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We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…
In 1905, Einstein's theory of Brownian motion supported the molecular basis of the diffusion equation and introduced two complementary viewpoints: a deterministic field description and a probabilistic formulation based on stochastic…
Due to the popularity of randomly evolving graph processes, there exists a randomized version of many recursively defined graph models. This is also the case with the cherry tree, which was introduced by Buksz\'ar and Pr\'ekopa to improve…
By decomposing the random walk path, we construct a multitype branching process with immigration in random environment for corresponding random walk with bounded jumps in random environment. Then we give two applications of the branching…
We consider a non-Markovian discrete-time random walk on $\mathbb{Z}$ with unbounded memory called the elephant random walk (ERW). We prove a strong invariance principle for the ERW. More specifically, we prove that, under a suitable…
Local convergence of bounded degree graphs was introduced by Benjamini and Schramm. This result was extended further by Lyons to bounded average degree graphs. In this paper, we study the convergence of a random tree sequence where the…
The Brownian web can be roughly described as a family of coalescing one-dimensional Brownian motions starting at all times in $\R$ and at all points of $\R$. It was introduced by Arratia; a variant was then studied by Toth and Werner;…
We introduce two new concepts designed for the study of empirical processes. First, we introduce a new Orlicz norm which we call the Bernstein-Orlicz norm. This new norm interpolates sub-Gaussian and sub-exponential tail behavior. In…
We introduce a process where a connected rooted multigraph evolves by splitting events on its vertices, occurring randomly in continuous time. When a vertex splits, its incoming edges are randomly assigned between its offspring and a…
In this article, we introduce Brownian motion on stable looptrees using resistance techniques. We prove an invariance principle characterising it as the scaling limit of random walks on discrete looptrees, and prove precise local and global…
We study the Sine$_\beta$ process introduced in [B. Valk\'o and B. Vir\'ag. Invent. math. (2009)] when the inverse temperature $\beta$ tends to 0. This point process has been shown to be the scaling limit of the eigenvalues point process in…
In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows. The fluctuating pressure forces acting on a fluid particle are taken to be a colored…
It is well known that, in the Boltzmann-Grad limit, the distribution of the free path length in the Lorentz gas with disordered scatterer configuration has an exponential density. If, on the other hand, the scatterers are located at the…
The Lorentz gas is a billiard model involving a point particle diffusing deterministically in a periodic array of convex scatterers. In the two dimensional finite horizon case, in which all trajectories involve collisions with the…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
We consider a random walk on a random graph $(V,E)$, where $V$ is the set of open sites under i.i.d. Bernoulli site percolation on the multi-dimensional integer set $\mathbf{Z}^d$, and the transition probabilities of the walk are generated…
A general formulation is presented for continuum scaling limits of stochastic spanning trees. A spanning tree is expressed in this limit through a consistent collection of subtrees, which includes a tree for every finite set of endpoints in…
In a one-parameter model for evolution of random trees, which also includes the Barabasi-Albert random tree, almost sure behavior and the limiting distribution of the degree of a vertex in a fixed position are examined. Results about Polya…
We derive a Lorentz invariant distribution of velocities for a relativistic gas. Our derivation is based on three pillars: the special theory of relativity, the central limit theorem and the Lobachevskyian structure of the velocity space of…
We will revisit the classical questions of understanding the statistics of various deterministic dynamics of $N$ hard spheres of diameter $\varepsilon$ with random initial data in the Boltzmann-Grad scaling as $\varepsilon$ tends to zero…