Related papers: Invariance principle for variable speed random wal…
We study random walk among random conductance (RWRC) on complete graphs with N vertices. The conductances are i.i.d. and the sum of conductances emanating from a single vertex asymptotically has an infinitely divisible distribution…
We introduce a new perspective on positive continuous additive functionals (PCAFs) of Markov processes, which we call space--time occupation measures (STOMs). This notion provides a natural generalization of classical occupation times and…
This paper considers the speed of convergence (mixing) of a finite Markov kernel $P$ with respect to the Kullback-Leibler divergence (entropy). Given a Markov kernel one defines either a discrete-time Markov chain (with the $n$-step…
In this article, we study a simple random walk on a decorated Galton-Watson tree, obtained from a Galton-Watson tree by replacing each vertex of degree $n$ with an independent copy of a graph $G_n$ and gluing the inserted graphs along the…
We consider local times of the simple random walk on the $b$-ary tree of depth $n$ and study a point process which encodes the location of the vertex with the maximal local time and the properly centered maximum over leaves of each subtree…
We prove a functional limit theorem for Markov chains that, in each step, move up or down by a possibly state dependent constant with probability $1/2$, respectively. The theorem entails that the law of every one-dimensional regular…
Let $\xi_1$, $\xi_2,\ldots$ be i.i.d. random variables of zero mean and finite variance and $\eta_1$, $\eta_2,\ldots$ positive i.i.d. random variables whose distribution belongs to the domain of attraction of an $\alpha$-stable…
In this paper, we study random walks $g_n=f_{n-1}\cdots f_0$ on the group $\mathrm{Homeo}(S^1)$ of the homeomorphisms of the circle, where the homeomorphisms $f_k$ are chosen randomly, independently, with respect to a same probability…
L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…
A general method to construct recombinant tree approximations for stochastic volatility models is developed and applied to the Heston model for stock price dynamics. In this application, the resulting approximation is a four tuple Markov…
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…
We develop a technique that provides a lower bound on the speed of transient random walk in a random environment on regular trees. A refinement of this technique yields upper bounds on the first regeneration level and regeneration time. In…
We investigate a dynamical system consisting of $N$ particles moving on a $d$-dimensional torus under the action of an electric field $E$ with a Gaussian thermostat to keep the total energy constant. The particles are also subject to…
We present a Markov chain (Dikin walk) for sampling from a convex body equipped with a self-concordant barrier, whose mixing time from a "central point" is strongly polynomial in the description of the convex set. The mixing time of this…
We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…
Phylogenetic trees constitute an interesting class of objects for stochastic processes due to the non-standard nature of the space they inhabit. In particular, many statistical applications require the construction of Markov processes on…
The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…
In this paper, we present several path properties, simulations, inferences, and generalizations of the weighted sub-fractional Brownian motion. A primary focus is on the derivation of the covariance function $R_{f,b}(s,t)$ for the weighted…
Let \xi_t, t\in[0,T], be a strong Markov process with values in a complete separable metric space (X,\rho) and with transition probability function P_{s,t}(x,dy), 0\le s\le t\le T, x\in X. For any h\in[0,T] and a>0, consider the function…
The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. Aldous's Brownian continuum random tree, the…