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In the models of first-passage percolation and directed first-passage percolation on $\mathbb{Z}^d$, we consider a family of i.i.d. random variables indexed by the set of edges of the graph, called passage times. For every vertex $x \in…

Probability · Mathematics 2025-01-31 Antonin Jacquet

In this article, we first extend the construction of random interlacements, introduced by A.S. Sznitman in [arXiv:0704.2560], to the more general setting of transient weighted graphs. We prove the Harris-FKG inequality for this model and…

Probability · Mathematics 2009-07-03 Augusto Teixeira

Consider an independent site percolation model with parameter $p \in (0,1)$ on $\Z^d,\ d\geq 2$ where there are only nearest neighbor bonds and long range bonds of length $k$ parallel to each coordinate axis. We show that the percolation…

Probability · Mathematics 2011-05-24 Bernardo N. B. de Lima , Rémy Sanchis , Roger W. C. Silva

Percolation phenomena are pervasive in nature, ranging from capillary flow, crack propagation, ionic transport, fluid permeation, etc. Modeling percolation in highly-branched media requires the use of numerical solutions, as problems can…

Chemical Physics · Physics 2019-04-09 Asghar Aryanfar , William A. Goddard , Jaime Marian

False-vacuum eternal inflation can be described as a random walk on the network of vacua of the string landscape. In this paper we show that the problem can be mapped naturally to a problem of directed percolation. The mapping relies on two…

High Energy Physics - Theory · Physics 2023-08-22 Justin Khoury , Sam S. C. Wong

The vacant set of random interlacements at level $u>0$, introduced in arXiv:0704.2560, is a percolation model on $\mathbb{Z}^d$, $d \geq 3$ which arises as the set of sites avoided by a Poissonian cloud of doubly infinite trajectories,…

Probability · Mathematics 2015-01-23 Balazs Rath

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

Probability · Mathematics 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

We consider a velocity field with linear viscous interactions defined on a one dimensional lattice. Brownian baths with different parameters can be coupled to the boundary sites and to the bulk sites, determining different kinds of…

Statistical Mechanics · Physics 2021-06-18 Andrea Plati , Andrea Puglisi

We consider a discrete-time branching random walk defined on the real line, which is assumed to be supercritical and in the boundary case. It is known that its leftmost position of the $n$-th generation behaves asymptotically like…

Probability · Mathematics 2013-05-30 Xinxin Chen

We consider a class of random loop models (including the random interchange process) that are parametrised by a time parameter $\beta\geq 0$. Intuitively, larger $\beta$ means more randomness. In particular, at $\beta=0$ we start with loops…

Probability · Mathematics 2019-08-28 Peter Mühlbacher

We study strong existence and pathwise uniqueness for a class of infinite-dimensional singular stochastic differential equations (SDE), with state space as the cone $\{x \in \mathbb{R}^{\mathbb{N}}: -\infty < x_1 \leq x_2 \leq \cdots\}$,…

Probability · Mathematics 2025-01-15 Sayan Banerjee , Amarjit Budhiraja , Peter Rudzis

Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…

Statistical Mechanics · Physics 2021-10-15 Thomas Vojta , Zachary Miller , Samuel Halladay

In this paper we present the proof of the convergence of the critical bond percolation exploration process on the square lattice to the trace of SLE$_{6}$. This is an important conjecture in mathematical physics and probability. The case of…

Probability · Mathematics 2015-03-19 Jonathan Tsai , S. C. P. Yam , Wang Zhou

We investigate the limiting distribution of geometric Brownian motion conditional on its running maximum taking large values. We show that the conditional distribution of the geometric Brownian motion converges after a suitable…

Probability · Mathematics 2025-05-14 Ze-An Ng

This paper deals with collisionless transport equations in bounded open domains $\Omega \subset \R^{d}$ $(d\geq 2)$ with $\mathcal{C}^{1}$ boundary $\partial \Omega $, orthogonally invariant velocity measure $\bm{m}(\d v)$ with support…

Analysis of PDEs · Mathematics 2019-04-09 Bertrand Lods , Mustapha Mokhtar-Kharroubi , Ryszard Rudnicki

We consider a weighted random walk on the backbone of an oriented percolation cluster. We determine necessary conditions on the weights for Brownian scaling limits under the annealed and the quenched law. This model is a random walk in…

Probability · Mathematics 2017-07-03 Katja Miller

At high temperature, the overlap of two particles chosen independently according to the Gibbs measure of the branching Brownian motion converges to zero as time goes to infinity. We investigate the precise decay rate of the probability to…

Probability · Mathematics 2026-03-03 Louis Chataignier , Michel Pain

In this paper we study the asymptotic behavior of Brownian motion in both comb-shaped planar domains, and comb-shaped graphs. We show convergence to a limiting process when both the spacing between the teeth \emph{and} the width of the…

Probability · Mathematics 2019-08-26 Samuel Cohn , Gautam Iyer , James Nolen , Robert L. Pego

This work obtains sharp closed-form exponential concentration inequalities of Bernstein type for the ubiquitous beta distribution, improving upon sub-gaussian and sub-gamma bounds previously studied in this context. The proof leverages a…

Probability · Mathematics 2024-10-21 Maciej Skorski

In last passage percolation models lying in the KPZ universality class, the energy of long energy-maximizing paths may be studied as a function of the paths' pair of endpoint locations. Scaled coordinates may be introduced, so that these…

Probability · Mathematics 2019-07-12 Alan Hammond