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We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…

Statistical Mechanics · Physics 2009-11-11 S Condamin , O. Benichou , M. Moreau

We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…

Statistical Mechanics · Physics 2026-04-14 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang

The aim of this paper is to prove an improved version of the bounded differences inequality for matrix valued functions, by developing the methods of Mackey et al.: "Matrix Concentration Inequalities via the Method of Exchangeable Pairs".…

Probability · Mathematics 2013-02-20 Daniel Paulin

We consider first passage percolation on the Erd\H{o}s--R\'{e}nyi graph with $n$ vertices in which each pair of distinct vertices is connected independently by an edge with probability $\lambda/n$ for some $\lambda>1$. The edges of the…

Probability · Mathematics 2025-11-27 Fraser Daly , Matthias Schulte , Seva Shneer

Inspired by strict-monotonicity criteria for the time constant in first passage percolation, we investigate convex ordering of point processes in relation to the time constant in first contact percolation. In a nutshell, first contact…

Probability · Mathematics 2026-05-28 Benedikt Jahnel , Jonas Köppl , Lukas Lüchtrath , Anh Duc Vu

We extend the theory of concentration inequalities to simple random tensors with heavy-tailed coefficients. Specifically, we consider the class of sub-Weibull distributions $\mathcal{S}_\alpha$ for $\alpha \in [1, 2]$. We establish…

Mathematical Finance · Quantitative Finance 2026-03-11 Yunfan Zhao

We study the first passage time (FPT) problem in Levy type of anomalous diffusion. Using the recently formulated fractional Fokker-Planck equation, we obtain an analytic expression for the FPT distribution which, in the large passage time…

Statistical Mechanics · Physics 2009-11-07 Govindan Rangarajan , Mingzhou Ding

We discuss a general method to prove quantitative improvements on correlation inequalities and apply it to arm estimates for Bernoulli bond percolation on the square lattice. Our first result is that the two-arm exponent is strictly larger…

Probability · Mathematics 2025-08-27 Ritvik Ramanan Radhakrishnan , Vincent Tassion

This paper is a survey of various results and techniques in first passage percolation, a random process modeling a spreading fluid on an infinite graph. The latter half of the paper focuses on the connection between first passage…

Probability · Mathematics 2010-05-06 Nathaniel D. Blair-Stahn

We study a variational problem for the first Schrodinger eigenvalue on closed Riemannian surfaces. More precisely, we explore concentration-compactness properties of sequences formed by its extremal potentials.

Spectral Theory · Mathematics 2010-04-13 Gerasim Kokarev

In this paper we consider first passage percolation on the square lattice \(\mathbb{Z}^d\) with passage times that are independent and have bounded \(p^{th}\) moment for some \(p > 6(1+d),\) but not necessarily identically distributed. For…

Probability · Mathematics 2014-09-10 Ghurumuruhan Ganesan

We investigate performance of approximations put forth in \citeNP{[Malinovskii 2017a]} and \citeNP{[Malinovskii 2017b]} for the distribution of the time of first level $u$ crossing by the random process $\homV{s}-cs$, $s>0$, where…

Probability · Mathematics 2017-08-30 Vsevolod K. Malinovskii , Konstantin V. Malinovskii

We study moderate deviations in the exponential corner growth model, both in the bulk setting and the increment-stationary setting. The main results are sharp right-tail bounds on the last-passage time and the exit point of the…

Probability · Mathematics 2020-04-10 Elnur Emrah , Chris Janjigian , Timo Seppäläinen

We prove that, the diffusivity and conductivity on $\mathbb{Z}^d$-Bernoulli percolation ($d \geq 2$) are infinitely differentiable in supercritical regime. This extends a result by Kozlov [Uspekhi Mat. Nauk 44 (1989), no. 2(266), pp 79 -…

Probability · Mathematics 2025-06-10 Chenlin Gu , Wenhao Zhao

Initially motivated by the study of the non-asymptotic properties of non-parametric tests based on permutation methods, concentration inequalities for uniformly permuted sums have been largely studied in the literature. Recently, Delyon et…

Probability · Mathematics 2018-05-10 Mélisande Albert

First-passage times are often the most relevant aspect of a complex Markovian network, because they signify when information processing has resulted in a definite decision. Previous studies have shown that for kinetic proofreading networks…

Statistical Mechanics · Physics 2026-03-25 Julian B. Voits , Ulrich S. Schwarz

We consider a first-passage percolation model on a Delaunay triangulation of the plane. In this model each edge is independently equipped with a nonnegative random variable, with distribution function F, which is interpreted as the time it…

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

We study linear time fractional diffusion equations in divergence form of time order less than one. It is merely assumed that the coefficients are measurable and bounded, and that they satisfy a uniform parabolicity condition. As the main…

Analysis of PDEs · Mathematics 2010-11-13 Rico Zacher

We prove that probability laws of certain multidimensional semimartingales which includes time-inhomogenous diffusions, under suitable assumptions, satisfy Quadratic Transportation Cost Inequality under the uniform metric. From this we…

Probability · Mathematics 2011-04-22 Soumik Pal

We consider constrained-degree percolation on the hypercubic lattice. Initially, all edges are closed, and each edge independently attempts to open at a uniformly distributed random time; the attempt succeeds if, at that instant, both…

Probability · Mathematics 2026-02-13 Ivailo Hartarsky , Roger W. C. Silva