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We consider the telegraph process with two velocities, $a_1>a_2\in\mathbb{R}$, and two rates of reversal, $\lambda_1,\lambda_2>0$. We study some of its features with respect to the conditional probability measure where both the initial…
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…
In this paper, we investigate the asymptotic behaviors of the survival probability and maximal displacement of a subcritical branching killed L\'{e}vy process $X$ in $\mathbb{R}$. Let $\zeta$ denote the extinction time, $M_t$ be the maximal…
We study the boundary trace processes of reflected diffusions on uniform domains. We obtain stable-like heat kernel estimates for such a boundary trace process when the diffusion on the underlying ambient space satisfies sub-Gaussian heat…
We study a general non-homogeneous Skellam-type process with jumps of arbitrary fixed size. We express this process in terms of a linear combination of Poisson processes and study several properties, including the summation of independent…
It is well-known that stochastic processes on fractal spaces or in certain random media exhibit anomalous heat kernel behaviour. One manifestation of such irregular behaviour is the presence of fluctuations in the short- or long-time…
The decay of a metastable system is described by extending Kramers' method to the quantal regime. For temperatures above twice the crossover value we recover the result known from applying Euclidean path integrals to solvable models. Our…
We consider on-diagonal heat kernel estimates and the laws of the iterated logarithms for a switch-walk-switch random walk on a lamplighter graph under the condition that the random walk on the underlying graph enjoys sub-Gaussian heat…
We study the long-time tails of the survival probability $P(t)$ of an $A$ particle diffusing in $d$-dimensional media in the presence of a concentration $\rho$ of traps $B$ that move sub-diffusively, such that the mean square displacement…
Critical behavior of soft repulsive particles after quench of temperature near the jamming trasition is numerically investigated. It is found that the plateau of the mean square displacement of tracer particles and the pressure satisfy…
We find the admittance $Y(\omega)$ of a Josephson junction at or near a topological transition. The dependence of the admittance on frequency and temperature at the critical point is universal and determined by the symmetries of the system.…
We investigate the influence of particle diffusion in the two-dimension contact process (CP) with a competitive dynamics in bipartite sublattices, proposed in [Phys. Rev. E 84, 011125 (2011)]. The particle creation depends on its first and…
We have adapted Coupled Escape Probability, a new exact method of solving radiative transfer problems, for use in asymmetrical spherical situations. Our model is intended specifically for use in modeling optically thick cometary comae,…
We present a unified view of the frequency dependence of the various scattering processes involved when a neutral hydrogen atom interacts with a monochromatic, linearly-polarized photon. A computational approach is employed of the atom…
Structural equation modeling (SEM) is a statistical method for analyzing relationships among latent variables. Since SEM is a confirmatory method, the model needs to be specified in advance. In practice, however, statisticians have several…
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obtained under various conditions on the spectral measure of the process. Examples are given to show that the persistence probability can decay…
The fractions of samples spanning a lattice at its percolation threshold are found by computer simulation of random site-percolation in two- and three-dimensional hypercubic lattices using different boundary conditions. As a byproduct we…
In this article we prove a sprinkled decoupling inequality for the stationary Hammersley's interacting particle process. Inspired by the work of Baldasso and Texeira (2018), and Hil\'ario, Kious and Texeira (2020), we apply this inequality…
The study of time-inhomogeneous Markov jump processes is a traditional topic within probability theory that has recently attracted substantial attention in various applications. However, their flexibility also incurs a substantial…
Pairing transition at finite temperature was investigated by the shell model and BCS calculations. The definitive signature of pairing transition is identified by a "transition temperature" $T_t$ estimated from a "thermal" odd-even mass…