Related papers: Non-intersecting squared Bessel paths with one pos…
In this paper we study the Bessel process R_t^{(\mu)} with index \mu\neq 0 starting from x>0 and killed when it reaches a positive level a, where x>a>0. We provide sharp estimates of the transition probability density p_a^{(\mu)}(t,x,y) for…
A new stochastic process is introduced and considered - squared Bessel process with special stochastic time. The analogues of fundamental properties for Brownian motion are deduced for squared Bessel process. In particular an analogue of…
Transportation maps between probability measures are critical objects in numerous areas of mathematics and applications such as PDE, fluid mechanics, geometry, machine learning, computer science, and economics. Given a pair of source and…
In the paper a one-dimensional model with nearest - neighbor interactions $I_n, n\in \Z$ and spin values $\pm 1$ is considered. It is known that under some conditions on parameters $I_n$ the phase transition occurs for the model. We define…
In this work, we solve the problem of finding non-intersecting paths between points on a plane with a new approach by borrowing ideas from geometric topology, in particular, from the study of polygonal schema in mathematics. We use a…
We consider a continuum percolation model on $\R^d$, $d\geq 1$.For $t,\lambda\in (0,\infty)$ and $d\in\{1,2,3\}$, the occupied set is given by the union of independent Brownian paths running up to time $t$ whoseinitial points form a Poisson…
We consider a sparse linear regression model Y=X\beta^{*}+W where X has a Gaussian entries, W is the noise vector with mean zero Gaussian entries, and \beta^{*} is a binary vector with support size (sparsity) k. Using a novel conditional…
The 2-sets convex feasibility problem aims at finding a point in the nonempty intersection of two closed convex sets $A$ and $B$ in a Hilbert space $X$. The method of alternating projections is the simplest iterative procedure for finding a…
We calculate the mean shape of transition paths and first-passage paths based on the one-dimensional Fokker-Planck equation in an arbitrary free energy landscape including a general inhomogeneous diffusivity profile. The transition path…
The nonequilibrium phase transition in a system of diffusing, coagulating particles in the presence of a steady input and evaporation of particles is studied. The system undergoes a transition from a phase in which the average number of…
Let $L_n^{X}(x)$ denote the number of visits to $x \in {\bf Z}^2$ of the simple planar random walk $X$, up till step $n$. Let $X'$ be another simple planar random walk independent of $X$. We show that for any $0<b<1/(2 \pi)$, there are…
The continuous-time random walk is defined as a Poissonization of discrete-time random walk. We study the noncolliding system of continuous-time simple and symmetric random walks on ${\mathbb{Z}}$. We show that the system is determinantal…
Recent studies have shown that one-dimensional driven systems can exhibit phase separation even if the dynamics is governed by local rules. The ABC model, which comprises three particle species that diffuse asymmetrically around a ring,…
We consider the one dimensional totally asymmetric simple exclusion process with initial product distribution with densities $0 \leq \rho_0 < \rho_1 <...< \rho_n \leq 1$ in $(-\infty,c_1\ve^{-1})$, $[c_1\ve^{-1},c_2\epsilon^{-1}),...,[c_n…
We consider n non-intersecting Brownian motions with two fixed starting positions and two fixed ending positions in the large n limit. We show that in case of 'large separation' between the endpoints, the particles are asymptotically…
In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties,…
Firstly, we compute the distribution function for the hitting time of a linear time-dependent boundary $t\mapsto a+bt,\ a\geq 0,\,b\in \R,$ by a reflecting Brownian motion. The main tool hereby is Doob's formula which gives the probability…
We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…
We consider non-equilibrium phenomena in a very simple model that displays a zero-temperature first-order phase transition. The quantum Ising model with a four-spin exchange is adopted as a general representative of first-order quantum…
In this paper, we construct the Bessel line ensemble, a countable collection of continuous random curves. This line ensemble is stationary under horizontal shifts with the Bessel point process as its one-time marginal. Its finite…