相关论文: A pursuit problem for squared Bessel processes

Consider non-intersecting Brownian motions on the real line, starting from the origin at t=0, with a number of particles forced to reach p distinct target points at time t=1. This work shows that the transition probability, that is the…

We investigate pathwise uniqueness for the squared Bessel and Cox-Ingersoll-Ross processes with additional reflection term that is multiplied by some real number strictly between minus one and one. The reflection term is the symmetric local…

The effective, fast transport of matter through porous media is often characterized by complex dispersion effects. To describe in mathematical terms such situations, instead of a simple macroscopic equation (as in the classical Darcy's…

We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…

We introduce a fractional Bessel process with constant negative drift, defined as a time-changed Bessel process via the inverse of a stable subordinator, independent of the base process. This construction yields a model capable of capturing…

We consider the problem of stochastic flow of multiple particles traveling on a closed loop, with a constraint that particles move without passing. We use a Markov chain description that reduces the problem to a generalized random walk on a…

Discrete random structures are important tools in Bayesian nonparametrics and the resulting models have proven effective in density estimation, clustering, topic modeling and prediction, among others. In this paper, we consider nested…

The purpose of this paper is to introduce the construction of a stochastic process called "$\delta$-dimensional Bessel house-moving" and its properties. We study the weak convergence of $\delta$-dimensional Bessel bridges conditioned from…

Bootstrap percolation on a graph iteratively enlarges a set of occupied sites by adjoining points with at least $\theta$ occupied neighbors. The initially occupied set is random, given by a uniform product measure, and we say that spanning…

This note presents a simple approach to proving the interlacing properties of positive zeros of Bessel functions of the first kind. The approach relies only on the standard recurrence relations between Bessel functions and characterising…

We examine the stochastic dynamics of entanglement for an uncoupled two-qubit system, undergoing continuous parity measurement. Starting with a fully mixed state, the entanglement is zero for a finite amount of time, when it is suddenly…

We study the shrinking Pearson random walk in two dimensions and greater, in which the direction of the Nth is random and its length equals lambda^{N-1}, with lambda<1. As lambda increases past a critical value lambda_c, the endpoint…

The object of study is a soft random geometric graph with vertices given by a Poisson point process on a line and edges between vertices present with probability that has a polynomial decay in the distance between them. Various aspects of…

In this paper, we study a distribution of labeled particles on a continuous ring. It arises in three different ways, all related to the multi-type TASEP on a ring. We prove formulas for the probability density function for some permutations…

We study the local persistence probability during non-stationary time evolutions in disordered contact processes with long-range interactions by a combination of the strong-disorder renormalization group (SDRG) method, a phenomenological…

On infinite homogeneous structures, two random walkers meet with certainty if and only if the structure is recurrent, i.e., a single random walker returns to its starting point with probability 1. However, on general inhomogeneous…

In this article we prove a sprinkled decoupling inequality for the stationary Hammersley's interacting particle process. Inspired by the work of Baldasso and Texeira (2018), and Hil\'ario, Kious and Texeira (2020), we apply this inequality…

The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time. The exponent in such asymptotics is estimated for some Gaussian processes, including the fractional…

We study the first-passage properties of a jump process with constant drift where jump amplitudes and inter-arrival times follow arbitrary light-tailed distributions with smooth densities. Using a mapping to an effective discrete-time…

Chase-escape is a competitive growth process in which red particles spread to adjacent uncolored sites, while blue particles overtake adjacent red particles. We introduce the variant in which red particles die and describe the phase diagram…