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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…

Probability · Mathematics 2015-09-14 Andrey Pilipenko , Yuriy Prykhodko

We review some of the results that have been derived in the last years on conformal invariance, scaling limits and properties of some two-dimensional random curves. In particular, we describe the intuitive ideas that lead to the definition…

Probability · Mathematics 2017-07-19 Wendelin Werner

Let $a\in (0,\infty)$. For a spectrally negative L\'evy process $X$ with infinite variation paths the resolvent of the process killed on hitting the two-point set $V=\{-a,a\}$ is identified. When further $X$ has no diffusion component the…

Probability · Mathematics 2018-09-05 Matija Vidmar

We consider natural exponential families of Levy processes with randomized parameter. Such processes are Markov, and under suitable assumptions, pairs of such processes with shared randomization can be stitched together into a single…

Probability · Mathematics 2013-09-16 Wlodek Bryc , Jacek Wesolowski

The Brownian map is a random sphere-homeomorphic metric measure space obtained by "gluing together" the continuum trees described by the $x$ and $y$ coordinates of the Brownian snake. We present an alternative "breadth-first" construction…

Probability · Mathematics 2020-04-09 Jason Miller , Scott Sheffield

In this article, we define the new concept of local coupling property for Markov processes and study its relationship with distributional properties of the transition probability. In the special case of L\'evy processes we show that this…

Probability · Mathematics 2018-02-28 Kasra Alishahi , Erfan Salavati

A branching process in a Markovian environment consists of an irreducible Markov chain on a set of "environments" together with an offspring distribution for each environment. At each time step the chain transitions to a new random…

Probability · Mathematics 2021-06-22 Lila Greco , Lionel Levine

We consider random binary trees that appear as the output of certain standard algorithms for sorting and searching if the input is random. We introduce the subtree size metric on search trees and show that the resulting metric spaces…

Probability · Mathematics 2014-05-06 Rudolf Grübel

We prove some technical results relating to the Brownian snake on a stable L\'evy tree. This includes some estimates on the range of the snake, estimates on its occupation measure around its minimum and also a proof of the fact that the…

Probability · Mathematics 2024-03-25 Eleanor Archer , Ariane Carrance , Laurent Ménard

We define a minimization problem for paths on planar graphs that, on the honeycomb lattice, is equivalent to the exploration path of the critical site percolation and than has the same scaling limit of SLE_6. We numerically study this model…

Mathematical Physics · Physics 2007-09-18 Davide Fichera

In this paper we introduce a new model of random spanning trees that we call choice spanning trees, constructed from so-called choice random walks. These are random walks for which each step is chosen from a subset of random options,…

Probability · Mathematics 2024-02-09 Eleanor Archer , Matan Shalev

We introduce a strategy of navigation in undirected networks, including regular, random, and complex networks, that is inspired by L\'evy random walks, generalizing previous navigation rules. We obtained exact expressions for the stationary…

Statistical Mechanics · Physics 2012-11-22 A. P. Riascos , José L. Mateos

Iksanov and Pilipenko (2023) defined a skew stable L\'{e}vy process as a scaling limit of a sequence of perturbed at $0$ symmetric stable L\'{e}vy processes (continuous-time processes). Here, we provide a simpler construction of the skew…

Probability · Mathematics 2023-07-12 Congzao Dong , Oleksandr Iksanov , Andrey Pilipenko

We consider an infinitely divisible random field indexed by $\mathbb{R}^d$, $d\in\mathbb{N}$, given as an integral of a kernel function with respect to a L\'evy basis with a L\'evy measure having a regularly varying right tail. First we…

Probability · Mathematics 2022-01-04 Anders Rønn-Nielsen , Mads Stehr

Previous algorithms for constructing regression tree models for longitudinal and multiresponse data have mostly followed the CART approach. Consequently, they inherit the same selection biases and computational difficulties as CART. We…

Machine Learning · Statistics 2013-05-28 Wei-Yin Loh , Wei Zheng

The time process of transport on randomly evolving trees is investigated. By introducing the notions of living and dead nodes a model of random tree evolution is constructed which describes the spreading in time of objects corresponding to…

Statistical Mechanics · Physics 2009-11-11 L. Pal

Guided by the theory of graph limits, we investigate a variant of the cut metric for limit objects of sequences of discrete probability distributions. Apart from establishing basic results, we introduce a natural operation called {\em…

Combinatorics · Mathematics 2020-12-02 Amin Coja-Oghlan , Max Hahn-Klimroth

We consider so-called discrete snakes obtained from size-conditioned critical Bienaym\'e-Galton-Watson trees by assigning to each node a random spatial position in such a way that the increments along each edge are i.i.d. When the offspring…

Probability · Mathematics 2021-03-26 Cyril Marzouk

We introduce a simple technique for proving the transience of certain processes defined on the random tree $\mathcal{G}$ generated by a supercritical branching process. We prove the transience for once-reinforced random walks on…

Probability · Mathematics 2007-05-23 Andrea Collevecchio

The Semi-Markov property of Continuous Time Random Walks (CTRWs) and their limit processes is utilized, and the probability distributions of the bivariate Markov process $(X(t),V(t))$ are calculated: $X(t)$ is a CTRW limit and $V(t)$ a…

Statistical Mechanics · Physics 2016-07-20 G. Gill , P. Straka
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