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We consider a stochastic model, called the replicator coalescent, describing a system of blocks of $k$ different types which undergo pairwise mergers at rates depending on the block types: with rate $C_{i,j}$ blocks of type $i$ and $j$…

Probability · Mathematics 2025-06-25 A. E. Kyprianou , L. Peñaloza , T. Rogers

We study several fundamental properties of a class of stochastic processes called spatial Lambda-coalescents. In these models, a number of particles perform independent random walks on some underlying graph G. In addition, particles on the…

Probability · Mathematics 2010-01-21 Omer Angel , Nathanael Berestycki , Vlada Limic

A Markov chain $X^i$ on a finite state space $S$ has transition matrix $P$ and initial state $i$. We may run the chains $(X^i: i\in S)$ in parallel, while insisting that any two such chains coalesce whenever they are simultaneously at the…

Probability · Mathematics 2026-03-19 Geoffrey R. Grimmett , Mark Holmes

The Aldous diffusion is a conjectured Markov process on the space of real trees that is the continuum analogue of discrete Markov chains on binary trees. We construct this conjectured process via a consistent system of stationary evolutions…

Probability · Mathematics 2018-09-21 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

The evolving Kingman coalescent is the tree-valued process which records the time evolution undergone by the genealogies of Moran populations. We consider the associated process of total external tree length of the evolving Kingman…

Probability · Mathematics 2016-06-20 Iulia Dahmer , Götz Kersting

We consider the exchangeable fragmentation-coagulation (EFC) processes, where the coagulations are multiple and not simultaneous, as in a $\Lambda$-coalescent, and the fragmentations dislocate at finite rate an individual block into…

Probability · Mathematics 2020-12-18 Clément Foucart , Xiaowen Zhou

In a coalescing random walk, a set of particles make independent random walks on a graph. Whenever one or more particles meet at a vertex, they unite to form a single particle, which then continues the random walk through the graph.…

Data Structures and Algorithms · Computer Science 2016-12-28 Colin Cooper , Robert Elsasser , Hirotaka Ono , Tomasz Radzik

Kingman's coalescent is a widely used process to model sample genealogies in population genetics. Recently there have been studies on the inference of quantities related to the genealogy of additional individuals given a known sample. This…

Probability · Mathematics 2024-02-29 Linglong Yuan

This work concerns the Ornstein-Uhlenbeck type process associated to a positive self-similar Markov process $(X(t))_{t\geq 0}$ which drifts to $\infty$, namely $U(t):= {\rm e}^{-t}X({\rm e}^t-1)$. We point out that $U$ is always a…

Probability · Mathematics 2017-09-21 Jean Bertoin

The coalescent is a stochastic process representing ancestral lineages in a population undergoing neutral genetic drift. Originally defined for a well-mixed population, the coalescent has been adapted in various ways to accommodate spatial,…

Populations and Evolution · Quantitative Biology 2024-07-02 Benjamin Allen , Alex McAvoy

Let $\mathbb{T}^d_N$, $d\ge 2$, be the discrete $d$-dimensional torus with $N^d$ points. Place a particle at each site of $\mathbb{T}^d_N$ and let them evolve as independent, nearest-neighbor, symmetric, continuous-time random walks. Each…

Probability · Mathematics 2020-01-08 J. Beltrán , E. Chavez , C. Landim

We study the fixation time of the identity of the leader, i.e., the most massive component, in the general setting of Aldous's multiplicative coalescent [4, 5], which in an asymptotic sense describes the evolution of the component sizes of…

Probability · Mathematics 2020-05-28 Louigi Addario-Berry , Shankar Bhamidi , Sanchayan Sen

This work exhibits a novel phase transition for the classical stochastic block model (SBM). In addition we study the SBM in the corresponding near-critical regime, and find the scaling limit for the component sizes. The two-parameter…

Probability · Mathematics 2021-08-31 Vitalii Konarovskyi , Vlada Limic

Analogues of stepping--stone models are considered where the site--space is continuous, the migration process is a general Markov process, and the type--space is infinite. Such processes were defined in previous work of the second author by…

Probability · Mathematics 2007-05-23 Peter Donnelly , Steven N. Evans , Klaus Fleischmann , Thomas G. Kurtz , Xiaowen Zhou

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

Probability · Mathematics 2016-04-12 Alessandra Bianchi , Giampaolo Cristadoro , Marco Lenci , Marilena Ligabò

Maximal couplings are (probabilistic) couplings of Markov processes such that the tail probabilities of the coupling time attain the total variation lower bound (Aldous bound) uniformly for all time. Markovian (or immersion) couplings are…

Probability · Mathematics 2016-03-29 Sayan Banerjee , Wilfrid S. Kendall

We introduce a colored coalescent process which recovers random colored genealogical trees. Here a colored genealogical tree has its vertices colored black or white. Moving backward along the colored genealogical tree, the color of vertices…

Probability · Mathematics 2007-05-23 Jianjun Tian , Xiao-Song Lin

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

Probability · Mathematics 2020-01-08 Alessandra Bianchi , Marco Lenci , Françoise Pène

An $\al$-permanental process $\{X_{ t},t\in T \}$ is a stochastic process determined by a kernel $K=\{K(s,t),s,t\in T \}$, with the property that for all $t_{1},\ldots,t_{n}\in T $, $ |I+K( t_{1},\ldots,t_{n}) S|^{- \al} $ is the Laplace…

Probability · Mathematics 2015-11-18 Michael B. Marcus , Jay Rosen

The law of the iterated logarithm (LIL) for the time-homogeneous Markov process with a unique invariant measure characterizes the almost sure maximum possible fluctuation of time averages around the ergodic limit. Whether a numerical…

Numerical Analysis · Mathematics 2025-11-10 Chuchu Chen , Xinyu Chen , Jialin Hong