Related papers: Hitting times for special patterns in the symmetri…

We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We…

We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…

Under very general conditions the hitting time of a set by a stochastic process is a stopping time. We give a new simple proof of this fact. The section theorems for optional and predictable sets are easy corollaries of the proof.

Let $Z_t^{(0,\infty)}$ be the point process formed by the positions of all particles alive at time $t$ in a branching Brownian motion with drift and killed upon reaching 0. We study the asymptotic expansions of $Z_t^{(0,\infty)}(A)$ for $A=…

We consider emphatic temporal-difference learning algorithms for policy evaluation in discounted Markov decision processes with finite spaces. Such algorithms were recently proposed by Sutton, Mahmood, and White (2015) as an improved…

Lamperti's maximal branching process is revisited, with emphasis on the description of the shape of the invariant measures in both the recurrent and transient regimes. A truncated version of this chain is exhibited, preserving the…

In this paper, we are concerned with the symmetric simple exclusion process on the regula tree $\mathbb{T}^d$ for $d\geq 2$. Our main result gives moderate deviation principles of occupation times of the process starting from an invariant…

In this work, we consider an inhomogeneous (discrete time) Markov chain and are interested in its long time behavior. We provide sufficient conditions to ensure that some of its asymptotic properties can be related to the ones of a…

A special type of geometric situation in ensembles of non-intersecting paths occurs when the non-intersecting trajectories are required to be nonnegative so that the limit shape becomes tangential to the hard-edge $0$. The local fluctuation…

We prove mean-square convergence of a novel numerical method, the tamed-splitting method, for a generalized Ait-Sahalia interest rate model. The method is based on a Lamperti transform, splitting and applying a tamed numerical method for…

We study nonconcentration of hitting times for simple random walk on finite graphs. We prove that, for every connected graph with $n$ vertices, \[ \operatorname{Var}_x(\tau_y)+\mathbb E_x\tau_y \ge \frac{(\mathbb E_x\tau_y)^2}{1+\log n}, \]…

In this paper we characterize possible asymptotics for hitting times in aperiodic ergodic dynamical systems: asymptotics are proved to be the distribution functions of subprobability measures on the line belonging to the functional class…

We prove a new result in the area of hitting time statistics. Currently, there is a lot of papers showing that the first entry times into cylinders or balls are often faster than the Birkhoff's Ergodic Theorem would suggest. We provide an…

The asymptotic shape theorem for the contact process in random environment gives the existence of a norm $\mu$ on $\Rd$ such that the hitting time $t(x)$ is asymptotically equivalent to $\mu(x)$ when the contact process survives. We provide…

We prove that for any $\alpha$-mixing stationnary process the hitting time of any $n$-string $A_n$ converges, when suitably normalized, to an exponential law. We identify the normalization constant $\lambda(A_n)$. A similar statement holds…

In the boundary driven symmetric simple exclusion process consider an open set $\ms O$ of density profiles which does not contain the stationary density profile. We prove that the first time the empirical measure visits the set $\ms O$…

We derive the analytical expression of the coordinate time $t$ in terms of the eccentric anomaly $u$ at the second post-Newtonian order in General Relativity for a compact binary system moving on eccentric orbits. The parametrization of $t$…

Consider a symmetric aperiodic random walk in $Z^d$, $d\geq 3$. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show…

We study stochastic approximation procedures for approximately solving a $d$-dimensional linear fixed point equation based on observing a trajectory of length $n$ from an ergodic Markov chain. We first exhibit a non-asymptotic bound of the…

We revisit, both numerically and analytically, the finite-time blowup of the infinite-energy solution of 3D Euler equations of stagnation-point-type introduced by Gibbon et al. (1999). By employing the method of mapping to regular systems,…