Related papers: Poisson ensembles of loops of one-dimensional diff…

We study the loop clusters induced by Poissonian ensembles of Markov loops on a finite or countable graph (Markov loops can be viewed as excursions of Markov chains with a random starting point, up to re-rooting). Poissonian ensembles are…

We consider loop ensembles on random trees. The loops are induced by a Poisson process of links sampled on the underlying tree interpreted as a metric graph. We allow two types of links, crosses and double bars. The crosses-only case…

Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…

Consider a sequence of Poisson point processes of non-trivial loops with certain intensity measures $(\mu^{(n)})_n$, where each $\mu^{(n)}$ is explicitly determined by transition probabilities $p^{(n)}$ of a random walk on a finite state…

We describe a new construction of a family of measures on a group with the same Poisson boundary. Our approach is based on applying Markov stopping times to an extension of the original random walk.

We first study crossing statistics in random connection models (RCM) built on marked Poisson point processes on $\mathbb R^d$. Under general assumptions, we show exponential tail bounds for the number of crossings of a box contained in the…

A Poisson line process is a random set of straight lines contained in the plane, as the image of the map $(x,v)\mapsto (x+vt)_{t\in\mathbb{R}}$, for each point $(x,v)$ of a Poisson process in the space-velocity plane. By associating a step…

This is a survey paper about reciprocal processes. The bridges of a Markov process are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal…

Poissonian ensembles of Markov loops on a finite graph define a random graph process in which the addition of a loop can merge more than two connected components. We study Markov loops on the complete graph derived from a simple random walk…

Motivated by its relevance for the study of perturbations of one-dimensional voter models, including stochastic Potts models at low temperature, we consider diffusively rescaled coalescing random walks with branching and killing. Our main…

Let X be a Poisson point process of intensity lambda on the real line. A thickening of it is a (deterministic) measurable function f such that the union of X and f(X) is a Poisson point process of intensity lambda' where lambda'>lambda. An…

Aldous and Pitman (1994) studied asymptotic distributions, as n tends to infinity, of various functionals of a uniform random mapping of a set of n elements, by constructing a mapping-walk and showing these mapping-walks converge weakly to…

We consider ensemble averaged theories with discrete random variables. We propose a suitable measure to do the ensemble average. We also provide a mathematical description of such ensemble averages of theories in terms of Poisson point…

For three constrained Brownian motions, the excursion, the meander, and the reflected bridge, the densities of the maximum and of the time to reach it were expressed as double series by Majumdar, Randon-Furling, Kearney, and Yor (2008).…

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…

Diffusions are a fundamental class of models in many fields, including finance, engineering, and biology. Simulating diffusions is challenging as their sample paths are infinite-dimensional and their transition functions are typically…

We study some properties of a class of random connected planar fractal sets induced by a Poissonian scale-invariant and translation-invariant point process. Using the second-moment method, we show that their Hausdorff dimensions are…

We study the asymptotic behavior of short cycles of random permutations with cycle weights. More specifically, on a specially constructed metric space whose elements encode all possible cycles, we consider a point process containing all…

We construct a pair of related diffusions on a space of interval partitions of the unit interval $[0,1]$ that are stationary with the Poisson-Dirichlet laws with parameters (1/2,0) and (1/2,1/2) respectively. These are two particular cases…