Related papers: Survival Probability of Large Rapidity Gaps
Recently noticed ability of restart to reduce the expected completion time of first-passage processes allows appealing opportunities for performance improvement in a variety of settings. However, complex stochastic processes often exhibit…
In this short paper we derive a formula for the spatial persistence probability of the Airy_1 and the Airy_2 processes. We then determine numerically a persistence coefficient for the Airy_1 process and its dependence on the threshold.
Survivorship analysis allows to statistically analyze situations that can be modeled as waiting times to an event. These waiting times are characterized by the cumulative hazard rate, which can be estimated by the Nelson-Aalen estimator or…
We prove large deviation principles (LDPs) for full chordal, radial, and multichordal SLE(0+) curves parameterized by capacity. The rate function is given by the appropriate variant of the Loewner energy. There are two key novelties in the…
Rare events in the first-passage distributions of jump processes are capable of triggering anomalous reactions or series of events. Estimating their probability is particularly important when the jump probabilities have broad-tailed…
In this short note, we propose a new and short approach to polynomial escape rates, which can be applied to various open systems with intermittency. The tool of our approach is the maximal large deviations developed in \cite{mldp}.
We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such…
We obtain large deviation results for a two time-scale model of jump-diffusion processes. The processes on the two time scales are fully inter-dependent, the slow process has small perturbative noise and the fast process is ergodic. Our…
We calculate the survival probability P_S(t) up to time t of a tracer particle moving along a deterministic trajectory in a continuous d-dimensional space in the presence of diffusing but mutually noninteracting traps. In particular, for a…
Under the hypothesis of convergence in probability of a sequence of c\`{a}dl\`{a}g processes $(X^n)\_n$ to a c\`{a}dl\`{a}g process $X$, we are interested in the convergence of corresponding values in optimal stopping and also in the…
We consider a Lindley process with Laplace distributed space increments. We obtain closed form recursive expressions for the density function of the position of the process and for its first exit time distribution from the domain $[0,h]$.…
It is argued that the newly introduced moments of rapidity gaps for the event-by-event fluctuations depends on the number of events and multiplicity. The interesting ones of them are unstable under ISR energies of h-h collisions. The…
The persistence exponent, which characterises the long-time decay of the survival probability of stochastic processes in the presence of an absorbing target, plays a key role in quantifying the dynamics of fluctuating systems. Determining…
Under the hypothesis of convergence in probability of a sequence of c\`adl\`ag processes $(X^n)_n$ to a c\`adl\`ag process $X$, we are interested in the convergence of corresponding values in optimal stopping. We give results under…
In this paper we study approximations for the boundary crossing probabilities of moving sums of i.i.d. normal r.v. We approximate a discrete time problem with a continuous time problem allowing us to apply established theory for stationary…
The statistical properties of velocity and acceleration fields along the trajectories of fluid particles transported by a fully developed turbulent flow are investigated by means of high resolution direct numerical simulations. We present…
We consider a multidimensional inhomogeneous birth-death process (BDP) and obtain bounds on the rate of convergence for the corresponding one-dimensional processes.
This review paper presents the known results on the asymptotics of the survival probability and limit theorems conditioned on survival of critical and subcritical branching processes in IID random environments. The key assumptions of the…
The article presents new results on convergence in $L_p([0,T])$ of wavelet expansions of $\varphi$-sub-Gaussian random processes. The convergence rate of the expansions is obtained. Specifications of the obtained results are discussed.
While there are many well-known and extensively tested results involving diffusion-limited binary reactions, reactions involving subdiffusive reactant species are far less understood. Subdiffusive motion is characterized by a mean square…