We study a continuous time growth process on the $d$-dimensional hypercubic lattice ${𝒵}^d$, which admits a phenomenological interpretation as the combustion reaction $A+B\to 2A$, where $A$ represents heat particles and $B$ inert particles. This process can be described as an interacting particle system in the following way: at time 0 a simple symmetric continuous time random walk of total jump rate one begins to move from the origin of the hypercubic lattice; then, as soon as any random walk visits a site...

Take a centered random walk $S_n$ and consider the sequence of its partial sums $A_n:={\sum }_{i=1}^n{S}_i$. Suppose $S_1$ is in the domain of normal attraction of an $\alpha$-stable law with $1lt;\alpha \le 2$. Assuming that $S_1$ is either right-exponential (i.e. $\mathbb{P}(S_{1}gt;x|S_{1}gt;0)={\mathrm{e}}^{-ax}$ for some $agt;0$ and all $xgt;0$) or right-continuous (skip free), we prove that $$\mathbb{P}\{A_{1}gt;0,\cdots ,A_{N}gt;0\}\sim C_{\alpha }{N}^{1/\left(2\alpha \right)-1/2}$$ as $N\to \infty$, where $C_{\alpha }gt;0$ depends on the distribution of the walk. We also consider a conditional version of this problem and study positivity of integrated discrete bridges.

In this paper we establish a decoupling feature of the random interlacement process ${ℐ}^u\subset {\mathbb{Z}}^d$ at level $u$, $d\ge 3$. Roughly speaking, we show that observations of ${ℐ}^u$ restricted to two disjoint subsets $A_1$ and $A_2$ of ${\mathbb{Z}}^d$ are approximately independent, once we add a sprinkling to the process ${ℐ}^u$ by slightly increasing the parameter $u$. Our results differ from previous ones in that we allow the mutual distance between the sets $A_1$ and $A_2$ to be much smaller than their diameters. We then provide an important application...

In this paper, we study the size of the giant component $C_G$ in the random geometric graph $G=G(n,r_n,f)$ of $n$ nodes independently distributed each according to a certain density $f(·)$ in ${[0,1]}^2$ satisfying ${inf}_{x\in {[0,1]}^2}f\left(x\right)gt;$ $0$. If $\frac{c_1}{n}\le r_n^2\le c_2\frac{logn}{n}$ for some positive constants $c_1$, $c_2$ and $n{r}_n^2⟶\infty$ as $n\to \infty$, we show that the giant component of $G$ contains at least $n-\mathrm{o}\left(n\right)$ nodes with probability at least $1-{\mathrm{e}}^{-\beta n{r}_n^2}$ for all $n$ and for some positive constant $\beta$. We also obtain estimates on the diameter and number of the non-giant components of $G$.

Suppose that $𝒢$ is a finite, connected graph and $X$ is a lazy random walk on $𝒢$. The lamplighter chain $X^{\diamond }$ associated with $X$ is the random walk on the wreath product ${𝒢}^{\diamond }={𝐙}_2\wr 𝒢$, the graph whose vertices consist of pairs $(\underline{f},x)$ where $f$ is a labeling of the vertices of $𝒢$ by elements of ${𝐙}_2=\{0,1\}$ and $x$ is a vertex in $𝒢$. There is an edge between $(\underline{f},x)$ and $(\underline{g},y)$ in ${𝒢}^{\diamond }$ if and only if $x$ is adjacent to $y$ in $𝒢$ and $f_z=g_z$ for all $z\ne x,y$. In each step, $X^{\diamond }$ moves from a configuration $(\underline{f},x)$ by updating $x$ to $y$ using the transition rule of $X$ and then...

In this paper, we consider the linear and circular consecutive $k$-out-of-$n$ systems consisting of arbitrarily dependent components. Under the condition that at least $n-r+1$ components ($r\le n$) of the system are working at time $t$, we study the reliability properties of the residual lifetime of such systems. Also, we present some stochastic ordering properties of residual lifetime of consecutive $k$-out-of-$n$ systems. In the following, we investigate the inactivity time of the component with lifetime...

