We consider a two-type contact process on the integers. Both types have equal finite range and supercritical infection rate. We show that a given type becomes extinct with probability 1 if and only if, in the initial configuration, it is…

Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is governed by a deterministic dynamical…

Let $S_{n,k}$ denote the random geometric graph obtained by placing points inside a square of area $n$ according to a Poisson point process of intensity $1$ and joining each such point to the $k=k(n)$ points of the process nearest to…

The law for the time $\tau_{a}$ spent by a standard Brownian excursion above a given level $a > 0$ is found using Ito excursion theory. This is achieved by conditioning the excursion to have exactly one mark of an independent…

We derive a unified stochastic picture for the duality of a resampling-selection model with a branching-coalescing particle process (cf. MR2123250) and for the self-duality of Feller's branching diffusion with logistic growth (cf. MR2308333). The two dual processes are approximated by…

It has been shown that certain types of random walks in random potentials and Brownian motion in Poissonian potentials undergo a phase transition from sub-ballistic to ballistic behavior when the strength of the underlying drift is increased. The ballistic behavior…

Some examples of translation invariant site percolation processes on the $Z^2$ lattice are constructed, the most far-reaching example being one that satisfies uniform finite energy (meaning that the probability that a site is open given the status of all others…

For two-dimensional last-passage time models of weakly increasing paths, interesting scaling limits have been proved for points close the axis (the hard edge). For strictly increasing paths of Bernoulli($p$) marked sites, the relevant boundary is the line $y=px$. We call…

We investigate dual mechanisms for interacting particle systems. Generalizing an approach of Alkemper and Hutzenthaler in the case of coalescing duals, we show that a simple linear transformation leads to a moment duality of suitably rescaled processes. More precisely, we…

Consider critical bond percolation on a large $2 n \times 2 n$ box on the square lattice. It is well-known that the size (i.e. number of vertices) of the largest open cluster is, with high probability, of order $n^2 \pi(n)$, where $\pi(n)$ denotes…