相关论文: The Last Passage Problem on Graphs
This is a guide to the mathematical theory of Brownian motion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical theory of partial differential…
Consider a metric graph G with set of vertices V. Assume that for every vertex in V one is given a Wentzell boundary condition. It is shown how one can construct the paths of a Brownian motion on G such that its generator - viewed as an…
The toughness $t(G)$ of a graph $G=(V,E)$ is defined as $t(G)=\min\{\frac{|S|}{c(G-S)}\}$, in which the minimum is taken over all $S\subset V$ such that $G-S$ is disconnected, where $c(G-S)$ denotes the number of components of $G-S$. We…
We revisit the problem of Brownian diffusion with drift in order to study finite-size effects in the geometric Galton-Watson branching process. This is possible because of an exact mapping between one-dimensional random walks and geometric…
The Rado graph, also known as the random graph $G(\infty, p)$, is a classical limit object for finite graphs. We study natural ball walks as a way of understanding the geometry of this graph. For the walk started at $i$, we show that order…
A careful look at rough path topology applied to Brownian motion reveals new possible properties of the well-known L\'evy area, in particular the presence of an intrinsic drift of this area. Using renormalization limit of Markov chains on…
This paper considers the class of L\'evy processes that can be written as a Brownian motion time changed by an independent L\'evy subordinator. Examples in this class include the variance gamma model, the normal inverse Gaussian model, and…
Solving optimization problems leads to elegant and practical solutions in a wide variety of real-world applications. In many of those real-world applications, some of the information required to specify the relevant optimization problem is…
We provide integral formulae for the Laplace transform of the entrance law of the reflected excursions for symmetric L\'evy processes in terms of their characteristic exponent. For subordinate Brownian motions and stable processes we…
A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…
This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…
A new approach to find all the transitive orientations for a comparability graph (finite or infinite) is presented. This approach is based on the link between the notion of ``strong'' partitive set and the forcing theory (notions of…
Start with a graph with a subset of vertices called {\it the border}. A particle released from the origin performs a random walk on the graph until it comes to the immediate neighbourhood of the border, at which point it joins this subset…
In this paper, we provide an algorithm for traversing geometric graphs which visits all vertices, and reports every vertex and edge exactly once. To achieve this, we combine a given geometric graph $G$ with the integer lattice, seen as a…
A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with…
Formal Laplace operators are analyzed for a large class of resistance networks with vertex weights. The graphs are completed with respect to the minimal resistance path metric. Compactness and a novel connectivity hypothesis for the…
We propose a phenomenon of discrete-time quantum walks on graphs called the pulsation, which is a generalization of a phenomenon in the quantum searches. This phenomenon is discussed on a composite graph formed by two connected graphs…
It has been shown that the last passage time in certain symmetrized models of directed percolation can be written in terms of averages over random matrices from the classical groups $U(l)$, $Sp(2l)$ and $O(l)$. We present a theory of such…
We give a short and completely elementary method to find the full spectrum of the exclusion process and a nicely limited superset of the spectrum of the interchange process (a.k.a.\ random transpositions) on the complete graph. In the case…
The paper presents two results. The first one provides separate conditions for the upper and lower estimate of the distribution of the exit time from balls of a random walk on a weighted graph. The main result of the paper is that the lower…