相关论文: Gaussian fluctuations of replica overlap in direct…
We extend a generalized integral fluctuation relation in diffusion processes that we obtained previously to the situation with feedback control. The general relation not only covers existing results but also predicts other unnoticed…
In earlier work we showed that the particle displacement for the multidimensional periodic Lorentz gas, in the limit of low scatterer density (Boltzmann-Grad limit), satisfies a central limit theorem with superdiffusive scaling. The present…
In this paper, we consider directed polymers in random environment with discrete space and time. For transverse dimension at least equal to 3, we prove that diffusivity holds for the path in the full weak disorder region, i.e., where the…
We investigate the fluctuations of the stochastic Becker-D\"oring model of polymerization when the initial size of the system converges to infinity. A functional central limit problem is proved for the vector of the number of polymers of a…
We study the asymptotic behavior of a self-interacting one-dimensional Brownian polymer first introduced by Durrett and Rogers [Probab. Theory Related Fields 92 (1992) 337--349]. The polymer describes a stochastic process with a drift which…
In this paper we state and prove a central limit theorem for the finite-dimensional laws of the quadratic variations process of certain fractional Brownian sheets. The main tool of this article is a method developed by Nourdin and Nualart…
In this paper the reflection and transmission of waves by a three-dimensional random medium are studied in a white-noise and paraxial regime. The limit system derives from the acoustic wave equations and is described by a coupled system of…
We consider a one-dimensional directed polymer in a random potential which is characterized by the Gaussian statistics with the finite size local correlations. It is shown that the well-known Kardar's solution obtained originally for a…
We present a Brownian dynamics model of driven polymer translocation, in which non-equilibrium memory effects arising from tension propagation (TP) along the cis side subchain are incorporated as a time-dependent friction. To solve the…
In the paper arXiv:1802.03250, a criterion for exponential mixing is established for a class of random dynamical systems. In that paper, the criterion is applied to PDEs perturbed by a noise localised in the Fourier space. In the present…
In this paper, we study high-dimensional random projections of $\ell_p^n$-balls. More precisely, for any $n\in\mathbb N$ let $E_n$ be a random subspace of dimension $k_n\in\{1,\ldots,n\}$ and $X_n$ be a random point in the unit ball of…
We examine the sensitiveness of the free-energy landscape of a directed polymer in random media with respect to various kinds of infinitesimally weak perturbation including the intriguing case of temperature-chaos. To this end, we combine…
We study a random partial covering model on the $(d-1)$-dimensional unit sphere, where $N$ spherical caps are placed independently and uniformly at random, each covering a surface fraction of $1/N$. This model provides a continuous…
The explicit expression for the the probability distribution function of the endpoint fluctuations of one-dimensional directed polymers in random potential is derived in terms of the Bethe ansatz replica technique by mapping the replicated…
We consider a model system in which anomalous diffusion is generated by superposition of underlying linear modes with a broad range of relaxation times. In the language of Gaussian polymers, our model corresponds to Rouse (Fourier) modes…
We consider a directed random walk on the backbone of the supercritical oriented percolation cluster in dimensions $d+1$ with $d \ge 3$ being the spatial dimension. For this random walk we prove an annealed local central limit theorem and a…
We consider models of Bayesian inference of signals with vectorial components of finite dimensionality. We show that, under a proper perturbation, these models are replica symmetric in the sense that the overlap matrix concentrates. The…
We consider two models of random diffusion in random environment in two dimensions. The first example is the self-repelling Brownian polymer, this describes a diffusion pushed by the negative gradient of its own occupation time measure…
We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…
The purpose of this article is threefold. First, we introduce a new type of boundary condition for the multiplicative-noise stochastic heat equation on the half space. This is essentially a Dirichlet boundary condition but with a nontrivial…