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As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…
In 1988, Mayer proved the remarkable fact that infinity is an explosion point for the set of endpoints of the Julia set of an exponential map that has an attracting fixed point. That is, the set is totally separated (in particular, it does…
Combining a continuous "slab" density with discrete "spike" mass at zero, spike-and-slab priors provide important tools for inducing sparsity and carrying out variable selection in Bayesian models. However, the presence of discrete mass…
We consider importance sampling for estimating the probability that a light-tailed $d$-dimensional random walk exits through one of many disjoint rare-event regions before reaching an anticipated target. This problem arises in sequential…
Brownian motion with darning (BMD in abbreviation) is introduced and studied in [4] and [5, Chapter 7]. Roughly speaking, BMD travels across the "darning area" at infinite speed, while it behaves like a regular BM outside of this area. In…
Consider the model where particles are initially distributed on $\mathbb{Z}^d, \, d\geq 2$, according to a Poisson point process of intensity $\lambda>0$, and are moving in continuous time as independent simple symmetric random walks. We…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
The escape probability $\xi_{x}$ from a site $x$ of a one-dimensional disordered lattice with trapping is treated as a discrete dynamical evolution by random iterations over nonlinear maps parametrized by the right and left jump…
The fast escaping set of a transcendental entire function is the set of all points which tend to infinity under iteration as fast as compatible with the growth of the function. We study the analogous set for quasiregular mappings in higher…
In 1909, Hardy gave an example of a transcendental entire function, $f$, with the property that the set of points where $f$ achieves its maximum modulus, $\mathcal{M}(f)$, has infinitely many discontinuities. This is one of only two known…
A Baker omitted value, in short \textit{bov} of a transcendental meromorphic function $f$ is an omitted value such that there is a disk $D$ centered at the bov for which each component of the boundary of $f^{-1}(D)$ is bounded. Assuming all…
We formulate a model that describes the escape dynamics in a leaky chaotic system in which the size of the leak depends on the number of the in-falling particles. The basic motivation of this work is the astrophysical process which…
We consider the first exit time of a Shiryaev-Roberts diffusion with constant positive drift from the interval $[0,A]$ where $A>0$. We show that the moment generating function (Laplace transform) of a suitably standardized version of the…
In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very…
The time at which a one-dimensional continuous strong Markov process attains a boundary point of its state space is a discontinuous path functional and it is, therefore, unclear whether the exit time can be approximated by hitting times of…
Let $f$ be a transcendental entire function and $U$ be a Fatou component of $f$. We show that if $U$ is an escaping wandering domain of $f$, then most boundary points of $U$ (in the sense of harmonic measure) are also escaping. In the other…
We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on countably infinite state spaces. Sharp conditions of…
The set of points that escape to infinity under iteration of a cosine map, that is, of the form $C_{a,b} \colon z \mapsto ae^z+be^{-z}$ for $a,b\in \mathbb{C}^\ast$, consists of a collection of injective curves, called dynamic rays. If a…
Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…
We show that for a transcendental entire function the set of points whose orbit under iteration is bounded can have arbitrarily small positive Hausdorff dimension.