output
19942026
Showing 2005 · math.PRShow all

5 papers · 2 filters

math.PR2005★ 1 cited

Random graph asymptotics on high-dimensional tori

Markus Heydenreich, Remco van der Hofstad

We investigate the scaling of the largest critical percolation cluster on a large d-dimensional torus, for nearest-neighbor percolation in high dimensions, or when d>6 for sufficie…

math.PR2005★ 3 cited

Joint density for the local times of continuous-time Markov chains: Extended version

D. Brydges, R. van der Hofstad, W. Konig

We investigate the local times of a continuous-time Markov chain on an arbitrary discrete state space. For fixed finite range of the Markov chain, we derive an explicit formula for…

math.PR2005★ 67 cited

The universality classes in the parabolic Anderson model

Remco van der Hofstad, Wolfgang Koenig, Peter Moerters

We discuss the long time behaviour of the parabolic Anderson model, the Cauchy problem for the heat equation with random potential on . We consider general i.i.d. potentials…

math.PR2005★ 20 cited

Subexponential asymptotics of hybrid fluid and ruin models

Bert Zwart, Sem Borst, Krzystof Debicki

We investigate the tail asymptotics of the supremum of X(t)+Y(t)-ct, where X={X(t),t\geq 0} and Y={Y(t),t\geq 0} are two independent stochastic processes. We assume that the proces…

math.PR2005★ 11 cited

Distances in random graphs with finite mean and infinite variance degrees

Remco van der Hofstad, Gerard Hooghiemstra, Dmitri Znamenski

In this paper we study random graphs with independent and identically distributed degrees of which the tail of the distribution function is regularly varying with exponent $τ\in (2…