Let $S_n^{\left(2\right)}$ denote the iterated partial sums. That is, $S_n^{\left(2\right)}=S_1+S_2+\cdots +S_n$, where $S_i=X_1+X_2+\cdots +X_i$. Assuming $X_1,X_2,...,X_n$ are integrable, zero-mean, i.i.d. random variables, we show that the persistence probabilities $$p_n^{\left(2\right)}:=\mathbb{P}\left(\underset{1\le i\le n}{max}{S}_i^{\left(2\right)}lt;0\right)\le c\sqrt{\frac{𝔼|S_{n+1}|}{(n+1)𝔼|X_1|}},$$ with $c\le 6\sqrt{30}$ (and $c=2$ whenever $X_1$ is symmetric). The converse inequality holds whenever the non-zero $min(-X_1,0)$ is bounded or when it has only finite third moment and in addition $X_1$ is squared integrable. Furthermore, $p_n^{\left(2\right)}\asymp n^{-1/4}$ for any non-degenerate squared integrable, i.i.d., zero-mean $X_i$. In contrast, we show that for any $0lt;\gamma lt;1/4$ there exist integrable,...

For each n ≥ 1, let $v_{n,k},k\ge 1$ and $u_{n,k},k\ge 1$ be mutually independent sequences of nonnegative random variables and let each of them consist of mutually independent and identically distributed random variables with means v̅ₙ and u̅̅ₙ, respectively. Let $X{ₙ}^B\left(t\right)=(1/cₙ){\sum }_{j=1}^{\left[nt\right]}(v_{n,j}-v̅ₙ)$, $X{ₙ}^A\left(t\right)=(1/cₙ){\sum }_{j=1}^{\left[nt\right]}(u_{n,j}-u̅̅ₙ)$, t ≥ 0, and $Xₙ=X{ₙ}^B-X{ₙ}^A$. The main result gives conditions under which the weak convergence $Xₙ\stackrel{}{\to }X$, where X is a Lévy process, implies $X{ₙ}^B\stackrel{}{\to }{X}^B$ and $X{ₙ}^A\stackrel{}{\to }{X}^A$, where $X^B$ and $X^A$ are mutually independent Lévy processes and $X=X^B-X^A$.

For lower-semicontinuous and convex stochastic processes $Z_n$ and nonnegative random variables ${ϵ}_n$ we investigate the pertaining random sets $A(Z_n,{ϵ}_n)$ of all ${ϵ}_n$-approximating minimizers of $Z_n$. It is shown that, if the finite dimensional distributions of the $Z_n$ converge to some $Z$ and if the ${ϵ}_n$ converge in probability to some constant $c$, then the $A(Z_n,{ϵ}_n)$ converge in distribution to $A(Z,c)$ in the hyperspace of Vietoris. As a simple corollary we obtain an extension of several argmin-theorems in the literature. In particular,...

We show that, given an n-dimensional normed space X, a sequence of $N={(8/\epsilon )}^{2n}$ independent random vectors ${\left(X_i\right)}_{i=1}^N$, uniformly distributed in the unit ball of X*, with high probability forms an ε-net for this unit ball. Thus the random linear map $\Gamma :ℝ\to {ℝ}^N$ defined by $\Gamma x={(⟨x,X_i⟩)}_{i=1}^N$ embeds X in ${\ell }_{\infty }^N$ with at most 1 + ε norm distortion. In the case X = ℓ₂ⁿ we obtain a random 1+ε-embedding into ${\ell }_{\infty }^N$ with asymptotically best possible relation between N, n, and ε.

For $X,Y\in {𝐌}_{n,m}$ it is said that $X$ is gut-majorized by $Y$, and we write $X{\prec }_{\mathrm{gut}}Y$, if there exists an $n$-by-$n$ upper triangular g-row stochastic matrix $R$ such that $X=RY$. Define the relation ${\sim }_{\mathrm{gut}}$ as follows. $X{\sim }_{\mathrm{gut}}Y$ if $X$ is gut-majorized by $Y$ and $Y$ is gut-majorized by $X$. The (strong) linear preservers of ${\prec }_{\mathrm{gut}}$ on ${ℝ}^n$ and strong linear preservers of this relation on ${𝐌}_{n,m}$ have been characterized before. This paper characterizes all (strong) linear preservers and strong linear preservers of ${\sim }_{\mathrm{gut}}$ on ${ℝ}^n$ and ${𝐌}_{n,m}$.

