Related papers: Span observables - "When is a foraging rabbit no l…

For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…

We study scenarii linked with the Swiss cheese picture in dimension three obtained when two random walks are forced to meet often, or when one random walk is forced to squeeze its range. In the case of two random walks, we show that they…

We address the problem of evaluating the number $S_N(t)$ of distinct sites visited up to time t by N noninteracting random walkers all initially placed on one site of a deterministic fractal lattice. For a wide class of fractals, of which…

We study the persistent random walk of photons on a one-dimensional lattice of random asymmetric transmittances. Each site is characterized by its intensity transmittance t (t') for photons moving to the right (left) direction.…

Consider a stable L\'evy process $X=(X_t,t\geq 0)$ and let $T_x$, for $x>0$, denote the first passage time of $X$ above the level $x$. In this work, we give an alternative proof of the absolute continuity of the law of $T_x$ and we obtain a…

We prove new results on lazy random walks on finite graphs. To start, we obtain new estimates on return probabilities $P^t(x,x)$ and the maximum expected hitting time $t_{\rm hit}$, both in terms of the relaxation time. We also prove a…

A large and sparse random graph with independent exponentially distributed link weights can be used to model the propagation of messages or diseases in a network with an unknown connectivity structure. In this article we study an extended…

Applied statisticians use sequential regression procedures to produce a ranking of explanatory variables and, in settings of low correlations between variables and strong true effect sizes, expect that variables at the very top of this…

Improving Importance Sampling estimators for rare event probabilities requires sharp approx- imations of the optimal density leading to a nearly zero-variance estimator. This paper presents a new way to handle the estimation of the…

We study the behavior of a point particle incident from the left on a slab of a randomly diluted triangular array of circular scatterers. Various scattering properties, such as the reflection and transmission probabilities and the…

For certain materials science scenarios arising in rubber technology, one-dimensional moving boundary problems (MBPs) with kinetic boundary conditions are capable of unveiling the large-time behavior of the diffusants penetration front,…

We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…

We study discrete-time random walks on arbitrary networks with first-passage resetting processes. To the end, a set of nodes are chosen as observable nodes, and the walker is reset instantaneously to a given resetting node whenever it hits…

We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…

We introduce range-controlled random walks with hopping rates depending on the range $\mathcal{N}$, that is, the total number of previously distinct visited sites. We analyze a one-parameter class of models with a hopping rate…

We consider random walks on the line given by a sequence of independent identically distributed jumps belonging to the strict domain of attraction of a stable distribution, and first determine the almost sure exponential divergence rate, as…

We determine, to within O(1), the expected minimal position at level n in certain branching random walks. The walks under consideration have displacement vector (v_1,v_2,...), where each v_j is the sum of j independent Exponential(1) random…

We consider a particle diffusing outside a compact planar set and investigate its boundary local time $\ell_t$, i.e., the rescaled number of encounters between the particle and the boundary up to time $t$. In the case of a disk, this is…

We analyze the time dependent response of strongly scattering media (SSM) to ultra-short pulses of light. A random walk technique is used to model the optical scattering of ultra-short pulses of light propagating through media with random…

As a strategy to complete games quickly, we investigate one-dimensional random walks where the step length increases deterministically upon each return to the origin. When the step length after the kth return equals k, the displacement of…