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In this paper we study the iterated birth process of which we examine the first-passage time distributions and the hitting probabilities. Furthermore, linear birth processes, linear and sublinear death processes at Poisson times are…

概率论 · 数学 2016-03-23 L. Beghin , E. Orsingher

We consider a random walk of $n$ steps starting at $x_0=0$ with a double exponential (Laplace) jump distribution. We compute exactly the distribution $p_{k,n}(\Delta)$ of the gap $d_{k,n}$ between the $k^{\rm th}$ and $(k+1)^{\rm th}$…

统计力学 · 物理学 2019-09-09 Bertrand Lacroix-A-Chez-Toine , Satya N. Majumdar , Grégory Schehr

Let $L_t$ be the longest gap before time $t$ in an inhomogeneous Poisson process with rate function $\lambda_t$ proportional to $t^{\alpha-1}$ for some $\alpha\in(0,1)$. It is shown that $\lambda_tL_t-b_t$ has a limiting Gumbel distribution…

概率论 · 数学 2017-09-22 Søren Asmussen , Jevgenijs Ivanovs , Johan Segers

Consider the model where particles are initially distributed on $\mathbb{Z}^d, \, d\geq 2$, according to a Poisson point process of intensity $\lambda>0$, and are moving in continuous time as independent simple symmetric random walks. We…

概率论 · 数学 2013-12-31 Vladas Sidoravicius , Alexandre Stauffer

The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…

概率论 · 数学 2009-12-31 Alessandro De Gregorio

We consider a fractional counting process with jumps of amplitude $1,2,\ldots,k$, with $k\in \mathbb{N}$, whose probabilities satisfy a suitable system of fractional difference-differential equations. We obtain the moment generating…

概率论 · 数学 2016-03-10 Antonio Di Crescenzo , Barbara Martinucci , Alessandra Meoli

The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…

统计力学 · 物理学 2022-08-22 V. V. Ryazanov

We consider an exclusion process with long jumps in the box $\Lambda\_N=\{1, \ldots,N-1\}$, for $N \ge 2$, in contact with infinitely extended reservoirs on its left and on its right. The jump rate is described by a transition probability…

概率论 · 数学 2021-08-09 Cedric Bernardin , Patricia Goncalves , Byron Oviedo Jimenez

Place an $A$-particle at each site of a graph independently with probability $p$ and otherwise place a $B$-particle. $A$- and $B$-particles perform independent continuous time random walks at rates $\lambda_A$ and $\lambda_B$, respectively,…

概率论 · 数学 2023-08-02 Tobias Johnson , Matthew Junge , Hanbaek Lyu , David Sivakoff

We study the dynamics of the separation (gap) between a pair of interacting run and tumble particles (RTPs) moving in one dimension in the presence of additional thermal noise. On a ring geometry the distribution of the gap approaches a…

统计力学 · 物理学 2020-08-26 Arghya Das , Abhishek Dhar , Anupam Kundu

Continuous-time stochastic processes play an important role in the description of random phenomena, it is therefore of prime interest to study particular variables depending on their paths, like stopping time for example. One approach…

概率论 · 数学 2023-01-09 Samuel Herrmann , Nicolas Massin

We study the largest gaps between successive zeros of a smooth stationary Gaussian process. Our main result is that, if correlations decay at least polynomially, then after suitable rescaling of the locations and sizes of the largest gaps…

概率论 · 数学 2026-05-22 Renjie Feng , Stephen Muirhead

In biological, glassy, and active systems, various tracers exhibit Laplace-like, i.e., exponential, spreading of the diffusing packet of particles. The limitations of the central limit theorem in fully capturing the behaviors of such…

统计力学 · 物理学 2024-02-22 Omer Hamdi , Stanislav Burov , Eli Barkai

We consider the time evolution of the supercritical Galton-Watson model of branching particles with extra parameter (mass). In the moment of the division the mass of the particle (which is growing linearly after the birth) is divided in…

概率论 · 数学 2018-08-20 Gregory Derfel , Yaqin Feng , Stanislav Molchanov

We study the order statistics of one dimensional branching Brownian motion in which particles either diffuse (with diffusion constant $D$), die (with rate $d$) or split into two particles (with rate $b$). At the critical point $b=d$ which…

统计力学 · 物理学 2014-06-03 Kabir Ramola , Satya N. Majumdar , Gregory Schehr

It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…

偏微分方程分析 · 数学 2023-05-23 Zhe Xue , Yuan Zhang , Zhennan Zhou , Min Tang

The motion of a lazy Pearson walker is studied with different probability ($p$) of jump in two and three dimensions. The probability of exit ($P_e$) from a zone of radius $r_e$, is studied as a function of $r_e$ with different values of…

统计力学 · 物理学 2016-08-01 Muktish Acharyya

Particles labelled $1,...,n$ are initially arranged in increasing order. Subsequently, each pair of neighboring particles that is currently in increasing order swaps according to a Poisson process of rate 1. We analyze the asymptotic…

概率论 · 数学 2009-09-25 Omer Angel , Alexander Holroyd , Dan Romik

We present an explicit construction of a Markovian random growth process on integer partitions such that given it visits some level $n$, it passes through any partition $\lambda$ of $n$ with equal probabilities. The construction has…

概率论 · 数学 2024-10-01 Yuri Yakubovich

We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

统计力学 · 物理学 2009-11-10 Tonguç Rador , Sencer Taneri
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