Related papers: Last-passage percolation and product-matrix ensemb…
We study a symmetrized (half-space) version of geometric last passage percolation with a boundary parameter $c$ that interpolates between subcritical, critical, and supercritical behavior. This model gives rise to a family of interlacing…
In this paper, closed-loop entry guidance in a randomly perturbed atmosphere, using bank angle control, is posed as a stochastic optimal control problem. The entry trajectory, as well as the closed-loop controls, are both modeled as random…
We study time reversal, last passage time, and $h$-transform of linear diffusions. For general diffusions with killing, we obtain the probability density of the last passage time to an arbitrary level and analyze the distribution of the…
Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…
A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…
Biomolecular folding, at least in simple systems, can be described as a two state transition in a free energy landscape with two deep wells separated by a high barrier. Transition paths are the short part of the trajectories that cross the…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…
We study combinatorial parameters of a recently introduced bootstrap percolation problem in finite projective planes. We present sharp results on the size of the minimum percolating sets and the maximal non-percolating sets. Additional…
The effect of the microscopic structure of a pore on polymer translocation is studied using Langevin dynamics simulation, and the consequence of introducing patterned stickiness inside the pore is investigated. It is found that the…
We investigate stochastic models of particles entering a channel with a random time distribution. When the number of particles present in the channel exceeds a critical value $N$, a blockage occurs and the particle flux is definitively…
Random walks are the simplest way to explore or search a graph, and have revealed a very useful tool to investigate and characterize the structural properties of complex networks from the real world, e.g. they have been used to identify the…
In this paper we study first-passage percolation in the configuration model with empirical degree distribution that follows a power-law with exponent $\tau \in (2,3)$. We assign independent and identically distributed (i.i.d.)\ weights to…
We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…
Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We…
We introduce a model for stochastic transport on a one-dimensional substrate with particles assuming different conformations during their stepping cycles. These conformations correspond to different footprints on the substrate: in order to…
We develop a method to approximate the moments of a discrete-time stochastic polynomial system. Our method is built upon Carleman linearization with truncation. Specifically, we take a stochastic polynomial system with finitely many states…
Pathwise predictability of continuous time processes is studied in deterministic setting. We discuss uniform prediction in some weak sense with respect to certain classes of inputs. More precisely, we study possibility of approximation of…
In i.i.d. exponential last-passage percolation, we describe the joint distribution of Busemann functions, over all edges and over all directions, in terms of a joint last-passage problem in a finite inhomogeneous environment. More…
We consider the totally asymmetric simple exclusion process in a critical scaling parametrized by $a\geq0$, which creates a shock in the particle density of order $aT^{-1/3},$ $T$ the observation time. When starting from step initial data,…
Techniques of `dynamic renormalization', developed earlier for undirected percolation and the contact model, are adapted to the setting of directed percolation, thereby obtaining solutions of several problems for directed percolation on…