If the space $𝒬$ of quadratic forms in ${ℝ}^n$ is splitted in a direct sum ${𝒬}_1\oplus ...\oplus {𝒬}_k$ and if $X$ and $Y$ are independent random variables of ${ℝ}^n$, assume that there exist a real number $a$ such that $E\left(X\right|X+Y)=a(X+Y)$ and real distinct numbers $b_1,...,b_k$ such that $E\left(q\left(X\right)\right|X+Y)=b_{i}q(X+Y)$ for any $q$ in ${𝒬}_i.$ We prove that this happens only when $k=2$, when ${ℝ}^n$ can be structured in a Euclidean Jordan algebra and when $X$ and $Y$ have Wishart distributions corresponding to this structure.

This paper is concerned with the small time behaviour of a Lévy process $X$. In particular, we investigate theof the times, ${\overline{T}}_b\left(r\right)$ and $T_b^{*}\left(r\right)$, at which $X$, started with $X_0=0$, first leaves the space-time regions $\{(t,y)\in {ℝ}^2:y\le r{t}^b,t\ge 0\}$ (one-sided exit), or $\{(t,y)\in {ℝ}^2:|y|\le r{t}^b,t\ge 0\}$ (two-sided exit), $0\le blt;1$, as $r\downarrow 0$. Thus essentially we determine whether or not these passage times behave like deterministic functions in the sense of different modes of convergence; specifically convergence in probability, almost surely and in $L^p$. In many instances these are...

In this paper we prove the following theorems in incidence geometry. 1. There is $\delta >0$ such that for any $P_1,\cdots ,P_4$, and $Q_1,\cdots ,Q_n\in {ℂ}^2$, if there are $\le n^{(1+\delta )/2}$ many distinct lines between $P_i$ and $Q_j$ for all $i$, $j$, then $P_1,\cdots ,P_4$ are collinear. If the number of the distinct lines is $<c{n}^{1/2}$ then the cross ratio of the four points is algebraic. 2. Given $c>0$, there is $\delta >0$ such that for any $P_1,P_2,P_3\in {ℂ}^2$ noncollinear, and $Q_1,\cdots ,Q_n\in {ℂ}^2$, if there are $\le c{n}^{1/2}$ many distinct lines between $P_i$ and $Q_j$ for all $i$, $j$, then for any $P\in {ℂ}^2\setminus \{P_1,P_2,P_3\}$, we have $\delta n$ distinct lines between $P$ and $Q_j$. 3. Given...

The authors first establish the Marcinkiewicz-Zygmund inequalities with exponent $p$ ($1\le p\le 2$) for $m$-pairwise negatively quadrant dependent ($m$-PNQD) random variables. By means of the inequalities, the authors obtain some limit theorems for arrays of rowwise $m$-PNQD random variables, which extend and improve the corresponding results in [Y. Meng and Z. Lin (2009)] and [H. S. Sung (2013)]. It is worthy to point out that the open problem of [H. S. Sung, S. Lisawadi, and A. Volodin (2008)] can be...

Given a coarse space $(X,ℰ)$ with the bornology $ℬ$ of bounded subsets, we extend the coarse structure $ℰ$ from $X\times X$ to the natural coarse structure on $(ℬ\setminus \{\varnothing \left\}\right)\times (ℬ\setminus \{\varnothing \left\}\right)$ and say that a macro-uniform mapping $f:(ℬ\setminus \{\varnothing \left\}\right)\to X$ (or $f:{\left[X\right]}^2\to X$) is a selector (or 2-selector) of $(X,ℰ)$ if $f\left(A\right)\in A$ for each $A\in ℬ\setminus \left\{\varnothing \right\}$ ($A\in {\left[X\right]}^2$, respectively). We prove that a discrete coarse space $(X,ℰ)$ admits a selector if and only if $(X,ℰ)$ admits a 2-selector if and only if there exists a linear order “$\le$" on $X$ such that the family of intervals $\left\{\right[a,b]:a,b\in X,a\le b\}$ is a base for the bornology $ℬ$.

It is shown that there is a subspace $Z_q$ of ${\ell }_q$ for $1<q<2$ which is isomorphic to ${\ell }_q$ such that ${\ell }_q/Z_q$ does not have the approximation property. On the other hand, for $2<p<\infty$ there is a subspace $Y_p$ of ${\ell }_p$ such that $Y_p$ does not have the approximation property (AP) but the quotient space ${\ell }_p/Y_p$ is isomorphic to ${\ell }_p$. The result is obtained by defining random “Enflo-Davie spaces” $Y_p$ which with full probability fail AP for all $2<p\le \infty$ and have AP for all $1\le p\le 2$. For $1<p\le 2$, $Y_p$ are isomorphic to ${\ell }_p$.