Related papers: Donsker theorems for diffusions: Necessary and suf…

We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\bbZ$-valued transient random walk. This extends the results…

Memory effects require for their incorporation into random-walk models an extension of the conventional equations. The linear Fokker-Planck equation for the probability density $p(\vec r, t)$ is generalized to include non-linear and…

Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…

The paper studies the rate of convergence of the weak Euler approximation for It\^{o} diffusion and jump processes with H\"{o}lder-continuous generators. It covers a number of stochastic processes including the nondegenerate diffusion…

We consider homogenization of Dirichlet problems for semilinear elliptic systems with non-smooth data. We suppose that the diffusion tensors H-converge if the homogenization parameter tends to zero. Our result is of implicit function…

We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the…

The paper deals with the fast-slow motions setups in the discrete time $X^\epsilon((n+1)\epsilon)=X^\epsilon(n\epsilon)+\epsilon B(X^\epsilon(n\epsilon),\xi(n))$, $n=0,1,...,[T/\epsilon]$ and the continuous time $\frac…

Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…

A semilinear version of parabolic-elliptic Keller-Segel system with the \emph{critical} nonlocal diffusion is considered in one space dimension. We show boundedness of weak solutions under very general conditions on our semilinearity. It…

We prove that conditional diffusion models whose reverse kernels are finite Gaussian mixtures with ReLU-network logits can approximate suitably regular target distributions arbitrarily well in context-averaged conditional KL divergence, up…

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

We consider Gibbs measures on the configuration space $S^{\mathbb{Z}^d}$, where mostly $d\geq 2$ and $S$ is a finite set. We start by a short review on concentration inequalities for Gibbs measures. In the Dobrushin uniqueness regime, we…

We prove a nonstandard central limit theorem and weak invariance principle, with superdiffusive normalisation $(t\log t)^{1/2}$, for geodesic flows on a class of nonpositively curved surfaces with flat cylinder. We also prove that…

We consider the statistical properties of the gravitational field F in an infinite one-dimensional homogeneous Poisson distribution of particles, using an exponential cut-off of the pair interaction to control and study the divergences…

The transport of single-phase fluid mixtures in porous media is described by cross-diffusion equations for the mass densities. The equations are obtained in a thermodynamic consistent way from mass balance, Darcy's law, and the van der…

We study a one-dimensional cross-diffusion system for two interacting populations on the torus, with a fast-diffusion law with exponent $0< \alpha\le 1$ and different external potentials. For arbitrary non-negative $L^{1}$ initial data with…

We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…

In this paper, we develop a general approach to proving global and local uniform limit theorems for the Horvitz-Thompson empirical process arising from complex sampling designs. Global theorems such as Glivenko-Cantelli and Donsker…

We extend below a limit theorem of Baker, Chigansky, Hamza and Klebaner (2018) for diffusion models used in population theory.

This paper introduces a rigorous framework for defining generative diffusion models in infinite dimensions via Doob's h-transform. Rather than relying on time reversal of a noising process, a reference diffusion is forced towards the target…