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Related papers: The Last Passage Problem on Graphs

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In this paper, we derive the joint Laplace transforms of occupation times until its last passage times as well as its positions. Motivated by Baurdoux [2], the last times before an independent exponential variable are studied. By applying…

Probability · Mathematics 2017-09-19 Bo Li , Chunhao Cai

The problem of a restricted random walk on graphs which keeps track of the number of immediate reversal steps is considered by using a transfer matrix formulation. A closed-form expression is obtained for the generating function of the…

Statistical Mechanics · Physics 2007-05-23 F. Y. Wu , H. Kunz

Comparability graphs are the undirected graphs whose edges can be directed so that the resulting directed graph is transitive. They are related to posets and have applications in scheduling theory. This paper considers the problem of…

Data Structures and Algorithms · Computer Science 2015-03-11 Marc Tedder

We study the inverse problem of determining a finite weighted graph $(X,E)$ from the source-to-solution map on a vertex subset $B\subset X$ for heat equations on graphs, where the time variable can be either discrete or continuous. We prove…

Spectral Theory · Mathematics 2023-01-05 Emilia Blåsten , Hiroshi Isozaki , Matti Lassas , Jinpeng Lu

Given a graph $G=(V,E)$ with two distinguished vertices $s,t\in V$ and an integer parameter $L>0$, an {\em $L$-bounded cut} is a subset $F$ of edges (vertices) such that the every path between $s$ and $t$ in $G\setminus F$ has length more…

Data Structures and Algorithms · Computer Science 2017-09-11 Petr Kolman

In 1966, Edward Nelson presented an interesting derivation of the Schrodinger equation using Brownian motion. Recently, this derivation is linked to the theory of optimal transport, which shows that the Schrodinger equation is a Hamiltonian…

Dynamical Systems · Mathematics 2021-07-07 Shui-Nee Chow , Wuchen Li , Haomin Zhou

Let be $X(t)= x - \mu t + \sigma B_t - N_t$ a L$\acute{\text{e}}$vy process starting from $x >0,$ where $ \mu \ge 0, \ \sigma \ge 0, \ B_t$ is a standard BM, and $N_t$ is a homogeneous Poisson process with intensity $ \theta >0,$ starting…

Probability · Mathematics 2018-03-13 Mario Abundo , Sara Furia

In this paper, we study dynamical optimal transport on a connected graph from the perspective of the Benamou-Brenier formulation, where densities are assigned to vertices and velocities to edges. However, directly using Newton's method on…

Numerical Analysis · Mathematics 2026-05-11 Qujiangxue Chen , Jianbo Cui , Luca Dieci , Haomin Zhou

We consider a wide class of increasing L\'evy processes perturbed by an independent Brownian motion as a degradation model. Such family contains almost all classical degradation models considered in the literature. Classically failure time…

Probability · Mathematics 2012-01-06 Christian Paroissin , Landy Rabehasaina

We perform a series of experiments to measure Lagrangian trajectories of settling and rising particles as they traverse a density interface of thickness $h$ using an index-matched water-salt-ethanol solution. The experiments confirm the…

Fluid Dynamics · Physics 2019-10-15 Lilly Verso , Maarten van Reeuwijk , Alexander Liberzon

We study graph-theoretic properties of the trace of a random walk on a random graph. We show that for any $\varepsilon>0$ there exists $C>1$ such that the trace of the simple random walk of length $(1+\varepsilon)n\ln{n}$ on the random…

Combinatorics · Mathematics 2017-12-13 Alan Frieze , Michael Krivelevich , Peleg Michaeli , Ron Peled

We calculate the probability $p_c$ that the maximum of a reflected Brownian motion $U$ is achieved on a complete excursion, i.e. $p_c:=P\big(\overline{U}(t)=U^*(t)\big)$ where $\overline{U}(t)$ (respectively $U^*(t)$) is the maximum of the…

Probability · Mathematics 2015-05-14 Agnès Lagnoux , Sabine Mercier , Pierre Vallois

Brownian motions on star graphs in the sense of It\^o-McKean, that is, Walsh processes admitting a generalized boundary behavior including stickiness and jumps and having an angular distribution with finite support, are examined. Their…

Probability · Mathematics 2018-03-20 Florian Werner

This work originates from a heart's images tracking which is to generate an apparent continuous motion, observable through intensity variation from one starting image to an ending one both supposed segmented. Given two images p0 and p1, we…

Classical Analysis and ODEs · Mathematics 2010-09-20 Olivier Besson , Martine Picq , Jérôme Pousin

Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…

Probability · Mathematics 2009-09-29 Shankar Bhamidi , Steven N. Evans , Ron Peled , Peter Ralph

The first passage statistics of a continuous time random walker with Poisson distributed jumps on one and two dimensional infinite lattices is investigated. An exact expression for the probability of first return to the origin in one…

Statistical Mechanics · Physics 2022-06-13 Stephy Jose

We introduce and study a new percolation model, inspired by recent works on jigsaw percolation, graph bootstrap percolation, and percolation in polluted environments. Start with an oriented graph $G_0$ of initially occupied edges on $n$…

Probability · Mathematics 2025-11-18 Janko Gravner , Brett Kolesnik

Hammersley's Last-Passage Percolation (LPP), also known as Ulam's problem, is a well-studied model that can be described as follows: consider $m$ points chosen uniformly and independently in $[0,1]^2$, then what is the maximal number…

Probability · Mathematics 2018-06-01 Quentin Berger , Niccolo Torri

The distribution of the first hitting time of a disc for the standard two dimensional Brownian motion is computed. By investigating the inversion integral of its Laplace transform we give fairy detailed asymptotic estimates of its density…

Probability · Mathematics 2010-07-28 Kohei Uchiyama

We present an exact solution for the probability density function $P(\tau=t_{\min}-t_{\max}|T)$ of the time-difference between the minimum and the maximum of a one-dimensional Brownian motion of duration $T$. We then generalise our results…

Statistical Mechanics · Physics 2020-04-20 Francesco Mori , Satya N. Majumdar , Gregory Schehr