Related papers: Bridges with random length: Gamma case

Suppose that under the action of gravity, liquid drains through the unit $d$-cube via a minimal-length network of channels constrained to pass through random sites and to flow with nonnegative component in one of the canonical orthogonal…

We address the problem of community detection in networks by introducing a general definition of Markov stability, based on the difference between the probability fluxes of a Markov chain on the network at different time scales. The…

In an appendix to an earlier paper (cf. arXiv:1703.00984) we showed we showed how to construct tunnels of positive scalar curvature and of arbitrarily small length and volume connecting points in a \emph{three dimensional} manifold of…

In the paper we propose certain conditions, relatively easy to verify, which ensure the central limit theorem for some general class of Markov chains. To justify the usefulness of our criterion, we further verify it for a particular…

The limiting probability distribution is one of the key characteristics of a Markov chain since it shows its long-term behavior. In this paper, for a higher order Markov chain, we establish some properties related to its exact limiting…

In this paper, we obtain stability results for martingale representations in a very general framework. More specifically, we consider a sequence of martingales each adapted to its own filtration, and a sequence of random variables…

Self-similar Markov trees constitute a remarkable family of random compact real trees carrying a decoration function that is positive on the skeleton. As the terminology suggests, they are self-similar objects that further satisfy a Markov…

In 2010 Banderier and Nicodeme consider the height of bounded discrete bridges and conclude to a limiting Rayleigh distribution. This result is correct although their proof is partly erroneous. They make asymptotic simplifications based…

We consider the problem of optimally stopping a Brownian bridge with an unknown pinning time so as to maximise the value of the process upon stopping. Adopting a Bayesian approach, we assume the stopper has a general continuous prior and is…

Quantum theory is indeterministic, but not completely so. When a system is in a pure state there are properties it possesses with certainty, known as actual properties. The actual properties of a quantum system (in a pure state) fully…

We consider piecewise deterministic Markov processes with degenerate transition kernels of the "house-of-cards"-type. We use a splitting scheme based on jump times to prove the absolute continuity, as well as some regularity, of the…

We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description…

We determine the set of all genus g bridge numbers of many iterated torus knots, listing these numbers in a sequence called the bridge spectrum. In addition, we prove a structural lemma about the decomposition of a strongly irreducible…

Discretized landscapes can be mapped onto ranked surfaces, where every element (site or bond) has a unique rank associated with its corresponding relative height. By sequentially allocating these elements according to their ranks and…

It has been proved by the authors that the (extended) Sadowsky functional can be deduced as the Gamma-limit of the Kirchhoff energy on a rectangular strip of height $\varepsilon$, as $\varepsilon$ tends to 0. In this paper we show that this…

The aim of the current paper is to introduce a new class of contractive mappings, which are contracting (a feature of) triangles. We prove that maps contracting triangles are continuous and give the fixed point result for such mappings. We…

We study random convex cones defned as positive hulls of $d$-dimensional random walks and bridges. We compute expectations of various geometric functionals of these cones such as the number of $k$-dimensional faces and the sums of conic…

In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…

Random systems of curves exhibiting fluctuating features on arbitrarily small scales ($\delta$) are often encountered in critical models. For such systems it is shown that scale-invariant bounds on the probabilities of crossing events imply…

The first aim of this paper is to wonder to what extent we can generalize the central limit theorem of Gordin [5] under the so-called L 1-projective criteria to ergodic stationary random fields when completely commuting filtrations are…