English
Related papers

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

200 papers

Random forests are a learning algorithm proposed by Breiman [Mach. Learn. 45 (2001) 5--32] that combines several randomized decision trees and aggregates their predictions by averaging. Despite its wide usage and outstanding practical…

Statistics Theory · Mathematics 2015-08-11 Erwan Scornet , Gérard Biau , Jean-Philippe Vert

Basic properties of Brownian motion are used to derive two results concerning birth-death chains. First, the probability of extinction is calculated. Second, sufficient conditions on the transition probabilities of a birth-death chain are…

Probability · Mathematics 2011-03-23 Greg Markowsky

We introduce the notion of a stationary random manifold and develop the basic entropy theory for it. Examples include manifolds admitting a compact quotient under isometries and generic leaves of a compact foliation. We prove that the…

Differential Geometry · Mathematics 2014-08-18 Pablo Lessa

Solutions of Rough Differential Equations (RDE) may be defined as paths whose increments are close to an approximation of the associated flow. They are constructed through a discrete scheme using a non-linear sewing lemma. In this article,…

Probability · Mathematics 2020-04-27 Antoine Brault , Antoine Lejay

We study a classical Bayesian statistics problem of sequentially testing the sign of the drift of an arithmetic Brownian motion with the $0$-$1$ loss function and a constant cost of observation per unit of time for general prior…

Probability · Mathematics 2015-09-03 Erik Ekström , Juozas Vaicenavicius

We consider a fractional Brownian motion with unknown linear drift such that the drift coefficient has a prior normal distribution and construct a sequential test for the hypothesis that the drift is positive versus the alternative that it…

Statistics Theory · Mathematics 2026-01-14 Alexey Muravlev , Mikhail Zhitlukhin

We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In particular, for $B$ a Brownian motion and $T_1$ its first hitting time of the level one, this remarkable law allows us to understand some…

Probability · Mathematics 2013-10-29 Mathieu Rosenbaum , Marc Yor

Permutations that avoid given patterns are among the most classical objects in combinatorics and have strong connections to many fields of mathematics, computer science and biology. In this paper we study fixed points of both 123- and…

Probability · Mathematics 2015-06-16 Christopher Hoffman , Douglas Rizzolo , Erik Slivken

The purpose of this paper is to analyze certain statistics of a recently introduced non-uniform random tree model, biased recursive trees. This model is based on constructing a random tree by establishing a correspondence with non-uniform…

Probability · Mathematics 2018-01-16 Ella Hiesmayr , Ümit Işlak

We call $i$ a fixed point of a given sequence if the value of that sequence at the $i$-th position coincides with $i$. Here, we enumerate fixed points in the class of restricted growth sequences. The counting process is conducted by…

Combinatorics · Mathematics 2021-06-25 Toufik Mansour , Reza Rastegar

In this paper we investigate fixed-point numbers and entropies of endomorphisms on abelian varieties. It was shown quite recently that the number of fixed-points of an iterated endomorphism on a simple complex torus is either periodic or…

Algebraic Geometry · Mathematics 2017-06-20 Thorsten Herrig

In this paper we consider a n-dimensional stochastic differential equation driven by a fractional Brownian motion with Hurst parameter H>1/3. After solving this equation in a rather elementary way, following the approach of Gubinelli, we…

Probability · Mathematics 2013-10-24 Andreas Neuenkirch , Ivan Nourdin , Andreas Rößler , Samy Tindel

The existence of random attractors for a large class of stochastic partial differential equations (SPDE) driven by general additive noise is established. The main results are applied to various types of SPDE, as e.g. stochastic…

Analysis of PDEs · Mathematics 2011-07-21 Benjamin Gess , Wei Liu , Michael Roeckner

We define and study a model of winding for non-colliding particles in finite trees. We prove that the asymptotic behavior of this statistic satisfies a central limiting theorem, analogous to similar results on winding of bounded particles…

Combinatorics · Mathematics 2020-04-03 David A. Levin , Eric Ramos , Benjamin Young

We study a natural continuous time version of excited random walks, introduced by Norris, Rogers and Williams about twenty years ago. We obtain a necessary and sufficient condition for recurrence and for positive speed. This is analogous to…

Probability · Mathematics 2010-10-19 Olivier Raimond , Bruno Schapira

At each time $n\in\mathbb{N}$, let $\bar{Y}^{(n)}=(y_{1}^{(n)},y_{2}^{(n)},\cdots)$ be a random sequence of non-negative numbers that are ultimately zero in a random environment $\xi=(\xi_{n})_{n\in\mathbb{N}}$ in time, which satisfies for…

Probability · Mathematics 2019-08-06 Wenming Hong , Xiaoyue Zhang

Neural Networks and Decision Trees: two popular techniques for supervised learning that are seemingly disconnected in their formulation and optimization method, have recently been combined in a single construct. The connection pivots on…

Machine Learning · Statistics 2020-02-27 Giuseppe Nuti , Lluís Antoni Jiménez Rugama , Kaspar Thommen

It is well known that the behaviour of a branching process is completely described by the generating function of the offspring law and its fixed points. Branching random walks are a natural generalization of branching processes: a branching…

Probability · Mathematics 2016-11-28 Daniela Bertacchi , Fabio Zucca

Random Forest is an ensemble of decision trees based on the bagging and random subspace concepts. As suggested by Breiman, the strength of unstable learners and the diversity among them are the ensemble models' core strength. In this paper,…

Machine Learning · Computer Science 2022-08-11 M. A. Ganaie , M. Tanveer , P. N. Suganthan , V. Snasel

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…

Probability · Mathematics 2013-09-24 Charles M. Newman , K. Ravishankar , Emmanuel Schertzer