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相关论文: On 1-point densities for Arratia flows with drift

200 篇论文

We derive representations for finite-dimensional densities of the point processed associated with an Arratia flow with drift in terms of conditional expectations of the stochastic exponentials appearing in the analog of the Girsanov theorem…

概率论 · 数学 2020-10-23 A. A. Dorogovtsev , M. B. Vovchanskii

An analog of the Trotter formula for the Arratia flow is presented. Perturbations of the Brownian web by mappings associated with an ordinary differential equation with a smooth right part are considered and proved to be convergent…

概率论 · 数学 2019-10-01 A. A. Dorogovtsev , M. B. Vovchanskii

This work is devoted to long-time properties of the Arratia flow with drift -- a stochastic flow on $\mathbb{R}$ whose one-point motions are weak solutions to a stochastic differential equation $dX(t)=a(X(t))dt+dw(t)$ that move…

概率论 · 数学 2018-08-21 Andrey A. Dorogovtsev , Georgii V. Riabov , Björn Schmalfuß

The rate of the weak convergence in the fractional step method for the Arratia flow is established in terms of the Wasserstein distance between the images of the Lebesque measure under the action of the flow. We introduce finite-dimensional…

概率论 · 数学 2020-08-25 A. A. Dorogovtsev , M. B. Vovchanskii

In this note we extend the main results of [2] and [8], which concern the weak convergence of the $n$-point motions of smooth Harris flows to those of the Arratia flow, to the case when the covariance functions of these Harris flows…

概率论 · 数学 2017-06-13 V. V. Fomichov

In the paper we consider the point measure that corresponds to Arratia flow. The central limit theorem of the multiple integrals with respect to this measure was obtained.

概率论 · 数学 2024-06-24 A. A. Dorogovtsev , E. V. Glinynaya

We construct a modified Arratia flow with mass and energy conservation. We suppose that particles have a mass obeying the conservation law, and their diffusion is inversely proportional to the mass. Our main result asserts that such a…

概率论 · 数学 2017-09-28 Vitalii Konarovskyi

In this paper we prove the central limit theorem for the number of clusters formed by the particles of the Arratia flow starting from the interval $[0;n]$ as $n\to\infty$ and obtain an estimate of the Berry-Esseen type for the rate of this…

概率论 · 数学 2017-12-15 E. V. Glinyanaya , V. V. Fomichov

We will consider a {\it $\tau$-flow}, given by the equation $\frac{d}{dt}g_{ij} = -2R_{ij} + \frac{1}{\tau}g_{ij}$ on a closed manifold $M$, for all times $t\in [0,\infty)$. We will prove that if the curvature operator and the diameter of…

微分几何 · 数学 2007-05-23 Natasa Sesum

The modified massive Arratia flow is a model for the dynamics of passive particle clusters moving in a random fluid that accounts for the effects of mass aggregation. We show a central limit theorem for the point process associated to the…

概率论 · 数学 2024-08-12 Andrey Dorogovtsev , Vitalii Konarovskyi , Max von Renesse

The purpose of this note is to give an example of stochastic flows of kernels, which naturally interpolates between the Arratia coalescing flow associated with systems of coalescing independent Brownian particles on the circle and the…

概率论 · 数学 2007-05-23 Yves Le Jan , Olivier Raimond

We establish the short-time existence of the Ricci flow on surfaces with a finite number of conic points, all with cone angle between 0 and $2\pi$, where the cone angles remain fixed or change in some smooth prescribed way. For the…

微分几何 · 数学 2015-07-29 Rafe Mazzeo , Yanir A. Rubinstein , Natasa Sesum

In this paper, we give a sufficient condition such that the Ricci flow in $R^2$ exists globally and the flow converges at $t=\infty$ to the flat metric on $R^2$.

微分几何 · 数学 2011-12-30 Li Ma

The weak limits of the measure-valued processes organized as a mass carried by the interacting Brownian particles are described. As a limiting flow the Arrattia flow is obtained.

概率论 · 数学 2007-05-23 Andrey A Dorogovtsev

For a class of coalescing stochastic flows on the real line the existence of dual flows is proved. A stochastic flow and its dual are constructed as a forward and backward perfect cocycles over the same metric dynamical system. The metric…

概率论 · 数学 2019-03-22 Georgii V. Riabov

Let $L_d$ be the Latt\`es map associated to the multiplication-by-$d$ endomorphism of an elliptic curve $E$ defined over a finite field $\mathbb{F}_q$. We determine the density $\delta(L_d,q)$ of periodic points for $L_d$ in…

We analyze the dichotomy between {\em sectional-Axiom A flows} (c.f. \cite{memo}) and flows with points accumulated by periodic orbits of different indices. Indeed, this is proved for $C^1$ generic flows whose singularities accumulated by…

动力系统 · 数学 2011-10-18 A. Arbieto , C. A. Morales

In this paper we compute the level-crossing intensity for the density of the image of the Lebesgue measure under the action of a Brownian stochastic flow which is a smooth approximation of the Arratia flow and determine its asymptotic…

概率论 · 数学 2017-04-04 V. V. Fomichov

Assuming self-similarity of the first kind, we get three possible values p=1/2, 1, 3/2 for the exponent describing the density profile, rho r^{-p}, of a non-radiative (and hence quasi-spherical) accretion flow. The high and low p cases are…

高能天体物理现象 · 物理学 2013-11-25 Andrei Gruzinov

We show that, if $b\in L^1(0,T;L^1_{\mathrm{loc}}(\mathbb{R}))$ has spatial derivative in the John-Nirenberg space $\mathrm{BMO}(\mathbb{R})$, then it generalizes a unique flow $\phi(t,\cdot)$ which has an $A_\infty(\mathbb R)$ density for…

经典分析与常微分方程 · 数学 2018-05-07 Renjin Jiang , Kangwei Li , Jie Xiao
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