Related papers: A remark on normalizations in a local principle of…
The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…
We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…
We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…
We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…
We study the asymptotic distribution of random walks on $\mathbb Z^d$ ($d\ge1$) in deterministic reversible environments defined by an assignment of a positive conductance to each edge of $\mathbb Z^d$. We identify a deterministic set of…
We consider a population of particles with unit life length. Dying each particle produces offspring whose size depends on the random environment specifying the reproduction law of all particles of the given generation and on the number of…
Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and…
We deal with a random graph model evolving in discrete time steps by duplicating and deleting the edges of randomly chosen vertices. We prove the existence of an a.s. asymptotic degree distribution, with streched exponential decay; more…
We consider simple exclusion processes on Z for which the underlying random walk has a finite first moment and a non-zero mean and whose initial distributions are product measures with different densities to the left and to the right of the…
Consider a birth and death process started from one individual in which each individual gives birth at rate $\lambda$ and dies at rate $\mu$, so that the population size grows at rate $r = \lambda - \mu$. Lambert and Harris, Johnston, and…
The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail…
Birth-and-death processes are widely used to model the development of biological populations. Although they are relatively simple models, their parameters can be challenging to estimate, because the likelihood can become numerically…
We study general random dynamical systems of continuous maps on some compact metric space. Assuming a local contraction condition and uniqueness of the stationary measure, we establish probabilistic limit laws such as the central limit…
Nearest neighbor random walks in the quarter plane that are absorbed when reaching the boundary are studied. The cases of positive and zero drift are considered. Absorption probabilities at a given time and at a given site are made…
We study a point process describing the asymptotic behavior of sizes of the largest components of the random graph G(n,p) in the critical window p=n^{-1}+lambda n^{-4/3}. In particular, we show that this point process has a surprising…
We describe the asymptotic behavior of the number $Z_n[a_n,\infty)$ of individuals with a large value in a stable bifurcating autoregressive process. The study of the associated first moment $\mathbb{E}(Z_n[a_n,\infty))$ is equivalent to…
This article studies the quasi-stationary behaviour of multidimensional birth and death processes, modeling the interaction between several species, absorbed when one of the coordinates hits 0. We study models where the absorption rate is…
An asymmetric variant of the contact process where the activity spreads with different and independent random rates to the left and to the right is introduced. A real space renormalization scheme is formulated for model by means of which it…
The main substance of the paper concerns the growth rate and the classification (ergodicity, transience) of a family of random trees. In the basic model, new edges appear according to a Poisson process of parameter $\lambda$ and leaves can…
We consider a one-dimensional random walk $S_n$ having i.i.d. increments with zero mean and finite variance. We continue our study of asymptotic expansions for local probabilities $\mathbf P(S_n=x,\tau_0>n)$, which has been started in…