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Many years ago, Griego, Heath and Ruiz-Moncayo proved that it is possible to define realizations of a sequence of uniform transform processes that converges almost surely to the standard Brownian motion, uniformly on the unit time interval.…

Probability · Mathematics 2019-09-04 Xavier Bardina , Marco Ferrante , Carles Rovira

We consider the system of one-sided reflected Brownian motions which is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and…

Probability · Mathematics 2021-08-30 Mihai Nica , Jeremy Quastel , Daniel Remenik

Let $(\mathcal{T},d)$ be the random real tree with root $\rho$ coded by a Brownian excursion. So $(\mathcal{T},d)$ is (up to normalisation) Aldous CRT \cite{AldousI} (see Le Gall \cite{LG91}). The $a$-level set of $\mathcal{T}$ is the set…

Probability · Mathematics 2014-07-22 Xan Duhalde

We introduce and study a universal model of random geometry in two dimensions. To this end, we start from a discrete graph drawn on the sphere, which is chosen uniformly at random in a certain class of graphs with a given size $n$, for…

Probability · Mathematics 2014-04-01 Jean-François Le Gall

We show that any sequence of measurements on a permutationally-symmetric (pure or mixed) multi-qubit string leaves the unmeasured qubit substring also permutationally-symmetric. In addition, we show that the measurement probabilities for an…

Mathematical Physics · Physics 2011-02-22 Alexander Hentschel , Barry C. Sanders

The Brownian sphere is a random metric space, homeomorphic to the two-dimensional sphere, which arises as the universal scaling limit of many types of random planar maps. The direct construction of the Brownian sphere is via a continuous…

Probability · Mathematics 2025-02-19 Omer Angel , Emmanuel Jacob , Brett Kolesnik , Grégory Miermont

We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…

Statistical Mechanics · Physics 2014-11-03 Anupam Kundu , Alain Comtet , Satya N. Majumdar

The generalized grey Brownian motion is a time continuous self-similar with stationary increments stochastic process whose one dimensional distributions are the fundamental solutions of a stretched time fractional differential equation.…

Probability · Mathematics 2021-01-01 José Luís da Silva , Mohamed Erraoui

We study fluctuations of an ensemble of $N$ independent particles undergoing anomalous diffusion with random renewal resetting. The anomalous diffusion is modeled by the scaled Brownian motion (sBm): a Gaussian process, characterized by a…

Statistical Mechanics · Physics 2026-03-17 Ohad Vilk , Baruch Meerson

Let $B = (B_t)_{t \in {\bf R}}$ be a symmetric Brownian motion, i.e. $(B_t)_{t \in {\bf R}_+}$ and $(B_{-t})_{t \in {\bf R}_+}$ are independent Brownian motions starting at $0$. Given $a \ge b>0$, we describe the law of the random set…

Probability · Mathematics 2010-05-03 Christophe Leuridan

Random measures provide flexible parameters for Bayesian nonparametric models. Given two different priors for a random measure, we develop a natural framework to investigate the rate at which the corresponding posteriors merge, as the…

Statistics Theory · Mathematics 2025-09-17 Marta Catalano , Hugo Lavenant

A permutation graph is a graph whose edges are given by inversions of a permutation. We study the Abelian sandpile model (ASM) on such graphs. We exhibit a bijection between recurrent configurations of the ASM on permutation graphs and the…

Combinatorics · Mathematics 2018-10-08 Mark Dukes , Thomas Selig , Jason P. Smith , Einar Steingrimsson

The balance held by Brownian motion between temporal regularity and randomness is embodied in a remarkable way by Levy's forgery of continuous functions. Here we describe how this property can be extended to forge arbitrary dependences…

Statistical Mechanics · Physics 2018-06-11 Vincent Wens

We prove that the random empirical measure of appropriately rescaled particle trajectories of the interchange process on path graphs converges weakly to the deterministic measure of stationary Brownian motion on the unit interval. This is a…

Probability · Mathematics 2017-02-03 Mustazee Rahman , Balint Virag

Distance measures are part and parcel of many computer vision algorithms. The underlying assumption in all existing distance measures is that feature elements are independent and identically distributed. However, in real-world settings,…

Computer Vision and Pattern Recognition · Computer Science 2016-11-01 Muthukaruppan Swaminathan , Pankaj Kumar Yadav , Obdulio Piloto , Tobias Sjöblom , Ian Cheong

We give alternate constructions of (i) the scaling limit of the uniform connected graphs with given fixed surplus, and (ii) the continuum random unicellular map (CRUM) of a given genus that start with a suitably tilted Brownian continuum…

Probability · Mathematics 2021-11-17 Grégory Miermont , Sanchayan Sen

Let a word be a sequence of $n$ i.i.d. integer random variables. The perimeter $P$ of the word is the number of edges of the word, seen as a polyomino. In this paper, we present a probabilistic approach to the computation of the moments of…

Combinatorics · Mathematics 2018-05-15 Guy Louchard

We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…

Probability · Mathematics 2018-11-07 Sebastian Andres , Lisa Hartung

We investigate the asymptotic properties of permutations drawn from the Luce model, a natural probabilistic framework in which permutations are generated sequentially by sampling without replacement, with selection probabilities…

Probability · Mathematics 2025-10-07 Jacopo Borga , Sourav Chatterjee , Persi Diaconis

The Airy distribution function describes the probability distribution of the area under a Brownian excursion over a unit interval. Surprisingly, this function has appeared in a number of seemingly unrelated problems, mostly in computer…

Statistical Mechanics · Physics 2009-11-10 Satya N. Majumdar , Alain Comtet