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math.PR2020★ 5 cited
Convergence of Rain Process Models to Point Processes
Scott Hottovy, Samuel N. Stechmann
A moisture process with dynamics that switch after hitting a threshold gives rise to a rainfall process. This rainfall process is characterized by its random holding times for dry…
math.PR2015★ 32 cited
The Small-Mass Limit for Langevin Dynamics with Unbounded Coefficients and positive friction
David P. Herzog, Scott Hottovy, Giovanni Volpe
A class of Langevin stochastic differential equations is shown to converge in the small-mass limit under very weak assumptions on the coefficients defining the equation. The conver…