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Suppose $F$ is a distribution on the half-line $[0,\infty)$. We study the limits of the ratios of tails $\bar{F*F}(x)/\bar{F}(x)$ as $x\to\infty$. We also discuss the classes of distributions ${\mathcal{S}}$, ${\mathcal{S}}(\gamma)$ and…
We study weak and strong survival for branching random walks on multigraphs. We prove that, for a large class of multigraphs, weak survival is related to a geometrical parameter of the multigraph and that the existence of a pure weak phase…
We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…
Motivated by applications to insurance mathematics, we prove some heavy-traffic limit theorems for processes which encompass the fractionally differentiated random walk as well as some FARIMA processes, when the innovations are in the…
We review old and new uses of exchangeability, emphasizing the general theme of exchangeable representations of complex random structures. Illustrations of this theme include processes of stochastic coalescence and fragmentation; continuum…
We establish general estimates for simple random walk on an arbitrary infinite random graph, assuming suitable bounds on volume and effective resistance for the graph. These are generalizations of the results in \cite[Section 1,2]{BJKS},…
We propose a multivariate generative model to capture the complex dependence structure often encountered in business and financial data. Our model features heterogeneous and asymmetric tail dependence between all pairs of individual…
Percolation clusters are random fractals whose geometrical and transport properties can be characterized with the help of probability distribution functions. Using renormalized field theory, we determine the asymptotic form of various of…
We extend the construction principle of phase-type (PH) distributions to allow for inhomogeneous transition rates and show that this naturally leads to direct probabilistic descriptions of certain transformations of PH distributions. In…
In many problems of classical analysis extremal configurations appear to exhibit complicated fractal structure. This makes it much harder to describe extremals and to attack such problems. Many of these problems are related to the…
In this article, we consider a branching random walk on the real-line where displacements coming from the same parent have jointly regularly varying tails. The genealogical structure is assumed to be a supercritical Galton-Watson tree,…
We define a new stochastic process on general simplicial complexes which allows to study their spectral and homological properties. Some results for random walks on graphs are shown to hold in this general setting. As an application, the…
This paper provides a detailed description for the asymptotics of exponential functionals of random walks with light/heavy tails. We give the convergence rate based on the key observation that the asymptotics depends on the sample paths…
We prove upper bounds on the transition probabilities of random walks with i.i.d. random conductances with a polynomial lower tail near $0$. We consider both constant and variable speed models. Our estimates are sharp. As a consequence, we…
In this article, we study a class of lattice random variables in the domain of attraction of an $\alpha$-stable random variable with index $\alpha \in (0,2)$ which satisfy a truncated fractional Edgeworth expansion. Our results include…
Quantum walks, both discrete (coined) and continuous time, form the basis of several quantum algorithms and have been used to model processes such as transport in spin chains and quantum chemistry. The enhanced spreading and mixing…
The Martin boundary associated with the simple random walk on an example of partially oriented lattice is shown to be trivial by computing fine estimates of the Green kernel.
This paper addresses the task of modeling severity losses using segmentation when the data distribution does not fall into the usual regression frameworks. This situation is not uncommon in lines of business such as third-party liability…
For a spatial characteristic, there exist commonly fat-tail frequency distributions of fragment-size and -mass of glass, areas enclosed by city roads, and pore size/volume in random packings. In order to give a new analytical approach for…
Graph embedding has recently gained momentum in the research community, in particular after the introduction of random walk and neural network based approaches. However, most of the embedding approaches focus on representing the local…