相关论文: Hitting times for special patterns in the symmetri…

We consider a pure death process $(Z(t), t\ge0)$ with death rates $\lambda_n$ satisfying the condition $\sum_{n=2}^\infty \lambda_n^{-1}<\infty$ of coming from infinity, $Z(0)=\infty$, down to an absorbing state $n=1$. We establish limit…

Through a series of exact mappings we reinterpret the Bernoulli model of sequence alignment in terms of the discrete-time totally asymmetric exclusion process with backward sequential update and step function initial condition. Using…

We prove uniform versions of two classical results in analytic number theory. The first is an asymptotic for the number of points of a complete lattice $\Lambda \subseteq \mathbb{R}^d$ inside the $d$-sphere of radius $R$. In contrast to…

Symmetries as well as other special conditions can cause anomalous slowing down of fidelity decay. These situations will be characterized, and a family of random matrix models to emulate them generically presented. An analytic solution…

Linear TD($\lambda$) is one of the most fundamental reinforcement learning algorithms for policy evaluation. Previously, convergence rates are typically established under the assumption of linearly independent features, which does not hold…

The dilation method is a practical way to experimentally simulate non-Hermitian, especially $\cal PT$-symmetric quantum systems. However, the time-dependent dilation problem cannot be explicitly solved in general. In this paper, we present…

Smooth transportation has drawn the attention of many researchers and practitioners in several fields. In the present paper, we propose a modified model of a totally asymmetric simple exclusion process (TASEP), which includes multiple…

We consider simple random walk on a realization of an Erd\H{o}s-R\'enyi graph that is asymptotically almost surely (a.a.s.) connected. We show a Central Limit Theorem (CLT) for the average starting hitting time, i.e. the expected time it…

We consider importance sampling for estimating the probability that a light-tailed $d$-dimensional random walk exits through one of many disjoint rare-event regions before reaching an anticipated target. This problem arises in sequential…

We introduce and study a class of random walks defined on the integer lattice $ \mathbb{Z} ^d$ -- a discrete space and time counterpart of the symmetric $\alpha$-stable process in $\mathbb{R} ^d$. When $0< \alpha <2$ any coordinate axis in…

We enumerate the number of monotonic lattice paths starting at $(0,0)$ and terminating at $(m,n)$ in which $l$ of the first $k$ steps lie below the line $y=x\ (0\leq k\leq m\leq n)$. These closed formulas consist of terms which are a…

We present a novel algorithm to solve a non-linear system of equations, whose solution can be interpreted as a tight lower bound on the vector of expected hitting times of a Markov chain whose transition probabilities are only partially…

Given two probability measures $\mu, \nu$ on $\mathbb{R}^d$, in subharmonic order, we describe optimal stopping times $\tau$ that maximize/minimize the cost functional $\mathbb{E} |B_0 - B_\tau|^{\alpha}$, $\alpha > 0$, where $(B_t)_t$ is…

We investigate the structural properties of the last passage time $\sigma_z^{\lambda}$ at level $z > 0$ of a Brownian motion with positive drift $\lambda > 0$, denoted $B^{\lambda} = (B_t + \lambda t)_{t \geq 0}$, in the filtration…

We study the expected number of rolls required for the cumulative sum of a fair six-sided die to first enter a prescribed target set $H\subset\mathbb{Z}_{\ge0}$. A one-variable dynamic-programming formulation is introduced that removes…

We prove a sharpness result for the dynamics of finite-range Interacting Particle Systems (IPS) on $\{0,1\}^{\Z^d}$, which generalizes to a whole class of IPS the sharpness result for the phase transition of the contact process obtained by…

We study a class of self-similar jump type SDEs driven by H\"older-continuous drift and noise coefficients. Using the Lamperti transformation for positive self-similar Markov processes we obtain a necessary and sufficient condition for…

We study a detection problem in the following setting: On the one-dimensional integer lattice, at time zero, place nodes on each site independently with probability $\rho \in [0,1)$ and let them evolve as a simple symmetric exclusion…

We establish the satisfiability threshold for random $k$-SAT for all $k\ge k_0$, with $k_0$ an absolute constant. That is, there exists a limiting density $\alpha_*(k)$ such that a random $k$-SAT formula of clause density $\alpha$ is with…

In this paper non-asymptotic moment estimates are derived for tail of distribution for discrete time polynomial martingale by means of martingale differences as a rule in the terms of unconditional and unconditional relative moments and…