Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Orenshtein, Tal"'
The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this requires rough p
Externí odkaz:
http://arxiv.org/abs/2402.13748
Autor:
Orenshtein, Tal
We derive an invariance principle for the lift to the rough path topology of stochastic processes with delayed regenerative increments under an optimal moment condition. An interesting feature of the result is the emergence of area anomaly, a correct
Externí odkaz:
http://arxiv.org/abs/2101.05222
We study the aging property for stationary models in the KPZ universality class. In particular, we show aging for the stationary KPZ fixed point, the Cole-Hopf solution to the stationary KPZ equation, the height function of the stationary TASEP, last
Externí odkaz:
http://arxiv.org/abs/2006.10485
We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be described in te
Externí odkaz:
http://arxiv.org/abs/1912.09819
We consider several critical wetting models. In the discrete case, these probability laws are known to converge, after an appropriate rescaling, to the law of a reflecting Brownian motion, or of the modulus of a Brownian bridge, according to the boun
Externí odkaz:
http://arxiv.org/abs/1908.08850
Autor:
Lopusanschi, Olga, Orenshtein, Tal
Annealed functional CLT in the rough path topology is proved for the standard class of ballistic random walks in random environment. Moreover, the `area anomaly', i.e. a deterministic linear correction for the second level iterated integral of the re
Externí odkaz:
http://arxiv.org/abs/1812.01403
Publikováno v:
Stochastic Processes and their Applications, Elsevier, vol. 130(5), 2020, pages 2778-2807
We consider wetting models in $1+1$ dimensions on a shrinking strip with a general pinning function. We show that under diffusive scaling, the interface converges in law to to the reflected Brownian motion, whenever the strip size is $o(N^{-1/2})$ an
Externí odkaz:
http://arxiv.org/abs/1804.02248
Autor:
Orenshtein, Tal, Sabot, Christophe
Publikováno v:
Electronic Journal of Probability 25 (2020) paper 33
We consider one-dependent random walks on $\mathbb{Z}^d$ in random hypergeometric environment for $d\ge 3$. These are memory-one walks in a large class of environments parameterized by positive weights on directed edges and on pairs of directed edges
Externí odkaz:
http://arxiv.org/abs/1804.01406
Autor:
Mueller, Sebastian, Orenshtein, Tal
Publikováno v:
The Electronic Journal of Combinatorics, Volume 24, Issue 2 (2017), Paper #P2.18
A rotor configuration on a graph contains in every vertex an infinite ordered sequence of rotors, each is pointing to a neighbor of the vertex. After sampling a configuration according to some probability measure, a rotor walk is a deterministic proc
Externí odkaz:
http://arxiv.org/abs/1511.05896
Publikováno v:
Electron. Commun. Probab. Volume 21 (2016), paper no. 15, 11 pp
We prove the trichotomy between transience to the right, transience to the left and recurrence of one-dimensional nearest-neighbour random walks in dynamic random environments under fairly general assumptions, namely: stationarity under space-time tr
Externí odkaz:
http://arxiv.org/abs/1507.03617