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Related papers: Fluctuations in first-passage percolation

200 papers

We consider the standard model of i.i.d. bond percolation on $\mathbb Z^d$ of parameter $p$. When $p>p_c$, there exists almost surely a unique infinite cluster $\mathcal C_p$. Using the recent techniques of Cerf and Dembin, we prove that…

Probability · Mathematics 2022-03-03 Barbara Dembin

We consider the problem of bounding mean first passage times for a class of continuous-time Markov chains that captures stochastic interactions between groups of identical agents. The quantitative analysis of such probabilistic population…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Michael Backenköhler , Luca Bortolussi , Verena Wolf

We consider a Brownian particle diffusing in a one dimensional interval with absorbing end points. We study the ramifications when such motion is interrupted and restarted from the same initial configuration. We provide a comprehensive…

Statistical Mechanics · Physics 2019-04-01 Arnab Pal , V. V. Prasad

We consider the system of one-sided reflected Brownian motions which is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and…

Probability · Mathematics 2021-08-30 Mihai Nica , Jeremy Quastel , Daniel Remenik

Mean-field models of glasses that present a random first order transition exhibit highly non-trivial fluctuations. Building on previous studies that focused on the critical scaling regime, we here obtain a fully quantitative framework for…

Disordered Systems and Neural Networks · Physics 2022-08-09 Giampaolo Folena , Giulio Biroli , Patrick Charbonneau , Yi Hu , Francesco Zamponi

It is well known that a continuous phase transition in Bernoulli bond percolation on the integer lattice is equivalent to a vanishing probability a vertex is invaded in invasion percolation. We provide a coupling between invasion…

Probability · Mathematics 2025-11-18 Aldo Morelli

This note establishes a universal directed landscape limit for last passage percolation models in an intermediate scaling regime. We find as a quick consequence the transversal fluctuations for geodesics taken near the axis. We extend the…

Probability · Mathematics 2025-09-30 Sam McKeown , Xinyi Zhang

We present a classical, mesoscopic derivation of the Fokker-Planck equation for diffusion in an expanding medium. To this end, we take a conveniently generalized Chapman-Kolmogorov equation as the starting point. We obtain an analytical…

Statistical Mechanics · Physics 2016-09-21 S. B. Yuste , E. Abad , C. Escudero

We consider the first-passage percolation problem on the random graph with vertex set N\times{0,1}, edges joining vertices at Euclidean distance equal to unity and independent exponential edge weights. We provide a central limit theorem for…

Probability · Mathematics 2012-01-24 Eckhard Schlemm

This paper analyzes a method to approximate the first passage time probability density function which turns to be particularly useful if only sample data are available. The method relies on a Laguerre-Gamma polynomial approximation and…

Probability · Mathematics 2022-12-14 Elvira Di Nardo , Giuseppe D'Onofrio , Tommaso Martini

The self-similar cluster fluctuations of directed bond percolation at the percolation threshold are studied using techniques borrowed from inter\-mit\-ten\-cy-related analysis in multi-particle production. Numerical simulations based on the…

High Energy Physics - Lattice · Physics 2008-11-26 Malte Henkel , Robert Peschanski

The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Ivan Corwin , Eric I. Corwin

We propose algorithms for determining both lower and upper bounds for the energy barriers encountered by a flux line in moving through a two-dimensional random potential. Analytical arguments, supported by numerical simulations, suggest…

Condensed Matter · Physics 2016-08-31 Lev V. Mikheev , Barbara Drossel , Mehran Kardar

We discuss the eigenvalue detachment transition in terms of scaling of fluctuations in ensembles of paths located near convex boundaries of various physical nature. We consider numerically the BBP-like (Baik-Ben Arous-P\'ech\'e) transition…

Statistical Mechanics · Physics 2022-10-05 Alexander Gorsky , Sergei Nechaev , Alexander Valov

We develop further the approach to upper and lower bounds in quantum dynamics via complex analysis methods which was introduced by us in a sequence of earlier papers. Here we derive upper bounds for non-time averaged outside probabilities…

Spectral Theory · Mathematics 2014-12-30 David Damanik , Serguei Tcheremchantsev

We consider the exponential last passage percolation (LPP) with thick two-sided boundary that consists of a few inhomogeneous columns and rows. Ben Arous and Corwin previously studied the limit fluctuations in this model except in a…

Probability · Mathematics 2025-09-17 Elnur Emrah , Patrik L. Ferrari , Min Liu

We derive a general exact formula for the mean first passage time (MFPT) from a fixed point inside a planar domain to an escape region on its boundary. The underlying mixed Dirichlet-Neumann boundary value problem is conformally mapped onto…

Statistical Mechanics · Physics 2020-01-03 Denis S. Grebenkov

The approach the first-passage time (FPT) of a random process to a certain level is applied to the description of radiation-enhanced diffusion. This is an integral approach to describing the problem of radiation-enhanced diffusion, which…

Statistical Mechanics · Physics 2022-11-09 V. V. Ryazanov

The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…

Probability · Mathematics 2010-09-29 Gregorio R. Moreno Flores

We consider boundary value problems of the first and third kind for the diffusionwave equation. By using the method of energy inequalities, we find a priori estimates for the solutions of these boundary value problems.

Numerical Analysis · Mathematics 2011-05-24 A. A. Alikhanov