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We study the corrector equation in stochastic homogenization for a simplified Bernoulli percolation model on $\mathbb{Z}^d$, $d>2$. The model is obtained from the classical $\{0,1\}$-Bernoulli bond percolation by conditioning all bonds…

偏微分方程分析 · 数学 2014-06-24 Agnes Lamacz , Stefan Neukamm , Felix Otto

We prove exponential concentration estimates and a strong law of large numbers for a particle system that is the simplest representative of a general class of models for 2D grain boundary coarsening. The system consists of $n$ particles in…

概率论 · 数学 2017-04-28 Joe Klobusicky , Govind Menon

For dynamical systems modeled by a Young tower with exponential tails, we prove an exponential concentration inequality for all separately Lipschitz observables of n variables. When tails are polynomial, we prove polynomial concentration…

动力系统 · 数学 2015-06-03 Jean-René Chazottes , Sebastien Gouezel

In this paper, we study some properties of optimal paths in the first passage percolation on $\Z^d$ and show the followings: (1) the number of optimal paths has an exponential growth if the distribution has an atom; (2) the means of…

概率论 · 数学 2021-03-31 Shuta Nakajima

We consider planar first-passage percolation and show that the time constant can be bounded by multiples of the first and second tertiles of the weight distribution. As a consequence we obtain a counter-example to a problem proposed by Alm…

概率论 · 数学 2020-07-22 Daniel Ahlberg

This work obtains sharp closed-form exponential concentration inequalities of Bernstein type for the ubiquitous beta distribution, improving upon sub-gaussian and sub-gamma bounds previously studied in this context. The proof leverages a…

概率论 · 数学 2024-10-21 Maciej Skorski

We consider the first passage percolation model on the square lattice with an edge weight distribution F. In this paper, we consider the number of optimal paths for two points separated by a long distance. We show that there is a phase…

概率论 · 数学 2019-05-31 Yu Zhang

The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…

概率论 · 数学 2021-01-28 A. Di Crescenzo , E. Di Nardo , L. M. Ricciardi

Using the martingale approach we find sufficient conditions for exponential boundedness of first passage times over a level for ergodic first order autoregressive sequences (AR(1)). Further, we prove a martingale identity to be used in…

概率论 · 数学 2008-01-03 Alexander Novikov , Nino Kordzakhia

Percolation plays an important role in fields and phenomena as diverse as the study of social networks, the dynamics of epidemics, the robustness of electricity grids, conduction in disordered media, and geometric properties in statistical…

统计力学 · 物理学 2015-06-10 Mykola Maksymenko , Roderich Moessner , Kirill Shtengel

We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…

概率论 · 数学 2021-06-24 Andreas Maurer , Massimiliano Pontil

We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration…

概率论 · 数学 2015-12-03 Akshay Balsubramani

As a sequel to the paper [9], we study the existence and properties of Lipschitz solutions to the initial-boundary value problem of some forward-backward parabolic equations with diffusion fluxes violating Fourier's inequality.

偏微分方程分析 · 数学 2016-02-19 Seonghak Kim , Baisheng Yan

We study directed last-passage percolation on the planar square lattice whose weights have general distributions, or equivalently, queues in series with general service distributions. Each row of the last passage model has its own randomly…

概率论 · 数学 2011-08-30 Hao Lin

Let a random geometric graph be defined in the supercritical regime for the existence of a unique infinite connected component in Euclidean space. Consider the first-passage percolation model with independent and identically distributed…

This is the second, and last paper in which we address the behavior of oriented first passage percolation on the hypercube in the limit of large dimensions. We prove here that the extremal process converges to a Cox process with exponential…

概率论 · 数学 2018-08-16 Nicola Kistler , Adrien Schertzer , Marius A. Schmidt

Divergence-form operators with stationary random coefficients homogenize over large scales. We investigate the effect of certain perturbations of the medium on the homogenized coefficients. The perturbations that we consider are rare at the…

偏微分方程分析 · 数学 2013-11-20 Jean-Christophe Mourrat

We introduce new probabilistic arguments to derive optimal-order central moment bounds in planar directed last-passage percolation. Our technique is based on couplings with the increment-stationary variants of the model, and is presented in…

概率论 · 数学 2025-02-04 Elnur Emrah , Nicos Georgiou , Janosch Ortmann

Motivated by the dynamics of resonant neurons we consider a differentiable, non-Markovian random process $x(t)$ and particularly the time after which it will reach a certain level $x_b$. The probability density of this first passage time is…

统计力学 · 物理学 2009-11-11 T. Verechtchaguina , I. M. Sokolov , L. Schimansky-Geier

For the uniform random regular directed graph we prove concentration inequalities for (1) codegrees and (2) the number of edges passing from one set of vertices to another. As a consequence, we can deduce discrepancy properties for the…

组合数学 · 数学 2015-10-27 Nicholas A. Cook