Related papers: Sausage Volume of the Random String and Survival i…
The asymptotic survival probability of a spherical target in the presence of a single subdiffusive trap or surrounded by a sea of subdiffusive traps in a continuous Euclidean medium is calculated. In one and two dimensions the survival…
We consider the model of directed polymers in a random environment introduced by Petermann : the random walk is $\mathbb{R}^d$-valued and has independent gaussian $N(0,I_d)$-increments, and the random media is a stationary centred Gaussian…
In the context of a heat kernel diffusion which admits a Gaussian type estimate with parameter beta on a local Dirichlet space, we consider the log asymptotic behavior of the negative exponential moments of the Wiener sausage. We show that…
Dynamics of a polymer chain in solution gets significantly affected by the temperature and the frictional forces arising due to solvent viscosity. Here, using an explicit solvent framework for polymer simulation with the liberty to tune the…
A statistical mechanical description of flexible and semi-flexible polymer chains in a poor solvent is developed in the constant force and constant distance ensembles. We predict the existence of many intermediate states at low temperatures…
Given an autoregressive process X of order p (i.e. X_n = a_1 X_{n-1} + ...+ a_p X_{n_p} + Y_n where the random variables Y_1, Y_2, ... are i.i.d.), we study the asymptotic behaviour of the probability that the process does not exceed a…
In the present paper, we consider long time behaviors of the volume of the Wiener sausage on Dirichlet spaces. We focus on the volume of the Wiener sausage for diffusion processes on metric measure spaces other than the Euclid space…
We study a branching Brownian motion $Z$ with a generic branching law, evolving in $\mathbb{R}^d$, where a field of Poissonian traps is present. Each trap is a ball with constant radius. We focus on two cases of Poissonian fields: a uniform…
We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear…
We calculate the survival probability of a stationary target in one dimension surrounded by diffusive or subdiffusive traps of time-dependent density. The survival probability of a target in the presence of traps of constant density is…
The Sausage Catastrophe of J. Wills (1983) is the observation that in $d=3$ and $d=4$, the densest packing of $n$ spheres in $\mathbb{R}^{d}$ is a sausage for small values of $n$ and jumps to a full-dimensional packing for large $n$ without…
We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…
It is well known that random walks in one dimensional random environment can exhibit subdiffusive behavior due to presence of traps. In this paper we show that the passage times of different traps are asymptotically independent exponential…
We investigate the statistical properties of one-dimensional Burgers dynamics evolving from stochastic initial conditions defined by a Poisson point process for the velocity potential, with a power-law intensity. Thanks to the geometrical…
We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…
We calculate the exact asymptotic survival probability, Q, of a one-dimensional Brownian particle, initially located located at the point x in (-L,L), in the presence of two moving absorbing boundaries located at \pm(L+ct). The result is…
Our model consists of a Brownian particle $X$ moving in $\mathbb{R}$, where a Poissonian field of moving traps is present. Each trap is a ball with constant radius, centered at a trap point, and each trap point moves under a Brownian motion…
Brownian motion and viscoelasticity of semiflexible polymers is a subject that has been studied for many years. Still, rigorous analysis has been hindered due to the difficulty in handling the constraint that polymer chains cannot be…
In this paper we prove that the centered three-dimensional Wiener sausage can be strongly approximated by a one-dimensional Brownian motion running at a suitable time clock. The strong approximation gives all possible laws of iterated…
We study constrained selection sets of random closed sets defined on a non-atomic probability space. Given a random interval $Y=[y_L,y_U]$ and scalar constraints on the expectation or the median of admissible selections, we characterize the…