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The scaled Brownian motion (SBM) is regarded as one of the paradigmatic random processes, featuring the anomalous diffusion property characterized by the diffusion exponent. It is a Gaussian, self-similar process with independent…

Probability · Mathematics 2024-04-29 Hubert Woszczek , Aleksei Chechkin , Agnieszka Wylomanska

The integrated super-Brownian excursion (ISE) is the occupation measure of the spatial component of the head of the Brownian snake with lifetime process the normalized Brownian excursion. It is a random probability measure on $\mathbb{R}$,…

Probability · Mathematics 2022-10-20 Guillaume Chapuy , Jean-François Marckert

A record in a permutation is a maximum or a minimum, from the left or from the right. The entries of a permutation can be partitioned into two types: the ones that are records are called external points, the others are called internal…

Probability · Mathematics 2021-12-22 Jacopo Borga , Enrica Duchi , Erik Slivken

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

We consider uniform random permutations in classes having a finite combinatorial specification for the substitution decomposition. These classes include (but are not limited to) all permutation classes with a finite number of simple…

Suppose that $X_{1}$ and $X_{2}$ are two $*$-free (generally unbounded) random variables with Brown measures $\mu_{X_{1}}$ and $\mu_{X_{2}}$, respectively. Using properties of classical free additive convolutions, we develop a method for…

Probability · Mathematics 2025-02-05 Hari Bercovici , Ping Zhong

Let $M_n$ be a simple triangulation of the sphere $S^2$, drawn uniformly at random from all such triangulations with n vertices. Endow $M_n$ with the uniform probability measure on its vertices. After rescaling graph distance on $V(M_n)$ by…

Probability · Mathematics 2016-01-20 Louigi Addario Berry , Marie Albenque

The objects of our interest are the so-called $A$-permutations, which are permutations whose cycle length lie in a fixed set $A$. They have been extensively studied with respect to the uniform or the Ewens measure. In this paper, we extend…

Probability · Mathematics 2013-02-26 Ashkan Nikeghbali , Julia Storm , Dirk Zeindler

We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…

Probability · Mathematics 2011-07-20 Itai Benjamini , Ori Gurel-Gurevich , Boris Solomyak

In this paper, we prove the existence of a measure-preserving bijection from unit square to unit segment. This bijection is also called the probability isomorphism between two probability spaces. Then we give a new proof of the existence of…

Probability · Mathematics 2016-02-03 Cong Dan Pham

The Brownian map is a random sphere-homeomorphic metric measure space obtained by "gluing together" the continuum trees described by the $x$ and $y$ coordinates of the Brownian snake. We present an alternative "breadth-first" construction…

Probability · Mathematics 2020-04-09 Jason Miller , Scott Sheffield

The Brownian tree, also known as the continuum random tree, is a canonical random compact, geodesic $\mathbf R$-tree that arises as the universal scaling limit for numerous models of discrete random trees. A key quasisymmetric invariant of…

Probability · Mathematics 2026-04-29 Jason Miller , Yi Tian

We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…

Probability · Mathematics 2018-09-17 Valentin Bahier

The Brownian continuum tree was extensively studied in the 90s as a universal random metric space. One construction obtains the continuum tree by a change of metric from an excursion function (or continuous circle mapping) on $[0,1]$. This…

Classical Analysis and ODEs · Mathematics 2024-01-17 Maik Gröger , Sascha Troscheit

We recently introduced a new universal family of permutons, depending on two parameters, called skew Brownian permuton. For some specific choices of the parameters, the skew Brownian permuton coincides with some previously studied…

Probability · Mathematics 2021-12-15 Jacopo Borga

A construction of $p$-parameter Brownian sheet on the hypercube $C=[0,1]^p$ as a sum of $2^p$ independent Gaussian processes is obtained. The terms are closely related to Brownian pillows, and the probability laws of their $L^2(C)$ squared…

Statistics Theory · Mathematics 2025-10-09 A. Cabaña , E. M. Cabaña

We prove that uniform random quadrangulations of the sphere with $n$ faces, endowed with the usual graph distance and renormalized by $n^{-1/4}$, converge as $n\to\infty$ in distribution for the Gromov-Hausdorff topology to a limiting…

Probability · Mathematics 2011-05-11 Grégory Miermont

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

We revisit the description provided by Ph. Biane of the spectral measure of the free unitary Brownian motion. We actually construct for any $t \in (0,4)$ a Jordan curve $\gamma_t$ around the origin, not intersecting the semi-axis…

Operator Algebras · Mathematics 2011-03-25 Nizar Demni , Taoufik Hmidi

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