Related papers: Bottom crossing probability for symmetric jump pro…
This paper presents the exact expressions of the transition probabilities of some non-determinantal Bethe ansatz solvable interacting particle systems: the two-sided PushASEP, the asymmetric avalanche process and the asymmetric zero range…
A semicalssical method based on surface-hopping techniques is developed to model the dynamics of radiative association with electronic transitions in arbitrary polyatomic systems. It can be proven that our method is an extension of the…
The asymptotic behavior, as $n\rightarrow \infty $ of the probability of the event that a decomposable critical branching process $\mathbf{Z}(m)=(Z_{1}(m),...,Z_{N}(m)),$ $m=0,1,2,...,$ with $N$ types of particles dies at moment $n$ is…
We examine the transition probability from the ground state to a final entangled state of a system of uniformly accelerated two-level atoms weakly coupled with a massless scalar field in Minkowski vacuum. Using time-dependent perturbation…
In this note, we are interested in the probability that two independent squared Bessel processes do not cross for a long time. We show that this probability has a power decay which is given by the first zero of some hypergeometric function.…
We give a general existence and convergence result for interacting particle systems on locally finite graphs with possibly unbounded degrees or jump rates. We allow the local state space to be Polish, and the jumps at a site to affect the…
Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure. In this paper we study the asymptotic behavior of the local time process,…
Small-space and large-time estimates and asymptotic expansion of the distribution function and (the derivatives of) the density function of hitting times of points for symmetric L\'evy processes are studied. The L\'evy measure is assumed to…
In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering the simulation of conditioned (jump) diffusion bridge sample paths in light of…
We study the discrete time risk process modelled by the skip-free random walk and we derive the results connected to the ruin probability, such as crossing the fixed level, for this kind of process. We use the method relying on the…
We study the asymptotic behaviour of the probability that a stochastic process $(Z_t)_{t \geq 0}$ does not exceed a constant barrier up to time $T$ (the so called survival probability) when Z is the composition of two independent processes…
We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…
We divide the circular boundary of a hyperbolic lattice into four equal intervals, and study the probability of a percolation crossing between an opposite pair, as a function of the bond occupation probability p. We consider the {7,3}…
We develop a microscopic theory to analyze the phase behaviour and compute correlation functions of dense assemblies of soft repulsive particles both at finite temperature, as in colloidal materials, and at vanishing temperature, a…
We construct uniform and point-wise asymptotic confidence sets for the single edge in an otherwise smooth image function which are based on rotated differences of two one-sided kernel estimators. Using methods from M-estimation, we show…
We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…
Point processes are finding growing applications in numerous fields, such as neuroscience, high frequency finance and social media. So classic problems of classification and clustering are of increasing interest. However, analytic study of…
We study the contact process on a random bipartite connection hypergraph generated from two Poisson point processes, with mark-dependent connection thresholds. For asymmetric infection rates and asymmetric power law tail decays of the two…
We present a new model of scattering a quantum particle on the potential step, which reconstructs the prehistory of the subensembles of transmitted and reflected particles by their final states. Unlike the conventional one this model…
We establish necessary and sufficient conditions for weak convergence to the upper invariant measure for asymmetric nearest neighbour zero range processes with non homogeneous jump rates. The class of environments considered is close to…