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We reexamine the theory of transition from drift to no-drift in biased diffusion on percolation networks. We argue that for the bias field B equal to the critical value B_c, the average velocity at large times t decreases to zero as…

Statistical Mechanics · Physics 2015-06-25 Deepak Dhar , Dietrich Stauffer

We introduce a model of random interlacements made of a countable collection of doubly infinite paths on Z^d, d bigger or equal to 3. A non-negative parameter u measures how many trajectories enter the picture. This model describes in the…

Probability · Mathematics 2010-06-08 Alain-Sol Sznitman

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

Statistical Finance · Quantitative Finance 2010-03-25 Jaume Masoliver , Josep Perello

We consider bond and site Bernoulli Percolation in both the oriented and the non-oriented cases on $\mathbb{Z}^d$ and obtain rigorous upper bounds for the critical points in those models for every dimension $d \geq 3$.

Probability · Mathematics 2026-03-17 Pablo A. Gomes , Alan Pereira , Remy Sanchis

In this article, we study the excursions sets $\mathcal{D}\_p=f^{-1}([-p,+\infty[)$ where $f$ is a natural real-analytic planar Gaussian field called the Bargmann-Fock field. More precisely, $f$ is the centered Gaussian field on…

Probability · Mathematics 2019-05-29 Alejandro Rivera , Hugo Vanneuville

Our main result is an extension of Pansu's theorem to random metrics, where the edges of the Cayley are i.i.d. random variable with some finite exponential moment. Based on a previous work by the second author, the proof relies on…

Probability · Mathematics 2015-05-13 Itai Benjamini , Romain Tessera

Using the randomized algorithm method developed by Duminil-Copin, Raoufi and Tassion (2019b), we exhibit sharp phase transition for the confetti percolation model. This provides an alternate proof, than that of Ahlberg, Tassion and Texeira…

Probability · Mathematics 2022-02-08 Partha Pratim Ghosh , Rahul Roy

We investigate the bond percolation model on transient weighted graphs ${G}$ induced by the excursion sets of the Gaussian free field on the corresponding metric graph. Under the sole assumption that its sign clusters do not percolate, we…

Probability · Mathematics 2024-05-28 Alexander Drewitz , Alexis Prévost , Pierre-François Rodriguez

Recently, many results have been established drawing a parallel between Bernoulli percolation and models given by levels of smooth Gaussian fields with unbounded, strongly decaying correlation. In a previous work with D. Gayet , we started…

Probability · Mathematics 2022-04-12 Vivek Dewan

We consider self-avoiding walk and percolation in $\Zd$, oriented percolation in $\Zd\times\Zp$, and the contact process in $\Zd$, with $p D(\cdot)$ being the coupling function whose range is denoted by $L<\infty$. For percolation, for…

Probability · Mathematics 2007-05-23 Remco van der Hofstad , Akira Sakai

The stochastic addition of either vertices or connections in a network leads to the observation of the percolation transition, a structural change with the appearance of a connected component encompassing a finite fraction of the system.…

Physics and Society · Physics 2016-06-23 Filippo Radicchi , Claudio Castellano

In this work we investigate the problem of estimating the percolation centrality of every vertex in a graph. This centrality measure quantifies the importance of each vertex in a graph going through a contagious process. It is an open…

Data Structures and Algorithms · Computer Science 2020-02-18 Alane M. de Lima , Murilo V. G. da Silva , André L. Vignatti

This Letter studies the critical point as well as the discontinuity of a class of explosive site percolation in Erd\"{o}s and R\'{e}nyi (ER) random network. The class of the percolation is implemented by introducing a best-of-m rule. Two…

Physics and Society · Physics 2012-12-05 J. H. Qian , D. D. Han , Y. G. Ma

Recent large deviation results have provided general lower bounds for the fluctuations of time-integrated currents in the steady state of stochastic systems. A corollary are so-called thermodynamic uncertainty relations connecting precision…

Statistical Mechanics · Physics 2017-03-29 Juan P. Garrahan

We consider the Bernoulli Boolean discrete percolation model on the d-dimensional integer lattice. We study sufficient conditions on the distribution of the radii of balls placed at the points of a Bernoulli point process for the absence of…

Probability · Mathematics 2014-02-14 Cristian F. Coletti , Sebastian P. Grynberg

We study the independent alignment percolation model on $\mathbb{Z}^d$ introduced by Beaton, Grimmett and Holmes [arXiv:1908.07203]. It is a model for random intersecting line segments defined as follows. First the sites of $\mathbb{Z}^d$…

Probability · Mathematics 2026-02-02 Marcelo Hilário , Daniel Ungaretti

We study first-passage percolation on random simple triangulations and their dual maps with independent identically distributed link weights. Our main result shows that the first-passage percolation distance concentrates in an…

Probability · Mathematics 2022-03-15 Benedikt Stufler

Bootstrap percolation is a wide class of monotone cellular automata with random initial state. In this work we develop tools for studying in full generality one of the three `universality' classes of bootstrap percolation models in two…

Probability · Mathematics 2021-12-07 Ivailo Hartarsky

Descriptors that characterize the geometry and topology of the pore space of porous media are intimately linked to their transport properties. We quantify such descriptors, including pore-size functions and the critical pore radius…

Soft Condensed Matter · Physics 2021-07-27 Michael A. Klatt , Robert M. Ziff , Salvatore Torquato

The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…

Statistical Mechanics · Physics 2024-09-04 Alain Mazzolo