Excursions into a new duality relation for diffusion processes.
Three-dimensional Laguerre tessellation models became quite popular in many areas of physics and biology. They are generated by locally finite configurations of marked points. Randomness is included by assuming that the set of generators is formed by a marked point process. The present paper focuses on 3D marked Gibbs point processes of generators which enable us to specify the desired geometry of the Laguerre tessellation. In order to prove the existence of a stationary Gibbs measure using a general...
In this paper, we recall the existence of graphs with bounded valency such that the simple random walk has a return probability at time at the origin of order for fixed and with Følner function . This result was proved by Erschler (see [4], [3]); we give a more detailed proof of this construction in the appendix. In the second part, we give an application of the existence of such graphs. We obtain bounds of the correct order for some functional of the local time of a simple random walk on...
We study a free energy computation procedure, introduced in [Darve and Pohorille, J. Chem. Phys.115 (2001) 9169–9183; Hénin and Chipot, J. Chem. Phys.121 (2004) 2904–2914], which relies on the long-time behavior of a nonlinear stochastic differential equation. This nonlinearity comes from a conditional expectation computed with respect to one coordinate of the solution. The long-time convergence of the solutions to this equation has been proved in [Lelièvre et al., Nonlinearity21 (2008) 1155–1181],...
We provide a new exponential concentration inequality for first passage percolation valid for a wide class of edge times distributions. This improves and extends a result by Benjamini, Kalai and Schramm (Ann. Probab.31 (2003)) which gave a variance bound for Bernoulli edge times. Our approach is based on some functional inequalities extending the work of Rossignol (Ann. Probab.35 (2006)), Falik and Samorodnitsky (Combin. Probab. Comput.16 (2007)).
We consider random dynamics on the edges of a uniform Cayley tree with vertices, in which edges are either flammable, fireproof, or burnt. Every flammable edge is replaced by a fireproof edge at unit rate, while fires start at smaller rate on each flammable edge, then propagate through the neighboring flammable edges and are only stopped at fireproof edges. A vertex is called fireproof when all its adjacent edges are fireproof. We show that as , the terminal density of fireproof vertices converges...