相关论文: Second class particles and cube root asymptotics f…

By tracking tracer particles at high speeds and for long times, we study the geometric statistics of Lagrangian trajectories in an intensely turbulent laboratory flow. In particular, we consider the distinction between the displacement of…

We construct and study the stochastic force field generated by a Poisson distribution of sources at finite density, $x_1,x_2,\cdots$ in $\mathbb{R}^3$ each of them yielding a long range potential $Q_i\Phi(x-x_i)$ with possibly different…

A workload model using the infinite source Poisson model for bursts is combined with the on--off model for within burst activity. Burst durations and on--off durations are assumed to have heavy-tailed distributions with infinite variance…

Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure. In this paper we study the asymptotic behavior of the local time process,…

This paper investigates the second order properties of a stationary process after random sampling. While a short memory process gives always rise to a short memory one, we prove that long-memory can disappear when the sampling law has heavy…

Particle sedimentation in the vicinity of a fixed horizontal vortex with time-dependent intensity can be chaotic, provided gravity is sufficient to displace the particle cloud while the vortex is off or weak. This "stretch, sediment and…

We consider the second class particle in half-line open TASEP under two different initial conditions with shock discontinuities. The exact formulas for the distribution of the second class particle can be derived by using the color-position…

We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…

The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…

We consider a non-Gaussian stochastic process where a particle diffuses in the $y$-direction, $dy/dt=\eta(t)$, subject to a transverse shear flow in the $x$-direction, $dx/dt=f(y)$. Absorption with probability $p$ occurs at each crossing of…

While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a…

We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…

In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…

Let $Z = (Z_t)_{t \geq 0}$ be the Rosenblatt process with Hurst index $H \in (1/2, 1)$. We prove joint continuity for the local time of $Z$, and establish H\"older conditions for the local time. These results are then used to study the…

A nonlinear parabolic equation of sixth order is analyzed. The equation arises as a reduction of a model from quantum statistical mechanics, and also as the gradient flow of a second-order information functional with respect to the…

For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…

Local perturbations in conservative particle systems can have a non-local influence on the stationary measure. To capture this phenomenon, we analyze in this paper two toy models. We study the symmetric exclusion process on a countable set…

A family of random variables $\mathbf{X}(s)$, depending on a real parameter $s>-\frac{1}{2}$, appears in the asymptotics of the joint moments of characteristic polynomials of random unitary matrices and their derivatives, in the ergodic…

We prove that the volumes determined by the lengths of the non-zero vectors $\pm\vecx$ in a random lattice L of covolume 1 define a stochastic process that, as the dimension n tends to infinity, converges weakly to a Poisson process on the…

Let ${\cal H}(x,\xi)$ be a holomorphic Hamiltonian of quadratic growth on $ R^{2n}$, $b$ a holomorphic exponentially localized observable, $H$, $B$ the corresponding operators on $L^2(R^n)$ generated by Weyl quantization, and…