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Related papers: Rescaled Levy-Loewner hulls and random growth

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We consider shape, size and regularity of the hulls of the chordal Schramm-Loewner evolution driven by a symmetric alpha-stable process. We obtain derivative estimates, show that the complements of the hulls are Hoelder domains, prove that…

Probability · Mathematics 2009-11-13 Zhen-Qing Chen , Steffen Rohde

Stochastic Loewner Evolution (SLE_kappa) has been introduced as a description of the continuum limit of cluster boundaries in two-dimensional critical systems. We show that the problem of N radial SLEs in the unit disc is equivalent to…

Mathematical Physics · Physics 2009-11-10 John Cardy

By applying an idea of Borodin and Olshanski [J. Algebra 313 (2007), 40-60], we study various scaling limits of determinantal point processes with trace class projection kernels given by spectral projections of selfadjoint Sturm-Liouville…

Mathematical Physics · Physics 2016-08-22 Folkmar Bornemann

We show that the random point measures induced by vertices in the convex hull of a Poisson sample on the unit ball, when properly scaled and centered, converge to those of a mean zero Gaussian field. We establish limiting variance and…

Probability · Mathematics 2008-01-09 T. Schreiber , J. E. Yukich

The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…

Statistical Mechanics · Physics 2017-10-11 A. Kamińska , T. Srokowski

The Schramm-Loewner evolution (SLE_\kappa) is a candidate for the scaling limit of random curves arising in two-dimensional critical phenomena. When \kappa < 8, an instance of SLE_\kappa is a random planar curve with almost sure Hausdorff…

Probability · Mathematics 2009-06-23 Gregory F. Lawler , Scott Sheffield

Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure. In this paper we study the asymptotic behavior of the local time process,…

Probability · Mathematics 2013-05-24 Amaury Lambert , Florian Simatos

Generalizing the well-known lilypond model we introduce a growth-maximal hard-core model based on a space-time point process of convex particles. Using a purely deterministic algorithm we prove under fairly general assumptions that the…

Probability · Mathematics 2013-03-11 Günter Last , Sven Ebert

Finding the most powerful node in a dynamic random network, the largest set in a partition-valued stochastic process, or the largest family in an evolving population at a given time, can be a very difficult problem. This is particularly the…

Probability · Mathematics 2020-09-09 Cécile Mailler , Peter Mörters , Anna Senkevich

Reversible evolution of macroscopic and mesoscopic systems can be conveniently constructed from two ingredients: an energy functional and a Poisson bracket. The goal of this paper is to elucidate how the Poisson brackets can be constructed…

Mathematical Physics · Physics 2016-07-11 Michal Pavelka , Vaclav Klika , Ogul Esen , Miroslav Grmela

We analyse an additive-increase and multiplicative-decrease (aka growth-collapse) process that grows linearly in time and that experiences downward jumps at Poisson epochs that are (deterministically) proportional to its present position.…

Probability · Mathematics 2021-02-02 Remco van der Hofstad , Stella Kapodistria , Zbigniew Palmowski , Seva Shneer

A compound Poisson process whose jump measure and intensity are unknown is observed at finitely many equispaced times. We construct a purely data-driven estimator of the L\'evy density $\nu$ through the spectral approach using general…

Statistics Theory · Mathematics 2019-02-12 Alberto J. Coca

We study a predator-prey system with a generalist Leslie-Gower predator, a functional Holling type II response, and a weak Allee effect on the prey. The prey's population often grows much faster than its predator, allowing us to introduce a…

Dynamical Systems · Mathematics 2025-03-06 Roberto Albarran García , Martha Alvarez-Ramírez , Hildeberto Jardón-Kojakhmetov

We consider a directed polymer model in dimension $1+1$, where the disorder is given by the occupation field of a Poisson system of independent random walks on $\mathbb Z$. In a suitable continuum and weak disorder limit, we show that the…

Probability · Mathematics 2021-04-20 Hao Shen , Jian Song , Rongfeng Sun , Lihu Xu

Standard stochastic Loewner evolution (SLE) is driven by a continuous Brownian motion, which then produces a continuous fractal trace. If jumps are added to the driving function, the trace branches. We consider a generalized SLE driven by a…

Statistical Mechanics · Physics 2007-05-23 I. Rushkin , P. Oikonomou , L. P. Kadanoff , I. A. Gruzberg

In this paper, we solve exit problems for a L\'evy process that resets proportionally to its current position at independent Poisson epochs times. This resetting causes an additional (proportional to its current level) downward (upward)…

Probability · Mathematics 2026-05-29 Zbigniew Palmowski , Noah Beelders , Lewis Ramsden , Apostolos D. Papaioannou

We consider a discrete-time model for random interface growth which admits exact formulas and converges to the Polynuclear growth model in a particular limit. The height of the interface is initially flat and the evolution involves the…

Probability · Mathematics 2023-08-28 Will FitzGerald

We analyze confining mechanisms for L\'evy flights evolving under an influence of external potentials. Given a stationary probability density function (pdf), we address the reverse engineering problem: design a jump-type stochastic process…

Mathematical Physics · Physics 2009-12-16 Piotr Garbaczewski

We consider the convex hull of the perturbed point process comprised of $n$ i.i.d. points, each distributed as the sum of a uniform point on the unit sphere $\S^{d-1}$ and a uniform point in the $d$-dimensional ball centered at the origin…

Probability · Mathematics 2019-12-24 Pierre Calka , J. E. Yukich

This paper first establishes a fundamental mean-square convergence theorem for general one-step numerical approximations of L\'{e}vy noise driven stochastic differential equations with non-globally Lipschitz coefficients. Then two novel…

Numerical Analysis · Mathematics 2019-07-24 Ziheng Chen , Siqing Gan , Xiaojie Wang