相关论文: On the Ergodicity of Interacting Particle Systems …

We examine optimal matchings or transport between two stationary random measures. It covers allocation from the Lebesgue measure to a point process and matching a point process to a regular (shifted) lattice. The main focus of the article…

In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…

We analyse a PDE system modelling poromechanical processes (formulated in mixed form using the solid deformation, fluid pressure, and total pressure) interacting with diffusing and reacting solutes in the medium. We investigate the…

The interplay between two-dimensional percolation growth models and one-dimensional particle processes has been a fruitful source of interesting mathematical phenomena. In this paper we develop a connection between the construction of…

The aim of this paper is to study the asymptotic behaviour of a class of self- attracting motions on R^d . Using stochastic approximation methods, these processes have already been studied by Bena\"im, Ledoux and Raimond (2002) in a compact…

We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…

The description of elastic, nonadhesive contacts between solids with self-affine surface roughness seems to necessitate knowledge of a large number of parameters. However, few parameters suffice to determine many important interfacial…

We define notions of direction $L$ ergodicity, weak mixing, and mixing for a measure preserving $\mathbb Z^d$ action $T$ on a Lebesgue probability space $(X,\mu)$, where $L\subseteq\mathbb R^d$ is a linear subspace. For $\mathbb R^d$…

Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…

We investigate one-dimensional driven diffusive systems where particles may also be created and annihilated in the bulk with sufficiently small rate. In an open geometry, i.e., coupled to particle reservoirs at the two ends, these systems…

We develop and implement new probabilistic strategy for proving basic results about long time behaviour for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process as…

Geometric Brownian motion is an exemplary stochastic processes obeying multiplicative noise, with widespread applications in several fields, e.g. in finance, in physics and biology. The definition of the process depends crucially on the…

We estimate locations of the regions of the percolation and of the non-percolation in the plane $(\lambda,\beta)$: the Poisson rate -- the inverse temperature, for interacted particle systems in finite dimension Euclidean spaces. Our…

This paper is concerned with the inhomogeneous incompressible Euler system. We establish a Duchon--Robert type approximation theorem for the distribution describing the local energy flux of bounded solutions. The velocity field is assumed…

We prove the tightness of a natural approximation scheme for an analog of the Liouville quantum gravity metric on $\mathbb R^d$ for arbitrary $d\geq 2$. More precisely, let $\{h_n\}_{n\geq 1}$ be a suitable sequence of Gaussian random…

We study a class of interacting particle systems in which $n$ signed particles move on the real line. At close range particles with the same sign repel and particles with opposite sign attract each other. The repulsion and attraction are…

Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get quantitative estimates for the long time behavior…

We present new method for studying the equilibrium properties of interacting fluids in an arbitrary external filed. The method is valid in any dimension and it yields an exact results in one dimension. Using this approach, we derive a…

Furstenberg, Katznelson and Weiss proved in the early 1980s that every measurable subset of the plane with positive density at infinity has the property that all sufficiently large real numbers are realised as the Euclidean distance between…

We consider Lagrangian systems in the limit of infinitely many particles. It is shown that the corresponding discrete action functionals Gamma-converge to a continuum action functional acting on probability measures of particle…