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Continuous-Time Markov Decision Processes Under the Risk-Sensitive First Passage Discounted Cost Criterion
This paper studies the risk-sensitive first passage discounted cost criterion for continuous-time Markov decision processes with the Borel state and...
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First Passage Density of Brownian Motion with Two-sided Piecewise Linear Boundaries
The first passage time has many applications in fields like finance, econometrics, statistics, and biology. However, explicit formulas for the first...
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First Passage Times of Long Transient Dynamics in Ecology
Long transient dynamics in ecological models are characterized by extended periods in one state or regime before an eventual, and often abrupt,...
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Slowest first passage times, redundancy, and menopause timing
Biological events are often initiated when a random “searcher” finds a “target,” which is called a first passage time (FPT). In some biological...
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First Passage Risk Probability Minimization for Piecewise Deterministic Markov Decision Processes
This paper is an attempt to study the minimization problem of the risk probability of piecewise deterministic Markov decision processes (PDMDPs) with...
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Asymptotic shapes for stationary first passage percolation on virtually nilpotent groups
We study first passage percolation (FPP) with stationary edge weights on Cayley graphs of finitely generated virtually nilpotent groups. Previous...
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Efficient numerical approximation of a non-regular Fokker–Planck equation associated with first-passage time distributions
In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker–Planck equation with time-dependent boundaries...
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First Passage Times of Subordinators and Urns
It is well-known that the first time a stable subordinator reaches [1, +∞). is Mittag-Leffler distributed. These distributions also appear as...
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Existence and Coexistence in First-Passage Percolation
We consider first-passage percolation with i.i.d. non-negative weights coming from some continuous distribution under a moment condition. We review...
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A mean first passage time genome rearrangement distance
This paper introduces a new way to define a genome rearrangement distance, using the concept of mean first passage time from probability theory....
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Geodesic Rays and Exponents in Ergodic Planar First Passage Percolation
We study first passage percolation on the plane for a family of invariant, ergodic measures on...
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Non-Optimality of Invaded Geodesics in 2d Critical First-Passage Percolation
We study the critical case of first-passage percolation in two dimensions. Letting (t e) be i.i.d. nonnegative weights assigned to the edges of...
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First Passage Time Distributions for Brownian Motion with Drift and a Local Limit Theorem
A local limit theorem for convergence of probability density functions is provided as a tool for the computation of hitting time distributions for...
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The Simple Random Walk II: First Passage Times
In view of recurrence vs transience phenomena, the time \(T_y^0\)...
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First-Passage Times for Random Walks in the Triangular Array Setting
In this paper we continue our study of exit times for random walks with independent but not necessarily identically distributed increments. Our paper...