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4 papers · 2 filters
Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials
Takis Konstantopoulos, Zhenxia Liu, Xiangfeng Yang
The longest stretch of consecutive heads in i.i.d. coin tosses is seen from the prism of large deviations. We first establish precise asymptotics for the moment generati…
Reflected BSDE of Wiener-Poisson type in Time-dependent Domains
Kaj Nyström, Marcus Olofsson
In this paper we study multi-dimensional reflected backward stochastic differential equations driven by Wiener-Poisson type processes. We prove existence and uniqueness of solution…
Stochastic Ordering of Infinite Geometric Galton-Watson Trees
Erik I. Broman
We consider Galton-Watson trees with Geom offspring distribution. We let denote such a tree conditioned on being infinite. We prove that for any $1/2\leq p_1 <…
Quenched Voronoi percolation
Daniel Ahlberg, Simon Griffiths, Robert Morris +1
We prove that the probability of crossing a large square in quenched Voronoi percolation converges to 1/2 at criticality, confirming a conjecture of Benjamini, Kalai and Schramm fr…