Related papers: A long range dependence stable process and an infi…
We determine the limiting distribution and the explicit tail behavior for the maximal displacement of a branching symmetric stable process with spatially inhomogeneous branching structure. Here the branching rate is a Kato class measure…
We study the largest Lyapunov exponent $\lambda$ and the finite size effects of a system of N fully-coupled classical particles, which shows a second order phase transition. Slightly below the critical energy density $U_c$, $\lambda$ shows…
We calculate mean square deviations for crystals in one and two dimensions. For the two dimensional lattices, we consider several distinct geometries (i.e. square, triangular, and honeycomb), and we find the same essential phenomena for…
We consider random walk in Dirichlet random environment in ${\mathbf{Z}^d, d\ge 3}$, which corresponds to the case where the environment is constructed from i.i.d. transition probabilities at each vertex with a Dirichlet distribution with…
The asymmetric Hubbard dimer is used to study the density-dependence of the exact frequency-dependent kernel of linear-response time-dependent density functional theory. The exact form of the kernel is given, and the limitations of the…
For a finite measure $\varLambda$ on $[0,1]$, the $\varLambda$-coalescent is a coalescent process such that, whenever there are $b$ clusters, each $k$-tuple of clusters merges into one at rate…
Instabilities and pattern formation is the rule in nonequilibrium systems. Selection of a persistent lengthscale, or coarsening (increase of the lengthscale with time) are the two major alternatives. When and under which conditions one…
We consider processes with second order long range dependence resulting from heavy tailed durations. We refer to this phenomenon as duration-driven long range dependence (DDLRD), as opposed to the more widely studied linear long range…
We prove a law of large numbers and a functional central limit theorem for multivariate Hawkes processes observed over a time interval $[0,T]$ in the limit $T \rightarrow \infty$. We further exhibit the asymptotic behaviour of the…
Heterogeneous diffusion processes can be well described by an overdamped Langevin equation with space-dependent diffusivity $D(x)$. We investigate the ergodic and non-ergodic behavior of these processes in an arbitrary potential well $U(x)$…
A class of Fleming-Viot processes with decaying sampling rates and $\alpha$-stable motions that correspond to distributions with growing populations are introduced and analyzed. Almost sure long-time scaling limits for these processes are…
We consider boundary Harnack inequalities for regional fractional Laplacian which are generators of censored stable-like processes on G taking \kappa(x,y)/|x-y|^{n+\alpha}dxdy, x,y\in G as the jumping measure. When G is a C^{1,\beta-1} open…
We call a point process $Z$ on $\mathbb R$ \emph{exp-1-stable} if for every $\alpha,\beta\in\mathbb R$ with $e^\alpha+e^\beta=1$, $Z$ is equal in law to $T_\alpha Z+T_\beta Z'$, where $Z'$ is an independent copy of $Z$ and $T_x$ is the…
We consider the steady state of a one dimensional diffusive system, such as the symmetric simple exclusion process (SSEP) on a ring, driven by a battery at the origin or by a smoothly varying field along the ring. The battery appears as the…
We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…
In this work, the transition between diffusion-limited and ballistic aggregation models was revisited using a model in which biased random walks simulate the particle trajectories. The bias is controlled by a parameter $\lambda$, which…
We show that the correlation functions of a class of periodically driven integrable closed quantum systems approach their steady state value as $n^{-(\alpha+1)/\beta}$, where $n$ is the number of drive cycles and $\alpha$ and $\beta$ denote…
We analyze the equilibrium fluctuations of the density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow…
Bistability, or the coexistence of two stable phases, can be broken by a bias field $h$ destabilising one of the phases via the nucleation and growth of defects. Strong long-range interactions, $1/r^\alpha$ with $\alpha$ less than the…
The effect of blocking between different species occurring in one dimension is investigated here numerically in the case of particles following branching and annihilating random walk with two offsprings. It is shown that two-dimensional…