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We introduce and study branching interval partition diffusions in their natural generality. We let interval widths evolve independently according to a general real-valued diffusion subject only to conditions that ensure finite lifetimes of…

Probability · Mathematics 2024-02-14 Matthew Buckland

We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…

Probability · Mathematics 2019-10-18 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

We construct a pair of related diffusions on a space of interval partitions of the unit interval $[0,1]$ that are stationary with the Poisson-Dirichlet laws with parameters (1/2,0) and (1/2,1/2) respectively. These are two particular cases…

Probability · Mathematics 2017-03-23 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

We construct a stationary Markov process corresponding to the evolution of masses and distances of subtrees along the spine from the root to a branch point in a conjectured stationary, continuum random tree-valued diffusion that was…

Probability · Mathematics 2018-04-05 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

We establish two results about local times of spectrally positive stable processes. The first is a general approximation result, uniform in space and on compact time intervals, in a model where each jump of the stable process may be marked…

Probability · Mathematics 2016-09-22 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency.…

Statistical Mechanics · Physics 2015-07-20 T. Srokowski , A. Kaminska

We introduce and study the class of branching-stable point measures, which can be seen as an analog of stable random variables when the branching mechanism for point measures replaces the usual addition. In contrast with the classical…

Probability · Mathematics 2019-05-21 Jean Bertoin , Aser Cortines , Bastien Mallein

We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…

Probability · Mathematics 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel

We characterize the class of exchangeable Feller processes evolving on partitions with boundedly many blocks. In continuous-time, the jump measure decomposes into two parts: a $\sigma$-finite measure on stochastic matrices and a collection…

Probability · Mathematics 2014-09-04 Harry Crane

Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…

Probability · Mathematics 2022-10-18 Ankan Ganguly , Kavita Ramanan

Motivated by a down-up Markov chain on cladograms, David Aldous conjectured in 1999 that there exists a "diffusion on continuum trees" whose mass partitions at any finite number of branch points evolve as Wright-Fisher diffusions with some…

Probability · Mathematics 2023-05-30 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

Consider a general branching process, a.k.a. Crump-Mode-Jagers process, generated by a perturbed random walk $\eta_1$, $\xi_1+\eta_2$, $\xi_1+\xi_2+\eta_3,\ldots$. Here, $(\xi_1,\eta_1)$, $(\xi_2, \eta_2),\ldots$ are independent identically…

Probability · Mathematics 2022-02-17 Alexander Iksanov , Alexander Marynych , Bohdan Rashytov

We consider a Markovian evolution on point processes, the $\Psi$--process, on the unit interval in which points are added according to a rule that depends only on the spacings of the existing point configuration. Having chosen a spacing, a…

Probability · Mathematics 2020-07-01 Pascal Maillard , Elliot Paquette

In 1990, Bertoin constructed a measure-valued Markov process in the framework of a Bessel process of dimension between 0 and 1. In the present paper, we represent this process in a space of interval partitions. We show that this is a member…

Probability · Mathematics 2020-06-08 Matthias Winkel

Splitting trees are those random trees where individuals give birth at constant rate during a lifetime with general distribution, to i.i.d. copies of themselves. The width process of a splitting tree is then a binary, homogeneous…

Probability · Mathematics 2009-02-09 Amaury Lambert

Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…

Probability · Mathematics 2011-04-11 Thomas G. Kurtz , Eliane R. Rodrigues

A class of Fleming-Viot processes with decaying sampling rates and $\alpha$-stable motions that correspond to distributions with growing populations are introduced and analyzed. Almost sure long-time scaling limits for these processes are…

Probability · Mathematics 2021-10-12 Michael A. Kouritzin , Khoa Lê

We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…

Statistical Mechanics · Physics 2015-06-23 R. Burioni , G. Gradenigo , A. Sarracino , A. Vezzani , A. Vulpiani

L\'evy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $\alpha$-stable jump length distribution with long-tailed, power-law asymptote. As a…

Statistical Mechanics · Physics 2020-08-26 A. Padash , A. V. Chechkin , B. Dybiec , I. Pavlyukevich , B. Shokri , R. Metzler

We give a pathwise construction of a two-parameter family of purely-atomic-measure-valued diffusions in which ranked masses of atoms are stationary with the Poisson-Dirichlet$(\alpha,\theta)$ distributions, for $\alpha\in (0,1)$ and…

Probability · Mathematics 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel
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