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We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…

Probability · Mathematics 2025-12-16 Christian Hirsch , Raphaël Lachièze-Rey

We consider functionals of long-range dependent Gaussian sequences with infinite variance and obtain nonstandard limit theorems. When the long-range dependence is strong enough, the limit is a Hermite process, while for weaker long-range…

Probability · Mathematics 2008-12-18 Allan Sly , Chris Heyde

The production of molecules in a chemical reaction network is modelled as a Poisson process with a Markov-modulated arrival rate and an exponential decay rate. We analyze the distributional properties of $M$, the number of molecules, under…

Probability · Mathematics 2013-09-17 D. Anderson , J. Blom , M. Mandjes , H. Thorsdottir , K. de Turck

The dynamics of a point charged particle which is driven by a uniform external electric field and moves in a medium of elastic scatterers is investigated. Using rudimentary approaches, we reproduce, in one dimension, the known results that…

Statistical Mechanics · Physics 2009-10-28 P. L. Krapivsky , S. Redner

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

Probability · Mathematics 2024-11-14 Dirk Erhard , Tertuliano Franco , Milton Jara , Eduardo Pimenta

A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…

Probability · Mathematics 2007-05-23 Alexey M. Kulik

We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbeck process, providing the foundation for the fluctuation theory of slow/fast systems driven by such a noise. Our main contribution is on the…

Probability · Mathematics 2023-03-07 Johann Gehringer , Xue-Mei Li

We study the asymptotics of solutions of logistic type equations with fractional Laplacian as time goes to infinity and as the exponent in nonlinear part goes to infinity. We prove strong convergence of solutions in the energy space and…

Analysis of PDEs · Mathematics 2023-08-22 Tomasz Klimsiak

The asymptotic analysis of kinetic models describing the behavior of particles interacting through alignment is performed. We will analyze the asymptotic regime corresponding to large alignment frequency where the alignment effects are…

Analysis of PDEs · Mathematics 2017-01-16 M. Bostan , J. A. Carrillo

We consider a run-and-tumble particle whose speed and tumbling rate are space-dependent on an infinite line. Unlike most of the previous work on such models, here we make the physical assumption that at large distances, these rates saturate…

Statistical Mechanics · Physics 2024-12-10 Kavita Jain , Sakuntala Chatterjee

A recent large deflection cantilever model is considered. The principal nonlinear effects come through the beam's inextensibility---local arc length preservation---rather than traditional extensible effects attributed to fully restricted…

Analysis of PDEs · Mathematics 2019-10-16 Maria Deliyianni , Varun Gudibanda , Jason Howell , Justin T. Webster

Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the…

Statistical Mechanics · Physics 2007-12-12 Tooru Taniguchi , E. G. D. Cohen

We ascertain the diffusively scaled limit of a periodic Lorentz process in a strip with an almost reflecting wall at the origin. Here, almost reflecting means that the wall contains a small hole waning in time. The limiting process is a…

Dynamical Systems · Mathematics 2016-03-25 Peter Nandori , Domokos Szasz

Let $\xi_1$, $\xi_2,\ldots$ be i.i.d. random variables of zero mean and finite variance and $\eta_1$, $\eta_2,\ldots$ positive i.i.d. random variables whose distribution belongs to the domain of attraction of an $\alpha$-stable…

Probability · Mathematics 2022-05-24 Alexander Iksanov , Andrey Pilipenko , Ben Povar

The dynamics of a test particle interacting with diffusing impurities in one dimension is investigated analytically and numerically. In the absence of an applied external force, the dynamics of the particle can be characterized by a…

Statistical Mechanics · Physics 2009-11-13 Lasse Laurson , Mikko J. Alava

The relativistic Boltzmann equation for a constant differential cross section and with periodic boundary conditions is considered. The speed of light appears as a parameter $c>c_0$ for a properly large and positive $c_0$. A local existence…

Mathematical Physics · Physics 2009-11-10 Simone Calogero

In this paper we establish some conditional limit theorems for some critical superprocesses $X=\{X_t, t\ge 0\}$. First we identify the rate of non-extinction. Then we show that, for a large class of functions $f$, conditioned on…

Probability · Mathematics 2015-11-25 Yan-Xia Ren , Renming Song , Rui Zhang

Recently, a scheme to analyse topological phases in Quantum Mechanics by means of the non-relativistic limit of fermions non-minimally coupled to a Lorentz-breaking background has been proposed. In this letter, we show that the fixed…

High Energy Physics - Theory · Physics 2008-11-26 H. Belich , T. Costa-Soares , M. M. Ferreira , J. A. Helayel-Neto , M. T. D. Orlando

We consider N single server infinite buffer queues with service rate \beta. Customers arrive at rate N\alpha, choose L queues uniformly, and join the shortest. We study the processes R^N for large N, where R^N_t(k) is the fraction of queues…

Probability · Mathematics 2007-05-23 Carl Graham

We establish asymptotic diffusion limits of the non-classical transport equation derived in [E. W. Larsen, A generalized Boltzmann equation for non-classical particle transport, Joint international topical meeting on mathematics &…

Analysis of PDEs · Mathematics 2016-07-15 Martin Frank , Weiran Sun
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