Related papers: Where does a random process hit a fractal barrier?
We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…
In this paper we continue our study of exit times for random walks with independent but not necessarily identical distributed increments. Our paper "First-passage times for random walks with non-identically distributed increments" was…
We study an inverse first-passage-time problem for Wiener process $X(t)$ subject to hold and jump from a boundary $c.$ Let be given a threshold $S>X(0) \ge c,$ and a distribution function $F$ on $[0, + \infty ).$ The problem consists in…
We investigate the hitting times of random walks on graphs, where a hitting time is defined as the number of steps required for a random walker to move from one node to another. While much of the existing literature focuses on calculating…
We consider simple random walk on a realization of an Erd\H{o}s-R\'enyi graph that is asymptotically almost surely (a.a.s.) connected. We show a Central Limit Theorem (CLT) for the average starting hitting time, i.e. the expected time it…
Statistically self-similar measures on $[0,1]$ are limit of multiplicative cascades of random weights distributed on the $b$-adic subintervals of $[0,1]$. These weights are i.i.d, positive, and of expectation $1/b$. We extend these cascades…
This note proves that the separation convergence towards the uniform distribution abruptly occurs at times around ln(n)/n for the (time-accelerated by 2) Brownian motion on the sphere with a high dimension n. The arguments are based on a…
(i) Uncountably many synchronized reflected Brownian motions can hit the boundary of a $C^2$ domain at the same time. (ii) Measures associated to local times of two synchronized reflected Brownian motions are mutually singular until the…
We consider a Brownian particle diffusing in a one dimensional interval with absorbing end points. We study the ramifications when such motion is interrupted and restarted from the same initial configuration. We provide a comprehensive…
Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually…
We consider a version of random motion of hard core particles on the semi-lattice $ 1, 2, 3,...$, where in each time instant one of three possible events occurs, viz., (a) a randomly chosen particle hops to a free neighboring site, (b) a…
We study the decay rate $\theta(a)$ that characterizes the late time exponential decay of the first-passage probability density $F_a(t|0) \sim e^{-\theta(a)\, t}$ of a diffusing particle in a one dimensional confining potential $U(x)$,…
Consider branching Brownian motion in which we begin with one particle at the origin, particles independently move according to Brownian motion, and particles split into two at rate one. It is well-known that the right-most particle at time…
We study the star hull of planar Brownian motion and bridge. Roughly speaking, this is the smallest starshaped set (with respect to the origin) that contains the trace of the path. In particular, we prove that the expected areas of the star…
For drifted Brownian motion $X(t)= x - \mu t + B_t \ (\mu >0)$ starting from $x>0,$ we study the joint distribution of the first-passage time below zero, $\tau(x),$ and the first-passage area, $A(x),$ swept out by $X$ till the time…
Consider $a$ particles performing simple, symmetric, non-intersecting random walks, starting at points $2(j-1)$, $1\le j\le a$ at time 0 and ending at $2(j-1)+c-b$ at time $b+c$. This can also be interpreted as a random rhombus tiling of an…
An intrinsic branching structure within the transient random walk on a strip in a random environment is revealed. As applications, which enables us to express the hitting time explicitly, and specifies the density of the absolutely…
It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…
We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…
We introduce a system of Brownian particles, each absorbed upon hitting an associated moving boundary. The boundaries are determined by the conditional probabilities of the particles being absorbed before some final time horizon, given the…