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We introduce the model of two-dimensional continuous random interlacements, which is constructed using the Brownian trajectories conditioned on not hitting a fixed set (usually, a disk). This model yields the local picture of Wiener sausage…

Probability · Mathematics 2020-08-17 Francis Comets , Serguei Popov

The Brownian triangulation is a random compact subset of the unit disk introduced by Aldous. For $\epsilon>0$, let $N(\epsilon)$ be the number of triangles whose sizes (measured in different ways) are greater than $\epsilon$ in the Brownian…

Probability · Mathematics 2020-07-23 Quan Shi

Recently, Hammond and Sheffield introduced a model of correlated random walks that scale to fractional Brownian motions with long-range dependence. In this paper, we consider a natural generalization of this model to dimension $d\geq 2$. We…

Probability · Mathematics 2015-04-21 Hermine Biermé , Olivier Durieu , Yizao Wang

We show that with probability 1, the trace B[0,1] of Brownian motion in space, has positive capacity with respect to exactly the same kernels as the unit square. More precisely, the energy of occupation measure on B[0,1] in the kernel…

Probability · Mathematics 2007-05-23 Robin Pemantle , Yuval Peres , Jonathan W. Shapiro

In this paper, the scaling limit of random connected cubic planar graphs (respectively multigraphs) is shown to be the Brownian sphere. The proof consists in essentially two main steps. First, thanks to the known decomposition of cubic…

Probability · Mathematics 2023-03-23 Marie Albenque , Éric Fusy , Thomas Lehéricy

We prove the existence of scaling limits for the projection on the backbone of the random walks on the Incipient Infinite Cluster and the Invasion Percolation Cluster on a regular tree. We treat these projected random walks as randomly…

Probability · Mathematics 2021-10-18 Gérard Ben Arous , Manuel Cabezas , Alexander Fribergh

The first part of this paper is devoted to the Brown measure of the product of the free unitary Brownian motion by an arbitrary free non negative operator. Our approach follows the one recently initiated by Driver-Hall-Kemp though there are…

Spectral Theory · Mathematics 2020-10-02 Nizar Demni , Tarek Hamdi

We have formulated higher-order integration by parts formulae on the path space restricted between two curves, with respect to pinned/ordinary Wiener measures. The higher-order integration by parts formulae introduce nontrivial boundary…

Probability · Mathematics 2024-05-10 Kensuke Ishitani , Soma Nishino

Trace monoids and heaps of pieces appear in various contexts in combinatorics. They also constitute a model used in computer science to describe the executions of asynchronous systems. The design of a natural probabilistic layer on top of…

Combinatorics · Mathematics 2015-06-08 Samy Abbes , Jean Mairesse

We prove sandwich theorems and a Tauberian theorem in the space of compact metric measure spaces, endowed with the Gromov-Hausdorff-Prokhorov (GHP) topology. These results hold with respect to a close relative of Gromov's Lipschitz order.…

Probability · Mathematics 2025-10-08 William Fleurat

A Brownian spatial tree is defined to be a pair $(\mathcal{T},\phi)$, where $\mathcal{T}$ is the rooted real tree naturally associated with a Brownian excursion and $\phi$ is a random continuous function from $\mathcal{T}$ into…

Probability · Mathematics 2009-07-27 David A. Croydon

Let $Z_N$ be a Ginibre ensemble and let $A_N$ be a Hermitian random matrix independent from $Z_N$ such that $A_N$ converges in distribution to a self-adjoint random variable $x_0$. For each $t>0$, the random matrix $A_N+\sqrt{t}Z_N$…

Operator Algebras · Mathematics 2021-09-30 Ching-Wei Ho , Ping Zhong

Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. Probab.}, 20(1):137--151, 1992] proved local uniform convergence of additive martingales in $d$-dimensional supercritical branching random walks at complex…

Probability · Mathematics 2016-11-17 Konrad Kolesko , Matthias Meiners

The Brownian web is a random variable consisting of a Brownian motion starting from each space-time point on the plane. These are independent until they hit each other, at which point they coalesce. Tsirelson mentions this model in his…

Probability · Mathematics 2016-08-10 Tom Ellis , Ohad Noy Feldheim

The Brownian web is a collection of coalescing Brownian motions started from every space-time point in R2. The Brownian web can be constructed as a scaling limit of coalescing one-dimensional simple random walks started at every point in a…

Probability · Mathematics 2025-10-09 Craig Belair

We describe the limit (for two topologies) of large uniform random square permutations, i.e., permutations where every point is a record. The starting point for all our results is a sampling procedure for asymptotically uniform square…

Probability · Mathematics 2020-11-10 Jacopo Borga , Erik Slivken

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…

Probability · Mathematics 2010-11-11 Soumik Pal , Mykhaylo Shkolnikov

In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal…

Probability · Mathematics 2020-09-01 Julien Berestycki , Éric Brunet , Aser Cortines , Bastien Mallein

We consider maps which are constructed from plane trees by assigning marks to the corners of each vertex and then connecting each pair of consecutive marks on their contour by a single edge. A measure is defined on the set of such maps by…

Probability · Mathematics 2023-02-22 Daniel Amankwah , Sigurdur Örn Stefánsson

Franco, Galloni, Penante, and Wen have proposed a boundary measurement map for a graph on any closed orientable surface with boundary. We consider this boundary measurement map which takes as input an edge weighted directed graph embedded…

Combinatorics · Mathematics 2017-11-03 John Machacek