Related papers: On the excursion theory for linear diffusions

Consider a reflected jump-diffusion on the positive half-line. Assume it is stochastically ordered. We apply the theory of Lyapunov functions and find explicit estimates for the rate of exponential convergence to the stationary…

A class of generalized exclusion processes parametrized by the maximal occupancy, $k\geq 1$, is investigated. For these processes with symmetric nearest-neighbor hopping, we compute the diffusion coefficient and show that it is independent…

We introduce and study a non-oriented first passage percolation model having a property of statistical invariance by time reversal. This model is defined in a graph having directed edges and the passage times associated with each set of…

Since the famous 1926 paper by Richardson, the relative diffusion of two particles in a turbulent liquid has attracted a lot of interest. The motion of a single particle on the other hand is usually considered not to be especially…

The skew-product diffusion [Ann. Appl. Probab. 35, 3150--3214 (2025)] and exponentially tilted planar Brownian motion [Electron. J. Probab. 30, 1--97 (2025)] are canonical examples of planar diffusions with a point interaction at the origin…

Understanding fluctuations of observables across stochastic trajectories is essential for various fields of research, from quantum thermal machines to biological motors. We introduce a framework to analyze the statistics of counting…

We prove the existence of a traveling wave solution for a boundary reaction diffusion equation when the reaction term is the combustion nonlinearity with ignition temperature. A key role in the proof is plaid by an explicit formula for…

We consider a continuous-time Ehrenfest model defined over the integers from -N to N, and subject to catastrophes occurring at constant rate. The effect of each catastrophe instantaneously resets the process to state 0. We investigate both…

For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.

Several aspects of the laws of first hitting times of points are investigated for one-dimensional symmetric stable L\'evy processes. It\^o's excursion theory plays a key role in this study.

The L\'evy-Lorentz gas describes the motion of a particle on the real line in the presence of a random array of scattering points, whose distances between neighboring points are heavy-tailed i.i.d. random variables with finite mean. The…

Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…

A length dependence of the effective mobility in the form of a power law, B ~ L^(1-1/alpha) is observed in dispersive transport in amorphous substances, with 0 < \alpha < 1. We deduce this behavior as a simple consequence of the statistical…

We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…

Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…

We prove, under generic assumptions, that the special variational traveling wave that minimizes the exponentially weighted Ginzburg-Landau functional associated with scalar reaction-diffusion equations in infinite cylinders is the long-time…

The drawdown process of an one-dimensional regular diffusion process $X$ is given by $X$ reflected at its running maximum. The drawup process is given by $X$ reflected at its running minimum. We calculate the probability that a drawdown…

It is proved that generalized excursion measures can be constructed via time change of Ito's Brownian excursion measure. A tightness-like condition on strings is introduced to prove a convergence theorem of generalized excursion measures.…

We study some of the salient features of the arrival statistics and exploration properties of mortal random walkers, that is, walkers that may die as they move, or as they wait to move. Such evanescence or death events have profound…

Onsager's regression hypothesis makes a fundamental connection between macroscopic transport phenomena and the average relaxation of spontaneous microscopic fluctuations. This relaxation, however, is agnostic to odd transport phenomena, in…