Related papers: Limit laws for k-coverage of paths by a Markov-Poi…

Consider a particle which is randomly accelerated by Gaussian white noise on the line segment $0<x<1$ and is absorbed as soon as it reaches $x=0$ or $x=1$. The mean absorption time $T(x,v)$, where $x$ and $v$ denote the initial position and…

Let $A$ be a compact $d$-dimensional $C^2$ Riemannian manifold with boundary, embedded in ${\bf R}^m$ where $m \geq d \geq 2$, and let $B$ be a nice subset of $A$ (possibly $B=A$). Let $X_1,X_2, \ldots $ be independent random uniform points…

We consider the problem of bounding mean first passage times for a class of continuous-time Markov chains that captures stochastic interactions between groups of identical agents. The quantitative analysis of such probabilistic population…

The aim of this paper is to prove stability of traveling waves for integro-differential equations connected with branching Markov processes. In other words, the limiting law of the left-most particle of a (time-continuous) branching Markov…

I assume a universe whereby the speed of light and the planck constant are not constants but instead parameters that vary locally in time-and space. When describing motion, I am able to derive a modified path integral description at the…

The circular Dyson Brownian motion model refers to the stochastic dynamics of the log-gas on a circle. It also specifies the eigenvalues of certain parameter-dependent ensembles of unitary random matrices. This model is considered with the…

Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…

Motivated by peer-to-peer telecommunication, we study a dynamic Boolean model. We define a Poisson number of random lines through the $(d-1)$-dimensional base of a $d$-dimensional unit cube and dilate them to define cylinders. Letting…

We investigate stochastic models of particles entering a channel with a random time distribution. When the number of particles present in the channel exceeds a critical value $N$, a blockage occurs and the particle flux is definitively…

This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…

The cover time of a Markov chain on a finite state space is the expected time until all states are visited. We show that if the cover time of a discrete-time Markov chain with rational transitions probabilities is bounded, then it is a…

We first study crossing statistics in random connection models (RCM) built on marked Poisson point processes on $\mathbb R^d$. Under general assumptions, we show exponential tail bounds for the number of crossings of a box contained in the…

We study a kinetic toy model for a spray of particles immersed in an ambient fluid, subject to some additional random forcing given by a mixing, space-dependent Markov process. Using the perturbed test function method, we derive the…

We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…

We study the random acceleration model, which is perhaps one of the simplest, yet nontrivial, non-Markov stochastic processes, and is key to many applications. For this non-Markov process, we present exact analytical results for the…

We consider a nearest-neighbor, one-dimensional random walk $\{X_n\}_{n\geq 0}$ in a random i.i.d. environment, in the regime where the walk is transient with speed v_P > 0 and there exists an $s\in(1,2)$ such that the annealed law of…

This paper develops the first class of algorithms that enable unbiased estimation of steady-state expectations for multidimensional reflected Brownian motion. In order to explain our ideas, we first consider the case of compound Poisson…

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…

Information about the waypoints of a moving object, e.g., an airliner in an air traffic control (ATC) problem, should be considered in trajectory modeling and prediction. Due to the ATC regulations, trajectory design criteria, and…

In this paper a rigorous proof of the mean field limit for a pedestrian flow model in two dimensions is given by using a probabilistic method. The model under investigation is an interacting particle system coupled to the eikonal equation…