相关论文: A limit shape theorem for periodic stochastic disp…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
We formulate and prove a shape theorem for a continuous-time continuous-space stochastic growth model under certain general conditions. Similarly to the classical lattice growth models the proof makes use of the subadditive ergodic theorem.…
The cutoff phenomenon, conceptualized at the origin for finite Markov chains, states that for a parametric family of evolution equations, started from a point, the distance towards a long time equilibrium may become more and more abrupt for…
Spatial random permutations were originally studied due to their connections to Bose-Einstein condensation, but they possess many interesting properties of their own. For random permutations of a regular lattice with periodic boundary…
We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…
Let $r: S\times S\to \bb R_+$ be the jump rates of an irreducible random walk on a finite set $S$, reversible with respect to some probability measure $m$. For $\alpha >1$, let $g: \bb N\to \bb R_+$ be given by $g(0)=0$, $g(1)=1$, $g(k) =…
In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…
We consider a random interval splitting process, in which the splitting rule depends on the empirical distribution of interval lengths. We show that this empirical distribution converges to a limit almost surely as the number of intervals…
The evoluted set is the set of configurations reached from an initial set via a fixed flow for all times in a fixed interval. We find conditions on the initial set and on the flow ensuring that the evoluted set has negligible boundary (i.e.…
We present a general approach to study a class of random growth models in $n$-dimensional Euclidean space. These models are designed to capture basic growth features which are expected to manifest at the mesoscopic level for several…
We describe how to solve the problem of Taylor dispersion in the presence of absorbing boundaries using an exact stochastic formulation. In addition to providing a clear stochastic picture of Taylor dispersion, our method leads to…
Consider a random geometric graph $G$ with a vertex set defined by a Poisson point process with intensity $t>0$ in a convex body. We can generate a drawing of the graph by projecting the construction onto some plane $L$. Choosing different…
We show that a stochastic flow which is generated by a stochastic differential equation on $\R^d$ with bounded volatility has a random attractor provided that the drift component in the direction towards the origin is larger than a certain…
We characterize the long time behaviour of a discrete-in-time approximation of the volume preserving fractional mean curvature flow. In particular, we prove that the discrete flow starting from any bounded set of finite fractional perimeter…
We study the transmission of random walkers through a finite-size inhomogeneous material with a quenched, long-range correlated distribution of scatterers. We focus on a finite one-dimensional structure where walkers undergo random…
We study directed last-passage percolation on the planar square lattice whose weights have general distributions, or equivalently, queues in series with general service distributions. Each row of the last passage model has its own randomly…
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…
We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…
The time evolution of a bounded quantum system is considered in the framework of the orthogonal, unitary and symplectic circular ensembles of random matrix theory. For an $N$ dimensional Hilbert space we prove that in the large $N$ limit…
The plastic flow of a polycrystal is analyzed assuming grains as fine that the rate limiting process is grain boundary sliding, and grains readily accommodate their shapes by slip to preserve spatial continuity. It is shown that thinking of…