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We consider the branching random walk $\{\mathcal R^N_z: z\in V_N\}$ with Gaussian increments indexed over a two-dimensional box $V_N$ of side length $N$, and we study the first passage percolation where each vertex is assigned weight…

Probability · Mathematics 2019-11-27 Jian Ding , Subhajit Goswami

One-dependent first passage percolation is a spreading process on a graph where the transmission time through each edge depends on the direct surroundings of the edge. In particular, the classical iid transmission time $L_{xy}$ is…

Probability · Mathematics 2024-03-26 Júlia Komjáthy , John Lapinskas , Johannes Lengler , Ulysse Schaller

In this paper, we study some properties of optimal paths in the first passage percolation on $\Z^d$ and show the followings: (1) the number of optimal paths has an exponential growth if the distribution has an atom; (2) the means of…

Probability · Mathematics 2021-03-31 Shuta Nakajima

Tree models for rigidity percolation are introduced and solved. A probability vector describes the propagation of rigidity outward from a rigid border. All components of this ``vector order parameter'' are singular at the same rigidity…

Statistical Mechanics · Physics 2009-10-30 Cristian F. Moukarzel , Phillip M. Duxbury , Paul L. Leath

Conformal fluctuations of the metric tensor at the Planck scale are considered. They give rise to a lower bound of the proper length. This leads to finite expressions for quantities related to propagators without the need of renormalization…

High Energy Physics - Phenomenology · Physics 2007-05-23 Alex H. Blin

The competition between local Brownian roughness and global parabolic curvature experienced in many random interface models reflects an important aspect of the KPZ universality class. It may be summarised by an exponent triple…

Probability · Mathematics 2018-11-14 Riddhipratim Basu , Shirshendu Ganguly , Alan Hammond

We re-examine a population model which exhibits a continuous absorbing phase transition which belongs to directed percolation in 1+1 dimensions and a first order transition in 2+1 dimensions and above. Studying the model on fractal…

Statistical Mechanics · Physics 2015-05-13 Alastair L Windus , Henrik Jeldtoft Jensen

We obtain new lower bounds on the critical points for various models of oriented percolation. The method is to provide a stochastic domination of the percolation processes by multitype Galton-Watson trees. This can be apply to the classical…

Probability · Mathematics 2023-08-23 Olivier Couronné

We compute the growth fluctuations in equilibrium of a wide class of deposition models. These models also serve as general frame to several nearest-neighbor particle jump processes, e.g. the simple exclusion or the zero range process, where…

Probability · Mathematics 2007-09-12 Marton Balazs

We introduce planar random walk conditioned to avoid its past convex hull, and we show that it escapes at a positive limsup speed. Experimental results show that fluctuations from a limiting direction are on the order of n^(3/4). This…

Probability · Mathematics 2011-11-10 Omer Angel , Itai Benjamini , Balint Virag

We present an analytical framework to study the first-passage (FP) and first-return (FR) distributions for the broad family of models described by the one-dimensional Fokker-Planck equation in finite domains, identifying general properties…

Statistical Mechanics · Physics 2018-10-31 Oriol Artime , Nagi Khalil , Raul Toral , Maxi San Miguel

We discuss variational formulas for the limits of certain models of motion in a random medium: namely, the limiting time constant for last-passage percolation and the limiting free energy for directed polymers. The results are valid for…

Probability · Mathematics 2016-01-22 Nicos Georgiou , Firas Rassoul-Agha , Timo Seppäläinen

We conjecture that the current fluctuations in one-dimensional driven transport systems obey an upper bound determined by the mean current and the driving force. This inequality originates from repulsive interactions between transporting…

Statistical Mechanics · Physics 2025-10-13 Jiayin Gu , Fan Zhang

We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…

Statistical Mechanics · Physics 2026-04-14 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

Statistical Finance · Quantitative Finance 2010-03-25 Jaume Masoliver , Josep Perello

We study planar curves defined by finite Fourier series of the form $F_n(t)=\sum_{p\le n} v_p(n!)\, e^{i p t}$, where the frequencies are the prime numbers and $v_p(n!)$ denotes the exponent of the prime $p$ in the factorization of $n!$. We…

General Mathematics · Mathematics 2026-02-26 Dimitris Vartziotis

We study the directed last-passage percolation model on the planar integer lattice with nearest-neighbor steps and general i.i.d. weights on the vertices, outside the class of exactly solvable models. Stationary cocycles are constructed for…

Probability · Mathematics 2015-10-07 Nicos Georgiou , Firas Rassoul-Agha , Timo Seppäläinen

We consider some models in the Kardar-Parisi-Zhang universality class, namely the polynuclear growth model and the totally/partially asymmetric simple exclusion process. For these models, in the limit of large time t, universality of…

Mathematical Physics · Physics 2011-12-22 Patrik L. Ferrari , René Frings

We continue to study a model of disordered interface growth in two dimensions. The interface is given by a height function on the sites of the one--dimensional integer lattice and grows in discrete time: (1) the height above the site $x$…

Probability · Mathematics 2007-05-23 Janko Gravner , Craig A. Tracy , Harold Widom

We propose a bond-percolation model intended to describe the consumption, and eventual exhaustion, of resources in transport networks. Edges forming minimum-length paths connecting demanded origin-destination nodes are removed if below a…

Physics and Society · Physics 2024-07-31 Minsuk Kim , Filippo Radicchi
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