Related papers: Last-passage percolation and product-matrix ensemb…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
Porous materials made up of impermeable polyhedral grains constrain fluid flow to voids around the impenetrable constituent barrier particles. A percolation transition marks the boundary between assemblies of grains which contain system…
The diffusive transport of particles in anisotropic media is a fundamental phenomenon in computational, medical and biological disciplines. While deterministic models (partial differential equations) of such processes are well established,…
This is a brief survey of laws of large numbers, fluctuation results and large deviation principles for asymmetric interacting particle systems that represent moving interfaces on the plane. We discuss the exclusion process, the Hammersley…
We consider particles that are conditioned to initial and final states. The trajectory of these particles is uniquely shaped by the intricate interplay of internal and external sources of randomness. The internal randomness is aptly…
We consider the problem of undirected polymers (tied at the endpoints) in random environment, also known as the unoriented first passage percolation on the hypercube, in the limit of large dimensions. By means of the multiscale refinement…
We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…
In the zero temperature Brownian semi-discrete directed polymer we study the joint distribution of two last-passage times at positions ordered in the time-like direction. This is the situation when we have the slow de-correlation…
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…
We consider a network, bonds of which are being sequentially removed; that is done at random, but conditioned on the system remaining connected (Self-Repairing Bond Percolation SRBP). This model is the simplest representative of a class of…
We study the statistics of infima, stopping times and passage probabilities of entropy production in nonequilibrium steady states, and show that they are universal. We consider two examples of stopping times: first-passage times of entropy…
In this note, we study an infinite reaction network called the stochastic Becker-D\"oring process, a sub-class of the general coagulation-fragmentation models. We prove pathwise convergence of the process towards the deterministic…
The time evolution of many physical, chemical, and biological systems can be modelled by stochastic transitions between the minima of the potential energy surface describing the system of interest. We show that in cases where there are two…
Continuous-time stochastic processes play an important role in the description of random phenomena, it is therefore of prime interest to study particular variables depending on their paths, like stopping time for example. One approach…
We propose a method to compute an approximation of the moments of a discrete-time stochastic polynomial system. We use the Carleman linearization technique to transform this finite-dimensional polynomial system into an infinite-dimensional…
Filtering---estimating the state of a partially observable Markov process from a sequence of observations---is one of the most widely studied problems in control theory, AI, and computational statistics. Exact computation of the posterior…
Quantum percolation describes the problem of a quantum particle moving through a disordered system. While certain similarities to classical percolation exist, the quantum case has additional complexity due to the possibility of Anderson…
We give examples of stochastic processes in the Gelfand Tsetlin cone in which each component evolves independently apart from a blocking and pushing interaction. The processes give couplings to certain conditioned Markov processes, last…
In this study, we develop a saturation-dependent treatment of dispersion in porous media using concepts from critical path analysis, cluster statistics of percolation, and fractal scaling of percolation clusters. We calculate spatial solute…
The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…