Related papers: Multiple SLE type scaling limits: from local to gl…
It is well known that a Lorenz curve, derived from the distribution function of a random variable, can itself be viewed as a probability distribution function of a new random variable [4]. In a previous work of ours [26], we proved the…
We provide results demonstrating the smoothness of some marginal log-linear parameterizations for distributions on multi-way contingency tables. First we give an analytical relationship between log-linear parameters defined within different…
This paper studies the large scale limits of multi-type invariant distributions and Busemann functions of planar stochastic growth models in the Kardar-Parisi-Zhang (KPZ) class. We identify a set of sufficient hypotheses for convergence of…
Adaptive Markov chains are an important class of Monte Carlo methods for sampling from probability distributions. The time evolution of adaptive algorithms depends on past samples, and thus these algorithms are non-Markovian. Although there…
We generalize ultraproducts and local-global limits of graphs to hypergraphs and other structures. We show that the local statistics of an ultraproduct of a sequence of hypergraphs are the ultralimits of the local statistics of the…
In group sequential analysis, data is collected and analyzed in batches until pre-defined stopping criteria are met. Inference in the parametric setup typically relies on the limiting asymptotic multivariate normality of the repeatedly…
We are concerned with a novel Bayesian statistical framework for the characterization of natural subsurface formations, a very challenging task. Because of the large dimension of the stochastic space of the prior distribution in the…
We analyze the geometry of scaling limits of near-critical 2D percolation, i.e., for $p=p_c+\lambda\delta^{1/\nu}$, with $\nu=4/3$, as the lattice spacing $\delta \to 0$. Our proposed framework extends previous analyses for $p=p_c$, based…
Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models,…
In this article, we illustrate how the concept of slope limiter can be interpreted graphically, i.e., how the slope of reconstructed piecewise linear function is limited by four bounding lines that connect cell-averaged data and its…
The Schelling model, introduced by Schelling in 1969 as a model for residential segregation in cities, describes how populations of multiple types self-organize to form homogeneous clusters of one type. In this model, vertices in an…
We consider the local limit of finite uniformly distributed directed animals on the square lattice viewed from the root. Two constructions of the resulting uniform infinite directed animal are given: one as a heap of dominoes, constructed…
We consider a random walk on the Manhattan lattice. The walker must follow the orientations of the bonds in this lattice, and the walker is not allowed to visit a site more than once. When both possible steps are allowed, the walker chooses…
We prove convergence of multiple interfaces in the critical planar q = 2 random cluster model, and provide an explicit description of the scaling limit. Remarkably, the expression for the partition function of the resulting multiple…
We study scaling limits of non-increasing Markov chains with values in the set of non-negative integers, under the assumption that the large jump events are rare and happen at rates that behave like a negative power of the current state. We…
In this paper, the scaling limit of random connected cubic planar graphs (respectively multigraphs) is shown to be the Brownian sphere. The proof consists in essentially two main steps. First, thanks to the known decomposition of cubic…
Many 2D lattice models of physical phenomena are conjectured to have conformally invariant scaling limits: percolation, Ising model, self-avoiding polymers, ... This has led to numerous exact (but non-rigorous) predictions of their scaling…
This paper proves joint convergence of the approximation error for several stochastic integrals with respect to local Brownian semimartingales, for nonequidistant and random grids. The conditions needed for convergence are that the Lebesgue…
An annulus SLE$_\kappa$ trace tends to a single point on the target circle, and the density function of the end point satisfies some differential equation. Some martingales or local martingales are found for annulus SLE$_4$, SLE$_8$ and…
Multiple Schramm-Loewner Evolutions (SLE) are conformally invariant random processes of several curves, whose construction by growth processes relies on partition functions: M\"obius covariant solutions to a system of second order partial…