Related papers: On Steiner Symmetrizations for First Exit Time Dis…
We provide two equivalent approaches for computing the tail distribution of the first hitting time of the boundary of the Weyl chamber by a radial Dunkl process. The first approach is based on a spectral problem with initial value. The…
Given a discrete-time non-lattice supercritical branching random walk in $\mathbb{R}^d$, we investigate its first passage time to a shifted unit ball of a distance $x$ from the origin, conditioned upon survival. We provide precise…
This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…
One-dimensional disordered systems with a random potential of a small amplitude and short-range correlations are considered near the initial band edge. The evolution equation is obtained for the mutual ditribution P(\rho,\psi) of the…
We investigate the local time $(T_{loc})$ statistics for a run and tumble particle in an one dimensional inhomogeneous medium. The inhomogeneity is introduced by considering the position dependent rate of the form $R(x) = \gamma…
We exhibit some explicit co-adapted couplings for n-dimensional Brownian motion and all its Levy stochastic areas. In the two-dimensional case we show how to derive exact asymptotics for the coupling time under various mixed coupling…
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature, such stopping times have been introduced and studied in the…
We establish two complementary results about the regularity of the solution of the periodic initial value problem for the linear Benjamin-Ono equation. We first give a new simple proof of the statement that, for a dense countable set of the…
In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…
We consider a branching Brownian motion evolving in $\mathbb{R}^d$. We prove that the asymptotic behaviour of the maximal displacement is given by a first ballistic order, plus a logarithmic correction that increases with the dimension $d$.…
A symmetric random walk $X$ whose jumps have diffuse law, looked at up to an independent geometric random time, splits at the minimum into two independent and identically distributed pieces. The same for the maximum. It is natural to ask,…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
We establish the singularity with respect to Lebesgue measure as a function of time of the conditional probability that the sum of two one-dimensional Brownian motions will exit from the unit interval before time $t$, given the trajectory…
We consider a finite dimensional deterministic dynamical system with a global attractor A with a unique ergodic measure P concentrated on it, which is uniformly parametrized by the mean of the trajectories in a bounded set D containing A.…
In this paper we consider a connection between the famous Skorohod embedding problem and the Shiryaev inverse problem for the first hitting time distribution of a Brownian motion: given a probability distribution, $F$, find a boundary such…
We consider initial boundary value problems for time fractional diffusion-wave equations: $$ d_t^{\alpha} u = -Au + \mu(t)f(x) $$ in a bounded domain where $\mu(t)f(x)$ describes a source and $\alpha \in (0,1) \cup (1,2)$, and $-A$ is a…
Be $X_t$ a random process starting at $x \in [0,1]$ with absorbing boundary conditions at both ends of the interval. Denote $P_1(x)$ the probability to first exit at the upper boundary. For Brownian motion, $P_1(x)=x$, equivalent to…
We study mixing times of the symmetric and asymmetric simple exclusion process on the segment where particles are allowed to enter and exit at the endpoints. We consider different regimes depending on the entering and exiting rates as well…
Several aspects of the laws of first hitting times of points are investigated for one-dimensional symmetric stable L\'evy processes. It\^o's excursion theory plays a key role in this study.
We study particle transport in a class of open channels of finite length, made of identical cells of connected open polygonal billiards with parallel boundaries. In these systems the Mean Square Displacement (MSD) grows in time faster than…