123 citations · 287 across the 8 of their papers we have counts for
8 papers
Escape probabilities of compound renewal processes with drift
Javier Villarroel, Juan A. Vega, Miquel Montero
We consider the problem of determining escape probabilities from an interval of a general compound renewal process with drift. This problem is reduced to the solution of a certain…
Continuous-time random walks with reset events: Historical background and new perspectives
Miquel Montero, Axel Masó-Puigdellosas, Javier Villarroel
In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensio…
Sisyphus random walk
Miquel Montero, Javier Villarroel
In this paper we consider a particular version of the random walk with restarts: random reset events which bring suddenly the system to the starting value. We analyze its relevant…
Monotonous continuous-time random walks with drift and stochastic reset events
Miquel Montero, Javier Villarroel
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical ma…
On the effect of random inhomogeneities in Kerr-media modelled by non-linear Schrodinger equation
Javier Villarroel, Miquel Montero
We consider propagation of optical pulses under the interplay of dispersion and Kerr non-linearity in optical fibres with impurities distributed at random uniformly on the fibre. B…
Exit times in non-Markovian drifting continuous-time random walk processes
Miquel Montero, Javier Villarroel
By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump…