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6 papers · 2 filters
The Skorokhod problem in a time-dependent interval
Krzysztof Burdzy, Weining Kang, Kavita Ramanan
We consider the Skorokhod problem in a time-varying interval. We prove existence and uniqueness for the solution. We also express the solution in terms of an explicit formula. Movi…
Glauber dynamics for the mean-field Ising model: cut-off, critical power law, and metastability
David A. Levin, Malwina J. Luczak, Yuval Peres
We study the Glauber dynamics for the Ising model on the complete graph, also known as the Curie-Weiss Model. For beta < 1, we prove that the dynamics exhibits a cut-off: the dista…
Markov processes with product-form stationary distribution
Krzysztof Burdzy, David White
We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate c…
Exponential clogging time for a one dimensional DLA
Itai Benjamini, Christopher Hoffman
When considering DLA on a cylinder it is natural to ask how many particles it takes to clog the cylinder, e.g. modeling clogging of arteries. In this note we formulate a very simpl…
Schramm-Loewner Equations Driven by Symmetric Stable Processes
Zhen-Qing Chen, Steffen Rohde
We consider shape, size and regularity of the hulls of the chordal Schramm-Loewner evolution driven by a symmetric alpha-stable process. We obtain derivative estimates, show that t…
On pathwise uniqueness for reflecting Brownian motion in domains
Richard F. Bass, Krzysztof Burdzy
Pathwise uniqueness holds for the Skorokhod stochastic differential equation in domains in for and .