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We consider recurrent diffusive random walks on a strip. We present constructive conditions on Green functions of finite sub-domains which imply a Central Limit Theorem with polynomial error bound, a Local Limit Theorem, and mixing of…

概率论 · 数学 2020-08-26 Dmitry Dolgopyat , Ilya Goldsheid

The dynamics of one parameter diagonal group actions on finite volume homogeneous spaces has a partially hyperbolic feature. In this paper we extend the Liv\v{s}ic type result to these possibly noncompact and nonaccessible systems. We also…

动力系统 · 数学 2019-03-27 Ronggang Shi

We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…

概率论 · 数学 2013-04-03 Gilles Pagès , Fabien Panloup

Diffusion on a quenched heterogeneous environment in the presence of bias is considered analytically. The first-passage-time statistics can be applied to obtain the drift and the diffusion coefficient in periodic quenched environments. We…

统计力学 · 物理学 2020-05-06 Takuma Akimoto , Keiji Saito

In this paper we establish a general dynamical Central Limit Theorem (CLT) for group actions which are exponentially mixing of all orders. In particular, the main result applies to Cartan flows on finite-volume quotients of simple Lie…

动力系统 · 数学 2017-06-29 Michael Björklund , Alexander Gorodnik

The fundamental inequality of Guivarc'h relates the entropy and the drift of random walks on groups. It is strict if and only if the random walk does not behave like the uniform measure on balls. We prove that, in any nonelementary…

概率论 · 数学 2015-01-22 Sébastien Gouëzel , Frédéric Mathéus , François Maucourant

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

概率论 · 数学 2022-07-14 Yun Li , Longjie Xie

Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…

概率论 · 数学 2016-11-16 Michael Röckner , Jiyong Shin , Gerald Trutnau

We study some sufficient conditions imposed on the sequence of martingale differences (m.d.) in the separable Banach spaces of continuous functions defined on the metric compact set for the Central Limit Theorem in this space. We taking…

概率论 · 数学 2014-11-11 L. Sirota

We discuss uniform infinite causal triangulations and equivalence to the size biased branching process measure - the critical Galton-Watson branching process distribution conditioned on non-extinction. Using known results from the theory of…

数学物理 · 物理学 2012-01-04 V. Sisko , A. Yambartsev , S. Zohren

Infiltration of diffusing particles from one material to another where the diffusion mechanism is either normal or anomalous is a widely observed phenomena. When the diffusion is anomalous we find interesting behaviors: diffusion may lead…

统计力学 · 物理学 2010-05-04 Nickolay Korabel , Eli Barkai

A mathematical model for the discrete nonlinear fragmentation (collision-induced breakage) equation with diffusion is studied. The existence of global weak solutions is established in arbitrary spatial dimensions without assuming a strictly…

偏微分方程分析 · 数学 2026-03-12 Saumyajit Das , Ram Gopal Jaiswal

For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the…

概率论 · 数学 2012-09-07 V. I. Afanasyev , C. Boeinghoff , G. Kersting , V. A. Vatutin

Combining extensive single particle tracking microscopy data of endogenous lipid granules in living fission yeast cells with analytical results we show evidence for anomalous diffusion and weak ergodicity breaking. Namely we demonstrate…

A novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that…

偏微分方程分析 · 数学 2015-06-11 Ansgar Jüngel

We establish the incompressible limit of weakly asymmetric simple exclusion processes coupled through particle collisions. The incompressible limit depends on various parameters in the particle system and is linked to fluid dynamics…

概率论 · 数学 2024-11-13 Patrick van Meurs , Kenkichi Tsunoda , Lu Xu

The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We examine the conditions under which a $d$--dimensional simple random walk in a symmetric random media converges to a Brownian motion. For…

数学物理 · 物理学 2007-05-23 Domingos H. U. Marchetti , Roberto da Silva

We establish limit theorems involving weak convergence of multiple generations of critical and supercritical branching processes. These results arise naturally when dealing with the joint asymptotic behavior of functionals defined in terms…

概率论 · 数学 2009-12-25 James Kuelbs , Anand N. Vidyashankar

We consider non-uniformly expanding maps on compact Riemannian manifolds of arbitrary dimension, possibly having discontinuities and/or critical sets, and show that under some general conditions they admit an induced Markov tower structure…

动力系统 · 数学 2007-05-23 J. F. Alves , S. Luzzatto , V. Pinheiro

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

数学物理 · 物理学 2015-05-14 Jeremy Clark , Christian Maes