相关论文: Note on limit distribution of normalized return ti…

The escape of particles through a narrow absorbing gate in confined domains is a abundant phenomenon in various systems in physics, chemistry and molecular biophysics. We consider the narrow escape problem in a cellular flow when the two…

In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Here, we study the limiting behaviour of the mean residual life, and derive an asymptotic expansion which can be used…

This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a…

In this work, we aim to understand the influence of the heterogeneity of infection rates on the Susceptible-Infected-Susceptible (SIS) epidemic spreading. Employing the classic SIS model as the benchmark, we study the influence of the…

We consider the simple exclusion process in the integer segment $ [1, N]$ with $k\le N/2$ particles and spatially inhomogenous jumping rates. A particle at site $x\in [ 1, N]$ jumps to site $x-1$ (if $x\ge 2$) at rate $1-\omega_x$ and to…

We prove sharp asymptotic estimates for the rate of escape of the two-dimensional simple random walk conditioned to avoid a fixed finite set. We derive it from asymptotics available for the continuous analogue of this process (cf…

It is well known that index (discrete-time)-limited sampled sequences leak outside the support set when a band-limiting operation is applied. Similarly, a fractional shift causes an index-limited sequence to be infinite in extent due to the…

The paper addresses the problem of calculating the noise-induced switching rates in systems with delay-distributed kernels and Gaussian noise. A general variational formulation for the switching rate is derived for any distribution kernel,…

We study a reaction-diffusion system on the real line, where the reactions of the species are given by one reversible reaction according to the mass-action law. We describe different positive limits at both sides of infinity and investigate…

We study general random dynamical systems of continuous maps on some compact metric space. Assuming a local contraction condition and uniqueness of the stationary measure, we establish probabilistic limit laws such as the central limit…

Stein's method of exchangeable pairs is examined through five examples in relation to Poisson and normal distribution approximation. In particular, in the case where the exchangeable pair is constructed from a reversible Markov chain, we…

We establish the rate of convergence of distributions of sums of independent identically distributed random variables to the Gaussian distribution in terms of truncated pseudomoments by implementing the idea of Yu. Studnyev for getting…

We consider the return times dynamics to Bowen balls for continuous maps on metric spaces which have invariant probability measures with certain mixing properties. These mixing properties are satisfied for instance by systems that allow…

We study diffusion with a bias towards a target node in networks. This problem is relevant to efficient routing strategies in emerging communication networks like optical networks. Bias is represented by a probability $p$ of the…

We consider subtle correlations in the scattering of fluid by randomly placed obstacles, which have been suggested to lead to a diverging dispersion coefficient at long times for high Peclet numbers, in contrast to finite mean-field…

We investigate the extent to which the probabilistic properties of a chaotic scattering system with dissipation can be understood from the properties of the dissipation-free system. For large energies $E$, a fully chaotic scattering leads…

We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…

In this paper, we focus on the hitting times of a stochastic epidemic model presented by \cite{Gray}. Under the help of the auxiliary stopping times, we investigate the asymptotic limits of the hitting times by the variations of calculus…

We determine the rate of escape from a potential well, and the diffusion coefficient in a periodic potential, of a random walker that moves under the influence of the potential in between successive collisions with the heat bath. In the…

We discuss importance sampling schemes for the estimation of finite time exit probabilities of small noise diffusions that involve escape from an equilibrium. A factor that complicates the analysis is that rest points are included in the…