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We study the best-choice problem for processes which generalise the process of records from Poisson-paced i.i.d. observations. Under the assumption that the observer knows distribution of the process and the horizon, we determine the…

Probability · Mathematics 2007-05-23 Alexander Gnedin

A range of first-passage percolation type models are believed to demonstrate the related properties of sublinear variance and superdiffusivity. We show that directed last-passage percolation with Gaussian vertex weights has a sublinear…

Probability · Mathematics 2010-09-14 B. T. Graham

In this work we introduce the discrete-space broken line process (with discrete and continues parameter values) and derive some of its properties. We explore polygonal Markov fields techniques developed by Arak-Surgailis. The discrete…

Probability · Mathematics 2017-02-20 Leonardo T. Rolla , Vladas Sidoravicius , Donatas Surgailis , Maria E. Vares

We describe a mechanism for transport of energy in a mechanical system consisting of a pendulum and a rotator subject to a random perturbation. The perturbation that we consider is the product of a Hamiltonian vector field and a scalar,…

Dynamical Systems · Mathematics 2024-09-06 Anna Maria Cherubini , Marian Gidea

In directed last passage site percolation with i.i.d.~random weights with finite support over a $n\times\lfloor n^{\alpha}\rfloor$ grid, we prove that for $n$ large enough, the order of the $r$-th central moment, $1\le r<+\infty$, of the…

Probability · Mathematics 2019-05-27 Christian Houdré , Chen Xu

The present work extends the randomized shortest-paths framework (RSP), interpolating between shortest-path and random-walk routing in a network, in three directions. First, it shows how to deal with equality constraints on a subset of…

Machine Learning · Computer Science 2018-07-13 Bertrand Lebichot , Guillaume Guex , Ilkka Kivimäki , Marco Saerens

We study a $d$-dimensional random walk with exponentially distributed increments conditioned so that the components stay ordered (in the sense of Doob). We find explicitly a positive harmonic function $h$ for the killed process and then…

Probability · Mathematics 2023-09-06 Denis Denisov , Will FitzGerald

We are interested in the law of the first passage time of an Ornstein-Uhlenbeck process to time-varying thresholds. We show that this problem is connected to the laws of the first passage time of the process to members of a two-parameter…

Probability · Mathematics 2024-03-26 Aria Ahari , Larbi Alili , Massimiliano Tamborrino

The paradigmatic model of the directed percolation process is studied near its second order phase transition between an absorbing and an active state. The model is first expressed in a form of Langevin equation and later rewritten into a…

Statistical Mechanics · Physics 2019-10-23 Š. Birnšteinová , M. Hnatič , T. Lučivjanský , L. Mižišin , V. Škultéty

Genome rearrangements are events in which large blocks of DNA exchange pieces during evolution. The analysis of such events is a tool for understanding evolutionary genomics, based on finding the minimum number of rearrangements to…

Computational Complexity · Computer Science 2025-04-29 Luís Cunha , Thiago Lopes , Arnaud Mary

This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…

Probability · Mathematics 2016-12-09 Roberto Imbuzeiro Oliveira

We show that oriented percolation occurs whenever a condition is satisfied called "exponential intersection tails". This condition says that a measure on paths exists for which the probability of two independent paths intersecting in more…

Probability · Mathematics 2016-09-07 Itai Benjamini , Robin Pemantle , Yuval Peres

We consider one-dimensional and two-dimensional models of the stochastic resin transfer molding process, which are formulated as random moving boundary problems. We study their properties, analytically in the one-dimensional case and…

Fluid Dynamics · Physics 2019-04-03 M. Park , M. V. Tretyakov

We consider directed last passage percolation on $\mathbb{Z}^2$ with exponential passage times on the vertices. A topic of great interest is the coupling structure of the weights of geodesics as the endpoints are varied spatially and…

Probability · Mathematics 2021-01-28 Riddhipratim Basu , Shirshendu Ganguly , Lingfu Zhang

The extremal process of a branching random walk is the point measure recording the position of particles alive at time $n$, shifted around the expected position of the minimal position. Madaule proved that this point measure converges, as…

Probability · Mathematics 2018-10-09 Bastien Mallein

We study competing first passage percolation on graphs generated by the configuration model with infinite-mean degrees. Initially, two uniformly chosen vertices are infected with type 1 and type 2 infection, respectively, and the infection…

Probability · Mathematics 2022-04-11 Maria Deijfen , Remco van der Hofstad , Matteo Sfragara

This paper finds the bulk local limit of the swap process of uniformly random sorting networks. The limit object is defined through a deterministic procedure, a local version of the Edelman-Greene algorithm, applied to a two dimensional…

Probability · Mathematics 2019-11-05 Vadim Gorin , Mustazee Rahman

We consider the random connection model in which an edge between two Poisson points at distance $r$ is present with probability $g(r)$. We conduct an extreme value analysis on this model, namely by investigating the longest edge with at…

Probability · Mathematics 2024-07-11 Arnaud Rousselle , Ercan Sönmez

It is known that after scaling a random Motzkin path converges to a Brownian excursion. We prove that the fluctuations of the counting processes of the ascent steps, the descent steps and the level steps converge jointly to linear…

Probability · Mathematics 2019-12-30 Włodzimierz Bryc , Yizao Wang

For the exactly solvable model of exponential last passage percolation on $\mathbb{Z}^2$, consider the geodesic $\Gamma_n$ joining $(0,0)$ and $(n,n)$ for large $n$. It is well known that the transversal fluctuation of $\Gamma_n$ around the…

Probability · Mathematics 2021-01-06 Riddhipratim Basu , Manan Bhatia