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We study time reversal, last passage time, and $h$-transform of linear diffusions. For general diffusions with killing, we obtain the probability density of the last passage time to an arbitrary level and analyze the distribution of the…

Mathematical Finance · Quantitative Finance 2019-02-28 Masahiko Egami , Rusudan Kevkhishvili

The crossing probability in the time direction is defined for an off-equilibrium reaction-diffusion system as the probability that the system of size L is still active at time t, in the finite-size scaling limit. Exact results are obtained…

Statistical Mechanics · Physics 2007-05-23 L. Turban

Flow of molecular gas into a complex vacuum system is investigated by a lumped parameter model to estimate the time evolution of gas pressure $p_g$, which for the first time takes into account the realistic effect of time-delay arising due…

Fluid Dynamics · Physics 2018-06-19 Rajiv Goswami , K. A. Jadeja

This is a brief survey of laws of large numbers, fluctuation results and large deviation principles for asymmetric interacting particle systems that represent moving interfaces on the plane. We discuss the exclusion process, the Hammersley…

Probability · Mathematics 2009-11-24 Timo Seppalainen

Describing particle transport at the macroscopic or mesoscopic level in non-ideal environments poses fundamental theoretical challenges in domains ranging from inter and intra-cellular transport in biology to diffusion in porous media. Yet,…

Statistical Mechanics · Physics 2013-09-11 Marta Galanti , Duccio Fanelli , Francesco Piazza

The study of transversal fluctuations of the optimal path is a crucial aspect of the Kardar-Parisi-Zhang (KPZ) universality class. In this work, we establish the large deviation limit for the midpoint transversal fluctuations in a general…

Probability · Mathematics 2025-02-04 Tom Alberts , Riddhipratim Basu , Sean Groathouse , Xiao Shen

We study the random geometry of first passage percolation on the complete graph equipped with independent and identically distributed edge weights, continuing the program initiated by Bhamidi and van der Hofstad [9]. We describe our results…

Probability · Mathematics 2015-12-23 M. Eckhoff , J. Goodman , R. van der Hofstad , F. R. Nardi

We determine the asymptotic speed of the first-passage percolation process on some ladder-like graphs (or width-2 stretches) when the times associated with different edges are independent and exponentially distributed but not necessarily…

Probability · Mathematics 2011-02-24 Henrik Renlund

This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…

Probability · Mathematics 2025-10-24 Ioana Ciotir , Dan Goreac , Jonas M. Tölle

We propose a unified physical framework for transport in variably saturated porous media. This approach allows fluid flow and solute migration to be treated as ensemble averages of fluid and solute particles, respectively. We consider the…

Statistical Mechanics · Physics 2010-03-09 Andrea Zoia , Marie-Christine Néel , Andrea Cortis

We prove results for first-passage percolation on the configuration model with i.i.d. degrees having finite mean, infinite variance and i.i.d. weights with strictly positive support of the form Y=a+X, where a is a positive constant. We…

Probability · Mathematics 2016-09-26 Enrico Baroni , Remco van der Hofstad , Julia Komjathy

In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…

Statistical Mechanics · Physics 2019-02-25 Fernando A. Oliveira , Rogelma M. S. Ferreira , Luciano C. Lapas , Mendeli H. Vainstein

We investigate properties of two-dimensional finite-scale percolation systems whose size along the current flow is smaller than the perpendicular size. Successive thresholds of appearing multiple percolation channels in such systems have…

Disordered Systems and Neural Networks · Physics 2010-04-05 E. Z. Meilikhov

We consider a micropolar fluid flow in a media perforated by periodically distributed obstacles of size $\varepsilon$. A non-homogeneous boundary condition for microrotation is considered: the microrotation is assumed to be proportional to…

Analysis of PDEs · Mathematics 2025-12-19 Francisco J. Suárez-Grau

We consider the first passage percolation model on $\mathbf{Z}^2$. In this model, we assign independently to each edge $e$ a passage time $t(e)$ with a common distribution $F$. Let $T(u,v)$ be the passage time from $u$ to $v$. In this…

Probability · Mathematics 2011-11-10 Yu Zhang

We celebrate the 50th anniversary of one the most classical models in probability theory. In this survey, we describe the main results of first passage percolation, paying special attention to the recent burst of advances of the past 5…

Probability · Mathematics 2018-04-11 Antonio Auffinger , Michael Damron , Jack Hanson

We consider planar directed last-passage percolation on the square lattice with general i.i.d. weights and study the geometry of the full set of semi-infinite geodesics in a typical realization of the random environment. The structure of…

Probability · Mathematics 2023-08-01 Christopher Janjigian , Firas Rassoul-Agha , Timo Seppäläinen

Study of the KPZ universality class has seen the emergence of universal objects over the past decade which arise as the scaling limit of the member models. One such object is the directed landscape, and it is known that exactly solvable…

Probability · Mathematics 2025-11-03 Pranay Agarwal

Maximum Variance Unfolding is one of the main methods for (nonlinear) dimensionality reduction. We study its large sample limit, providing specific rates of convergence under standard assumptions. We find that it is consistent when the…

Machine Learning · Statistics 2013-03-21 Ery Arias-Castro , Bruno Pelletier

We study moderate deviations in the exponential corner growth model, both in the bulk setting and the increment-stationary setting. The main results are sharp right-tail bounds on the last-passage time and the exit point of the…

Probability · Mathematics 2020-04-10 Elnur Emrah , Chris Janjigian , Timo Seppäläinen
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