Related papers: On the Time Constant in a Dependent First Passage …

Given an infinite connected graph, a way to randomly perturb its metric is to assign random i.i.d. lengths to the edges. An open question attributed to Furstenberg is whether there exists a two-sided infinite geodesic in first passage…

The mean first passage time, one of the important characteristics for a stochastic process, is often calculated assuming the observation time is infinite. However, in practice, the observation time, T, is always finite and the mean first…

We investigate the first passage statistics of active continuous time random walks with Poissonian waiting time distribution on a one dimensional infinite lattice and a two dimensional infinite square lattice. We study the small and large…

The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…

We prove a GUE central limit theorem for random variables with finite fourth moment. We apply this theorem to prove that the directed first and last passage percolation problems in thin rectangles exhibit universal fluctuations given by the…

We develop a model to compute the first-passage time of a random walker in a crowded environment. Hard-core particles with the same size and diffusion coefficient than the tracer diffuse, and the model allows to compute the first passage…

We consider a model of first passage percolation (FPP) where the nearest-neighbor edges of the standard two-dimensional Euclidean lattice are equipped with random variables. These variables are i.i.d.\, nonnegative, continuous, and have a…

In this paper we consider first-passage percolation on certain 1-dimensional periodic graphs, such as the $\Z\times\{0,1,\ldots,K-1\}^{d-1}$ nearest neighbour graph for $d,K\geq1$. We find that both length and weight of minimal-weight paths…

In this paper we will prove a shape theorem for the last passage percolation model on a two dimensional $F$-compound Poisson process, called the Hammersley model with random weights. We will also provide diffusive upper bounds for shape…

Motivated by the dynamics of resonant neurons we consider a differentiable, non-Markovian random process $x(t)$ and particularly the time after which it will reach a certain level $x_b$. The probability density of this first passage time is…

We study the independent alignment percolation model on $\mathbb{Z}^d$ introduced by Beaton, Grimmett and Holmes [arXiv:1908.07203]. It is a model for random intersecting line segments defined as follows. First the sites of $\mathbb{Z}^d$…

We consider the directed first passage percolation model on ${\bf Z}^2$. In this model, we assign independently to each edge $e$ a passage time $t(e)$ with a common distribution $F$. We denote by $\vec{T}({\bf 0}, (r,\theta))$ the passage…

We consider the Constrained-degree percolation model in random environment on the square lattice. In this model, each vertex $v$ has an independent random constraint ${\kappa}_v$ which takes the value $j\in \{0,1,2,3\}$ with probability…

For first passage percolation (FPP) on Euclidean lattices $\mathbb{Z}^d$ with $d\ge 2$, it is expected that the variance of the first passage time between two points grows sublinearly in the distance with a universal exponent strictly…

We consider first passage percolation on sparse random graphs with prescribed degree distributions and general independent and identically distributed edge weights assumed to have a density. Assuming that the degree distribution satisfies a…

We study the first passage times of discrete-time branching random walks in ${\mathbb R}^d$ where $d\geq 1$. Here, the genealogy of the particles follows a supercritical Galton-Watson process. We provide asymptotics of the first passage…

We study logical limit laws for uniform attachment random graphs. In this random graph model, vertices and edges are introduced recursively: at time $n+1$, the vertex $n+1$ is introduced together with $m$ edges joining the new vertex with…

We consider the Bernoulli first-passage percolation on $\mathbb Z^d (d\ge 2)$. That is, the edge passage time is taken independently to be 1 with probability $1-p$ and 0 otherwise. Let ${\mu(p)}$ be the time constant. We prove in this paper…

We consider two competing first passage percolation processes started from uniformly chosen subsets of a random regular graph on $N$ vertices. The processes are allowed to spread with different rates, start from vertex subsets of different…

This paper considers the class of L\'evy processes that can be written as a Brownian motion time changed by an independent L\'evy subordinator. Examples in this class include the variance gamma model, the normal inverse Gaussian model, and…