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We consider the first hitting times of the Bessel processes. We give explicit expressions for the distribution functions and for the densities by means of the zeros of the Bessel functions. The results extend the classical ones and cover…

Probability · Mathematics 2013-07-26 Yuji Hamana , Hiroyuki Matsumoto

We consider translation invariant measures on families of nearest-neighbor semi-infinite walks on the integer lattice. We assume that once walks meet, they coalesce. In $2d$, we classify the collective behavior of these walks under mild…

Probability · Mathematics 2019-01-01 Jon Chaika , Arjun Krishnan

This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…

Probability · Mathematics 2021-02-11 Michel Mandjes , Jaap Storm

The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…

Statistical Mechanics · Physics 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

We consider the geodesic of the directed last passage percolation with iid exponential weights. We find the explicit one-point distribution of the geodesic location joint with the last passage times, and its limit as the parameters go to…

Probability · Mathematics 2025-09-03 Zhipeng Liu

We study geodesics in the Brochette first-passage percolation model, where edges on the same axis-parallel line share a common random passage time, inducing long-range dependence. We focus on the maximal transversal deviation H n of…

Probability · Mathematics 2026-05-25 Maxime Marivain

Many dense granular systems are non-monodisperse, consisting of particles of different sizes, and will segregate based on size during flow. This phenomenon is an important aspect of many industrial and geophysical processes, necessitating…

Soft Condensed Matter · Physics 2024-05-28 Harkirat Singh , David L. Henann

We consider first-passage percolation on $\mathbb{Z}^2$ with i.i.d. weights, whose distribution function satisfies $F(0) = p_c = 1/2$. This is sometimes known as the "critical case" because large clusters of zero-weight edges force passage…

Probability · Mathematics 2015-08-18 Michael Damron , Wai-Kit Lam , Xuan Wang

We consider the totally asymmetric simple exclusion process with initial conditions and/or jump rates such that shocks are generated. If the initial condition is deterministic, then the shock at time t will have a width of order t^{1/3}. We…

Mathematical Physics · Physics 2014-04-24 Patrik L. Ferrari , Peter Nejjar

A simple model for flowing sand on an inclined plane is introduced. The model is related to recent experiments by Douady and Daerr [Nature 399, 241 (1999)] and reproduces some of the experimentally observed features. Avalanches of…

Statistical Mechanics · Physics 2015-06-25 Haye Hinrichsen , Andrea Jimenez-Dalmaroni , Yadin Rozov , Eytan Domany

General properties of linear propagation of discretized light in homogeneous and curved waveguide arrays are comprehensively investigated and compared to those of paraxial diffraction in continuous media. In particular, general laws…

Optics · Physics 2015-05-14 S. Longhi

Sublinearly Morse directions in proper geodesic spaces are defined by sublinearly Morse stability. In this paper we offer an alternative characterization for sublinearly Morse geodesic lines via middle recurrence. We then study first…

Geometric Topology · Mathematics 2026-03-26 Sagnik Jana , Yulan Qing

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

Probability · Mathematics 2026-03-10 Partha S. Dey , S. Rasoul Etesami , Aditya S. Gopalan

We propose a powerful method based on the Hoshen-Kopelman algorithm for simulating percolation asynchronously on distributed machines. Our method demands very little of hardware and yet we are able to make high precision measurements on…

Statistical Mechanics · Physics 2009-11-07 Nicholas R. Moloney , Gunnar Pruessner

Diffusion models indirectly estimate the probability density over a data space, which can be used to study its structure. In this work, we show that geodesics can be computed in diffusion latent space, where the norm induced by the…

Computer Vision and Pattern Recognition · Computer Science 2025-05-08 Qingtao Yu , Jaskirat Singh , Zhaoyuan Yang , Peter Henry Tu , Jing Zhang , Hongdong Li , Richard Hartley , Dylan Campbell

We describe, in an intrinsic way and using the global chart provided by Ito's parallel transport, a generalisation of the notion of geodesic (as critical path of an energy functional) to diffusion processes on Riemannian manifolds. These…

Probability · Mathematics 2020-07-13 Ana Bela Cruzeiro , Jean-Claude Zambrini

We show that the Busemann process indexed by tilts in the super-differential of the limit shape exists and is unique in the strong sense in the i.i.d.\ planar corner growth model. This means that every probability space that supports the…

Probability · Mathematics 2026-02-12 Christopher Janjigian , Firas Rassoul-Agha , Timo Seppäläinen

We prove non-universality results for first-passage percolation on the configuration model with i.i.d. degrees having infinite variance. We focus on the weight of the optimal path between two uniform vertices. Depending on the properties of…

Probability · Mathematics 2015-06-04 Enrico Baroni , Remco van der Hofstad , Julia Komjathy

Score-based diffusion models have proven effective in image generation and have gained widespread usage; however, the underlying factors contributing to the performance disparity between stochastic and deterministic (i.e., the probability…

Machine Learning · Computer Science 2024-03-19 Yuji Hirono , Akinori Tanaka , Kenji Fukushima

In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…

Probability · Mathematics 2025-08-05 Grigorios A. Pavliotis , Andrea Zanoni
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