Related papers: Excursion Processes Associated with Elliptic Combi…
Let $X = \{X(t): t\in T \}$ be a non-centered, unit-variance, smooth Gaussian random field indexed on some parameter space $T$, and let $A_u(X,T) = \{t\in T: X(t)\geq u\}$ be the excursion set of $X$ exceeding level $u$. Under certain…
This work concerns the estimation of recursive route choice models in the situation that the trip observations are incomplete, i.e., there are unconnected links (or nodes) in the observations. A direct approach to handle this issue would be…
A two-parameter family of discrete-time exactly-solvable exclusion processes on a one-dimensional lattice is introduced, which contains the asymmetric simple exclusion process and the drop-push model as particular cases. The process is…
We use the concept of excursions for the prediction of random variables without any moment existence assumptions. To do so, an excursion metric on the space of random variables is defined which appears to be a kind of a weighted…
Multiphysics problems involving two or more coupled physical phenomena are ubiquitous in science and engineering. This work develops a new partitioned exponential approach for the time integration of multiphysics problems. After a possible…
Totally asymmetric simple exclusion processes on lattices with junctions, where particles interact with hard-core exclusion and move on parallel lattice branches that at the junction combine into a single lattice segment, are investigated.…
In this paper, we provide an application to the random distance-$t$ walk in finite planes and derive asymptotic formulas (as $q \to \infty$) for the probability of return to start point after $\ell$ steps based on the "vertical"…
We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…
This paper presents a simple model that mimics quantum mechanics (QM) results in terms of probability fields of free particles subject to self-interference, without using Schr\"{o}dinger equation or wavefunctions. Unlike the standard QM…
The combinatorics of certain osculating lattice paths is studied, and a relationship with oscillating tableaux is obtained. More specifically, the paths being considered have fixed start and end points on respectively the lower and right…
Revisiting the Lorenz '63 equations in the regime of large of Rayleigh number, we study the occurrence of periodic solutions and quantify corresponding time averages of selected quantities. Perturbing from the integrable limit of infinite…
To study electronic transport through chaotic quantum dots, there are two main theoretical approachs. One involves substituting the quantum system with a random scattering matrix and performing appropriate ensemble averaging. The other…
The paper suggests a preconditioning type method for fast solving of elliptic equations with oscillating quasiperiodic coefficients $A_\epsilon$ specified by the small parameter $\epsilon>0$. We use an iteration method generated by an…
We consider an exclusion process on a periodic one-dimensional lattice where all particles perform simple symmetric exclusion at rate $1$ except for a single tracer particle, which performs partially simple asymmetric exclusion with rate…
We consider walks on the edges of the square lattice $\mathbb Z^2$ which obey \emph{two-step rules,} which allow (or forbid) steps in a given direction to be followed by steps in another direction. We classify these rules according to a…
We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We…
Feller's book An Introduction to Probability Theory and Its Application discusses statistics corresponding to sequences of coin tosses, with a dollar being won or lost depending on the outcome of each toss. This is equivalent to analyzing…
We have shown that the partition function of the Asymmetric Simple Exclusion Process with open boundaries in a sublattice-parallel updating scheme is equal to that of a two-dimensional one-transit walk model defined on a diagonally rotated…
We analyse an additive-increase and multiplicative-decrease (aka growth-collapse) process that grows linearly in time and that experiences downward jumps at Poisson epochs that are (deterministically) proportional to its present position.…
The special limit of the totally asymmetric zero range process of the low-dimensional non-equilibrium statistical mechanics described by the non-Hermitian Hamiltonian is considered. The calculation of the conditional probabilities of the…