Related papers: Superdiffusivity of occupation-time variance in 2-…
Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment governed by a Gaussian noise $W=\{W(t, x),t\geq 0,x\in\mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g$. We consider the occupation time process…
Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…
We propose nonparametric estimators of the occupation measure and the occupation density of the diffusion coefficient (stochastic volatility) of a discretely observed It\^{o} semimartingale on a fixed interval when the mesh of the…
A class of generalized exclusion processes parametrized by the maximal occupancy, $k\geq 1$, is investigated. For these processes with symmetric nearest-neighbor hopping, we compute the diffusion coefficient and show that it is independent…
According to a theorem of S. Schumacher, for a diffusion X in an environment determined by a stable process that belongs to an appropriate class and has index a, it holds that X_t/(log t)^a converges in distribution, as t goes to infinity,…
Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with $L_2$ semigroups under minimal conditions on the state space and the process trajectories; for example, no strong…
Fluctuations from a hydrodynamic limit of a one-dimensional asymmetric system come at two levels. On the central limit scale n^{1/2} one sees initial fluctuations transported along characteristics and no dynamical noise. The second order of…
We consider particle systems in locally compact Abelian groups with particles moving according to a process with symmetric stationary independent increments and undergoing one and two levels of critical branching. We obtain long time…
We prove functional limits theorems for the occupation time process of a system of particles moving independently in $R^d$ according to a symmetric $\alpha$-stable L\'evy process, and starting off from an inhomogeneous Poisson point measure…
We establish large deviation estimates related to the Darling--Kac theorem and generalized arcsine laws for occupation and waiting times of ergodic transformations preserving an infinite measure, such as non-uniformly expanding interval…
The aim of this paper is to investigate the large deviations for a class of slow-fast mean-field diffusions, which extends some existing results to the case where the laws of fast process are also involved in the slow component. Due to the…
We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
There has been a high demand in rectifying the band gap under-estimation problem in density functional theory (DFT), while keeping the computational load at the same level as local density approximation. DFT-1/2 and shell DFT-1/2 are useful…
We study an ensemble of random walkers carrying internal noisy phase oscillators which are synchronized among the walkers by local interactions. Due to individual mobility, the interaction partners of every walker change randomly, hereby…
The time which a diffusing particle spends in a certain region of space is known as the occupation time, or the residence time. Recently the joint occupation time statistics of an ensemble of non-interacting particles was addressed using…
The diffusivity $D(t)$ of finite-range asymmetric exclusion processes on $\mathbb Z$ with non-zero drift is expected to be of order $t^{1/3}$. Sepp\"{a}l\"ainen and Bal\'azs recently proved this conjecture for the nearest neighbor case. We…
We study the symmetric simple exclusion process with Glauber dynamics. When the process starts from a nonequilibrium measure, we prove central limit theorems for the occupation time in dimension two, and sample path moderate deviation…
Analytical investigation is made on the two-dimensional traffic-flow model with alternative movement and exclude-volume effect between right and up arrows [Phys. Rev. {\bf A} 46 R6124 (1992)]. Several exact results are obtained, including…
For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…