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The contact model for the spread of disease may be viewed as a directed percolation model on $\ZZ \times \RR$ in which the continuum axis is oriented in the direction of increasing time. Techniques from percolation have enabled a fairly…

Probability · Mathematics 2007-05-23 Geoffrey Grimmett

This note establishes a universal directed landscape limit for last passage percolation models in an intermediate scaling regime. We find as a quick consequence the transversal fluctuations for geodesics taken near the axis. We extend the…

Probability · Mathematics 2025-09-30 Sam McKeown , Xinyi Zhang

The interplay between two-dimensional percolation growth models and one-dimensional particle processes has been a fruitful source of interesting mathematical phenomena. In this paper we develop a connection between the construction of…

Probability · Mathematics 2010-01-26 Eric Cator , Leandro P. R. Pimentel

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

Statistical Mechanics · Physics 2019-11-05 D. S. Grebenkov

We study memory based random walk models to understand diffusive motion in crowded heterogeneous environment. The models considered are non-Markovian as the current move of the random walk models is determined by randomly selecting a move…

Statistical Mechanics · Physics 2018-08-01 Sabeeha Hasnain , Upendra Harbola , Pradipta Bandyopadhyay

A comparison technique for finite random walks on finite graphs is introduced, using the well-known interlacing method. It yields improved return probability bounds. A key feature is the incorporation of parts of the spectrum of the…

Probability · Mathematics 2010-06-04 Florian Sobieczky

Suppose we observe a trajectory of length $n$ from an exponentially $\alpha$-mixing stochastic process over a finite but potentially large state space. We consider the problem of estimating the probability mass placed by the stationary…

Machine Learning · Statistics 2025-06-09 Milind Nakul , Vidya Muthukumar , Ashwin Pananjady

We consider point to point last passage times to every vertex in a neighbourhood of size $\delta N^{\frac{2}{3}}$, distance $N$ away from the starting point. The increments of these last passage times in this neighbourhood are shown to be…

Probability · Mathematics 2021-03-17 Márton Balázs , Ofer Busani , Timo Seppäläinen

The universal behaviour of the directed percolation universality class is well understood, both the critical scaling as well as finite size scaling. This article focuses on the block (finite size) scaling of the order parameter and its…

Statistical Mechanics · Physics 2009-11-13 Gunnar Pruessner

Fluid transport in porous materials is commonly studied in geological samples (soil, sediments etc.) or idealized systems, but the fluid flow through compacted granular materials, consisting of substantially strained granules, remains…

Soft Condensed Matter · Physics 2019-02-13 Pawel Gniewek , Oskar Hallatschek

We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time. Such processes are constructed as limits of a sequence of…

Probability · Mathematics 2019-06-27 Dirk Becherer , Todor Bilarev , Peter Frentrup

The event graph representation of temporal networks suggests that the connectivity of temporal structures can be mapped to a directed percolation problem. However, similar to percolation theory on static networks, this mapping is valid…

Physics and Society · Physics 2023-06-13 Arash Badie-Modiri , Abbas K. Rizi , Márton Karsai , Mikko Kivelä

We consider planar directed last-passage percolation on the square lattice with general i.i.d. weights and study the geometry of the full set of semi-infinite geodesics in a typical realization of the random environment. The structure of…

Probability · Mathematics 2023-08-01 Christopher Janjigian , Firas Rassoul-Agha , Timo Seppäläinen

The site percolation on the triangular lattice stands out as one of the few exactly solved statistical systems. By initially configuring critical percolation clusters of this model and randomly reassigning the color of each percolation…

Statistical Mechanics · Physics 2024-09-20 Ming Li , Youjin Deng

In line with Pomeau's conjecture about the relevance of directed percolation (DP) to turbulence onset/decay in wall-bounded flows, we propose a minimal stochastic model dedicated to the interpretation of the spatially intermittent regimes…

Fluid Dynamics · Physics 2020-12-18 Paul Manneville , Masaki Shimizu

We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…

Statistical Mechanics · Physics 2025-12-24 Yogeesh Reddy Yerrababu , Satya N. Majumdar , Benjamin Guiselin , Tridib Sadhu

This paper presents a new model for characterising temporal dependence in exceedances above a threshold. The model is based on the class of trawl processes, which are stationary, infinitely divisible stochastic processes. The model for…

Methodology · Statistics 2017-12-19 Ragnhild C. Noven , Almut E. D. Veraart , Axel Gandy

We study a $d$-dimensional random walk with exponentially distributed increments conditioned so that the components stay ordered (in the sense of Doob). We find explicitly a positive harmonic function $h$ for the killed process and then…

Probability · Mathematics 2023-09-06 Denis Denisov , Will FitzGerald

This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…

Optimization and Control · Mathematics 2025-07-17 Yasong Feng , Yifan Jiang , Tianyu Wang , Zhiliang Ying

We consider directed last-passage percolation on the random graph G = (V,E) where V = Z and each edge (i,j), for i < j, is present in E independently with some probability 0 < p <= 1. To every present edge (i,j) we attach i.i.d. random…

Probability · Mathematics 2013-10-17 Sergey Foss , James Martin , Philipp Schmidt