相关论文: Radial Dunkl Processes : Existence and uniqueness,…

To a crystallographic root system we associate a system of multivariate orthogonal polynomials diagonalizing an integrable system of discrete pseudo Laplacians on the Weyl chamber. We develop the time-dependent scattering theory for these…

In this paper, we study the following time-dependent stochastic differential equation (SDE) in ${\bf R}^d$: $$ d X_{t}= \sigma_t(X_{t-}) d Z_t + b_t(X_{t})d t, \quad X_{0}=x\in {\bf R}^d, $$ where $Z$ is a $d$-dimensioanl nondegenerate…

We give a complete characterization of the boundary traces $\varphi_i$ ($i=1,\dots,K$) supporting spiraling waves, rotating with a given angular speed $\omega$, which appear as singular limits of competition-diffusion systems of the type \[…

We study branching diffusions in a bounded domain $D$ of $\mathbb{R}^d$ in which particles are killed upon hitting the boundary $\partial D$. It is known that any such process undergoes a phase transition when the branching rate $\beta$…

This article investigates the phenomenon of maximal rigidity in spatial processes, where perfect interpolation of the process is possible from partial information, specifically, from its restriction to a strict subdomain, often resulting in…

We discuss the classification of reflection subgroups of finite and affine Weyl groups from the point of view of their root systems. A short case free proof is given of the well known classification of the isomorphism classes of reflection…

We analyse in this paper a conservative analogue of the celebrated model of dynamical percolation introduced by H\"aggstr\"om, Peres and Steif in [HPS97]. It is simply defined as follows: start with an initial percolation configuration…

We extend the classical theorem of Uchiyama about constructive Fefferman-Stein decompositions of ${\rm BMO}$ functions by systems of singular integrals to the rational Dunkl setting. On $\mathbb{R}^N$ equipped with a root system $R$ and a…

The purpose of this paper is to study the existence and uniqueness of solutions to a system of Stochastic Differential Equations (SDEs). The coordinates are bounded by zero and one, and repulse each other according to a Coulombian like…

We discuss in which cases the Dunkl convolution of distributions, possibly both with non-compact support, can be defined and study its analytic properties. We prove results on the (singular-)support of Dunkl convolutions. Based on this, we…

In this paper, we study an inverse scattering problem at fixed energy on three-dimensional asymptotically hyperbolic St{\"a}ckel manifolds having the topology of toric cylinders and satisfying the Robertson condition. On these manifolds the…

In this paper we intend to present a unified treatment of a variety of singular interacting particle systems and their McKean-Vlasov limits. This unified approach is based on the use of the relative entropy on the path space in the spirit…

Tracy and Widom showed that fundamentally important kernels in random matrix theory arise from differential equations with rational coefficients. More generally, this paper considers symmetric Hamiltonian systems abd determines the…

In slowly evolving spherical potentials, $\Phi(r,t)$, radial actions are typically assumed to remain constant. Here, we construct dynamical invariants that allow us to derive the evolution of radial actions in spherical central potentials…

We start with a random polynomial $P^{N}(z)$ of degree $N$ with independent coefficients. We then consider a new polynomial $P_{t}^{N}$ obtained by $\lceil Nt\rceil$ applications of a fractional differential operator of the form $z^{a}…

Rate-independent systems arise in a number of applications. Usually, weak solutions to such problems with potentially very low regularity are considered, requiring mathematical techniques capable of handling nonsmooth functions. In this…

We study $\beta$-Jacobi diffusion processes on alcoves in $\mathbb R^N$, depending on 3 parameters. Using elementary symmetric functions, we present space-time-harmonic functions and martingales for these processes $(X_t)_{t\ge0}$ which are…

This work establishes the existence and uniqueness of solutions to the fractional diffusion equation $$\frac{\partial^\alpha u}{\partial t^{\alpha}} + K(-\Delta)^{\beta} u - \nabla \cdot (\nabla V u) = f$$ on a $d$-dimensional torus,…

We consider a sequence of finite irreducible Markov chains with exponentially small transition rates: the transition graph is a fixed, finite, strongly connected directed graph; the transition rates decay exponentially on a paramenter N…

In this note we present new examples of determinantal point processes with infinitely many particles. The particles live on the half-lattice {1,2,...} or on the open half-line (0,+\infty). The main result is the computation of the…