Related papers: Large deviations for the chemical distance in supe…

The longest stretch $L(n)$ of consecutive heads in $n$ i.i.d. coin tosses is seen from the prism of large deviations. We first establish precise asymptotics for the moment generating function of $L(n)$ and then show that there are precisely…

We study some geometric properties of the excursion set of a slope field alpha associated to a smooth, planar, centered, Gaussian field f. That, is we consider the set of all points such that the value of alpha is at most l where l is a…

The Bernoulli convolution $\nu_\lambda$ with parameter $\lambda\in(0,1)$ is the probability measure supported on $\mathbf{R}$ that is the law of the random variable $\sum\pm\lambda^n$, where the $\pm$ are independent fair coin-tosses. We…

We consider large deviations of the cover time of the discrete torus $(\mathbb{Z}/N\mathbb{Z})^d$, $d \geq 3$ by simple random walk. We prove a lower bound on the probability that the cover time is smaller than $\gamma\in (0,1)$ times its…

We investigate a limit theorem on traversable length inside semi-cylinder in the 2-dimensional supercritical Bernoulli bond percolation, which gives an extension of Theorem 2 in Grimmett(1981). This type of limit theorems was originally…

This article investigates the behavior of the continuous-time simple random walk on $\mathbb{Z}^d$, $d \geq 3$. We derive an asymptotic lower bound on the principal exponential rate of decay for the probability that the average value over a…

We consider a random walk in random environment in the low disorder regime on $\mathbb Z^d$. That is, the probability that the random walk jumps from a site $x$ to a nearest neighboring site $x+e$ is given by $p(e)+\epsilon \xi(x,e)$, where…

We study the long range percolation model on $\mathbb{Z}$ where sites $i$ and $j$ are connected with probability $\beta |i-j|^{-s}$. Graph distances are now well understood for all exponents $s$ except in the case $s=2$ where the model…

We give an example of a long range Bernoulli percolation process on a group non-quasi-isometric with $\mathbb{Z}$, in which clusters are almost surely finite for all values of the parameter. This random graph admits diverse equivalent…

The half-orthant model is a partially oriented model of a random medium involving a parameter $p\in [0,1]$, for which there is a critical value $p_c(d)$ (depending on the dimension $d$) below which every point is reachable from the origin.…

We study the number $N\_n$ of open paths of length $n$ in supercritical oriented percolation on $\Zd \times \N$, with $d \ge 1$. We prove that on the percolation event $\{\inf N\_n\textgreater{}0\}$, $N\_n^{1/n}$ almost surely converges to…

We study the distance between the two rightmost particles in branching Brownian motion. Derrida and the second author have shown that the long-time limit $d_{12}$ of this random variable can be expressed in terms of PDEs related to the…

We consider Bernoulli first-passage percolation on the $d$-dimensional hypercubic lattice with $d \geq 2$. The passage time of edge $e$ is $0$ with probability $p$ and $1$ with probability $1-p$, independently of each other. Let $p_c$ be…

We consider a pair of adjacent quantum waveguides, in general of different widths, coupled laterally by a pair of windows in the common boundary, not necessarily of the same length, at a fixed distance. The Hamiltonian is the respective…

We study the asymptotic behavior for large N of the disconnection time T_N of simple random walk on a discrete cylinder with base a d-dimensional discrete torus of side-length N. When d is sufficiently large, we are able to substantially…

In this article we study the Dyson Bessel process, which describes the evolution of singular values of rectangular matrix Brownian motions, and prove a large deviation principle for its empirical particle density. We then use it to obtain…

We study long-range Bernoulli percolation on $\mathbb{Z}^d$ in which each two vertices $x$ and $y$ are connected by an edge with probability $1-\exp(-\beta \|x-y\|^{-d-\alpha})$. It is a theorem of Noam Berger (CMP, 2002) that if…

Let $\mathbf{X} = (X_i)_{1\leq i \leq n}$ be an i.i.d. sample of square-integrable variables in $\mathbb{R}^d$, \GB{with common expectation $\mu$ and covariance matrix $\Sigma$, both unknown.} We consider the problem of testing if $\mu$ is…

We present a Monte Carlo study of the fractal geometry of clusters formed by discrete-time simple random walks (sRW) of $L^2$ steps on a periodic square $L\times L$ lattice. We verify with high precision that the asymptotic behavior of the…

This paper establishes the global asymptotic equivalence, in the sense of the Le Cam $\Delta$-distance, between scalar diffusion models with unknown drift function and small variance on the one side, and nonparametric autoregressive models…