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We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…

Mathematical Physics · Physics 2011-05-06 Michela Ottobre

Two types of errors can occur when discriminating pairs of quantum states. Asymmetric state discrimination involves minimizing the probability of one type of error, subject to a constraint on the other. We give explicit expressions bounding…

Quantum Physics · Physics 2023-11-23 Jason L. Pereira , Leonardo Banchi , Stefano Pirandola

Consider the normalized partial sums of a real-valued function $F$ of a Markov chain, \[\phi_n:=n^{-1}\sum_{k=0}^{n-1}F(\Phi(k)),\qquad n\ge1.\] The chain $\{\Phi(k):k\ge0\}$ takes values in a general state space $\mathsf {X}$, with…

Probability · Mathematics 2007-05-23 Sean P. Meyn

The existence of a weak survival region is established for the anisotropic symmetric contact process on a homogeneous tree T_{2d} of degree 2d > 2: For parameter values in a certain connected region of positive Lebesgue measure, the…

Probability · Mathematics 2007-05-23 Irene Hueter

We consider the contact process with infection rate $\lambda$ on a random $(d+1)$-regular graph with $n$ vertices, $G_n$. We study the extinction time $\tau_{G_n}$ (that is, the random amount of time until the infection disappears) as $n$…

Probability · Mathematics 2014-05-06 Jean-Christophe Mourrat , Daniel Valesin

We investigate the influence of time-varying environmental noise, i.e., temporal disorder, on the nonequilibrium phase transition of the contact process. Combining a real-time renormalization group, scaling theory, and large scale…

Statistical Mechanics · Physics 2016-08-25 Hatem Barghathi , Jose A. Hoyos , Thomas Vojta

We prove a sample path Large Deviation Principle (LDP) for a class of jump processes whose rates are not uniformly Lipschitz continuous in phase space. Building on it we further establish the corresponding Wentzell-Freidlin (W-F) (infinite…

Probability · Mathematics 2017-10-24 Andrea Agazzi , Amir Dembo , Jean-Pierre Eckmann

We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a single observation of the path, we provide a maximum likelihood…

Probability · Mathematics 2014-04-10 Francis Comets , Mikael Falconnet , Oleg Loukianov , Dasha Loukianova

We consider the branching process in random environment $\{Z_n\}_{n\geq 0}$, which is a~population growth process where individuals reproduce independently of each other with the reproduction law randomly picked at each generation. We…

Probability · Mathematics 2020-07-30 Dariusz Buraczewski , Piotr Dyszewski

In the multitype contact process, vertices of a graph can be empty or occupied by a type 1 or a type 2 individual; an individual of type $i$ dies with rate 1 and sends a descendant to a neighboring empty site with rate $\lambda_i$. We study…

Probability · Mathematics 2018-03-06 Thomas Mountford , Pedro Luis Barrios Pantoja , Daniel Valesin

A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting…

Probability · Mathematics 2020-10-06 Mark Freidlin

We establish abstract limit theorems which provide sufficient conditions for a sequence $(A_{l})$ of rare events in an ergodic probability preserving dynamical system to exhibit Poisson asymptotics, and for the consecutive positions inside…

Dynamical Systems · Mathematics 2022-01-04 Roland Zweimüller

We will generalize a Maximum Principle at Infinity in the parabolic case given by De Lima [Ann. Global Anal. Geom. ${\bf 20}$, 325-343 2001] and De Lima and Meeks [Indiana Univ. Math. Journal ${\bf 53}$ 5, 1211-1223 2004], for disjoints…

Differential Geometry · Mathematics 2017-10-24 J. Deibsom da Silva , A. F. de Sousa

We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…

Probability · Mathematics 2020-12-07 Hugh Entwistle , Christopher Lustri , Georgy Sofronov

The paper deals with the asymptotic properties of a symmetric random walk in a high contrast periodic medium in $\mathbb Z^d$, $d\geq 1$. We show that under proper diffusive scaling the random walk exhibits a non-standard limit behaviour.…

Probability · Mathematics 2017-10-25 Andrey Piatnitski , Elena Zhizhina

The contact process with an asymptomatic state, introduced in [Belhadji, Lanchier and Mercer, Stochastic Process. Appl., 176:104417, 2024], is a natural variant of the basic contact process that distinguishes between asymptomatic (state 1)…

Probability · Mathematics 2025-10-27 Nicolas Lanchier

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…

Dynamical Systems · Mathematics 2017-09-15 Getachew K. Befekadu

We investigate what happens when an entire sample path of a smooth Gaussian process on a compact interval lies above a high level. Specifically, we determine the precise asymptotic probability of such an event, the extent to which the high…

Probability · Mathematics 2017-09-14 Arijit Chakrabarty , Gennady Samorodnitsky

In this paper we will consider the contact process in a very simple type of random environment that physicists call the random dilution model. We start with the contact process on a graph, here either $\mathbb{Z}^d$, a $d$-dimensional torus…

Probability · Mathematics 2025-06-02 Rick Durrett

A continuum growth model is introduced. The state at time $t$, $S_t$, is a subset of $\mathbb{R}^d$ and consists of a connected union of randomly sized Euclidean balls, which emerge from outbursts at their center points. An outburst occurs…

Probability · Mathematics 2015-09-24 Maria Deijfen