Related papers: Transversal fluctuations for a first passage perco…
We consider a simplified model of first-passage percolation, involving two families of i.i.d. random variables $\{\xi_{ij}\}$ and $\{\eta_{ij}\}$ corresponding to the weights of the horizontal and vertical edges respectively. We obtain an…
We study a sequential system of interacting diffusions in which particle $i$ interacts only with its predecessors through the empirical measure $\mu_t^{i-1}$, yielding a directed, non-exchangeable mean-field approximation of a…
We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…
We present a stochastic approach for charge transport in transistors. In this approach, the electron and hole densities are governed by diffusion-reaction stochastic differential equations satisfying local detailed balance and the electric…
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…
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…
We study the probability distribution $P(A)$ of the area $A=\int_0^T x(t) dt$ swept under fractional Brownian motion (fB\ m) $x(t)$ until its first passage time $T$ to the origin. The process starts at $t=0$ from a specified point $x=L$. We…
We place limits on semiclassical fluctuations that might be present in the primordial perturbation spectrum. These can arise if some signatures of pre-inflationary features survive the expansion, or could be created by whatever mechanism…
As a first step in the first passage problem for passive tracer in stratified porous media, we consider the case of a two-dimensional system consisting of two layers with different convection velocities. Using a lattice generating function…
In last passage percolation models, the energy of a path is maximized over all directed paths with given endpoints in a random environment, and the maximizing paths are called geodesics. The geodesics and their energy can be scaled so that…
We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…
We study the behavior of a tracer particle driven by a one-dimensional fluctuating potential, defined initially as a Brownian motion, and evolving in time according to the heat equation. We obtain two main results. First, in the short time…
A decade and a half ago Chatterjee established the first rigorous connection between anomalous fluctuations and a chaotic behaviour of the ground state in certain Gaussian disordered systems. The purpose of this paper is to show that…
We study traveling time and traveling length for tracer dispersion in porous media. We model porous media by two-dimensional bond percolation, and we model flow by tracer particles driven by a pressure difference between two points…
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…
The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…
The first passage time (FPT) distribution for random walk in complex networks is calculated through an asymptotic analysis. For network with size $N$ and short relaxation time $\tau\ll N$, the computed mean first passage time (MFPT), which…
We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…
We consider first-passage percolation on the edges of $\mathbb{Z}^2 \times k,$ namely the slab of width $k$. Each edge is assigned independently a passage time of either 0 (with probability $1-p_c(\mathbb{S}_k)$) or 1 ((with probability…
We study first passage percolation on the configuration model. Assuming that each edge has an independent exponentially distributed edge weight, we derive explicit distributional asymptotics for the minimum weight between two randomly…