Related papers: Occupation time limits of inhomogeneous Poisson sy…
We study stochastic particle systems that conserve the particle density and exhibit a condensation transition due to particle interactions. We restrict our analysis to spatially homogeneous systems on finite lattices with stationary product…
The time evolution of occupation number is studied for a bosonic oscillator (with one and two degrees of freedom) linearly fully coupled to fermionic and bosonic heat baths. The absence of equilibrium in this oscillator is discussed as a…
Markovian open quantum systems display complicated relaxation dynamics. The spectral gap of the Liouvillian characterizes the asymptotic decay rate towards the steady state, but it does not necessarily give a correct estimate of the…
Several stochastic processes related to transient L\'evy processes with potential densities $u(x,y)=u(y-x)$, that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of…
An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox processes) to L{\'e}vy processes in the Skorokhod space…
We examine a system of interacting random walks with leftward drift on $\mathbb{Z}$, which begins with a single active particle at the origin and some distribution of inactive particles on the positive integers. Inactive particles become…
Distributional properties -including Laplace transforms- of integrals of Markov processes received a lot of attention in the literature. In this paper, we complete existing results in several ways. First, we provide the analytical solution…
We present a comprehensive study of Vicsek-style self-propelled particle models in two and three space dimensions. The onset of collective motion in such stochastic models with only local alignment interactions is studied in detail and…
We prove that the occupation measures of Brownian motions conditioned to have large intersections converge weakly, up to spatial shifts, to the measure whose density is the square of an optimizer of the Gagliardo-Nirenberg inequality. We do…
In this paper, we consider function-indexed normalized weighted integrated periodograms for equidistantly sampled multivariate continuous-time state space models which are multivariate continuous-time ARMA processes. Thereby, the sampling…
We consider finite and infinite systems of particles on the real line and half-line evolving in continuous time. Hereby, the particles are driven by i.i.d. L\'{e}vy processes endowed with rank-dependent drift and diffusion coefficients. In…
We present a detailed study of the large-scale collective properties of self-propelled particles (SPPs) moving in two-dimensional heterogeneous space. The impact of spatial heterogeneities on the ordered, collectively moving phase is…
Smoothness and asymptotic behaviors are studied for the densities of the law of the occupation time on the positive line for Bessel bridges and the normalized excursion of strictly stable processes. The key role is played by these…
We provide an empirical process theory for locally stationary processes over nonsmooth function classes. An important novelty over other approaches is the use of the flexible functional dependence measure to quantify dependence. A…
We study a general non-homogeneous Skellam-type process with jumps of arbitrary fixed size. We express this process in terms of a linear combination of Poisson processes and study several properties, including the summation of independent…
We consider a system of independent point-like particles performing a Brownian motion while interacting with a Gaussian fluctuating background. These particles are in addition endowed with a discrete two-state internal degree of freedom…
Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…
This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…
A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…
Using ultrashort laser pulses, it has become possible to probe the dynamics of long-range order in solids on microscopic timescales. In the conventional description of symmetry-broken phases within time-dependent Ginzburg-Landau theory, the…