Related papers: Minimum survival probabilities in a two-dimensiona…
In this paper, we propose some algorithms for the simulation of the distribution of certain diffusions conditioned on terminal point. We prove that the conditional distribution is absolutely continuous with respect to the distribution of…
We calculate the survival probability P_S(t) up to time t of a tracer particle moving along a deterministic trajectory in a continuous d-dimensional space in the presence of diffusing but mutually noninteracting traps. In particular, for a…
The statistics of the first-encounter time of diffusing particles changes drastically when they are placed under confinement. In the present work, we make use of Monte Carlo simulations to study the behavior of a two-particle system in two-…
Demixing of binary fluids subjected to slow temperature ramps shows repeated waves of nucleation which arise as a consequence of the competition between generation of supersaturation by the temperature ramp and relaxation of supersaturation…
We consider a structural model where the survival/default state is observed together with a noisy version of the firm value process. This assumption makes the model more realistic than most of the existing alternatives, but triggers…
Continuous diffusion models are commonly acknowledged to display a deterministic probability flow, whereas discrete diffusion models do not. In this paper, we aim to establish the fundamental theory for the probability flow of discrete…
Reaction dynamics involving subdiffusive species is an interesting topic with only few known results, especially when the motion of different species is characterized by different anomalous diffusion exponents. Here we study the reaction…
Many events in biology are triggered when a diffusing searcher finds a target, which is called a first passage time (FPT). The overwhelming majority of FPT studies have analyzed the time it takes a single searcher to find a target. However,…
We derive new results comparing the asymptotic variance of diffusions by writing them as appropriate limits of discrete-time birth-death chains which themselves satisfy Peskun orderings. We then apply our results to simulated tempering…
In this paper,we consider a macro approximation of the flow of a risk reserve, The process is observed at discrete time points. Because we cannot directly observe each jump time and size then we will make use of a technique for identifying…
This paper proves, in very general settings, that convex risk minimization is a procedure to select a unique conditional probability model determined by the classification problem. Unlike most previous work, we give results that are general…
Extensive simulations are performed of the diffusion-limited reaction A$+$B$\to 0$ in one dimension, with initially separated reagents. The reaction rate profile, and the probability distributions of the separation and midpoint of the…
We present a closed-form expression for the survival probability of a biased random walker to first reach a target site on a 1D lattice. The expression holds for any step number $N$ and is computationally faster than non-closed-form results…
We explain the connection between the Gumbel limit for diffusion exit times and the theory of extreme values.
Survival analysis is a widely-used technique for analyzing time-to-event data in the presence of censoring. In recent years, numerous survival analysis methods have emerged which scale to large datasets and relax traditional assumptions…
Motivated by queueing applications, we consider a certain class of two-dimensional random walks for which their invariant measure is written as a linear combination of a finite number of product-form terms. In this work, we investigate…
This paper investigates the impact of distributional uncertainty on key risk measures under the partial knowledge of underlying distributions characterized by their first two moments and shape information (specifically symmetry and/or…
Turing instabilities of reaction-diffusion systems can only arise if the diffusivities of the chemical species are sufficiently different. This threshold is unphysical in most systems with $N=2$ diffusing species, forcing experimental…
We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d.\ random field of obstacles. When the particle hits an obstacle, it disappears with a positive probability. We obtain quenched and annealed bounds on the tails of the…
We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent $\alpha(x)$ varies with position. For any sufficiently smooth $\alpha(x)$ on a finite…