Related papers: The Gorin-Shkolnikov identity and its random tree …
We prove that a polynomial fraction of the set of $k$-component forests in the $m \times n$ grid graph have equal numbers of vertices in each component, for any constant $k$. This resolves a conjecture of Charikar, Liu, Liu, and Vuong, and…
We present different continuous models of random geometry that have been introduced and studied in the recent years. In particular, we consider the Brownian map, which is the universal scaling limit of large planar maps in the…
Billera-Holmes-Vogtmann (BHV) tree space is a geodesic metric space of edge-weighted phylogenetic trees with a fixed leaf set. Constructing parametric distributions on this space is challenging due to its non-Euclidean geometry and the…
In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…
We introduce a new Gaussian process, a generalization of both fractional and subfractional Brownian motions, which could serve as a good model for a larger class of natural phenomena. We study its main stochastic properties and some…
Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…
We consider a family of random trees satisfying a Markov branching property. Roughly, this property says that the subtrees above some given height are independent with a law that depends only on their total size, the latter being either the…
It is classical to approximate the distribution of fractional Brownian motion by a renormalized sum $ S_n $ of dependent Gaussian random variables. In this paper we consider such a walk $ Z_n $ that collects random rewards $ \xi_j $ for $ j…
Regression trees and random forests are popular and effective non-parametric estimators in practical applications. A recent paper by Athey and Wager shows that the random forest estimate at any point is asymptotically Gaussian; in this…
We consider a one-dimensional Brownian motion of fixed duration $T$. Using a path-integral technique, we compute exactly the probability distribution of the difference $\tau=t_{\min}-t_{\max}$ between the time $t_{\min}$ of the global…
We prove that a uniform, rooted unordered binary tree with $n$ vertices has the Brownian continuum random tree as its scaling limit for the Gromov-Hausdorff topology. The limit is thus, up to a constant factor, the same as that of uniform…
Coalescing simple random walks in the plane form an infinite tree. A natural directed distance on this tree is given by the number of jumps between branches when one is only allowed to move in one direction. The Brownian web distance is the…
A theorem of Donsker asserts that the empirical process converges in distribution to the Brownian bridge. The aim of this paper is to provide a new and simple proof of this fact.
It is well-known that the height profile of a critical conditioned Galton-Watson tree with finite offspring variance converges, after a suitable normalization, to the local time of a standard Brownian excursion. In this work, we study the…
Since the classical work of L\'evy, it is known that the local time of Brownian motion can be characterized through the limit of level crossings. While subsequent extensions of this characterization have primarily focused on Markovian or…
We consider a continuous time random walk on the rooted binary tree of depth $n$ with all transition rates equal to one and study its cover time, namely the time until all vertices of the tree have been visited. We prove that, normalized by…
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.…
The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. Aldous's Brownian continuum random tree, the…
We prove that the uniform unlabelled unrooted tree with n vertices and vertex degrees in a fixed set converges in the Gromov-Hausdorff sense after a suitable rescaling to the Brownian continuum random tree. This proves a conjecture by…
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…