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We describe a new method that is both physically explicable and quantitatively accurate in describing the multifractal characteristics of intermittent events based on groupings of rank-ordered fluctuations. The generic nature of such…
We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…
We prove an apparently novel concentration of measure result for Markov tree processes. The bound we derive reduces to the known bounds for Markov processes when the tree is a chain, thus strictly generalizing the known Markov process…
Markov chains in random environments (MCREs) have recently attracted renewed interest, as these processes naturally arise in many applications, such as econometrics and machine learning. Although specific asymptotic results, such as the law…
In many insurance contexts, dependence between risks of a portfolio may arise from their frequencies. We investigate a dependent risk model in which we assume the vector of count variables to be a tree-structured Markov random field with…
For a uniform random labelled tree, we find the limiting distribution of tree parameters which are stable (in some sense) with respect to local perturbations of the tree structure. The proof is based on the martingale central limit theorem…
The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded. A simple combinatorial…
We consider a general multivariate affine stochastic recursion and the associated Markov chain on $\mathbb R^{d}$. We assume a natural geometric condition which implies existence of an unbounded stationary solution and we show that the…
The theory of orthonormal wavelet bases is a useful tool in multifractal analysis, as it provides a characterization of the different exponents of pointwise regularities (H{\"o}lder, p-exponent, lacunarity, oscillation, etc.). However, for…
In this work, we are interested in the set of visited vertices of a tree $\mathbb{T}$ by a randomly biased random walk $\mathbb{X}:=(X_n,n \in \mathbb{N})$. The aim is to study a generalized range, that is to say the volume of the trace of…
We give three different criteria for transience of a Branching Markov Chain. These conditions enable us to give a classification of Branching Random Walks in Random Environment (BRWRE) on Cayley Graphs in recurrence and transience. This…
We are interested in the local limits of families of random trees that satisfy the Markov branching property, which is fulfilled by a wide range of models. Loosely, this property entails that given the sizes of the sub-trees above the root,…
On a finite graph, there is a natural family of Boltzmann probability measures on cycle-rooted spanning forests, parametrized by weights on cycles. For a certain subclass of those weights, we construct Gibbs measures in infinite volume, as…
The successive discrete structures generated by a sequential algorithm from random input constitute a Markov chain that may exhibit long term dependence on its first few input values. Using examples from random graph theory and search…
Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…
Random percolation can be fully interpreted as a confining pure gauge theory. With numerical high-precision measurements of Polyakov-Polyakov correlators at finite temperature, we could well observe the presence of shape effects due to…
We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our…
We study the limiting object of a sequence of Markov chains analogous to the limits of graphs, hypergraphs, and other objects which have been studied. Following a suggestion of Aldous, we assign to a sequence of finite Markov chains with…
Let T be an infinite homogenous tree of homogeneity $q+1$. Attaching to each edge the conductance $1$, the tree will became an electric network. The reversible Markov chain associated to this network is the simple random walk on the…
We propose a wavelet based method for the characterization of the scaling behavior of non-stationary time series. It makes use of the built-in ability of the wavelets for capturing the trends in a data set, in variable window sizes.…