Outputs (4)

Passage-time moments and hybrid zones for the exclusion-voter model (2010)
Journal Article
MacPhee, I. M., Menshikov, M. V., Volkov, S., & Wade, A. R. (2010). Passage-time moments and hybrid zones for the exclusion-voter model. Bernoulli (Andover), 16(4), 1312-1342. https://doi.org/10.3150/09-bej243

We study the non-equilibrium dynamics of a one-dimensional interacting particle system that is a mixture of the voter model and the exclusion process. With the process started from a finite perturbation of the ground state Heaviside configuration con... Read More about Passage-time moments and hybrid zones for the exclusion-voter model.

Limit theorems for random spatial drainage networks (2010)
Journal Article
Penrose, M. D., & Wade, A. R. (2010). Limit theorems for random spatial drainage networks. Advances in Applied Probability, 42(3), 659-688. https://doi.org/10.1239/aap/1282924058

Suppose that, under the action of gravity, liquid drains through the unit d-cube via a minimal-length network of channels constrained to pass through random sites and to flow with nonnegative component in one of the canonical orthogonal basis directi... Read More about Limit theorems for random spatial drainage networks.

Rate of escape and central limit theorem for the supercritical Lamperti problem (2010)
Journal Article
Menshikov, M., & Wade, A. R. (2010). Rate of escape and central limit theorem for the supercritical Lamperti problem. Stochastic Processes and their Applications, 120(10), 2078-2099. https://doi.org/10.1016/j.spa.2010.06.004

The study of discrete-time stochastic processes on the half-line with mean drift at x given by μ1(x)→0 as x→∞ is known as Lamperti’s problem. We give sharp almost-sure bounds for processes of this type in the case where μ1(x) is of order x−β for some... Read More about Rate of escape and central limit theorem for the supercritical Lamperti problem.

Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift (2010)
Journal Article
MacPhee, I. M., Menshikov, M. V., & Wade, A. R. (2010). Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift. Markov processes and related fields, 16(2), 351-388

We study the first exit time $\tau$ from an arbitrary cone with apex at the origin by a non-homogeneous random walk (Markov chain) on $\Z^d$ ($d \geq 2$) with mean drift that is asymptotically zero. Specifically, if the mean drift at $\bx \in \Z^d$ i... Read More about Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift.