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We consider a particle diffusing outside a compact planar set and investigate its boundary local time $\ell_t$, i.e., the rescaled number of encounters between the particle and the boundary up to time $t$. In the case of a disk, this is…

Statistical Mechanics · Physics 2020-12-30 Denis S. Grebenkov

In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…

Probability · Mathematics 2026-04-14 Carolin Forster , Marco Oesting

Given a finitely-connected bounded planar domain $\Omega$, it is possible to define a {\it divergence distance} $D(x,y)$ from $x\in\Omega$ to $y\in\Omega$, which takes into account the complex geometry of the domain. This distance function…

Complex Variables · Mathematics 2018-01-23 Renjie Chen , Craig Gotsman , Kai Hormann

We study a synchronous dispersion process in which $M$ particles are initially placed at a distinguished origin vertex of a graph $G$. At each time step, at each vertex $v$ occupied by more than one particle at the beginning of this step,…

Discrete Mathematics · Computer Science 2018-01-17 Colin Cooper , Andrew McDowell , Tomasz Radzik , Nicolas Rivera , Takeharu Shiraga

We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…

Probability · Mathematics 2025-07-08 Viet Hung Hoang , Kilian Raschel

We introduce an algorithm that performs a one-directional mesh overset of a parallel forest of octrees with another distributed mesh of unrelated partition. The forest mesh consists of several adaptively refined octrees. Individual smooth…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-03 Hannes Brandt , Carsten Burstedde

We complete the mathematical analysis of the fine structure of harmonic measure on SLE curves that was initiated by Beliaev and Smirnov, as described by the averaged integral means spectrum. For the unbounded version of whole-plane SLE as…

Mathematical Physics · Physics 2017-04-24 Dmitry Beliaev , Bertrand Duplantier , Michel Zinsmeister

We develop classical balayage (sweeping) measures and subharmonic functions on the ray system $S$ with a general origin on the complex plane $\mathbb C$. This allows for a subharmonic function $v$ on $\mathbb C$ to construct also a…

Complex Variables · Mathematics 2018-12-06 B. N. Khabibullin , A. V. Khasanova

We consider shot noise processes $(X(t))_{t \geq 0}$ with deterministic response function $h$ and the shots occurring at the renewal epochs $0= S_0 < S_1 < S_2 ...$ of a zero-delayed renewal process. We prove convergence of the…

Probability · Mathematics 2013-10-25 A. Iksanov , A. Marynych , M. Meiners

We consider the equilibrium surface of the Random Average Process started from an inclined plane, as seen from the height of the origin, obtained in [Ferrari & Fontes, 1998], where its fluctuations were shown to be of order of the square…

Probability · Mathematics 2023-10-09 Luiz Renato Fontes , Mariela Pentón Machado , Leonel Zuaznábar

In this article, we merge celebrated results of Kesten and Spitzer [Z. Wahrsch. Verw. Gebiete 50 (1979) 5-25] and Kawazu and Kesten [J. Stat. Phys. 37 (1984) 561-575]. A random walk performs a motion in an i.i.d. environment and observes an…

Statistics Theory · Mathematics 2011-02-28 Brice Franke , Tatsuhiko Saigo

We study the commutation relation for 2-radial SLE in the unit disc starting from two boundary points. We follow the framework introduced by Dub\'{e}dat. Under an additional requirement of the interchangeability of the two curves, we…

Probability · Mathematics 2025-11-18 Ellen Krusell , Yilin Wang , Hao Wu

In this paper, we continue our understanding of the stable process from the perspective of the theory of self-similar Markov processes in the spirit of the recent papers of Kyprianou (2016) and Kyprianou et al. (2017). In particular, we…

Probability · Mathematics 2018-03-22 Andreas Kyprianou , Victor Rivero , Weerapat Satitkanitkul

The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…

Machine Learning · Statistics 2016-06-24 Lalit Jain , Kevin Jamieson , Robert Nowak

We extend existing connections between random walks, branching processes, and spatial branching processes, and their respective scaling limits, to include processes in dependent random environments. More specifically, we prove new scaling…

Probability · Mathematics 2025-12-16 Douglas Buchanan

Two-dimensional loop-erased random walks (LERWs) are random planar curves whose scaling limit is known to be a Schramm-Loewner evolution SLE_k with parameter k = 2. In this note, some properties of an SLE_k trace on doubly-connected domains…

Statistical Mechanics · Physics 2008-10-26 Christian Hagendorf , Pierre Le Doussal

Consider a family of random ordered graph trees $(T_n)_{n\geq 1}$, where $T_n$ has $n$ vertices. It has previously been established that if the associated search-depth processes converge to the normalised Brownian excursion when rescaled…

Probability · Mathematics 2012-10-24 David A. Croydon

In last passage percolation models lying in the Kardar-Parisi-Zhang universality class, maximizing paths that travel over distances of order $n$ accrue energy that fluctuates on scale $n^{1/3}$; and these paths deviate from the linear…

Probability · Mathematics 2019-05-30 Riddhipratim Basu , Shirshendu Ganguly , Alan Hammond

Let $Q$ be a free Boltzmann quadrangulation with simple boundary decorated by a critical ($p=3/4$) face percolation configuration. We prove that the chordal percolation exploration path on $Q$ between two marked boundary edges converges in…

Probability · Mathematics 2021-02-12 Ewain Gwynne , Jason Miller

We present an approach to approximate reachable sets for linear systems with bounded L-infinity controls in finite time. Our first approach investigates the boundaries of these sets and reveals an exact characterization for single-input,…

Optimization and Control · Mathematics 2026-03-18 Steven Nguyen , Jorge Cortés , Boris Kramer