English
Related papers

Related papers: Maximal edge-traversal time in First Passage Perco…

200 papers

We consider two different objects on super-critical Bernoulli percolation on $\mathbb{Z}^d$ : the time constant for i.i.d. first-passage percolation (for $d\geq 2$) and the isoperimetric constant (for $d=2$). We prove that both objects are…

Probability · Mathematics 2016-05-31 Olivier Garet , Régine Marchand , Eviatar B. Procaccia , Marie Théret

We study directed last passage percolation on the first quadrant of the planar square lattice whose weights have general distributions, or equivalently, ./G/1 queues in series. The service time distributions of the servers vary randomly…

Probability · Mathematics 2011-10-04 Hao Lin , Timo Seppäläinen

We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…

Probability · Mathematics 2007-06-20 Antonio Di Crescenzo , Elvira Di Nardo , Luigi M. Ricciardi

A well-known question in planar first-passage percolation concerns the convergence of the empirical distribution of weights as seen along geodesics. We demonstrate this convergence for an explicit model, directed last-passage percolation on…

Probability · Mathematics 2024-12-17 James B. Martin , Allan Sly , Lingfu Zhang

In this paper we consider first passage percolation on the square lattice \(\mathbb{Z}^d\) with passage times that are independent and have bounded \(p^{th}\) moment for some \(p > 6(1+d),\) but not necessarily identically distributed. For…

Probability · Mathematics 2014-09-10 Ghurumuruhan Ganesan

We study the time constant $C(\nu)$ of last passage percolation on the complete directed acyclic graph on the set of non-negative integers, where edges have i.i.d. weights with distribution $\nu$ with support included in…

Probability · Mathematics 2023-03-22 Benjamin Terlat

We study the cover time of random walk on dynamical percolation on the torus $\mathbb{Z}_n^d$ in the subcritical regime. In this model, introduced by Peres, Stauffer and Steif, each edge updates at rate $\mu$ to open with probability $p$…

Probability · Mathematics 2023-12-13 Maarten Markering

We prove an invariance principle for linearly edge reinforced random walks on $\gamma$-stable critical Galton-Watson trees, where $\gamma \in (1,2]$ and where the edge joining $x$ to its parent has rescaled initial weight $d(\rho,…

Probability · Mathematics 2025-09-30 George Andriopoulos , Eleanor Archer

The aim of this paper is to study the law of the last passage time of a linear diffusion to a curved boundary. We start by giving a general expression for the density of such a random variable under some regularity assumptions. Following…

Probability · Mathematics 2012-04-26 Christophe Profeta

In i.i.d. exponential last-passage percolation, we describe the joint distribution of Busemann functions, over all edges and over all directions, in terms of a joint last-passage problem in a finite inhomogeneous environment. More…

Probability · Mathematics 2025-06-17 Erik Bates , Elnur Emrah , James Martin , Timo Seppäläinen , Evan Sorensen

Consider the first passage percolation model on ${\bf Z}^d$ for $d\geq 2$. In this model we assign independently to each edge the value zero with probability $p$ and the value one with probability $1-p$. We denote by $T({\bf 0}, v)$ the…

Probability · Mathematics 2016-09-07 Yu Zhang

This paper stidies the first passage times to constant boundaries for mixed-exponential jump diffusion processes. Explicit solutions of the Laplace transforms of the distribution of the first passage times, the joint distribution of the…

Computational Finance · Quantitative Finance 2014-06-18 Chuancun Yin , Yuzhen Wen , Zhaojun Zong , Ying Shen

The tight upper bound $\operatorname{pt}_+(G) \leq \left\lceil \frac{\left\vert \operatorname{V}(G) \right\vert - \operatorname{Z}_+(G)}{2} \right\rceil$ is established for the positive semidefinite propagation time of a graph in terms of…

Combinatorics · Mathematics 2021-11-25 Leslie Hogben , Mark Hunnell , Kevin Liu , Houston Schuerger , Ben Small , Yaqi Zhang

We consider the statistical properties of arrival times and balls on first-passage percolation (FPP) $2D$ square lattices with strong disorder in the link-times. A previous work showed a crossover in the weak disorder regime, between…

We consider the standard first passage percolation model on Z^d with a distribution G on R+ that admits an exponential moment. We study the maximal flow between a compact convex subset A of R^d and infinity. The study of maximal flow is…

Probability · Mathematics 2018-11-27 Barbara Dembin

Possible distributions are discussed for intertrade durations and first-passage processes in financial markets. The view-point of renewal theory is assumed. In order to represent market data with relatively long durations, two types of…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 Naoya Sazuka , Jun-ichi Inoue , Enrico Scalas

Inspired by strict-monotonicity criteria for the time constant in first passage percolation, we investigate convex ordering of point processes in relation to the time constant in first contact percolation. In a nutshell, first contact…

Probability · Mathematics 2026-05-28 Benedikt Jahnel , Jonas Köppl , Lukas Lüchtrath , Anh Duc Vu

We consider the first-passage percolation problem on the random graph with vertex set N\times{0,1}, edges joining vertices at Euclidean distance equal to unity and independent exponential edge weights. We provide a central limit theorem for…

Probability · Mathematics 2012-01-24 Eckhard Schlemm

We consider a wide class of ergodic first passage percolation processes on Z^2 and prove that there exist at least four one-sided geodesics a.s. We also show that coexistence is possible with positive probability in a four color…

Probability · Mathematics 2007-11-19 Christopher Hoffman

We introduce a new first passage percolation model in a Poissonian environment on $\mathbb{R}^{2}$. In this model, the action of a path depends on the geometry of the path and the travel time. We prove that the transversal fluctuation…

Probability · Mathematics 2016-05-20 Yuri Bakhtin , Wei Wu