Related papers: Survival probabilities of some iterated processes
We introduce a random barrier to a supercritical branching random walk in an i.i.d. random environment $\{\mathcal{L}_n\}$ indexed by time $n,$ i.e., in each generation, only the individuals born below the barrier can survive and reproduce.…
We establish an exact formula relating the survival probability for certain L\'evy flights (viz. asymmetric $\alpha$-stable processes where $\alpha = 1/2$) with the survival probability for the order statistics of the running maxima of two…
The time-dependent survival probability function $S(t;x_0,q)$ of biased Sisyphus random walkers, who at each time step have a finite probability $q$ to step towards an absorbing trap at the origin and a complementary probability $1-q$ to…
Let $(Z_n)$ be a supercritical branching process in an independent and identically distributed random environment $\xi$. We show the exact decay rate of the probability $\mathbb{P}(Z_n=j | Z_0 = k)$ as $n \to \infty$, for each $j \geq k,$…
The inverse first passage time problem asks whether, for a Brownian motion $B$ and a nonnegative random variable $\zeta$, there exists a time-varying barrier $b$ such that $\mathbb{P}\{B_s>b(s),0\leq s\leq t\}=\mathbb{P}\{\zeta>t\}$. We…
Let $X_t^\sharp$ be a multivariate process of the form $X_t =Y_t - Z_t$, $X_0=x$, killed at some terminal time $T$, where $Y_t$ is a Markov process having only jumps of the length smaller than $\delta$, and $Z_t$ is a compound Poisson…
We identify general conditions under which regenerative processes with dependent cycles and cycle lengths are asymptotically independent. The result is applied to various models. In particular, independent L\'evy processes with dependent…
It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…
We consider a random walk among i.i.d. obstacles on the one dimensional integer lattice under the condition that the walk starts from the origin and reaches a remote location y. The obstacles are represented by a killing potential, which…
We construct a stochastic process whose drift is a function of the process's local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian particle and an inert particle in (Knight, 2001). Interesting…
We investigate the persistence probability of a Brownian particle in a harmonic potential, which decays to zero at long times -- leading to an unbounded motion of the Brownian particle. We consider two functional forms for the decay of the…
We consider a one-dimensional run-and-tumble particle, or persistent random walk, in the presence of an absorbing boundary located at the origin. After each tumbling event, which occurs at a constant rate $\gamma$, the (new) velocity of the…
We consider a periodic Ising chain with nearest-neighbour and $r$-th neighbour interaction and quench it from infinite temperature to zero temperature. The persistence probability $P(t)$, measured as the probability that a spin remains…
We study spectral-theoretic properties of non-self-adjoint operators arising in the study of one-dimensional L\'evy processes with completely monotone jumps with a one-sided barrier. With no further assumptions, we provide an integral…
In this paper, we study asymptotic behaviors of the tails of extinction time and maximal displacement of a critical branching killed L\'{e}vy process $(Z_t^{(0,\infty)})_{t\ge 0}$ in $\mathbb{R}$, in which all particles (and their…
Consider branching Brownian motion with absorption in which particles move independently as one-dimensional Brownian motions with drift $-\rho$, each particle splits into two particles at rate one, and particles are killed when they reach…
For a random walk on the integer lattice $\mathbb{Z}$ that is attracted to a strictly stable process with index $\alpha\in (1, 2)$ we obtain the asymptotic form of the transition probability for the walk killed when it hits a finite set.…
We study an interacting random walk system on Z where at time 0 there is an active particle at 0 and one inactive particle on each site $n \ge 1$. Particles become active when hit by another active particle. Once activated, the particle…
We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…