37 research outputs found

    Partial survival and inelastic collapse for a randomly accelerated particle

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    We present an exact derivation of the survival probability of a randomly accelerated particle subject to partial absorption at the origin. We determine the persistence exponent and the amplitude associated to the decay of the survival probability at large times. For the problem of inelastic reflection at the origin, with coefficient of restitution rr, we give a new derivation of the condition for inelastic collapse, r<rc=eπ/3r<r_c=e^{-\pi/\sqrt{3}}, and determine the persistence exponent exactly.Comment: 6 page

    Weak convergence of Vervaat and Vervaat Error processes of long-range dependent sequences

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    Following Cs\"{o}rg\H{o}, Szyszkowicz and Wang (Ann. Statist. {\bf 34}, (2006), 1013--1044) we consider a long range dependent linear sequence. We prove weak convergence of the uniform Vervaat and the uniform Vervaat error processes, extending their results to distributions with unbounded support and removing normality assumption

    Patterns in random walks and Brownian motion

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    We ask if it is possible to find some particular continuous paths of unit length in linear Brownian motion. Beginning with a discrete version of the problem, we derive the asymptotics of the expected waiting time for several interesting patterns. These suggest corresponding results on the existence/non-existence of continuous paths embedded in Brownian motion. With further effort we are able to prove some of these existence and non-existence results by various stochastic analysis arguments. A list of open problems is presented.Comment: 31 pages, 4 figures. This paper is published at http://link.springer.com/chapter/10.1007/978-3-319-18585-9_

    On Vervaat's sup vague topology

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    Vasculitis and antineutrophil cytoplasmic autoantibodies associated with propylthiouracil therapy

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    Vasculitis is a rare complication of propylthiouracil therapy. Antineutrophil cytoplasmic antibodies (ANCA) have been described in association with several vasculitic disorders. We report detection of ANCA against human neutrophil elastase, proteinase 3, and myeloperoxidase in serum from six patients who developed evidence of vasculitis during propylthiouracil treatment of hyperthyroidism. On withdrawal of the drug ANCA concentrations fell and clinical symptoms resolved completely
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