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Related papers: Last passage isometries for the directed landscape

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We generate random functions locally via a novel generalization of Dyson Brownian motion, such that the functions are in a desired differentiability class, while ensuring that the Hessian is a member of the Gaussian orthogonal ensemble…

High Energy Physics - Theory · Physics 2015-03-11 Thorsten Battefeld , Chirag Modi

We consider the Skorokhod problem in a time-varying interval. We prove existence and uniqueness for the solution. We also express the solution in terms of an explicit formula. Moving boundaries may generate singularities when they touch. We…

Probability · Mathematics 2007-12-19 Krzysztof Burdzy , Weining Kang , Kavita Ramanan

The directed last passage percolation (LPP) on the quarter-plane is a growing model. To come into the growing set, a cell needs that the cells on its bottom and on its left to be in the growing set, and then to wait a random time. We…

Probability · Mathematics 2020-10-13 Jérôme Casse

In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls of the chamber. Our proof is probabilistic and the…

Probability · Mathematics 2011-01-04 Nizar Demni , Dominique Lépingle

We consider the optimal stopping problem for a Gauss-Markov process conditioned to adopt a prescribed terminal distribution. By applying a time-space transformation, we show it is equivalent to stopping a Brownian bridge pinned at a random…

Probability · Mathematics 2025-05-26 Abel Azze , Bernardo D'Auria

We investigate the long-time behavior of the Airy wanderer line ensembles, an infinite-parameter family of Brownian Gibbsian line ensembles arising as edge-scaling limits of inhomogeneous models in the Kardar--Parisi--Zhang universality…

Probability · Mathematics 2026-02-06 Alexander Clay , Evgeni Dimitrov , Rundong Ding , Alex Fu

In i.i.d. exponential last-passage percolation, we describe the joint distribution of Busemann functions, over all edges and over all directions, in terms of a joint last-passage problem in a finite inhomogeneous environment. More…

Probability · Mathematics 2025-06-17 Erik Bates , Elnur Emrah , James Martin , Timo Seppäläinen , Evan Sorensen

We consider a stationary queueing process $Q_X$ fed by a centered Gaussian process $X$ with stationary increments and variance function satisfying classical regularity conditions. A criterion when, for a given function $f$, $\mathbb P…

Probability · Mathematics 2018-05-22 Kamil Marcin Kosiński , Peng Liu

We consider navigation schemes on planar diluted lattices and semi lattices with one discrete and one continuous component. More precisely, nodes that survive inhomogeneous Bernoulli site percolation, or are placed as inhomogeneous Poisson…

Probability · Mathematics 2025-06-24 Partha Pratim Ghosh , Benedikt Jahnel , Yannic Steenbeck

Stochastic networks based on random point sets as nodes have attracted considerable interest in many applications, particularly in communication networks, including wireless sensor networks, peer-to-peer networks and so on. The study of…

Probability · Mathematics 2020-08-26 Subhroshekhar Ghosh , Kumarjit Saha

We study a class of chainable continua which contains, among others, all inverse limit spaces generated by a single interval bonding map which is piecewise monotone and locally eventually onto. Such spaces are realized as attractors of…

Dynamical Systems · Mathematics 2020-02-19 Ana Anušić , Jernej Činč

Persistence landscapes map persistence diagrams into a function space, which may often be taken to be a Banach space or even a Hilbert space. In the latter case, it is a feature map and there is an associated kernel. The main advantage of…

Algebraic Topology · Mathematics 2020-07-27 Peter Bubenik

Consider a plane graph G, drawn with straight lines. For every pair a,b of vertices of G, we compare the shortest-path distance between a and b in G (with Euclidean edge lengths) to their actual distance in the plane. The worst-case ratio…

Computational Geometry · Computer Science 2007-05-23 Rolf Klein , Martin Kutz

The classical inverse first passage time problem asks whether, for a Brownian motion $(B_t)_{t\geq 0}$ and a positive random variable $\xi$, there exists a barrier $b:\mathbb{R}_+\to\mathbb{R}$ such that $\mathbb{P}\{B_s>b(s), 0\leq s \leq…

Probability · Mathematics 2021-02-18 Boris Ettinger , Alexandru Hening , Tak Kwong Wong

We consider planar stationary exponential Last Passage Percolation in the positive quadrant with boundary weights. For $\rho\in (0,1)$ and points $v_N=((1-\rho)^2 N,\rho^2 N)$ going to infinity along the characteristic direction, we…

Probability · Mathematics 2020-11-02 Manan Bhatia

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

The optimal fluctuation method -- essentially geometrical optics -- gives a deep insight into large deviations of Brownian motion. Here we illustrate this point by telling three short stories about Brownian motions, "pushed" into a…

Statistical Mechanics · Physics 2019-09-19 Baruch Meerson , Naftali R. Smith

It is believed that for metric-like models in the KPZ class the following property holds: with probability one, starting from any point, there are at most two semi-infinite geodesics with the same direction that do not coalesce. Until now,…

Probability · Mathematics 2024-01-31 Ofer Busani

We characterize the asymptotic behaviour of the weighted power variation processes associated with iterated Brownian motion. We prove weak convergence results in the sense of finite dimensional distributions, and show that the laws of the…

Probability · Mathematics 2008-06-15 Ivan Nourdin , Giovanni Peccati

We show how the localization landscape, originally introduced to bound low energy eigenstates of disordered wave media and many-body quantum systems, can form the basis for hardware-efficient quantum algorithms for solving binary…

Quantum Physics · Physics 2023-07-06 Benjamin Y. L. Tan , Beng Yee Gan , Daniel Leykam , Dimitris G. Angelakis