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math.PR200549 cited

Random Walk in Dynamic Markovian Random Environment

Antar Bandyopadhyay, Ofer Zeitouni

We consider a model, introduced by Boldrighini, Minlos and Pellegrinotti, of random walks in dynamical random environments on the integer lattice Z^d with d>=1. In this model, the…

math.PR2005

Refinements of stochastic domination

Erik I. Broman, Olle Haggstrom, Jeffrey E. Steif

In a recent paper by two of the authors, the concepts of upwards and downwards -movability were introduced, mainly as a technical tool for studying dynamical percolation of inte…

math.PR20056 cited

One-dependent trigonometric determinantal processes are two-block-factors

Erik I. Broman

Given a trigonometric polynomial f:[0,1]\to[0,1] of degree m, one can define a corresponding stationary process {X_i}_{i\in Z} via determinants of the Toeplitz matrix for f. We sho…

math.PR20055 cited

On Sampling of stationary increment processes

J. M. P. Albin

Under a complex technical condition, similar to such used in extreme value theory, we find the rate q(ε)^{-1} at which a stochastic process with stationary increments ξshould be sa…

math.PR20056 cited

The overhand shuffle mixes in steps

Johan Jonasson

The overhand shuffle is one of the ``real'' card shuffling methods in the sense that some people actually use it to mix a deck of cards. A mathematical model was constructed and an…

math.PR20042 cited

Non-interactive correlation distillation, inhomogeneous Markov chains, and the reverse Bonami-Beckner inequality

Elchanan Mossel, Ryan O'Donnell, Oded Regev +2

In this paper we study non-interactive correlation distillation (NICD), a generalization of the study of noise sensitivity of boolean functions. We extend the model to NICD on tree…