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We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…

Probability · Mathematics 2015-10-28 Jinghai Shao , Liqun Wang

We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…

Numerical Analysis · Mathematics 2023-07-06 Qinjing Qiu , Reiichiro Kawai

We provide a complete proof of the diagrammatic bounds on the lace-expansion coefficients for oriented percolation, which are used in [arXiv:math/0703455] to investigate critical behavior for long-range oriented percolation above…

Probability · Mathematics 2007-08-22 Akira Sakai

We study a version of first passage percolation on $\mathbb{Z}^d$ where the random passage times on the edges are replaced by contact times represented by random closed sets on $\mathbb{R}$. Similarly to the contact process without…

Probability · Mathematics 2026-02-02 Benedikt Jahnel , Lukas Lüchtrath , Anh Duc Vu

Considering the optimal alignment of two i.i.d. random sequences of length $n$, we show that when the scoring function is chosen randomly, almost surely the empirical distribution of aligned letter pairs in all optimal alignments converges…

Probability · Mathematics 2012-11-26 Raphael Hauser , Heinrich Matzinger

We study the distribution modulo one of linear recurrent sequences of real numbers. We prove criteria for the finiteness of the set of limit values of the fractional parts of such a sequence and give lower bounds for the maximal distance…

Number Theory · Mathematics 2026-04-16 Zhangchi Chen , Zihao Ye , Weizhe Zheng

We present a new theoretical framework for Diffusion Limited Aggregation and associated Dielectric Breakdown Models in two dimensions. Key steps are understanding how these models interrelate when the ultra-violet cut-off strategy is…

Statistical Mechanics · Physics 2007-05-23 R. C. Ball , E. Somfai

We show that the number of maximal paths in directed last-passage percolation on the hypercubic lattice ${\mathbb Z}^d$ $(d\geq2)$ in which weights take finitely many values is typically exponentially large.

Probability · Mathematics 2018-01-18 Hugo Duminil-Copin , Harry Kesten , Fedor Nazarov , Yuval Peres , Vladas Sidoravicius

Percolation theory and the associated conductance networks have provided deep insights into the flow and transport properties of a vast number of heterogeneous materials and media. In practically all cases, however, the conductance of the…

Statistical Mechanics · Physics 2023-07-27 Carl Fredrik Berg , Muhammad Sahimi

Percolation is a concept widely used in many fields of research and refers to the propagation of substances through porous media (e.g., coffee filtering), or the behaviour of complex networks (e.g., spreading of diseases). Percolation…

Soft Condensed Matter · Physics 2015-12-02 Wolf B. Dapp , Martin H. Müser

We investigate the class of tempered stable distributions and their associated processes. Our analysis of tempered stable distributions includes limit distributions, parameter estimation and the study of their densities. Regarding tempered…

Probability · Mathematics 2025-11-21 Uwe Küchler , Stefan Tappe

Diffusion models have shown remarkable capabilities in generating high-fidelity data across modalities such as images, audio, and video. However, their computational intensity makes deployment on edge devices a significant challenge. This…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-04-23 Dongqi Zheng

We investigate properties of tempered distributions with discrete or countable supports such that their Fourier transforms are distributions with discrete or countable supports as well. We find sufficient conditions for support of the…

Classical Analysis and ODEs · Mathematics 2018-01-26 Serhii Favorov

We study a general class of percolation models in Euclidean space including long-range percolation, scale-free percolation, the weight-dependent random connection model and several other previously investigated models. Our focus is on the…

Probability · Mathematics 2023-03-08 Christian Mönch

Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…

Probability · Mathematics 2019-03-11 Lívia Leššova , Ján Mačutek

We consider propagation models that describe the spreading of an attribute, called "damage", through the nodes of a random network. In some systems, the average fraction of nodes that remain undamaged vanishes in the large system limit, a…

Cellular Automata and Lattice Gases · Physics 2007-05-23 Björn Samuelsson , Joshua E. S. Socolar

This manuscript contains technical details of recent results developed by the authors on adaptive model predictive control for constrained linear, time varying systems.

Systems and Control · Computer Science 2017-12-21 M. Tanaskovic , L. Fagiano , V. Gligorovski

We celebrate the 50th anniversary of one the most classical models in probability theory. In this survey, we describe the main results of first passage percolation, paying special attention to the recent burst of advances of the past 5…

Probability · Mathematics 2018-04-11 Antonio Auffinger , Michael Damron , Jack Hanson

In this survey article we consider the directed last-passage percolation model on the planar square lattice with nearest-neighbor steps and general i.i.d. weights on the vertices, outside of the class of exactly solvable models. We show how…

Probability · Mathematics 2018-04-17 Firas Rassoul-Agha

During the past two decades, percolation has long served as a basic paradigm for network resilience, community formation and so on in complex systems. While the percolation transition is known as one of the most robust continuous…

Physics and Society · Physics 2018-08-03 Deokjae Lee , Y. S. Cho , K. -I. Goh , D. -S. Lee , B. Kahng