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Rate of convergence is studied for a diffusion process on the half line with a non-sticky reflection to a heavy-tailed 1D invariant distribution which density on the half line has a polynomial decay at infinity. Starting from a standard…

概率论 · 数学 2019-05-16 O. A. Manita , A. Yu. Veretennikov

Sticky Brownian motions, as time-changed semimartingale reflecting Brownian motions, have various applications in many fields, including queuing theory and mathematical finance. In this paper, we are concerned about the stationary…

概率论 · 数学 2019-01-24 Hongshuai Dai , Yiqiang Q. Zhao

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

概率论 · 数学 2010-07-07 Gyorgy Steinbrecher , Xavier Garbet , Boris Weyssow

Understanding the tail behavior of distributions is crucial in statistical theory. For instance, the tail of a distribution plays a ubiquitous role in extreme value statistics, where it is associated with the likelihood of extreme events.…

统计理论 · 数学 2024-09-11 Rafael Cabral , Maria de Iorio , Andrea Cremaschi

A generalisation of reaction diffusion systems and their travelling solutions to cases when the productive part of the reaction happens only on a surface in space or on a line on plane but the degradation and the diffusion happen in bulk…

动力系统 · 数学 2022-01-05 Anton S. Zadorin

This paper presents new analytical results for a class of nonlinear parabolic systems of partial different equations with small cross-diffusion which describe the macroscopic dynamics of a variety of large systems of interacting particles.…

偏微分方程分析 · 数学 2020-03-04 Luca Alasio , Helene Ranetbauer , Markus Schmidtchen , Marie-Therese Wolfram

We establish the limiting distribution (in total variation) of the quasi posteriors based on moment conditions, which only partially identify the parameters of interest. Some examples are discussed.

统计理论 · 数学 2016-10-07 Wenxin Jiang

We propose certain approach of solving two-dimensional non-stationary and stationary advection-diffusion-reaction boundary value problems through their reduction to the set of corresponding one-dimensional problems. This method leverages…

数值分析 · 数学 2024-11-19 R. Drebotiy , H. Shynkarenko

The most general nonuniform reaction-diffusion models on a one-dimensional lattice with boundaries, for which the time evolution equations of corre- lation functions are closed, are considered. A transfer matrix method is used to find the…

统计力学 · 物理学 2010-04-09 Amir Aghamohammadi , Mohammad Khorrami

By considering any one-dimensional time-homogeneous solvable diffusion process,this paper develops a complete analytical framework for computing the distribution of the last hitting time, to any level, and its joint distribution with the…

概率论 · 数学 2025-11-12 Giuseppe Campolieti , Yaode Sui

In a recent article the most general non-uniform reaction-diffusion models on a one-dimensional lattice with boundaries were considered, for which the time evolution equations of correlation functions are closed and the stationary profile…

统计力学 · 物理学 2011-08-09 Amir Aghamohammadi , Mohammad Khorrami

We establish an explicit rate of convergence for some systems of mean-field interacting diffusions with logistic binary branching towards the solutions of nonlinear evolution equations with non-local self-diffusion and logistic mass growth,…

概率论 · 数学 2021-09-29 Joaquín Fontbona , Felipe Muñoz-Hernández

We are interested in the long time behavior of a two-type density-dependent biological population conditioned to non-extinction, in both cases of competition or weak cooperation between the two species. This population is described by a…

概率论 · 数学 2008-11-04 Patrick Cattiaux , Sylvie Méléard

A numerical study of the role of anomalous diffusion in front propagation in reaction-diffusion systems is presented. Three models of anomalous diffusion are considered: fractional diffusion, tempered fractional diffusion, and a model that…

斑图形成与孤子 · 物理学 2014-09-11 D. del-Castillo-Negrete

In a recent study of certain merging-splitting models of animal-group size (Degond et al., J. Nonl. Sci. 27 (2017) 379), it was shown that an initial size distribution with infinite first moment leads to convergence to zero in weak sense,…

偏微分方程分析 · 数学 2019-05-01 Jian-Guo Liu , Barbara Niethammer , Robert L. Pego

In this paper, according to a certain criterion, we divide the exponential distribution class into three subclasses. One of them is closely related to the regular-variation-tailed distribution class, so it is called the…

概率论 · 数学 2018-05-30 Zhaolei Cui , Edward Omey , Wenyuan Wang , Yuebao Wang

A standard method to obtain information on a quantum state is to measure marginal distributions along many different axes in phase space, which forms a basis of quantum state tomography. We theoretically propose and experimentally…

We study a one dimensional generalization of the exponential trap model using both numerical simulations and analytical approximations. We obtain the asymptotic shape of the average diffusion front in the sub-diffusive phase. Our central…

无序系统与神经网络 · 物理学 2009-11-07 E. M. Bertin , J. -P. Bouchaud

We introduce a construction to embed a quasiperiodic lattice of obstacles into a single unit cell of a higher-dimensional space, with periodic boundary conditions. This construction transparently shows the existence of channels in these…

混沌动力学 · 物理学 2012-06-12 Atahualpa S. Kraemer , David P. Sanders

We study the empirical version of halfspace depths with the objective of establishing a connection between the rates of convergence and the tail behaviour of the corresponding underlying distributions. The intricate interplay between the…

统计理论 · 数学 2025-06-03 Sibsankar Singha , Marie Kratz , Sreekar Vadlamani