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A Central Limit Theorem for Modified Massive Arratia Flow
Andrey Dorogovtsev, Vitalii Konarovskyi, Max von Renesse
The modified massive Arratia flow is a model for the dynamics of passive particle clusters moving in a random fluid that accounts for the effects of mass aggregation. We show a cen…
Functional Inequalities for Brownian Motion on Riemannian Manifolds with Sticky-Reflecting Boundary Diffusion
Marie Bormann, Max von Renesse, Feng-Yu Wang
We prove geometric upper bounds for the Poincaré and Logarithmic Sobolev constants for Brownian motion on manifolds with sticky reflecting boundary diffusion i.e. extended Wentzell…
Couplings, gradient estimates and logarithmic Sobolev inequality for Langevin bridges
Giovanni Conforti, Max Von Renesse
In this paper we establish quantitative results about the bridges of the Langevin dynamics and the associated reciprocal processes. They include an equivalence between gradient est…