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In this paper, we study branching Brownian motion with absorption, in which particles undergo Brownian motions with drift and are killed upon reaching the origin. We prove that the extremal process of this branching Brownian motion with…

Probability · Mathematics 2023-10-10 Fan Yang , Yaping Zhu

This paper concerns the first passage times of Bessel processes to a point on the positive real line. We are interested in the case when the process starts at a position on its right and compute the densities of the distributions of the…

Probability · Mathematics 2015-02-17 Kohei Uchiyama

In exponential last passage percolation, we consider the rescaled Busemann process $x\mapsto N^{-1/3}B^\rho_{0,[xN^{2/3}]e_1} \,\, (x\in\mathbb{R})$, as a process parametrized by the scaled density $\rho=1/2+\frac{\mu}{4} N^{-1/3}$, and…

Probability · Mathematics 2023-01-25 Ofer Busani

We introduce a unified framework for solving first passage times of time-homogeneous diffusion processes. According to the killed version potential theory and the perturbation theory, we are able to deduce closed-form solutions for…

Probability · Mathematics 2026-01-14 Angelos Dassios , Luting Li

We consider Bernoulli first-passage percolation on the triangular lattice in which sites have 0 and 1 passage times with probability $p$ and $1-p$, respectively. For each $p\in(0,p_c)$, let $\mathcal {B}(p)$ be the limit shape in the…

Probability · Mathematics 2022-09-01 Chang-Long Yao

We study a quasi-one-dimensional fluid of hard dumbbells with continuous orientational degrees of freedom using an exact transfer-matrix formulation. The model allows for a complete analytical characterization of thermodynamic properties,…

Soft Condensed Matter · Physics 2026-05-14 Ana M. Montero , Péter Gurin , Szabolcs Varga , Andrés Santos

We study directed last passage percolation on the first quadrant of the planar square lattice whose weights have general distributions, or equivalently, ./G/1 queues in series. The service time distributions of the servers vary randomly…

Probability · Mathematics 2011-10-04 Hao Lin , Timo Seppäläinen

We consider the first passage percolation model on the square lattice. In this model, $\{t(e): e{an edge of}{\bf Z}^2 \}$ is an independent identically distributed family with a common distribution $F$. We denote by $T({\bf 0}, v)$ the…

Probability · Mathematics 2007-05-23 Yu Zhang

Recently, many results have been established drawing a parallel between Bernoulli percolation and models given by levels of smooth Gaussian fields with unbounded, strongly decaying correlation. In a previous work with D. Gayet , we started…

Probability · Mathematics 2022-04-12 Vivek Dewan

Percolation with edge-passage probability p and first-passage percolation are studied for the n-cube B_n ={0,1}^n with nearest neighbor edges. For oriented and unoriented percolation, p=e/n and p=1/n are the respective critical…

Probability · Mathematics 2007-05-23 James Allen Fill , Robin Pemantle

We study the two-time distribution in directed last passage percolation with geometric weights in the first quadrant. We compute the scaling limit and show that it is given by a contour integral of a Fredholm determinant.

Probability · Mathematics 2018-11-07 Kurt Johansson

We consider the following oriented percolation model of $\mathbb {N} \times \mathbb{Z}^d$: we equip $\mathbb {N}\times \mathbb{Z}^d$ with the edge set $\{[(n,x),(n+1,y)] | n\in \mathbb {N}, x,y\in \mathbb{Z}^d\}$, and we say that each edge…

Probability · Mathematics 2012-02-08 Hubert Lacoin

For first passage percolation on $\mathbb{Z}^2$ with i.i.d. bounded edge weights, we consider the upper tail large deviation event; i.e., the rare situation where the first passage time between two points at distance $n$, is macroscopically…

Probability · Mathematics 2017-12-05 Riddhipratim Basu , Shirshendu Ganguly , Allan Sly

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

Probability · Mathematics 2026-03-10 Partha S. Dey , S. Rasoul Etesami , Aditya S. Gopalan

We consider the standard first passage percolation model on Z^d with a distribution G on R+ that admits an exponential moment. We study the maximal flow between a compact convex subset A of R^d and infinity. The study of maximal flow is…

Probability · Mathematics 2018-11-27 Barbara Dembin

A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…

Numerical Analysis · Mathematics 2010-08-17 V. Franklin , M. Paramasivam , S. Valarmathi , J. J. H. Miller

We prove the convergence of the extremal processes for variable speed branching Brownian motions where the "speed functions", that describe the time-inhomogeneous variance, lie strictly below their concave hull and satisfy a certain weak…

Probability · Mathematics 2015-04-15 Anton Bovier , Lisa Hartung

In this work, we deal with extreme value theory in the context of continued fractions using techniques from probability theory, ergodic theory and real analysis. We give an upper bound for the rate of convergence in the Doeblin-Iosifescu…

Probability · Mathematics 2019-08-06 Anish Ghosh , Maxim Kirsebom , Parthanil Roy

We consider constrained-degree percolation on the hypercubic lattice. Initially, all edges are closed, and each edge independently attempts to open at a uniformly distributed random time; the attempt succeeds if, at that instant, both…

Probability · Mathematics 2026-02-13 Ivailo Hartarsky , Roger W. C. Silva

We consider first passage percolation on certain isotropic random graphs in $\mathbb{R}^d$. We assume exponential concentration of passage times $T(x,y)$, on some scale $\sigma_r$ whenever $|y-x|$ is of order $r$, with $\sigma_r$ "growning…

Probability · Mathematics 2021-09-03 Kenneth S. Alexander
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