Related papers: Time-time covariance for last passage percolation …

We explore the connection between tasep-like interacting particle systems and last passage percolation type polymer models, focusing on three models: Geometric, Exponential and Brownian last passage percolation and their associated tasep…

In this paper, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid…

We consider change point detection for the volatility in second order linear parabolic stochastic partial differential equations based on high frequency spatio-temporal data. We give a test statistic to detect changes in the volatility…

Our article considers a Gaussian variational approximation of the posterior density in a high-dimensional state space model. The variational parameters to be optimized are the mean vector and the covariance matrix of the approximation. The…

We study a second order scheme for spatial fractional differential equations with variable coefficients. Previous results mainly concentrate on equations with diffusion coefficients that are proportional to each other. In this paper, by…

Spatial and momentum correlations are important in the analysis of the quantum states and different phases of trapped ultracold atom systems as a function of the strength of interatomic interactions. Identification and understanding of…

We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…

We consider first-passage percolation on $\mathbb{Z}^2$ with i.i.d. weights, whose distribution function satisfies $F(0) = p_c = 1/2$. This is sometimes known as the "critical case" because large clusters of zero-weight edges force passage…

We introduce and study derivatives in first-passage percolation with edge weights given by i.i.d. random variables supported on ${a,b}$. We show that the variance of the passage time can be expressed in terms of these derivatives. We…

Tracer tests in natural porous media sometimes show abnormalities that suggest considering a fractional variant of the Advection Diffusion Equation supplemented by a time derivative of non-integer order. We are describing an inverse method…

We develop two new classes of space-time Gaussian process models by specifying covariance functions using what we call a half-spectral representation. The half-spectral representation of a covariance function, $K$, is a special case of…

We establish the scaling limit of the geodesics to the root for the first passage percolation distance on random planar maps. We first describe the scaling limit of the number of faces along the geodesics. This result enables us to compare…

In the second part of the paper we consider a convolution of probability measures on spaces of locally finite configurations (subsets of a phase space) as well as their connection with the convolution of the corresponding correlation…

We consider a non-proportional hazards model where the regression coefficient is not constant but piecewise constant. Following Andersen and Gill (1982), we know that a knowledge of the changepoint leads to a relatively straightforward…

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…

Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…

This paper addresses the optimal covariance steering problem for stochastic discrete-time linear systems subject to probabilistic state and control constraints. A method is presented for efficiently attaining the exact solution of the…

We obtain existence and convergence theorems on two variants of the proximal point algorithm for proper lower semicontinuous convex functions in complete geodesic spaces with curvature bounded above.

A set of discrete individual points located in an embedding continuum space can be seen as percolating or non-percolating, depending on the radius of the discs/spheres associated with each of them. This problem is relevant in theoretical…

We study a one dimensional generalization of the exponential trap model using both numerical simulations and analytical approximations. We obtain the asymptotic shape of the average diffusion front in the sub-diffusive phase. Our central…