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In this paper we study first-passge percolation models on Delaunay triangulations. We show a sufficient condition to ensure that the asymptotic value of the rescaled first-passage time, called the time constant, is strictly positive and derive some upper bounds for fluctuations. Our proofs are based on renormalization ideas and on the method of bounded increments.
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 an alternating renewal process. Bounds to the first-passage-time density and distribution function are obtained, and a simulation procedure to estimate first-passage-time densities is constructed. Examples of applications to problems in environmental sciences and mathematical finance are also provided.
Fractal phenomena may be widely observed in a great number of complex systems. In this paper, we revisit the well-known Vicsek fractal, and study some of its structural properties for purpose of understanding how the underlying topology influences its dynamic behaviors. For instance, we analytically determine the exact solution to mean first-passage time for random walks on Vicsek fractal in a more light mapping-based manner than previous other methods, including typical spectral technique. More importantly, our method can be quite efficient to precisely calculate the solutions to mean first-passage time on all generaliz
We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior may be described through a regularly varying function with exponent -1/2, where the impact of the boundary is captured by the slowly varying function. Yet, the moving boundary may have a stronger effect when the tail is considered at a time close to the return point of the random walk bridge. In the latter case, a phase transition appears in the asymptotics, of which the precise nature depends on the order of distance between zero and the moving boundary.
Many events in biology are triggered when a diffusing searcher finds a target, which is called a first passage time (FPT). The overwhelming majority of FPT studies have analyzed the time it takes a single searcher to find a target. However, the more relevant timescale in many biological systems is the time it takes the fastest searcher(s) out of many searchers to find a target, which is called an extreme FPT. In this paper, we apply extreme value theory to find a tractable approximation for the full probability distribution of extreme FPTs of diffusion. This approximation can be easily applied in many diverse scenarios, as it depends on only a few properties of the short time behavior of the survival probability of a single FPT. We find this distribution by proving that a careful rescaling of extreme FPTs converges in distribution as the number of searchers grows. This limiting distribution is a type of Gumbel distribution and involves the LambertW function. This analysis yields new explicit formulas for approximations of statistics of extreme FPTs (mean, variance, moments, etc.) which are highly accurate and are accompanied by rigorous error estimates.
We present a constructive proof of Alexandrovs theorem regarding the existence of a convex polytope with a given metric on the boundary. The polytope is obtained as a result of a certain deformation in the class of generalized convex polytopes with the given boundary. We study the space of generalized convex polytopes and discover a relation with the weighted Delaunay triangulations of polyhedral surfaces. The existence of the deformation follows from the non-degeneracy of the Hessian of the total scalar curvature of a positively curved generalized convex polytope. The latter is shown to be equal to the Hessian of the volume of the dual generalized polyhedron. We prove the non-degeneracy by generalizing the Alexandrov-Fenchel inequality. Our construction of a convex polytope from a given metric is implemented in a computer program.