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We investigate a model for driven exclusion processes where internal states are assigned to the particles. The latter account for diverse situations, ranging from spin states in spintronics to parallel lanes in intracellular or vehicular…
Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…
The state space of our model is the Euclidean space in dimension d = 2. Simultaneously, from all points of a homogeneous Poisson point process, we let grow independent and identically distributed random continuum paths. Each path stops…
To study gap acceptance behaviour one needs the distribution (or probability density function) of gaps in the opposing stream. Further, in these times of widespread availability of large computing powers, traffic simulation has emerged as a…
We study the convergence of distributions on finite paths of weighted digraphs, namely the family of Boltzmann distributions and the sequence of uniform distributions. Targeting applications to the convergence of distributions on paths, we…
We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…
The influence of crowding on the diffusion of tagged particles in a dense medium is investigated in the framework of a mean-field model, derived in the continuum limit from a microscopic stochastic process with exclusion. The probability…
For stationary first passage percolation in two dimensions, the existence and uniqueness of semi-infinite geodesics directed in particular directions or sectors has been considered by Damron and Hanson (Commun. Math. Phys., 2014), Ahlberg…
We give the first properties of independent Bernoulli percolation, for oriented graphs on the set of vertices $\Z^d$ that are translation-invariant and may contain loops. We exhibit some examples showing that the critical probability for…
In the multi-type totally asymmetric simple exclusion process (TASEP) on the line, each site of Z is occupied by a particle labeled with some number, and two neighboring particles are interchanged at rate one if their labels are in…
In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential equations with coefficients depending on some path-functionals of the process. As an extension of the technique developed by Bass \&…
This article provides a new theory for the analysis of forward and backward particle approximations of Feynman-Kac models. Such formulae are found in a wide variety of applications and their numerical (particle) approximation are required…
Percolation phenomena of homopolymer brushes on a planar substrate are simulated using the molecular Monte Carlo method in 3 dimensions. The grafted polymers are isolated from each other at extremely low grafting density, whereas a…
We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…
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…
We give a geometrically exact treatment of percolation through voids around assemblies of randomly placed impermeable barrier particles, introducing a computationally inexpensive approach to finding critical barrier density thresholds…
The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…
We construct a path distribution representing the kinetic part of the Feynman path integral at discrete times similar to that defined by Thomas [1], but on a Hilbert space of paths rather than a nuclear sequence space. We also consider…
In this paper, we aim to study solutions of reflected generalized BSDEs, involving the integral with respect to a continuous process, which is the local time of the diffusion on the boundary. We consider both a finite random terminal and a…
In this paper we continue our earlier work about topological first passage percolation and answer certain questions asked in our previous paper. Notably, we prove that apart from trivialities, in the generic configuration there exists…