Marina Vachkovskaia
State University of Campinas
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Publication
Featured researches published by Marina Vachkovskaia.
Journal of Theoretical Probability | 2010
Nina Gantert; Sebastian Müller; Serguei Popov; Marina Vachkovskaia
We study survival of nearest-neighbor branching random walks in random environment (BRWRE) on ℤ. A priori there are three different regimes of survival: global survival, local survival, and strong local survival. We show that local and strong local survival regimes coincide for BRWRE and that they can be characterized with the spectral radius of the first moment matrix of the process. These results are generalizations of the classification of BRWRE in recurrent and transient regimes. Our main result is a characterization of global survival that is given in terms of Lyapunov exponents of an infinite product of i.i.d. 2×2 random matrices.
Archive for Rational Mechanics and Analysis | 2009
Francis Comets; Serguei Popov; Gunter M. Schütz; Marina Vachkovskaia
We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain
Journal of Statistical Physics | 2008
Mikhail Menshikov; Marina Vachkovskaia; Andrew R. Wade
Probability Theory and Related Fields | 2001
Mikhail Menshikov; S. Yu. Popov; Marina Vachkovskaia
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Annals of Probability | 2012
Mikhail Menshikov; Serguei Popov; Alejandro F. Ramírez; Marina Vachkovskaia
Journal of Statistical Physics | 2010
Francis Comets; Serguei Popov; Gunter M. Schütz; Marina Vachkovskaia
until it hits the boundary and bounces randomly inside, according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord “picked at random” in
Electronic Journal of Probability | 2013
Francis Comets; Christophe Gallesco; Serguei Popov; Marina Vachkovskaia
Annals of Probability | 2010
Francis Comets; Serguei Popov; Gunter M. Schütz; Marina Vachkovskaia
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Stochastic Processes and their Applications | 2012
Nina Gantert; Sebastian Müller; Serguei Popov; Marina Vachkovskaia
Communications in Mathematical Physics | 2016
Francis Comets; Serguei Popov; Marina Vachkovskaia
, and we study the angle of intersection of the process with a (d − 1)-dimensional manifold contained in