Related papers: From the Lifshitz tail to the quenched survival as…
We present a simple one-dimensional trapping model prompted by the problem of ion current across biological membranes. The trap is modeled mimicking the ionic channel membrane behaviour. Such voltage-sensitive channels are open or closed…
Non-Gaussian diffusion has been intensively studied in recent years, which reflects the dynamic heterogeneity in the disordered media. The recent study on the non-Gaussian diffusion in a static disordered landscape suggests novel phenomena…
We consider a two dimensional reflecting random walk on the nonnegative integer quadrant. This random walk is assumed to be skip free in the direction to the boundary of the quadrant, but may have unbounded jumps in the opposite direction,…
We give short proofs of two classical results about the position of the extremal particle in a branching Brownian motion, one concerning the median position and another the almost sure behaviour.
For a branching random walk that drifts to infinity, consider its Malthusian martingale, i.e.~the additive martingale with parameter $\theta$ being the smallest root of the characteristic equation. When particles are killed below the…
In this paper we derive the asymptotic behaviour of the survival function of both random sum and random maximum of log-normal risks. As for the case of finite sum and maximum investigated in Asmussen and Rojas-Nandaypa (2008) also for the…
We consider the Feynman-Kac functional associated with a Brownian motion in a random potential. The potential is defined by attaching a heavy tailed positive potential around the Poisson point process. This model was first considered by…
Consideration is given to the continuous-time supercritical branching random walk over a multidimensional lattice with a finite number of particle generation sources of the same intensity both with and without constraint on the variance of…
Motivated by an approximation problem from mathematical finance, we analyse the stability of the boundary crossing probability for the multivariate Brownian motion process, with respect to small changes of the boundary. Under broad…
We have numerically studied the trapping problem in a two-dimensional lattice where particles are continuously generated. We have introduced interaction between particles and directionality of their movement. This model presents a critical…
We consider the Wiener sausage among Poissonian obstacles. The obstacle is called hard if Brownian motion entering the obstacle is immediately killed, and is called soft if it is killed at certain rate. It is known that Brownian motion…
We study the escape behavior of a lamb to safe haven pursued by a hungry lion. Identifying the system with a pair of vicious Brownian walkers we evaluate the probability density function for the vicious pair and from there we estimate the…
Bayesian inference provides a principled way of estimating the parameters of a stochastic process that is observed discretely in time. The overdamped Brownian motion of a particle confined in an optical trap is generally modelled by the…
The narrow escape problem consists of deriving the asymptotic expansion of the solution of a drift-diffusion equation with the Dirichlet boundary condition on a small absorbing part of the boundary and the Neumann boundary condition on the…
We study Lifshitz tails for random Schr\"odinger operators where the random potential is alloy type in the sense that the single site potentials are independent, identically distributed, but they may have various function forms. We suppose…
We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is…
We establish the exact low-energy asymptotics of the integrated density of states (Lifschitz tail) in a homogeneous magnetic field and Poissonian impurities with a repulsive single-site potential of Gaussian decay. It has been known that…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
We study the noise-driven escape of active Brownian particles (ABPs) and run-and-tumble particles (RTPs) from confining potentials. In the small noise limit, we provide an exact expression for the escape rate in term of a variational…
We explore the archetype problem of an escape dynamics occurring in a symmetric double well potential when the Brownian particle is driven by {\it white L\'evy noise} in a dynamical regime where inertial effects can safely be neglected. The…