Related papers: The Brownian continuum random tree as the unique s…

By considering a counting-type argument on Brownian sample paths, we prove a result similar to that of Orey and Taylor on the exact Hausdorff dimension of the rapid points of Brownian motion. Because of the nature of the proof we can then…

In 1983, Aldous proved that randomization can speedup local search. For example, it reduces the query complexity of local search over [1:n]^d from Theta (n^{d-1}) to O (d^{1/2}n^{d/2}). It remains open whether randomization helps…

We present a constructive proof of Brouwer's fixed point theorem for uniformly continuous and sequentially locally non-constant functions based on the existence of approximate fixed points. And we will show that Brouwer's fixed point…

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 study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…

The Brownian sphere is a random metric space, homeomorphic to the two-dimensional sphere, which arises as the universal scaling limit of many types of random planar maps. The direct construction of the Brownian sphere is via a continuous…

We consider the rough differential equation $dY=f(Y)d\bm \om$ where $\bm \om=(\omega,\bbomega)$ is a rough path defined by a Brownian motion $\omega$ on $\RR^m$. Under the usual regularity assumption on $f$, namely $f\in C^3_b (\RR^d,…

A tree-strip of finite cone type is the product of a tree of finite cone type with a finite set. We consider random Schr\"odinger operators on these tree strips, similar to the Anderson model. We prove that for small disorder the spectrum…

Stochastic processes offer a fundamentally different paradigm of dynamics than deterministic processes, the most prominent example of the latter being Newton's laws of motion. Here, we discuss in a pedagogical manner a simple and…

We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise…

Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H$ when $H \in (1/3, 1/2]$.

Dynamic regression trees are an attractive option for automatic regression and classification with complicated response surfaces in on-line application settings. We create a sequential tree model whose state changes in time with the…

In this work, we establish some coincidence point results for self-mappings satisfying rational type contractions in generalized metric spaces in the sense of Branciari [7]. Presented coincidence point theorems weak and extend numerous…

We present results concerning when the joint distribution of an exchangeable sequence is determined by the marginal distributions of its partial sums. The question of whether or not this determination occurs was posed by David Aldous. We…

We propose a computationally efficient alternative to generalized random forests (GRFs) for estimating heterogeneous effects in large dimensions. While GRFs rely on a gradient-based splitting criterion, which in large dimensions is…

We extend earlier results on conditioning of super-Brownian motion to general branching rules. We obtain representations of the conditioned process, both as an $h$-transform, and as an unconditioned superprocess with immigration along a…

We encode a certain class of stochastic fragmentation processes, namely self-similar fragmentation processes with a negative index of self-similarity, into a metric family tree which belongs to the family of Continuum Random Trees of…

We study pathwise approximation of scalar stochastic differential equations at a single point. We provide the exact rate of convergence of the minimal errors that can be achieved by arbitrary numerical methods that are based (in a…

We consider a family of random trees satisfying a Markov branching property. Roughly, this property says that the subtrees above some given height are independent with a law that depends only on their total size, the latter being either the…

We consider an infinite system of non overlapping globules undergoing Brownian motions in R^3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is…