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相关论文: Central limit theorems and suppression of anomalou…

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This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…

概率论 · 数学 2014-07-10 Peter W. Glynn , Rob J. Wang

Inhomogeneous environments are rather ubiquitous in nature, often implying anomalies resulting in deviation from Gaussianity of diffusion processes. While sub- and superdiffusion are usually due to conversing environmental features…

统计力学 · 物理学 2023-05-23 Attilio L. Stella , Aleksei Chechkin , Gianluca Teza

Anomalous transport in a circular comb is considered. The circular motion takes place for a fixed radius, while radii are continuously distributed along the circle. Two scenarios of the anomalous transport, related to the reflecting and…

无序系统与神经网络 · 物理学 2021-01-29 A. Iomin

The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…

软凝聚态物质 · 物理学 2019-09-10 Narender Khatri , P. S. Burada

Anomalous diffusion is discussed in the context of quantum Brownian motion with colored noise. It is shown that earlier results follow simply and directly from the fluctuation-dissipation theorem. The limits on the long-time dependence of…

量子物理 · 物理学 2007-05-23 G. W. Ford , R. F. O'Connell

We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…

概率论 · 数学 2024-04-22 Anja Sturm , Moritz Wemheuer

A system of $N$ weakly interacting particles whose dynamics is given in terms of jump-diffusions with a common factor is considered. The common factor is described through another jump-diffusion and the coefficients of the evolution…

概率论 · 数学 2015-09-18 A. Budhiraja , E. Kira , Subhamay Saha

We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…

动力系统 · 数学 2021-11-25 Davor Dragičević , Julien Sedro

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

统计力学 · 物理学 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

The comb model is a simplified description for anomalous diffusion under geometric constraints. It represents particles spreading out in a two-dimensional space where the motions in the x-direction are allowed only when the y coordinate of…

计算物理 · 物理学 2015-07-21 H. V. Ribeiro , A. A. Tateishi , L. G. A. Alves , R. S. Zola , E. K. Lenzi

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

概率论 · 数学 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

In this work we show that under specific anomalous diffusion conditions, chemical systems can produce well-ordered self-similar concentration patterns through a diffusion-driven instability. We also find spiral patterns and patterns with…

斑图形成与孤子 · 物理学 2017-02-22 D. Hernández , E. C. Herrera-Hernández , M. Núñez-López , H. Hernández-Coronado

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

概率论 · 数学 2024-01-22 Bruno Rémillard , Jean Vaillancourt

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

概率论 · 数学 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…

概率论 · 数学 2018-06-25 Pierre Mathieu , Andrey Piatnitski

We obtain rates of convergence in the weak invariance principle (functional central limit theorem) for $\R^d$-valued H\"older observables of nonuniformly hyperbolic maps. In particular, for maps modelled by a Young tower with…

动力系统 · 数学 2025-03-21 Nicholas Fleming-Vázquez

A new approach to the modeling of nonfree particle diffusion is presented. The approach uses a general setup based on geometric graphs (networks of curves), which means that particle diffusion in anything from arrays of barriers and pore…

统计力学 · 物理学 2018-04-05 Niels Buhl

We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion…

概率论 · 数学 2021-10-19 Le Chen , Davar Khoshnevisan , David Nualart , Fei Pu

We establish central limit theorems for an action of a group G on a hyperbolic space X with respect to the counting measure on a Cayley graph of G. Our techniques allow us to remove the usual assumptions of properness and smoothness of the…

动力系统 · 数学 2020-04-29 Ilya Gekhtman , Samuel J. Taylor , Giulio Tiozzo

Let $\{X_n\}_{n\in\mathbb{N}}$ be a sequence of i.i.d. random variables in $\mathbb{Z}^d$. Let $S_k=X_1+...+X_k$ and $Y_n(t)$ be the continuous process on $[0,1]$ for which $Y_n(k/n)=S_k/\sqrt{n}$ $k=1,...,n$ and which is linearly…

概率论 · 数学 2010-09-06 Zsolt Pajor-Gyulai , Domokos Szász