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We give a new, simple construction of the $\alpha$-stable tree for $\alpha \in (1,2]$. We obtain it as the closure of an increasing sequence of $\mathbb{R}$-trees inductively built by gluing together line-segments one by one. The lengths of…

Probability · Mathematics 2014-07-23 Christina Goldschmidt , Bénédicte Haas

The aim of this paper is to develop a method for proving almost sure convergence in Gromov-Hausodorff-Prokhorov topology for a class of models of growing random graphs that generalises R\'emy's algorithm for binary trees. We describe the…

Probability · Mathematics 2020-02-25 Delphin Sénizergues

The purpose of the present work is twofold. First, we develop the theory of general self-similar growth-fragmentation processes by focusing on martingales which appear naturally in this setting and by recasting classical results for…

Probability · Mathematics 2017-12-13 Jean Bertoin , Timothy Budd , Nicolas Curien , Igor Kortchemski

Certain Markov processes, or deterministic evolution equations, have the property that they are dual to a stochastic process that exhibits extinction versus unbounded growth, i.e., the total mass in such a process either becomes zero, or…

Probability · Mathematics 2007-05-23 Jan M. Swart

We model the growth of a cell population using a piecewise deterministic Markov branching tree. In this model, each cell splits into two offspring at a division rate $B(x)$, which depends on its size $x$. The size of each cell increases…

Probability · Mathematics 2024-09-06 Nathalie Krell

We study the stochastic growth process in discrete time $x_{i+1} = (1 + \mu_i) x_i$ with growth rate $\mu_i = \rho e^{Z_i - \frac12 var(Z_i)}$ proportional to the exponential of an Ornstein-Uhlenbeck (O-U) process $dZ_t = - \gamma Z_t dt +…

Probability · Mathematics 2022-09-07 Dan Pirjol

We study the so-called two-time-scale stochastic approximation, a simulation-based approach for finding the roots of two coupled nonlinear operators. Our focus is to characterize its finite-time performance in a Markov setting, which often…

Optimization and Control · Mathematics 2021-04-06 Thinh T. Doan

A Markovian model of group-structured (two-level) population dynamics features births, deaths, and migrations of individuals, and fission and extinction of groups. These models are useful for studying group selection and other evolutionary…

Probability · Mathematics 2019-02-26 A. Puhalskii , B. Simon

This paper studies the long-term behaviour of a continuous time Markov chain formed by two non-negative integer valued components that evolve subject to a competitive interaction. In the absence of interaction the Markov chain is just a…

Probability · Mathematics 2019-10-02 Vadim Shcherbakov , Stanislav Volkov

We establish necessary and sufficient conditions for consistent root reconstruction in continuous-time Markov models with countable state space on bounded-height trees. Here a root state estimator is said to be consistent if the probability…

Probability · Mathematics 2019-08-02 Wai-Tong Louis Fan , Sebastien Roch

We observe $n$ sequences at each of $m$ sites, and assume that they have evolved from an ancestral sequence that forms the root of a binary tree of known topology and branch lengths, but the sequence states at internal nodes are unknown.…

Computation · Statistics 2014-08-28 Adam Persing , Ajay Jasra , Alexandros Beskos , David Balding , Maria De Iorio

We study a class of Markovian systems of $N$ elements taking values in $[0,1]$ that evolve in discrete time $t$ via randomized replacement rules based on the ranks of the elements. These rank-driven processes are inspired by variants of the…

Probability · Mathematics 2012-01-06 Michael Grinfeld , Philip A. Knight , Andrew R. Wade

Consider a Markov chain on the space of rooted real binary trees that randomly removes leaves and reinserts them on a random edge and suitably rescales the lengths of edges. This chain was introduced by David Aldous who conjectured a…

Probability · Mathematics 2011-04-22 Soumik Pal

For each integer $k \geq 2$, we introduce a sequence of $k$-ary discrete trees constructed recursively by choosing at each step an edge uniformly among the present edges and grafting on "its middle" $k-1$ new edges. When $k=2$, this…

Probability · Mathematics 2014-02-06 Bénédicte Haas , Robin Stephenson

We consider consistent dynamics for non-intersecting birth and death chains, originating from dualities of stochastic coalescing flows and one dimensional orthogonal polynomials. As corollaries, we obtain unified and simple probabilistic…

Probability · Mathematics 2019-02-15 Theodoros Assiotis

A fundamental problem of non-equilibrium statistical mechanics is the derivation of macroscopic transport equations in the hydrodynamic limit. The rigorous study of such limits requires detailed information about rates of convergence to…

Mathematical Physics · Physics 2015-05-30 Alexander Grigo , Konstantin Khanin , Domokos Szasz

In this paper, we propose to study a general notion of a down-up Markov chain for multifurcating trees with n labelled leaves. We study in detail down-up chains associated with the $(\alpha, \gamma)$-model of Chen et al. (2009),…

Probability · Mathematics 2020-09-23 Frederik Sørensen

Countably infinite systems of linear ODEs arise as forward equations for many continuous-time Markov processes. The standard recipe -- truncate to a finite cap N and exponentiate -- pays cubic cost in N and a time-growing boundary-feedback…

Numerical Analysis · Mathematics 2026-05-19 Joshua C Chang

By introducing the notions of living and dead nodes a new model of random tree evolution with continuous time parameter has been constructed. It is assumed that two random variables, the lifetime and the offspring number of living nodes…

Statistical Mechanics · Physics 2007-05-23 L. Pal

We consider a simple discrete-time Markov chain with values in $[0,\infty)^{Z^d}$. The Markov chain describes various interesting examples such as oriented percolation, directed polymers in random environment, time discretizations of binary…

Probability · Mathematics 2009-06-26 Nobuo Yoshida