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Following the recent investigations of Baik and Suidan in \cite{baik2005gcl} and Bodineau and Martin in \cite{bodineau2005upl}, we prove large deviation properties for a last-passage percolation model in $\mathbb{Z}^{2}_{+}$ whose paths are…

Probability · Mathematics 2015-03-13 Jean-Paul Ibrahim

The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…

Probability · Mathematics 2010-09-29 Gregorio R. Moreno Flores

The Localization Landscape Theory (LLT) offers a classical analogy for understanding Anderson localization through an effective confining potential, whose percolation threshold has been proposed to mark the mobility edge. While this…

Disordered Systems and Neural Networks · Physics 2026-05-29 Lorenzo Tonetti , Leticia F. Cugliandolo , Marco Tarzia

We construct explicit jointly invariant measures for the periodic KPZ equation (and therefore also the stochastic Burgers' and stochastic heat equations) for general slope parameters and prove their uniqueness via a one force--one solution…

Probability · Mathematics 2026-02-09 Ivan Corwin , Yu Gu , Evan Sorensen

The space of images can be equipped with a Riemannian metric measuring both the cost of transport of image intensities and the variation of image intensities along motion lines. The resulting metamorphosis model was introduced and analyzed…

Numerical Analysis · Mathematics 2017-05-15 Alexander Effland , Martin Rumpf , Florian Schäfer

We investigate the dynamics of a single tracer particle performing Brownian motion in a two-dimensional course of randomly distributed hard obstacles. At a certain critical obstacle density, the motion of the tracer becomes anomalous over…

Soft Condensed Matter · Physics 2010-11-19 Teresa Bauer , Felix Höfling , Tobias Munk , Erwin Frey , Thomas Franosch

In this paper, we examine the time it takes for stochastic gradient descent (SGD) to reach the global minimum of a general, non-convex loss function. We approach this question through the lens of randomly perturbed dynamical systems and…

Optimization and Control · Mathematics 2025-06-10 Waïss Azizian , Franck Iutzeler , Jérôme Malick , Panayotis Mertikopoulos

We are concerned with the discretization of a solution of a Forward-Backward stochastic differential equation (FBSDE) with a jump process depending on the Brownian motion. In this paper, we study the cases of Lipschitz generators and the…

Probability · Mathematics 2015-03-10 Idris Kharroubi , Thomas Lim

It is well known (Donsker's Invariance Principle) that the random walk converges to Brownian motion by scaling. In this paper, we will prove that the scaled local time of the $(1,L)-$random walk converges to that of the Brownian motion. The…

Probability · Mathematics 2014-02-24 Wenming Hong , Hui Yang

We study the graph structure of large random dissections of polygons sampled according to Boltzmann weights, which encompasses the case of uniform dissections or uniform $p$-angulations. As their number of vertices $n$ goes to infinity, we…

Probability · Mathematics 2014-02-13 Nicolas Curien , Bénédicte Haas , Igor Kortchemski

In this paper we investigate three discrete or semi-discrete approximation schemes for reflected Brownian motion on bounded Euclidean domains. For a class of bounded domains $D$ in $\mathbb{R}^n$ that includes all bounded Lipschitz domains…

Probability · Mathematics 2009-09-29 Krzysztof Burdzy , Zhen-Qing Chen

Recent works have shown that random triangulations decorated by critical ($p=1/2$) Bernoulli site percolation converge in the scaling limit to a $\sqrt{8/3}$-Liouville quantum gravity (LQG) surface (equivalently, a Brownian surface)…

Probability · Mathematics 2021-06-09 Ewain Gwynne , Nina Holden , Xin Sun

Given a smooth globally hyperbolic $(3+1)$-dimensional spacetime satisfying the Einstein vacuum equations (possibly with cosmological constant) and an inextendible timelike geodesic, we construct a family of metrics depending on a small…

General Relativity and Quantum Cosmology · Physics 2024-08-14 Peter Hintz

We study geodesics in the Brochette first-passage percolation model, where edges on the same axis-parallel line share a common random passage time, inducing long-range dependence. We focus on the maximal transversal deviation H n of…

Probability · Mathematics 2026-05-25 Maxime Marivain

The main purpose of this work is to define planar self-intersection local time by an alternative approach which is based on an almost sure pathwise approximation of planar Brownian motion by simple, symmetric random walks. As a result,…

Probability · Mathematics 2012-11-27 Tamás Szabados

We consider discrete Gaussian free fields with ergodic random conductances on a class of random subgraphs of $\mathbb{Z}^{d}$, $d \geq 2$, including i.i.d.\ supercritical percolation clusters, where the conductances are possibly unbounded…

Probability · Mathematics 2025-08-26 Sebastian Andres , Martin Slowik , Anna-Lisa Sokol

This paper presents an in-depth exploration of timelike free geodesics in spatially curved Friedmann-Lema\^itre-Robertson-Walker (FLRW) spacetime. A unified approach for these geodesics encompassing both radial and non-radial trajectories…

General Relativity and Quantum Cosmology · Physics 2024-02-13 Omar Nemoul , Hichem Guergouri , Jamal Mimouni

We investigate the behavior of discrete interface growth models belonging to the Edwards--Wilkinson (EW) and Kardar--Parisi--Zhang (KPZ) universality classes, when defined on a complete graph, a topology commonly used to probe the…

Statistical Mechanics · Physics 2026-05-01 J. M. Marcos , J. J. Meléndez , R. Cuerno , J. J. Ruiz-Lorenzo

Two discretizations of a 9-velocity Boltzmann equation with a BGK collision operator are studied. A Chapman-Enskog expansion of the PDE system predicts that the macroscopic behavior corresponds to the incompressible Navier-Stokes equations…

comp-gas · Physics 2008-02-03 Marc B. Reider , James D. Sterling

In this paper we analyze the error as well for the semi-discretization as the full discretization of a time-dependent convection-diffusion problem. We use for the discretization in space the local discontinuous Galerkin (LDG) method on a…

Numerical Analysis · Mathematics 2020-12-08 Yao Cheng , Yanjie Mei , Hans-Goerg Roos