Related papers: Persistence probabilities of autoregressive chains…

We compute the exponential decay of the probability that a given multi-dimensional random walk stays in a convex cone up to time $n$, as $n$ goes to infinity. We show that the latter equals the minimum, on the dual cone, of the Laplace…

We consider a dynamical system obtained by the random switching between $N$ Lotka-Volterra food chains. Our key assumption will be that at least two vector fields only differ on the resources allocated to the growth rate of the first…

Given an autoregressive process X of order p (i.e. X_n = a_1 X_{n-1} + ...+ a_p X_{n_p} + Y_n where the random variables Y_1, Y_2, ... are i.i.d.), we study the asymptotic behaviour of the probability that the process does not exceed a…

A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing…

We analyze a class of linear partial differential equations that arise as deterministic descriptions of the scaling limits of L\'evy walks, in which transport is driven by a convex combination of fractional material derivatives and a source…

Permanents of random matrices with independent and identically distributed (i.i.d.) entries have extensively studied in literature and convergence and concentration properties are known under varying assumptions on the distributions. In…

We consider a time-varying first-order autoregressive model with irregular innovations, where we assume that the coefficient function is H\"{o}lder continuous. To estimate this function, we use a quasi-maximum likelihood based approach. A…

We link two phenomena concerning the asymptotical behavior of stochastic processes: (i) abrupt convergence or cut-off phenomenon, and (ii) the escape behavior usually associated to exit from metastability. The former is characterized by…

The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…

This paper introduces prime holdout problems, a problem class related to the Collatz conjecture. After applying a linear function, instead of removing a finite set of prime factors, a holdout problem specifies a set of primes to be…

We show that the last zero before time $t$ of a recurrent Bessel process with drift starting at $0$ has the same distribution as the product of an independent right censored exponential random variable and a beta random variable. This…

We study existence and uniqueness for one-dimensional generalized stochastic differential equations with singular coefficients, including distributional drift and degenerate, possibly discontinuous, diffusion coefficients. Such…

The Bateman--Horn Conjecture predicts how often an irreducible polynomial $f(x) \in \mathbb{Z}[x]$ assumes prime values. We demonstrate that with sufficient averaging in the coefficients of $f$ (viz. exponential in the size of the inputs),…

We study how the recurrence and transience of space-time sets for a branching random walk on a graph depends on the offspring distribution. Here, we say that a space-time set $A$ is recurrent if it is visited infinitely often almost surely…

The distribution of the first positive position reached by a random walker starting from the origin is fundamental for understanding the statistics of extremes and records in one-dimensional random walks. We present a comprehensive study of…

We prove an invariance principle for the bridge of a random walk conditioned to stay positive, when the random walk is in the domain of attraction of a stable law, both in the discrete and in the absolutely continuous setting. This includes…

A vertex of a randomly growing graph is called a persistent hub if at all but finitely many moments of time it has the maximal degree in the graph. We establish the existence of a persistent hub in the Barab\'asi--Albert random graph model…

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

Let $F$ be a distribution function on the integer lattice $\mathbb{Z}$ and $S=(S_n)$ the random walk with step distribution $F$. Suppose $S$ is oscillatory and denote by $U_{\rm a}(x)$ and $u_{\rm a}(x)$ the renewal function and sequence,…

We study asymptotic properties of spatially non-homogeneous random walks with non-integrable increments, including transience, almost-sure bounds, and existence and non-existence of moments for first-passage and last-exit times. In our…