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We introduce a new first passage percolation model in a Poissonian environment on $\mathbb{R}^{2}$. In this model, the action of a path depends on the geometry of the path and the travel time. We prove that the transversal fluctuation…

Probability · Mathematics 2016-05-20 Yuri Bakhtin , Wei Wu

The effect of perturbations of parameters for uniquely convergent imprecise Markov chains is studied. We provide the maximal distance between the distributions of original and perturbed chain and maximal degree of imprecision, given the…

Probability · Mathematics 2022-09-29 Damjan Škulj

In this paper we present a simple framework to study various distance problems of permutations, including the transposition and block-interchange distance of permutations as well as the reversal distance of signed permutations. These…

Combinatorics · Mathematics 2015-03-17 Ricky X. F. Chen , Christian M. Reidys

The term \emph{moderate deviations} is often used in the literature to mean a class of large deviation principles that, in some sense, fill the gap between a convergence in probability to zero (governed by a large deviation principle) and a…

Probability · Mathematics 2022-07-15 Rita Giuliano , Claudio Macci

The Bures-Hall distance metric between quantum states is a unique measure that satisfies various useful properties for quantum information processing. In this work, we study the statistical behavior of quantum entanglement over the…

Mathematical Physics · Physics 2021-01-04 Lu Wei

Consider the state space model (X_t,Y_t), where (X_t) is a Markov chain, and (Y_t) are the observations. In order to solve the so-called filtering problem, one has to compute L(X_t|Y_1,...,Y_t), the law of X_t given the observations…

Probability · Mathematics 2007-05-23 R. Douc , A. Guillin , J. Najim

We study the asymptotic behavior of the sums of divisors when the integers are modelled with the Bernoulli random walk; We prealably study the correlation properties of the corresponding system.

Probability · Mathematics 2008-02-22 Michel Weber

We prove moderate deviation principles for the tagged particle position and current in one-dimensional symmetric simple exclusion processes. There is at most one particle per site. A particle jumps to one of its two neighbors at rate $1/2$,…

Probability · Mathematics 2022-03-11 Xiaofeng Xue , Linjie Zhao

This paper focuses on the asymptotic behaviors of the length of the largest 1-cluster in a finite iid Bernoulli sequence. We first reveal a critical phenomenon on the length and then study its limit distribution.

Probability · Mathematics 2010-11-30 Yong-Hua Mao , Feng Wang , Xian-Yuan Wu

We consider biochemical reaction chains and investigate how random external fluctuations, as characterized by variance and coefficient of variation, propagate down the chains. We perform such a study under the assumption that the number of…

Probability · Mathematics 2007-08-03 David F. Anderson , Jonathan C. Mattingly

We calculate magnetic field fluctuations above a conductor with a nonlocal response (spatial dispersion) and consider a large range of distances. The cross-over from ballistic to diffusive charge transport leads to reduced noise spectrum at…

Mesoscale and Nanoscale Physics · Physics 2012-02-09 Harald R. Haakh , Carsten Henkel

In this article, we first obtain, for the Kolmogorov distance, an error bound between a tempered stable and a compound Poisson distribution and also an error bound between a tempered stable and an alpha stable distribution via Stein method.…

Probability · Mathematics 2024-08-20 Kalyan Burman , Neelesh S Upadhye , Palaniappan Vellaisamy

We present several natural notions of distance between spectral density functions of (discrete-time) random processes. They are motivated by certain filtering problems. First we quantify the degradation of performance of a predictor which…

Optimization and Control · Mathematics 2008-07-19 Tryphon T. Georgiou

We consider the moderate deviations behaviors for two (co-) volatility estima-tors: generalised bipower variation, Hayashi-Yoshida estimator. The results are obtained by using a new result about the moderate deviations principle for…

Probability · Mathematics 2017-02-06 Hacène Djellout , Arnaud Guillin , Hui Jiang , Yacouba Samoura

An intercomparison of microdosimetric and nanodosimetric quantities simulated Monte Carlo codes is in progress with the goal of assessing the uncertainty contribution to simulated results due to the uncertainties of the electron interaction…

Poisson approximation using Stein's method has been extensively studied in the literature. The main focus has been on bounding the total variation distance. This paper is a first attempt on moderate deviations in Poisson approximation for…

Probability · Mathematics 2013-06-21 Louis H. Y. Chen , Xiao Fang , Qi-Man Shao

The probability distribution p(l) of an atom to return to a step at distance l from the detachment site, with a random walk in between, is exactly enumerated. In particular, we study the dependence of p(l) on step roughness, presence of…

Condensed Matter · Physics 2011-01-12 M. Bisani , W. Selke

Precision measurement of small separations between two atoms or molecules has been of interest since the early days of science. Here, we discuss a scheme which yields spatial information on a system of two identical atoms placed in a…

Quantum Physics · Physics 2007-05-23 Jun-Tao Chang , Joerg Evers , Marlan O. Scully , M. Suhail Zubairy

We study the long range percolation model on $\mathbb{Z}$ where sites $i$ and $j$ are connected with probability $\beta |i-j|^{-s}$. Graph distances are now well understood for all exponents $s$ except in the case $s=2$ where the model…

Probability · Mathematics 2015-11-10 Jian Ding , Allan Sly

We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…

Statistical Mechanics · Physics 2019-03-12 Gorka Muñoz-Gil , Miguel Angel García-March , Carlo Manzo , Alessio Celi , Maciej Lewenstein