Related papers: Critical exponents, conformal invariance and plana…
This is the second part of our survey on exponential functionals of Brownian motion. We focus on the applications of the results about the distributions of the exponential functionals, which have been discussed in the first part. Pricing…
We investigate cosmologies with an arbitrary number of scalars and the most general multi-exponential potential. By formulating the equations of motion in terms of autonomous systems we complete the classification of power-law and de Sitter…
We consider long-range percolation, Ising model, and self-avoiding walk on $\mathbb{Z}^d$, with couplings decaying like $|x|^{-(d+\alpha)}$ where $0 < \alpha \le 2$, above the upper critical dimensions. In the spread-out setting where the…
For a multivariate random walk with i.i.d. jumps satisfying the Cramer moment condition and having a mean vector with at least one negative component, we derive the exact asymptotics of the probability of ever hitting the positive orthant…
We discuss the following type of results about critical Bernoulli percolation in high dimensions: The collection of clusters that do contain large (self-avoiding) loops in a large box is tight. The collection of these large loops has…
Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk…
We study roughening interfaces with a constant slope that become self organized critical by a rule that is similar to that of invasion percolation. The transient and critical dynamical exponents show Galilean invariance. The activity along…
Connections are found between the two-component percolation problem and the conductor/insulator percolation problem. These produce relations between critical exponents, and suggest formulae connecting the conductivity exponents in different…
We consider self-avoiding walk on finite graphs with large girth. We study a few aspects of the model originally considered by Lawler, Schramm and Werner on finite balls in Z^d. The expected length of a random self avoiding path is…
We study random uniform permutations in an important class of pattern-avoiding permutations: the separable permutations. We describe the asymptotics of the number of occurrences of any fixed given pattern in such a random permutation in…
The aim of this paper is to investigate discrete approximations of the exponential functional $\int_0^{\infty} \exp(B(t) - \nu t) \di t$ of Brownian motion (which plays an important role in Asian options of financial mathematics) by the…
We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…
Continuous phase transitions are studied in a two dimensional nonequilibrium model with an infinite number of absorbing configurations. Spreading from a localized source is characterized by nonuniversal critical exponents, which vary…
Previously, Sarkar and Sun have shown that for supercritical oriented percolation in dimension $1+1$, the set of rightmost infinite open paths converges to the Brownian web after proper centering and scaling. In this note, we show that a…
This article proposes a new way of deriving mean-field exponents for sufficiently spread-out Bernoulli percolation in dimensions $d>6$. We obtain an upper bound for the full-space and half-space two-point functions in the critical and…
Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…
We study percolation as a critical phenomenon on a multifractal support. The scaling exponents of the the infinite cluster size ($\beta$ exponent) and the fractal dimension of the percolation cluster ($d_f$) are quantities that seem do not…
Permutations that avoid given patterns are among the most classical objects in combinatorics and have strong connections to many fields of mathematics, computer science and biology. In this paper we study fixed points of both 123- and…
We introduce the notion of parafermionic fields as the chiral fields which describe particle excitations in two-dimensional conformal field theory, and argue that the parafermionic conformal dimensions can be determined using scale…
We consider lattice self-avoiding walks and discuss the dynamic critical behavior of two dynamics that use local and bilocal moves and generalize the usual reptation dynamics. We determine the integrated and exponential autocorrelation…