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This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…

Probability · Mathematics 2007-05-23 Mark Adler , Pierre van Moerbeke

Begin continuous time random walks from every vertex of a graph and have particles coalesce when they collide. We use a duality relation with the voter model to prove the process is site recurrent on bounded degree graphs, and for…

Probability · Mathematics 2015-10-19 Itai Benjamini , Eric Foxall , Ori Gurel-Gurevich , Matthew Junge , Harry Kesten

We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…

Probability · Mathematics 2007-05-23 Eddy Mayer-Wolf , Ofer Zeitouni , Martin P. W. Zerner

We consider stochastic processes arising from dynamical systems simply by evaluating an observable function along the orbits of the system and study marked point processes associated to extremal observations of such time series…

Dynamical Systems · Mathematics 2017-07-07 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mário Magalhães

We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…

Probability · Mathematics 2022-12-26 Moritz Otto

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

Probability · Mathematics 2017-11-06 Matthias Reitzner , Matthias Schulte , Christoph Thaele

We study the largest gaps between successive zeros of a smooth stationary Gaussian process. Our main result is that, if correlations decay at least polynomially, then after suitable rescaling of the locations and sizes of the largest gaps…

Probability · Mathematics 2026-05-22 Renjie Feng , Stephen Muirhead

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

The fundamental aim of clustering algorithms is to partition data points. We consider tasks where the discovered partition is allowed to vary with some covariate such as space or time. One approach would be to use fragmentation-coagulation…

Machine Learning · Statistics 2013-11-01 Konstantina Palla , David A. Knowles , Zoubin Ghahramani

Bubble-nucleation processes of a Lennard-Jones liquid are studied by molecular dynamics simulations. Waiting time, which is the lifetime of a superheated liquid, is determined for several system sizes, and the apparent finite-size effect of…

Statistical Mechanics · Physics 2010-12-08 Hiroshi Watanabe , Masaru Suzuki , Nobuyasu Ito

Plant differently colored points in the plane, then let random points ("Poisson rain") fall, and give each new point the color of the nearest existing point. Previous investigation and simulations strongly suggest that the colored regions…

Probability · Mathematics 2017-01-03 David J. Aldous

This paper describes an extension, to higher dimensions, of the Bayesian Blocks algorithm for estimating signals in noisy time series data (Scargle 1998, 2000). The mathematical problem is to find the partition of the data space with the…

Numerical Analysis · Mathematics 2025-10-20 Jeffrey D. Scargle

We consider a Markovian evolution on point processes, the $\Psi$--process, on the unit interval in which points are added according to a rule that depends only on the spacings of the existing point configuration. Having chosen a spacing, a…

Probability · Mathematics 2020-07-01 Pascal Maillard , Elliot Paquette

Consider a structured population consisting of $d$ colonies, with migration rates proportional to a positive parameter $K$. We sample $N_K$ individuals, distributed evenly across the $d$ colonies, and trace their ancestral lineages backward…

Probability · Mathematics 2026-01-27 Fernando Cordero , Sophia-Marie Mellis , Emmanuel Schertzer

The paper is concerned with the equilibrium distributions of continuous-time density dependent Markov processes on the integers. These distributions are known typically to be approximately normal, and the approximation error, as measured in…

Probability · Mathematics 2009-02-06 Sanda N. Socoll , A. D. Barbour

Two sequentially Markov coalescent models (SMC and SMC') are available as tractable approximations to the ancestral recombination graph (ARG). We present a Markov process describing coalescence at two fixed points along a pair of sequences…

Populations and Evolution · Quantitative Biology 2015-03-06 Peter R. Wilton , Shai Carmi , Asger Hobolth

The generalised random graph contains $n$ vertices with positive i.i.d. weights. The probability of adding an edge between two vertices is increasing in their weights. We require the weight distribution to have finite second moments and…

Probability · Mathematics 2026-04-01 Matthias Lienau

We introduce and analyse a class of fragmentation-coalescence processes defined on finite systems of particles organised into clusters. Coalescent events merge multiple clusters simultaneously to form a single larger cluster, while…

Probability · Mathematics 2017-01-31 Andreas E. Kyprianou , Steven W. Pagett , Tim Rogers

We construct a family of self-similar Markov martingales with given marginal distributions. This construction uses the self-similarity and Markov property of a reference process to produce a family of Markov processes that possess the same…

Statistics Theory · Mathematics 2015-06-05 Jie Yen Fan , Kais Hamza , Fima Klebaner

A coagulation process is studied in a set of random masses, in which two randomly chosen masses and the smallest mass of the set multiplied by some fixed parameter $\omega\in [-1,1]$ are iteratively added. Besides masses (or primary…

Disordered Systems and Neural Networks · Physics 2009-11-13 Róbert Juhász
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