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The statistics of transmission through random 1D media are generally presumed to be universal and to depend only upon a single dimensionless parameter-the ratio of the sample length and the mean free path, s = L/l. Here, we show in…
Suppose that particles are randomly distributed in $\bR^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region…
We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…
We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…
We present a new random walk for uniformly sampling high-dimensional convex bodies. It achieves state-of-the-art runtime complexity with stronger guarantees on the output than previously known, namely in R\'enyi divergence (which implies…
This is a general description of a probabilistic formalism of mechanics, i.e., an extension of the Newtonian mechanics principles to the systems undergoing random motion. From an analysis of the induction procedure from experimental data to…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
We prove non-universality results for first-passage percolation on the configuration model with i.i.d. degrees having infinite variance. We focus on the weight of the optimal path between two uniform vertices. Depending on the properties of…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
We calculate the highest possible information gain in a measurement of entangled states when employing a beamsplitter. The result is used to evaluate the fidelity, averaged over all unknown inputs, in a realistic teleportation protocol that…
Randomized rumor spreading processes diffuse information on an undirected graph and have been widely studied. In this work, we present a generic framework for analyzing a broad class of such processes on regular graphs. Our analysis is…
Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of…
The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…
We consider the role of network geometry in two types of diffusion processes: transport of constant-density information packets with queuing on nodes, and constant voltage-driven tunneling of electrons. The underlying network is a…
Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…
Travel time tomography for the velocity structure of a medium is a highly non-linear and non-unique inverse problem. Monte Carlo methods are becoming increasingly common choices to provide probabilistic solutions to tomographic problems but…
We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…
This article introduces the class of periodic trawl processes, which are continuous-time, infinitely divisible, stationary stochastic processes, that allow for periodicity and flexible forms of their serial correlation, including both…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
In this work, recent results on the moments of balanced P\'olya urns are generalized to unbalanced urns, with the condition that the expected change in total activity at each step is constant. We also provide applications of our results to…