Related papers: Random cover times using the Poisson cylinder proc…
The drawdown process of an one-dimensional regular diffusion process $X$ is given by $X$ reflected at its running maximum. The drawup process is given by $X$ reflected at its running minimum. We calculate the probability that a drawdown…
We study the asymptotic relations between certain singular and constrained control problems for one-dimensional diffusions with both discounted and ergodic objectives. By constrained control problems we mean that controlling is allowed only…
The present work deals with the resolution of the Poisson equation in a bounded domain made of a thin and periodic layer of finite length placed into a homogeneous medium. We provide and justify a high order asymptotic expansion which takes…
The Poisson distribution is the probability distribution of the number of independent events in a given period of time. Although the Poisson distribution appears ubiquitously in various stochastic dynamics of gene expression, both as…
In this paper we study the iterated birth process of which we examine the first-passage time distributions and the hitting probabilities. Furthermore, linear birth processes, linear and sublinear death processes at Poisson times are…
Computer simulation was used to study the random sequential adsorption of identical discorectangles onto a continuous plane . The problem was analyzed for a wide range of discorectangle aspect ratios ($\varepsilon \in [1;100]$). We studied…
We investigate the occurrence of spontaneous convection in a coaxial cylinder highly filled with mono-disperse spheres. To analyze the flow field non-invasively, initial pulses consisting of colored particles are placed at equal intervals.…
The goal of this paper is to analyse the asymptotic behavior of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens…
We study in details the long-time asymptotic behavior of a relativistic diffusion taking values in the unitary tangent bundle of a curved Lorentzian manifold, namely a spatially flat and fast expanding Robertson-Walker space-time. We prove…
We study the random sequential adsorption of $k$-mers on the fully-connected lattice with $N=kn$ sites. The probability distribution $T_n(s,t)$ of the time $t$ needed to cover the lattice with $s$ $k$-mers is obtained using a generating…
We introduce the problem of Poisson sampling over joins: compute a sample of the result of a join query by conceptually performing a Bernoulli trial for each join tuple, using a non-uniform and tuple-specific probability. We propose an…
We analyze the one-dimensional telegraph random process confined by two boundaries, 0 and $H>0$. The process experiences hard reflection at the boundaries (with random switching to full absorption). Namely, when the process hits the origin…
Let $X_1,X_2, \ldots $ be independent random uniform points in a bounded domain $A \subset \mathbb{R}^d$ with smooth boundary. Define the coverage threshold $R_n$ to be the smallest $r$ such that $A$ is covered by the balls of radius $r$…
We study the scattering of waves in systems with losses or gains simulated by imaginary potentials. This is done for a complex delta potential that corresponds to a spatially localized absorption or amplification. In the Argand plane the…
We study a version of first passage percolation on $\mathbb{Z}^d$ where the random passage times on the edges are replaced by contact times represented by random closed sets on $\mathbb{R}$. Similarly to the contact process without…
We consider two dynamical variants of Dvoretzky's classical problem of random interval coverings of the unit circle, the latter having been completely solved by L. Shepp. In the first model, the centers of the intervals perform independent…
We consider one-dimensional and two-dimensional models of the stochastic resin transfer molding process, which are formulated as random moving boundary problems. We study their properties, analytically in the one-dimensional case and…
Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…
We study a family of interacting particle systems with annihilating and coalescing reactions. Two types of particles are interspersed throughout a transitive unimodular graph. Both types diffuse as simple random walks with possibly…
The goal of random sequential adsorption (RSA), a time-dependent packing method, is to create a regular or asymmetric covering of an empty space that can fit in the allocated space without overlapping. The density of coverage tends to reach…