Related papers: Multitime fields and hard rod scaling limits
We consider exploration algorithms of the random sequential adsorption type both for homogeneous random graphs and random geometric graphs based on spatial Poisson processes. At each step, a vertex of the graph becomes active and its…
We consider a stationary Poisson hyperplane process with given directional distribution and intensity in $d$-dimensional Euclidean space. Generalizing the zero cell of such a process, we fix a convex body $K$ and consider the intersection…
Resetting a stochastic process is an important problem describing the evolution of physical, biological and other systems which are continually returned to their certain fixed point. We consider the motion of a subdiffusive particle with a…
A method is proposed to generate an optimal fit of a number of connected linear trend segments onto time-series data. To be able to efficiently handle many lines, the method employs a stochastic search procedure to determine optimal…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
The perceived randomness in the time evolution of "chaotic" dynamical systems can be characterized by universal probabilistic limit laws, which do not depend on the fine features of the individual system. One important example is the…
We prove a metric space scaling limit for a critical random graph with independent and identically distributed degrees having power-law tail behaviour with exponent $\alpha+1$, where $\alpha \in (1,2)$. The limiting components are…
The Poisson boundary of a finite direct product of affine automorphism groups of homogeneous trees is considered. The Poisson boundary is shown to be a product of ends of trees with a hitting measure for spread-out, aperiodic measures of…
We investigate spatial random graphs defined on the points of a Poisson process in $d$-dimensional space, which combine scale-free degree distributions and long-range effects. Every Poisson point is assigned an independent weight. Given the…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential…
A one-dimensional system of nonintersecting Brownian particles is constructed as the diffusion scaling limit of Fisher's vicious random walk model. $N$ Brownian particles start from the origin at time $t=0$ and undergo mutually avoiding…
In a system made up of independent random walks, fluctuations of order $n^{1/4}$ from the hydrodynamic limit come from particle current across characteristics. We show that a two-parameter space-time particle current process converges to a…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
We offer a unified approach to the theory of concave majorants of random walks by providing a path transformation for a walk of finite length that leaves the law of the walk unchanged whilst providing complete information about the concave…
The greedy walk is a deterministic walk that always moves from its current position to the nearest not yet visited point. In this paper we consider the greedy walk on an inhomogeneous Poisson point process on the real line. Our primary…
Consider a homogeneous Poisson point process in a compact convex set in $d$-dimensional Euclidean space which has interior points and contains the origin. The radial spanning tree is constructed by connecting each point of the Poisson point…
The topic of this survey are geometric functionals of a Boolean model (in Euclidean space) governed by a stationary Poisson process of convex grains. The Boolean model is a fundamental benchmark of stochastic geometry and continuum…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
The Airy line ensemble is a random collection of continuous ordered paths that plays an important role within random matrix theory and the Kardar-Parisi-Zhang universality class. The aim of this paper is to prove a universality property of…