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In this paper we study first-passge percolation models on Delaunay triangulations. We show a sufficient condition to ensure that the asymptotic value of the rescaled first-passage time, called the time constant, is strictly positive and…

Probability · Mathematics 2011-08-15 Leandro P. R. Pimentel

We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…

Probability · Mathematics 2017-03-24 Hanchao Wang , Zhengyan Lin , Zhonggen Su

This paper develops a non-asymptotic approach to mean field approximations for systems of $n$ diffusive particles interacting pairwise. The interaction strengths are not identical, making the particle system non-exchangeable. The marginal…

Probability · Mathematics 2026-04-17 Daniel Lacker , Lane Chun Yeung , Fuzhong Zhou

The inverse first-passage time problem determines a boundary such that the first-passage time of a Wiener process to this boundary has a given distribution. An approximation which is based on the starting value of the boundary to a smooth…

Probability · Mathematics 2023-09-06 Yoann Potiron

We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…

Probability · Mathematics 2017-04-18 Stanislav Minsker

We prove optimal quantitative estimates on the first-order correctors on supercritical percolation clusters: we show that they are bounded in $d\geq 3$ and have logarithmic growth in $d = 2$, in the sense of stretched exponential moments.…

Probability · Mathematics 2020-05-15 Paul Dario

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…

Probability · Mathematics 2010-11-11 Soumik Pal , Mykhaylo Shkolnikov

In this paper, we prove an exponential and Ganssian concentration inequality for 1-Lipschitz maps from mm-spaces to Hadamard manifolds. In particular, we give a complete answer to a question by M. Gromov.

Metric Geometry · Mathematics 2009-06-04 Kei Funano

The aim of this paper is to generalize the well-known asymptotic shape result for first-passage percolation on $\Zd$ to first-passage percolation on a random environment given by the infinite cluster of a supercritical Bernoulli percolation…

Probability · Mathematics 2007-05-23 Olivier Garet , Regine Marchand

Consider first passage percolation on $\mathbb{Z}^d$ with passage times given by i.i.d. random variables with common distribution $F$. Let $t_\pi(u,v)$ be the time from $u$ to $v$ for a path $\pi$ and $t(u,v)$ the minimal time among all…

Probability · Mathematics 2013-12-30 Enrique D. Andjel , Maria Eulalia Vares

Recent development in high-dimensional statistical inference has necessitated concentration inequalities for a broader range of random variables. We focus on sub-Weibull random variables, which extend sub-Gaussian or sub-exponential random…

Statistics Theory · Mathematics 2023-02-28 Heejong Bong , Arun Kumar Kuchibhotla

In this paper, we generalize and improve some fundamental concentration inequalities using information on the random variables' higher moments. In particular, we improve the classical Hoeffding's and Bennett's inequalities for the case…

Probability · Mathematics 2023-04-27 Bar Light

We study the problem of coexistence in a two-type competition model governed by first-passage percolation on $\Zd$ or on the infinite cluster in Bernoulli percolation. Actually, we prove for a large class of ergodic stationary passage times…

Probability · Mathematics 2007-05-23 Olivier Garet , Regine Marchand

In i.i.d. exponential last-passage percolation, we describe the joint distribution of Busemann functions, over all edges and over all directions, in terms of a joint last-passage problem in a finite inhomogeneous environment. More…

Probability · Mathematics 2025-06-17 Erik Bates , Elnur Emrah , James Martin , Timo Seppäläinen , Evan Sorensen

We obtain moment and Gaussian bounds for general Lipschitz functions evaluated along the sample path of a Markov chain. We treat Markov chains on general (possibly unbounded) state spaces via a coupling method. If the first moment of the…

Probability · Mathematics 2010-12-08 J. -R. Chazottes , F. Redig

We prove that, under the condition of validity of the Fresnel approximation, diffraction and interference for a wave traveling in the z-direction may be described in terms of the spreading in time of the transverse (x,y)-wave packet. The…

Quantum Physics · Physics 2015-03-19 Giorgio Dillon

We consider the model of i.i.d. first passage percolation on $\mathbb{Z}^d$ : we associate with each edge $e$ of the graph a passage time $t(e)$ taking values in $[0,+\infty]$, such that $\mathbb{P}[t(e)<+\infty] >p_c(d)$. Equivalently, we…

Probability · Mathematics 2014-11-21 Raphaël Cerf , Marie Théret

We consider first-passage percolation with positive, stationary-ergodic weights on the square lattice $\mathbb{Z}^d$. Let $T(x)$ be the first-passage time from the origin to a point $x$ in $\mathbb{Z}^d$. The convergence of the scaled…

Probability · Mathematics 2016-06-06 Arjun Krishnan

We investigate how confinement may drastically change both the probability density of the first-encounter time and the related survival probability in the case of two diffusing particles. To obtain analytical insights into this problem, we…

Statistical Mechanics · Physics 2020-09-16 F. Le Vot , S. B. Yuste , E. Abad , D. S. Grebenkov

We introduce and study a class of abstract continuous action minimization problems that generalize continuous first and last passage percolation. In this class of models a limit shape exists. Our main result provides a framework under which…

Probability · Mathematics 2024-06-17 Yuri Bakhtin , Douglas Dow
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