Related papers: On a Lower Bound for the Time Constant of First-Pa…

Let $(S_k)_{k\ge 1}$ be the classical Bernoulli random walk on the integer line with jump parameters $p\in(0,1)$ and $q=1-p$. The probability distribution of the sojourn time of the walk in the set of non-negative integers up to a fixed…

We derive general bounds on the probability that the empirical first-passage time $\overline{\tau}_n\equiv \sum_{i=1}^n\tau_i/n$ of a reversible ergodic Markov process inferred from a sample of $n$ independent realizations deviates from the…

We consider Bernoulli (bond) percolation with parameter $p$ on the Cayley tree of order $k$. We introduce the notion of zebra-percolation that is percolation by paths of alternating open and closed edges. In contrast with standard…

The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…

We consider the Last-Success-Problem with $n$ independent Bernoulli random variables with parameters $p_i>0$. We improve the lower bound provided by F.T. Bruss for the probability of winning and provide an alternative proof to the one given…

We study the first passage time $\tau_u = \inf \{ n \geq 1: |V_n| > u \}$ for the multivariate perpetuity sequence $V_n = Q_1 + M_1 Q_2 + \cdots + (M_1 \ldots M_{n-1}) Q_n$, where $(M_n, Q_n)$ is a sequence of independent and identically…

Benjamini and Kesten introduced in 1995 the problem of embedding infinite binary sequences into a Bernoulli percolation configuration, known as "percolation of words". We give a positive answer to their Open Problem 2: almost surely, all…

An upper bound for the critical probability of long range bond percolation in $d=2$ and $d=3$ is obtained by connecting the bond percolation with the SIR epidemic model, thus complementing the lower bound result in Frei and Perkins…

We prove that for a standard Brownian motion, there exists a first-passage-time density function through a locally H\"older continuous curve with exponent greater than 1/2. By using a property of local time of a standard Brownian motion and…

We investigate the \emph{last passage percolation} problem on transitive tournaments, in the case when the edge weights are independent Bernoulli random variables. Given a transitive tournament on $n$ nodes with random weights on its edges,…

We derive novel guaranteed lower bounds for eigenvalues of the Euler-Bernoulli beam with variable bending stiffness. While the standard finite element Rayleigh-Ritz method automatically yields upper bounds, we obtain lower bounds by…

We consider first-passage percolation on the two-dimensional integer lattice Z^2 with passage times that are IID exponentials of mean one. It has been conjectured, based on numerical evidence, that the variance of the time T(0,n) to reach…

First-passage percolation is the study of the metric space $(\mathbb{Z}^d,T)$, where $T$ is a random metric defined as the weighted graph metric using random edge-weights $(t_e)_{e\in \mathcal{E}^d}$ assigned to the nearest-neighbor edges…

A method to treat a N-component percolation model as effective one component model is presented by introducing a scaled control variable $p_{+}$. In Monte Carlo simulations on $16^{3}$, $32^{3}$, $64^{3}$ and $128^{3}$ simple cubic lattices…

We show the following. \begin{theorem} Let $M$ be an finite-state ergodic time-reversible Markov chain with transition matrix $P$ and conductance $\phi$. Let $\lambda \in (0,1)$ be an eigenvalue of $P$. Then, $$\phi^2 + \lambda^2 \leq 1$$…

We prove that the rescaled one-point fluctuations of the boundary of the percolation cluster in the Bernoulli-Exponential first passage percolation around the diagonal converge to a new family of distributions. The limit law is indexed by…

A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…

We consider first-passage percolation on the two-dimensional triangular lattice $\mathcal{T}$. Each site $v\in\mathcal{T}$ is assigned independently a passage time of either $0$ or $1$ with probability $1/2$. Denote by $B^+(0,n)$ the upper…

Consider critical site percolation on $\mathbb{Z}^d$ with $d \geq 2$. We prove a lower bound of order $n^{- d^2}$ for point-to-point connection probabilities, where $n$ is the distance between the points. Most of the work in our proof…

We prove that the first passage time density $\rho(t)$ for an Ornstein-Uhlenbeck process $X(t)$ obeying $dX=-\beta X dt + \sigma dW$ to reach a fixed threshold $\theta$ from a suprathreshold initial condition $x_0>\theta>0$ has a lower…