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We construct a binomial tree model fitting all moments to the approximated geometric Brownian motion. Our construction generalizes the classical Cox-Ross-Rubinstein, the Jarrow-Rudd, and the Tian binomial tree models. The new binomial model…

Pricing of Securities · Quantitative Finance 2016-12-07 Y. S. Kim , S. Stoyanov , S. Rachev , F. Fabozzi

We generalize Huberman-Rudnick universal scaling law for all periodic windows of the logistic map and show the robustness of $q$-Gaussian probability distributions in the vicinity of chaos threshold. Our scaling relation is universal for…

Chaotic Dynamics · Physics 2015-06-12 Ozgur Afsar , Ugur Tirnakli

We consider Bienaym\'e-Galton-Watson trees in random environment, where each generation $k$ is attributed a random offspring distribution $\mu_k$, and $(\mu_k)_{k\geq 0}$ is a sequence of independent and identically distributed random…

Probability · Mathematics 2023-01-30 Guillaume Conchon--Kerjan , Daniel Kious , Cécile Mailler

We prove the central limit theorem of random variables induced by distances to Brownian paths and Green functions on the universal cover of Riemannian manifolds of finite volume with pinched negative curvature. We further provide some…

Differential Geometry · Mathematics 2021-07-01 Jaelin Kim

We propose discrete random-field models that are based on random partitions of $\mathbb{N}^2$. The covariance structure of each random field is determined by the underlying random partition. Functional central limit theorems are established…

Probability · Mathematics 2018-02-13 Olivier Durieu , Yizao Wang

We study random unrooted plane trees with $n$ vertices sampled according to the weights corresponding to the vertex-degrees. Our main result shows that if the generating series of the weights has positive radius of convergence, then this…

Probability · Mathematics 2018-09-17 Leon Ramzews , Benedikt Stufler

We analyse uniform random cubic rooted planar maps and obtain limiting distributions for several parameters of interest. From the enumerative point of view, we present a unified approach for the enumeration of several classes of cubic…

Combinatorics · Mathematics 2022-10-04 Michael Drmota , Marc Noy , Clément Requilé , Juanjo Rué

The directed landscape is a prominent model of random geometry which is believed to be the universal scaling limit of all planar random geometries in the Kardar-Parisi-Zhang universality class. It comes equipped with a few different natural…

Probability · Mathematics 2024-04-04 Manan Bhatia

We prove some asymptotic results for the radius and the profile of large random rooted planar maps with faces of arbitrary degrees. Using a bijection due to Bouttier, Di Francesco and Guitter between rooted planar maps and certain four-type…

Probability · Mathematics 2007-06-25 Grégory Miermont , Mathilde Weill

We study the asymptotic shape of random unlabelled graphs subject to certain subcriticality conditions. The graphs are sampled with probability proportional to a product of Boltzmann weights assigned to their $2$-connected components. As…

Combinatorics · Mathematics 2017-12-06 Benedikt Stufler

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

We propose an aggregated random-field model, and investigate the scaling limits of the aggregated partial-sum random fields. In our model, each copy of the random field in the aggregation is built from two correlated one-dimensional random…

Probability · Mathematics 2019-07-29 Yi Shen , Yizao Wang

The Brownian separable permuton is a random probability measure on the unit square, which was introduced by Bassino, Bouvel, F\'eray, Gerin, Pierrot (2016) as the scaling limit of the diagram of the uniform separable permutation as size…

Probability · Mathematics 2020-09-22 Mickaël Maazoun

We prove that the free Boltzmann quadrangulation with simple boundary and fixed perimeter, equipped with its graph metric, natural area measure, and the path which traces its boundary converges in the scaling limit to the free Boltzmann…

Probability · Mathematics 2018-02-22 Ewain Gwynne , Jason Miller

Permutons, which are probability measures on the unit square $[0, 1]^2$ with uniform marginals, are the natural scaling limits for sequences of (random) permutations. We introduce a $d$-dimensional generalization of these measures for all…

Probability · Mathematics 2025-02-03 Jacopo Borga , Andrew Lin

We establish the scaling limit of a class of boundary random walks to the full spectrum of Brownian-type processes on the half-line. By solving the associated martingale problem and employing weak convergence techniques, we prove that under…

Probability · Mathematics 2025-10-03 Juan Carlos Arroyave , Eldon Barros , Eduardo Pimenta

We define a family of diffeomorphism-invariant models of random connections on principal $G$-bundles over the plane, whose curvatures are concentrated on singular points. In a limit when the number of point grows whilst the singular…

Probability · Mathematics 2021-11-01 Isao Sauzedde

We obtain a complete description of anisotropic scaling limits of random grain model on the plane with heavy tailed grain area distribution. The scaling limits have either independent or completely dependent increments along one or both…

Probability · Mathematics 2017-10-30 Vytautė Pilipauskaitė , Donatas Surgailis

Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected…

Probability · Mathematics 2007-06-13 Wouter Kager

Consider the boundary $\partial \mathbb D$ of the Brownian disk $\mathbb D$ as a metric space by endowing it with the (restriction of the) metric of $\mathbb D$. We show that the uniform measure on $\partial \mathbb D$ coincides with the…

Probability · Mathematics 2024-11-27 Alexis Metz--Donnadieu