Related papers: Asymptotics of the Tacnode process: a transition b…
In the quest for signatures of coherent transport we consider exciton trapping in the continuous-time quantum walk framework. The survival probability displays different decay domains, related to distinct regions of the spectrum of the…
A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…
In this paper a class of Ornstein--Uhlenbeck processes driven by compound Poisson processes is considered. The jumps arrive with exponential waiting times and are allowed to be two-sided. The jumps are assumed to form an iid sequence with…
We analyze the asymptotics of crossing a high piecewise linear barriers by a renewal compound process with the subexponential jumps. The study is motivated by ruin probabilities of two insurance companies (or two branches of the same…
We consider non-colliding Brownian bridges starting from two points and returning to the same position. These positions are chosen such that, in the limit of large number of bridges, the two families of bridges just touch each other forming…
The busy period for a queue is cast as the area swept under the random walk until it first returns to zero, $B$. Encompassing non-i.i.d. increments, the large-deviations asymptotics of $B$ is addressed, under the assumption that the…
In this paper we analyze a L\'evy process reflected at a general (possibly random) barrier. For this process we prove Central Limit Theorem for the first passage time. We also give the finite-time first passage probability asymptotics.
While there are many well-known and extensively tested results involving diffusion-limited binary reactions, reactions involving subdiffusive reactant species are far less understood. Subdiffusive motion is characterized by a mean square…
We study models of continuous time, symmetric, $\Z^d$-valued random walks in random environments. One of our aims is to derive estimates on the decay of transition probabilities in a case where a uniform ellipticity assumption is absent. We…
The paper deals with the asymptotic behavior of the bridge of a Gaussian process conditioned to stay in $n$ fixed points at $n$ fixed past instants. In particular, functional large deviation results are stated for small time. Several…
The totally asymmetric simple exclusion process (TASEP) on the one-dimensional lattice with the Bernoulli \rho measure as initial conditions, 0<\rho<1, is stationary in space and time. Let N_t(j) be the number of particles which have…
We propose a renormalization process of a two phase WKB solution, which is based on an appropriate surgery of local uniform asymptotic approximations of the Wigner transform of the WKB solution. We explain in details how this process…
Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…
The narrow escape problem concerns the time needed for a diffusing particle to exit a confining domain through a small hole in the boundary. While this problem is now well-understood, determining the escape time for a particle that must…
Understanding quantum phase transitions in highly excited Hamiltonian eigenstates is currently far from being complete. It is particularly important to establish tools for their characterization in time domain. Here we argue that a scaled…
We propose autoregressive Bayesian semi-parametric models for waiting times between recurrent events. The aim is two-fold: inference on the effect of possibly time-varying covariates on the gap times and clustering of individuals based on…
We investigate the steady-state solution and its bifurcations in time-delay systems with band-limited feedback. This is a first step in a rigorous study concerning the effects of AC-coupled components in nonlinear devices with time-delayed…
The time until the failure of some node of the system or until the end of some stage of the operation of the tribological system is associated with the change in entropy in the system that occurs during this time. Methods of the…
We consider a random walk among i.i.d. obstacles on the one dimensional integer lattice under the condition that the walk starts from the origin and reaches a remote location y. The obstacles are represented by a killing potential, which…
We discuss a thinning and an embedding procedure to construct finite Gibbs processes with a given Papangelou intensity. Extending the approach in Hofer-Temmel (2019) and Hofer-Temmel and Houdebert (2019) we will use this to couple two…