Related papers: Asymptotic behaviour of first passage time distrib…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
We study the asymptotic behaviour of occupation times of a transient random walk in quenched random environment on a strip in a sub-diffusive regime. The asymptotic behaviour of hitting times, which is a more traditional object of study, is…
We consider reflecting random walks on the nonnegative integers with drift of order 1/x at height x. We establish explicit asymptotics for various probabilities associated to such walks, including the distribution of the hitting time of 0…
We investigate the asymptotic behaviour of a class of self-interacting nearest neighbour random walks on the one-dimensional integer lattice which are pushed by a particular linear combination of their own local time on edges in the…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…
This paper is concerned with the asymptotic stability analysis of a one dimensional wave equation subject to a nonmonotone distributed damping. A well-posedness result is provided together with a precise characterization of the asymptotic…
We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…
We consider the problem of computing first-passage time distributions for reaction processes modelled by master equations. We show that this generally intractable class of problems is equivalent to a sequential Bayesian inference problem…
The distribution of the initial short-time displacements of particles is considered for a class of classical systems under rather general conditions on the dynamics and with Gaussian initial velocity distributions, while the positions could…
First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…
In this paper, we study the extinction time of logistic branching processes which are perturbed by an independent random environment driven by a Brownian motion. Our arguments use a Lamperti-type representation which is interesting on its…
Exact results for the first passage time and leapover statistics of symmetric and one-sided Levy flights (LFs) are derived. LFs with stable index alpha are shown to have leapover lengths, that are asymptotically power-law distributed with…
We consider the standard model of first-passage percolation on $\mathbb{Z}^d$ ($d\geq 2$), with i.i.d. passage times associated with either the edges or the vertices of the graph. We focus on the particular case where the distribution of…
An exact expression for the distribution of the area swept out by a drifted Brownian motion till its first-passage time is derived. A study of the asymptotic behaviour confirms earlier conjectures and clarifies their range of validity. The…
In this paper the asymptotic distribution of estimators is derived in a general regression setting where rank restrictions on a submatrix of the coefficient matrix are imposed and the regressors can include stationary or I(1) processes.…
We determine the asymptotic speed of the first-passage percolation process on some ladder-like graphs (or width-2 stretches) when the times associated with different edges are independent and exponentially distributed but not necessarily…
This paper is concerned with the fractional evolution equation with a discrete distribution of Caputo time-derivatives such that the largest and the smallest orders, $\alpha$ and $\alpha_m$, satisfy the conditions $1<\alpha\le 2$ and…
In this paper, by using two different techniques we derive an explicit formula for the mean first-passage time (MFPT) between any pair of nodes on a general undirected network, which is expressed in terms of eigenvalues and eigenvectors of…
We study a one dimensional generalization of the exponential trap model using both numerical simulations and analytical approximations. We obtain the asymptotic shape of the average diffusion front in the sub-diffusive phase. Our central…
In this paper, the local asymptotic estimation for the supremum of a random walk and its applications are presented. The summands of the random walk have common long-tailed and generalized strong subexponential distribution. This…