Related papers: The Last Passage Problem on Graphs
We consider a synchronous process of particles moving on the vertices of a graph $G$, introduced by Cooper, McDowell, Radzik, Rivera and Shiraga (2018). Initially, $M$ particles are placed on a vertex of $G$. At the beginning of each time…
The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…
We survey recent results on graphs and their Laplacians related to the behavior of the graph at large. In particular, we focus on Liouville theorems, recurrence and characterizations of Dirichlet forms via boundary terms.
We consider directed last-passage percolation on the random graph G = (V,E) where V = Z and each edge (i,j), for i < j, is present in E independently with some probability 0 < p <= 1. To every present edge (i,j) we attach i.i.d. random…
This paper is about the construction of displacement interpolations on a discrete metric graph. Our approach is based on the approximation of any optimal transport problem whose cost function is a distance on a discrete graph by a sequence…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
We consider the restriction of interval exchange transformations to algebraic number fields, which leads to maps on lattices. We characterize renormalizability arithmetically, and study its relationships with a geometrical quantity that we…
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…
The present paper is concerned with the integral of the absolute value of a Brownian motion with drift. By establishing an asymptotic expansion of the space Laplace transform, we obtain series representations for the probability density…
A popular question in Bernoulli percolation models is if the probability of connection between two vertices in a transitive graph decays monotonically with the distance between these two vertices. For example, on the square lattice is an…
We consider two-dimensional L\'evy processes reflected to stay in the positive quadrant. Our focus is on the non-standard regime when the mean of the free process is negative but the reflection vectors point away from the origin, so that…
This paper investigates a special variant of a pursuit-evasion game called lions and contamination. In a graph where all vertices are initially contaminated, a set of lions traverses the graph, clearing the contamination from every vertex…
The paper contains the probabilistic analysis of the Brownian motion on the simplest quantum graph, spider: a system of N-half axis connected only at the graph's origin by the simplest (so-called Kirchhoff's) gluing conditions. The limit…
The probabilistic interpretation of Laplace transforms is used to help to describe the Laplace Transform $L(s)$ of improper random variables. In particular, busy periods in queueing models are examined. The value of $L(0)$ is explained in…
We study theoretically, experimentally and numerically the probability distribution $F(t_f|x_0,L)$ of the first passage times $t_f$ needed by a freely diffusing Brownian particle to reach a target at a distance $L$ from the initial position…
Consider the interchange process on a connected graph $G=(V,E)$ on $n$ vertices. I.e.\ shuffle a deck of cards by first placing one card at each vertex of $G$ in a fixed order and then at each tick of the clock, picking an edge uniformly at…
Instantaneous volatility of logarithmic return in the lognormal fractional SABR model is driven by the exponentiation of a correlated fractional Brownian motion. Due to the mixed nature of driving Brownian and fractional Brownian motions,…
We study a general transition operator, generated by a random walk on a graph $X$; in particular we give necessary and sufficient condition on the matrix coefficient (1-step transition probablilities) to be a bounded operator from…
This paper studies the law of any power of the integral of geometric Brownian motion over any finite time interval. As its main results, two integral representations for this law are derived. This is by enhancing the Laplace transform…
A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle…