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The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits…

Statistical Mechanics · Physics 2009-05-05 Michele Maggiore , Antonio Riotto

This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…

Statistical Mechanics · Physics 2007-05-23 Guy Fayolle , Cyril Furtlehner

We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…

Statistical Mechanics · Physics 2026-04-14 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang

Motivated by uncertainty quantification in natural transport systems, we investigate an individual-based transport process involving particles undergoing a random walk along a line of point sinks whose strengths are themselves independent…

Statistical Mechanics · Physics 2016-10-26 Matthew J. Russell , Oliver E. Jensen , Tobias Galla

Last three years have seen new developments in the theory of last passage percolation, which has variety applications to random permutations, random growth and random vicious walks. It turns out that a few class of models have determinant…

Probability · Mathematics 2007-05-23 Jinho Baik

We consider single particle and polymer translocation where the frictional properties experienced from the environment are changing in time. This work is motivated by the interesting frequency responsive behaviour observed when a polymer is…

Soft Condensed Matter · Physics 2012-12-06 Jack A. Cohen , Abhishek Chaudhuri , Ramin Golestanian

We introduce the liquid bin model as a continuous-time deterministic dynamics, arising as the hydrodynamic limit of a discrete-time stochastic interacting particle system called the infinite bin model. For the liquid bin model, we prove the…

Mathematical Physics · Physics 2025-04-02 Sanjay Ramassamy , Benjamin Terlat

The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…

Probability · Mathematics 2022-01-04 Céline Comte

We introduce the Ungarian Markov chain ${\bf U}_L$ associated to a finite lattice $L$. The states of this Markov chain are the elements of $L$. When the chain is in a state $x\in L$, it transitions to the meet of $\{x\}\cup T$, where $T$ is…

Combinatorics · Mathematics 2025-07-29 Colin Defant , Rupert Li

In the study of dynamical processes on networks, there has been intense focus on network structure -- i.e., the arrangement of edges and their associated weights -- but the effects of the temporal patterns of edges remains poorly…

Physics and Society · Physics 2015-06-16 Till Hoffmann , Mason A. Porter , Renaud Lambiotte

We explore the connection between tasep-like interacting particle systems and last passage percolation type polymer models, focusing on three models: Geometric, Exponential and Brownian last passage percolation and their associated tasep…

Probability · Mathematics 2025-12-17 Mustazee Rahman

Particle filtering is a popular method for inferring latent states in stochastic dynamical systems, whose theoretical properties have been well studied in machine learning and statistics communities. In many control problems, e.g.,…

Machine Learning · Computer Science 2021-07-12 Simon S. Du , Wei Hu , Zhiyuan Li , Ruoqi Shen , Zhao Song , Jiajun Wu

We discuss the order of the variance on a lattice analogue of the Hammersley process with boundaries, for which the environment on each site has independent, Bernoulli distributed values. The last passage time is the maximum number of…

Probability · Mathematics 2017-12-19 Federico Ciech , Nicos Georgiou

A dynamic linear thermo-poroelasticity model, containing inertial and relaxation terms with second-order time derivatives, is investigated in this paper. The mathematical and numerical analysis of this model is performed in the frequency…

Numerical Analysis · Mathematics 2025-11-25 Hongpeng Li , Cristian Carcamo , Hongxing Rui , Volker John

We prove $\sqrt{\log n}$ lower bounds on the order of growth fluctuations in three planar growth models (first-passage percolation, last-passage percolation, and directed polymers) under no assumptions on the distribution of vertex or edge…

Probability · Mathematics 2021-08-30 Erik Bates , Sourav Chatterjee

Temporal point processes offer a powerful framework for sampling from discrete distributions, yet they remain underutilized in existing literature. We show how to construct, for any target multivariate count distribution with…

Computation · Statistics 2026-05-19 Cameron A. Stewart , Maneesh Sahani

In earlier work the authors obtained formulas for the probability in the asymmetric simple exclusion process that the $m$th particle from the left is at site $x$ at time $t$. They were expressed in general as sums of multiple integrals and,…

Mathematical Physics · Physics 2017-12-22 Craig A. Tracy , Harold Widom

We discuss the temporal distribution of dynamic processes in driven polymer transport inherent to flexible chains due to stochastic tension propagation. The stochasticity originates from the disordered initial configuration of an…

Soft Condensed Matter · Physics 2015-06-03 Takuya Saito , Takahiro Sakaue

Percolation is the paradigm for random connectivity and has been one of the most applied statistical models. With simple geometrical rules a transition is obtained which is related to magnetic models. This transition is, in all dimensions,…

Statistical Mechanics · Physics 2014-10-28 N. A. M. Araújo , P. Grassberger , B. Kahng , K. J. Schrenk , R. M. Ziff

In this paper we study a two-dimensional directed self-avoiding walk model of a random copolymer in a random emulsion. The copolymer is a random concatenation of monomers of two types, $A$ and $B$, each occurring with density 1/2. The…

Probability · Mathematics 2009-11-13 Frank den Hollander , Nicolas Pétrélis