Related papers: Volume growth and stochastic completeness of graph…
The goal of this article is to survey various results concerning stochastic completeness of graphs. In particular, we present a variety of formulations of stochastic completeness and discuss how a discrepancy between uniqueness class and…
We generalize the weak Omori-Yau maximum principle to the setting of strongly local Dirichlet forms. As an application, we obtain an analytic approach to compare the stochastic completeness of a weighted graph with that of an associated…
In this note we prove an optimal volume growth condition for stochastic completeness of graphs under very mild assumptions. This is realized by proving a uniqueness class criterion for the heat equation which is an analogue to a…
We study the connections between volume growth, spectral properties and stochastic completeness of locally finite graphs. For a class of graphs with a very weak spherical symmetry we give a condition which implies both stochastic…
We give an effective upper escape rate function for Brownian motion on a complete Riemannian manifold in terms of the volume growth of the manifold. An important step in the work is estimating the small tail probability of the crossing time…
It has been suggested in 1999 that a certain volume growth condition for geodesically complete Riemannian manifolds might imply that the manifold is stochastically complete. This is motivated by a large class of examples and by a known…
We prove sharp bounds on the probability that the simple random walk on a vertex-transitive graph escapes the ball of radius $r$ before returning to its starting point. In particular, this shows that if the ball of radius $r$ has size…
This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…
This paper investigates the Einstein relation; the connection between the volume growth, the resistance growth and the expected time a random walk needs to leave a ball on a weighted graph. The Einstein relation is proved under different…
This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…
We introduce and study Brownian motion on spaces of discrete regular curves in Euclidean space equipped with discrete Sobolev-type metrics. It has been established that these spaces of discrete regular curves are geodesically complete if…
Metric graphs are structures obtained by associating edges in a standard graph with segments of the real line and gluing these segments at the vertices of the graph. The resulting structure has a natural metric that allows for the study of…
We propose random walks on suitably defined graphs as a framework for finescale modeling of particle motion in an obstructed environment where the particle may have interactions with the obstructions and the mean path length of the particle…
Edgeworth expansions for random walks on covering graphs with groups of polynomial volume growths are obtained under a few natural assumptions. The coefficients appearing in this expansion depends on not only geometric features of the…
The question how the extremal values of a stochastic process achieved on different time intervals are correlated to each other has been discussed within the last few years on examples of the running maximum of a Brownian motion, of a…
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly…
We study the extreme statistics of N non-intersecting Brownian motions (vicious walkers) over a unit time interval in one dimension. Using path-integral techniques we compute exactly the joint distribution of the maximum M and of the time…
A simple random walk on a graph is a sequence of movements from one vertex to another where at each step an edge is chosen uniformly at random from the set of edges incident on the current vertex, and then transitioned to next vertex.…
We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…
Continuous-time random walks (CTRWs) with drift and position-dependent jumps provide a general framework for describing a wide range of natural and engineered systems. We analyze the stochastic differential equation associated with this…