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L\'evy walks are random walk processes whose step-lengths follow a long-tailed power-law distribution. Due to their abundance as movement patterns of biological organisms, significant theoretical efforts have been devoted to identifying the…

Data Structures and Algorithms · Computer Science 2021-07-23 Brieuc Guinard , Amos Korman

A careful look at rough path topology applied to Brownian motion reveals new possible properties of the well-known L\'evy area, in particular the presence of an intrinsic drift of this area. Using renormalization limit of Markov chains on…

Probability · Mathematics 2017-09-14 Olga Lopusanschi , Damien Simon

We prove a metric space scaling limit for a critical random graph with independent and identically distributed degrees having power-law tail behaviour with exponent $\alpha+1$, where $\alpha \in (1,2)$. The limiting components are…

Probability · Mathematics 2021-08-02 Guillaume Conchon--Kerjan , Christina Goldschmidt

In this paper, we study the weak convergence of the extremes of supercritical branching L\'evy processes $\{\mathbb{X}_t, t \ge0\}$ whose spatial motions are L\'evy processes with regularly varying tails. The result is drastically different…

Probability · Mathematics 2022-10-13 Yan-Xia Ren , Renming Song , Rui Zhang

This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

Probability · Mathematics 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

We study fine properties of L\'evy trees that are random compact metric spaces introduced by Le Gall and Le Jan in 1998 as the genealogy of continuous state branching processes. L\'evy trees are the scaling limits of Galton-Watson trees and…

Probability · Mathematics 2010-08-03 Thomas Duquesne

Generalizing Kyprianou--Loeffen's refracted L\'evy processes, we define a new refracted L\'evy process which is a Markov process whose positive and negative motions are L\'evy processes different from each other. To construct it we utilize…

Probability · Mathematics 2019-04-08 Kei Noba , Kouji Yano

We present a comprehensive classical and parameterized complexity analysis of decision tree pruning operations, extending recent research on the complexity of learning small decision trees. Thereby, we offer new insights into the…

Machine Learning · Computer Science 2025-03-06 Juha Harviainen , Frank Sommer , Manuel Sorge , Stefan Szeider

We consider a long-range percolation model on homogeneous oriented trees with several lengths. We obtain the critical surface as the set of zeros of a specific polynomial with coefficients depending explicitly on the lengths and the degree…

Probability · Mathematics 2025-12-12 Olivier Couronné , Sandro Gallo , Leonardo T. Rolla

The tail behavior of aggregates of heavy-tailed random vectors is known to be determined by the so-called principle of "one large jump'', be it for finite sums, random sums, or, L\'evy processes. We establish that, in fact, a more general…

Probability · Mathematics 2023-01-26 Bikramjit Das , Vicky Fasen-Hartmann

We consider the genealogy tree for a critical branching process conditioned on non-extinction. We enumerate vertices in each generation of the tree so that for each two generations one can define a monotone map describing the…

Probability · Mathematics 2010-08-27 Yuri Bakhtin

Conditional independence and graphical models are crucial concepts for sparsity and statistical modeling in higher dimensions. For L\'evy processes, a widely applied class of stochastic processes, these notions have not been studied. By the…

Statistics Theory · Mathematics 2024-11-13 Sebastian Engelke , Jevgenijs Ivanovs , Jakob D. Thøstesen

We study the maximal degree of (sub)critical L{\'e}vy trees which arise as the scaling limits of Bienaym{\'e}-Galton-Watson trees. We determine the genealogical structure of large nodes and establish a Poissonian decomposition of the tree…

Probability · Mathematics 2022-11-07 Romain Abraham , Jean-François Delmas , Michel Nassif

We present the theory of the k-core pruning process (progressive removal of nodes with degree less than k) in uncorrelated random networks. We derive exact equations describing this process and the evolution of the network structure, and…

Disordered Systems and Neural Networks · Physics 2015-08-25 G. J. Baxter , S. N. Dorogovtsev , K. -E. Lee , J. F. F. Mendes , A. V. Goltsev

Can we obtain a Brownian CRT of mass $1/2$ from a CRT of mass $1$ by cutting certain branches? In this paper, we will answer that question in the much more general setting of self-similar Markov trees. Self-similar Markov trees (ssMt) are…

Probability · Mathematics 2025-12-19 Nicolas Curien , William Fleurat , Adrianus Twigt

The Levy diffusion processes are a form of non ordinary statistical mechanics resting, however, on the conventional Markov property. As a consequence of this, their dynamic derivation is possible provided that (i) a source of randomness is…

Statistical Mechanics · Physics 2016-08-31 Mauro Bologna , Paolo Grigolini , Juri Riccardi

Pure-jump L\'evy processes are popular classes of stochastic processes which have found many applications in finance, statistics or machine learning. In this paper, we propose a novel family of self-decomposable L\'evy processes where one…

Methodology · Statistics 2025-02-06 Fadhel Ayed , Juho Lee , François Caron

We consider a discrete-time Markov chain, called fragmentation process, that describes a specific way of successively removing objects from a linear arrangement. The process arises in population genetics and describes the ancestry of the…

Probability · Mathematics 2020-03-17 Ellen Baake , Mareike Esser

The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…

Probability · Mathematics 2012-04-02 Ingemar Kaj , Anders Martin-Löf

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…

Probability · Mathematics 2023-06-22 Rudolf Grübel
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