems (Gibbs conditioning principle for thin sets). Applications to…

Subdiffusion with reaction $A+B\rightarrow B$ is considered in a system which consists of two homogeneous media joined together; the $A$ particles are mobile whereas $B$ are static. Subdiffusion and reaction parameters, which are assumed to…

This paper is devoted to establish an invariance principle where the limit process is a multifractional Gaussian process with a multifractional function which takes its values in $(1/2,1)$. Some properties, such as regularity and local…

In the recent literature, the g-subdiffusion equation involving Caputo fractional derivatives with respect to another function has been studied in relation to anomalous diffusions with a continuous transition between different subdiffusive…

We consider the branching process in random environment $\{Z_n\}_{n\geq 0}$, which is a~population growth process where individuals reproduce independently of each other with the reproduction law randomly picked at each generation. We focus…

In this article, we prove that, on the diffusive time scale, condensing zero-range processes converge to a dimension-decaying diffusion process on the simplex \[ \Sigma = \{(x_1,\dots,x_S) : x_i \ge 0,\; \sum_{i\in S} x_i = 1\}, \] where…

We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…

For a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, we study the joint distribution of the two local times $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ and $B(t)= \int_{0}^{t} d\tau \delta(X(\tau)-L) $ at…

We consider a limit theorem for a triangular array of point processes generated by non-identically distributed random variables, and apply the result for the analysis of the limiting behavior of the Argmaximum of independent random…

In the simplest case, we obtain a general solution to a problem of minimizing an integral of a nondecreasing right continuous stochastic process from zero to some nonnegative random variable tau, under the constraints that for some…

When gas molecules bind to a surface they may do so in such a way that the adsorption of one molecule inhibits the arrival of others. We consider random sequential adsorption in which the empty sites of a graph are irreversibly occupied in…

We consider the evolution of a connected set on the plane carried by a periodic incompressible stochastic flow. While for almost every realization of the random flow at time t most of the particles are at a distance of order sqrt{t} away…

We consider a reaction-diffusion system where some components react and diffuse on the boundary of a region, while other components diffuse in the interior and react with those on the boundary through mass transport. We establish criteria…

In this work we study the degenerate diffusion equation $\partial_{t}=x^{\alpha}a\left(x\right)\partial_{x}^{2}+b\left(x\right)\partial_{x}$ for $\left(x,t\right)\in\left(0,\infty\right)^{2}$, equipped with a Cauchy initial data and the…

In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…

In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…

In this paper, we investigate the well-posedness and the long-time asymptotic behavior for the initial-boundary value problem for multi-term time-fractional diffusion equations, where the time differentiation consists of a finite summation…

Suppose that $N_0$ independently diffusing particles, each with diffusivity $D$, are initially released at $x=\ell>0$ on the semi-infinite interval $0\leq x<\infty$ with an absorber at $x=0$. We determine the probability ${\cal P}(N)$ that…

We consider the standard thermodynamic processes with constraints, but with additional uncertainty about the control parameters. Motivated by inductive reasoning, we assign prior distribution that provides a rational guess about likely…

We study the problem of inviscid slightly compressible fluids in a bounded domain. We find a unique solution to the initial-boundary value problem and show that it is near the analogous solution for an incompressible fluid provided the…