相关论文: The Last Passage Problem on Graphs

The simplest way to make a dynamical system out of a finite connected graph $G$ is to give it a polarization, that is to say a cyclic ordering of the edges incident to a vertex, for each vertex. The phase space $\mathcal{P}(G)$ then…

We consider a system of N particles with a stochastic dynamics introduced by Brunet and Derrida. The particles can be interpreted as last passage times in directed percolation on {1,...,N} of mean-field type. The particles remain grouped…

We study the first passage time (FPT) problem for biased continuous time random walks. Using the recently formulated framework of fractional Fokker-Planck equations, we obtain the Laplace transform of the FPT density function when the bias…

We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…

For a directed graph $G$ with $n$ vertices and a start vertex $u_{\sf start}$, we wish to (approximately) sample an $L$-step random walk over $G$ starting from $u_{\sf start}$ with minimum space using an algorithm that only makes few passes…

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…

Large unweighted directed graphs are commonly used to capture relations between entities. A fundamental problem in the analysis of such networks is to properly define the similarity or dissimilarity between any two vertices. Despite the…

We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin for the first time. We also compute the…

A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing…

The paper addresses Brownian motion in the logarithmic potential with time-dependent strength, $U(x,t) = g(t) \log(x)$, subject to the absorbing boundary at the origin of coordinates. Such model can represent kinetics of…

We study the free Schr\"odinger equation on finite metric graphs with infinite ends. We give sufficient conditions to obtain the $L^1$ to $L^\infty$ time decay rate at least $t^{-1/2}$. These conditions allow certain metric graphs with…

We study an inverse problem on a finite connected graph G = (X, E), on whose vertices a conductivity {\gamma} is defined. Our data consists in a sequence of partial observations of a fractional random walk on G. The observations are partial…

We revisit an old minor topic in algorithms, the deterministic walk on a finite graph which always moves toward the nearest unvisited vertex until every vertex is visited. There is an elementary connection between this cover time and…

We investigate some simple and surprising properties of a one-dimensional Brownian trajectory with diffusion coefficient $D$ that starts at the origin and reaches $X$ either: (i) at time $T$ or (ii) for the first time at time $T$. We…

We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-axis. The Laplace transform of the stationary distribution…

We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…

Let $G=(V, E)$ be a graph where $V$ and $E$ are the vertex and edge set, respectively. For two disjoint subsets $A$ and $B$, we say $A$ dominates $B$ if every vertex of $B$ is adjacent to at least one vertex of $A$. A vertex partition $\pi…

We consider a Brownian motion with drift in the quarter plane with orthogonal reflection on the axes. The Laplace transform of its stationary distribution satisfies a functional equation, which is reminiscent from equations arising in the…

We investigate the first-passage properties and extreme-value statistics of an overdamped Brownian particle confined by an external linear potential $V(x)=\mu |x-x_0|$, where $\mu>0$ is the strength of the potential and $x_0>0$ is the…

Explicit formulae for the densities of the first hitting times to the sphere of Brownian motions with drifts are given. We need to consider the joint distributions of the first hitting times to the sphere and the hitting positions of the…