Zobrazeno 1 - 10
of 270
pro vyhledávání: '"Menshikov Mikhail"'
We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which suppre
Externí odkaz:
http://arxiv.org/abs/2405.05246
Publikováno v:
Stochastic Processes and their Applications, Vol. 176 (2024), article 104420
We quantify superdiffusive transience for a two-dimensional random walk in which the vertical coordinate is a martingale and the horizontal coordinate has a positive drift that is a polynomial function of the individual coordinates and of the present
Externí odkaz:
http://arxiv.org/abs/2401.07813
We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by finitely-many transit
Externí odkaz:
http://arxiv.org/abs/2307.07458
Publikováno v:
Stochastic Processes and their Applications, Vol. 170 (2024), article 104260
For near-critical, transient Markov chains on the non-negative integers in the Lamperti regime, where the mean drift at $x$ decays as $1/x$ as $x \to \infty$, we quantify degree of transience via existence of moments for conditional return times and
Externí odkaz:
http://arxiv.org/abs/2208.12955
Publikováno v:
Journal of Statistical Physics, Vol. 190 (2023), article 184
We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which suppresses ju
Externí odkaz:
http://arxiv.org/abs/2205.14990
Autor:
Menshikov, Mikhail, Shcherbakov, Vadim
Balls-in-bins models describe a random sequential allocation of infinitely many balls into a finite number of bins. In these models a ball is placed into a bin with probability proportional to a given function (feedback function), which depends on th
Externí odkaz:
http://arxiv.org/abs/2204.05724
Publikováno v:
Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiques, Vol. 59 (2023), no. 4, pp. 1813-1843
For a multidimensional driftless diffusion in an unbounded, smooth, sub-linear generalized parabolic domain, with oblique reflection from the boundary, we give natural conditions under which either explosion occurs, if the domain narrows sufficiently
Externí odkaz:
http://arxiv.org/abs/2203.00966
Publikováno v:
Annals of Applied Probability, Vol. 33 (2023), pp. 5459-5496
We study recurrence and transience for a particle that moves at constant velocity in the interior of an unbounded planar domain, with random reflections at the boundary governed by a Markov kernel producing outgoing angles from incoming angles. Our d
Externí odkaz:
http://arxiv.org/abs/2107.13976
Publikováno v:
In Stochastic Processes and their Applications April 2024 170
Publikováno v:
Latin American Journal of Probability and Mathematical Statistics, Vol. 19 (2022), pp. 493-510
We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments satisfyin
Externí odkaz:
http://arxiv.org/abs/2003.01684