相关论文: Infinite variance $H$-sssi processes as limits of …

It is shown that mass-parameter-dependent solutions of the imaginary-time magnetic relativitstic Schr\"odinger equations converge as functionals of L\'evy processes represented by stochastic integrals of stationary Poisson point processes…

Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…

Consider a particle moving through a random medium, which consists of spherical obstacles, randomly distributed in R^d. The particle is accelerated by a constant external field; when colliding with an obstacle, the particle inelastically…

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

We perform numerical studies of a thermally driven, overdamped particle in a random quenched force field, known as the Sinai model. We compare the unbounded motion on an infinite 1-dimensional domain to the motion in bounded domains with…

In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…

We show that Wigner's infinite spin particle classically is described by a reparametrization invariant higher order geometrical Lagrangian. The model exhibit unconventional features like tachyonic behaviour and momenta proportional to…

We study the dynamics of a particle in continuous time and space, the displacement of which is governed by an internal degree of freedom (spin). In one definite limit, the so-called quantum random walk is recovered but, although quite…

We study a single quantum particle in discrete spacetime evolving in a causal way. We see that in the continuum limit any massless particle with a two dimensional internal degree of freedom obeys the Weyl equation, provided that we perform…

We study an infinite system of moving particles, where each particle is of type A or B. Particles perform independent random walks at rates D_A>0 and D_B>0, and the interaction is given by mutual annihilation A+B->0. The initial condition…

This study extends a prior investigation of limit shapes for partitions of integers, which was based on analysis of sums of geometric random variables. Here we compute limit shapes for grand canonical Gibbs ensembles of partitions of sets,…

This study aims to develop the limit theorems on the sample autocovariances and sample autocorrelations for certain stationary infinitely divisible processes. We consider the case where the infinitely divisible process has heavy tail…

We consider systems of spatial random permutations, where permutations are weighed according to the point locations. Infinite cycles are present at high densities. The critical density is given by an exact expression. We discuss the…

We construct `self-stabilizing' processes {Z(t), t $\in [t_0,t_1)$}. These are random processes which when `localized', that is scaled around t to a fine limit, have the distribution of an $\alpha$(Z(t))-stable process, where $\alpha$ is…

This paper examines the statistical mechanical and thermodynamical consequences of variable phase-space volume element $h_I=\bigtriangleup x_i\bigtriangleup p_i$. Varying $h_I$ leads to variations in the amount of measured information of a…

We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

Infinite-dimensional stochastic differential equations (ISDEs) describing systems with an infinite number of particles are considered. Each particle undergoes a L\'evy process, and the interaction between particles is determined by the…

We study the asymptotic behavior of short cycles of random permutations with cycle weights. More specifically, on a specially constructed metric space whose elements encode all possible cycles, we consider a point process containing all…

Our conventional system of physical units is based on local or microscopic {\it dimensional} quantities which are {\it defined}, for convenience or otherwise aesthetic reasons, to be spacetime-independent. A more general choice of units may…