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We propose a general framework to study last passage times, suprema and drawdowns of a large class of stochastic processes. A central role in our approach is played by processes of class Sigma. After investigating convergence properties and…

Probability · Mathematics 2009-10-30 Patrick Cheridito , Ashkan Nikeghbali , Eckhard Platen

Perfect sorting by reversals, a problem originating in computational genomics, is the process of sorting a signed permutation to either the identity or to the reversed identity permutation, by a sequence of reversals that do not break any…

Discrete Mathematics · Computer Science 2012-01-05 Mathilde Bouvel , Cedric Chauve , Marni Mishna , Dominique Rossin

This thesis deals with some $(1+1)$-dimensional lattice path models from the KPZ universality class: the directed random polymer with inverse-gamma weights (known as log-gamma polymer) and its zero temperature degeneration, i.e. the last…

Probability · Mathematics 2019-05-27 Elia Bisi

We construct an almost sure bijection that recovers the directed landscape on the half-plane from a sequence of independent Brownian motions. This map is the natural scaling limit of the Robinson--Schensted--Knuth (RSK) correspondence. The…

Probability · Mathematics 2026-05-18 Duncan Dauvergne , Bálint Virág

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

Probability · Mathematics 2022-09-30 Ercan Sönmez , Arnaud Rousselle

The problem of genealogy of permutations has been solved partially by Stefan (odd order) and Acosta-Hum\'anez \& Bernhardt (power of two). It is well known that Sharkovskii's theorem shows the relationship between the cardinal of the set of…

Dynamical Systems · Mathematics 2016-08-08 Primitivo B. Acosta-Humánez , Oscar E. Martínez-Castiblanco

In the process of studying a conjecture of Holly M. Green and Martin W. Liebeck, we obtain two interesting identities by elementary methods, one is a combinatorial identity, and the other is a number theoretic identity.

General Mathematics · Mathematics 2021-04-22 Junyao Pan

There are $n$ independent Bernoulli random variables $I_{k}$ with parameters $p_{k}$ that are observed sequentially. We consider a generalization of the Last-Success-Problem considering $w_{k}$ positive payments if the player successfully…

Probability · Mathematics 2018-12-24 Jose Maria Grau ribas

A sorting network is a shortest path from 12...n to n...21 in the Cayley graph of S_n generated by nearest-neighbour swaps. We prove that for a uniform random sorting network, as n->infinity the space-time process of swaps converges to the…

Probability · Mathematics 2011-11-10 Omer Angel , Alexander E. Holroyd , Dan Romik , Balint Virag

We consider a family of percolation models in which geometry and connectivity are defined by two independent random processes. Such models merge characteristics of discrete and continuous percolation. We develop an algorithm allowing…

We study the competition interface between two growing clusters in a growth model associated to last-passage percolation. When the initial unoccupied set is approximately a cone, we show that this interface has an asymptotic direction with…

Probability · Mathematics 2009-09-29 Pablo A. Ferrari , James B. Martin , Leandro P. R. Pimentel

We study Mandelbrot's percolation process in dimension $d \geq 2$. The process generates random fractal sets by an iterative procedure which starts by dividing the unit cube $[0,1]^d$ in $N^d$ subcubes, and independently retaining or…

Probability · Mathematics 2008-02-22 Erik I. Broman , Federico Camia

It is shown that the celebrated result of Sparre Andersen for random walks and L\'evy processes has intriguing consequences when the last time of the process in $(-\infty,0]$, say $\sigma$, is added to the picture. In the case of no…

Probability · Mathematics 2015-06-18 Jevgenijs Ivanovs

Using a recently developed method to simulate percolation on large clusters of distributed machines [N. R. Moloney and G. Pruessner, Phys. Rev. E 67, 037701 (2003)], we have numerically calculated crossing, spanning and wrapping…

Statistical Mechanics · Physics 2007-05-23 Gunnar Pruessner , Nicholas R. Moloney

Permutation patterns and pattern avoidance have been intensively studied in combinatorics and computer science, going back at least to the seminal work of Knuth on stack-sorting (1968). Perhaps the most natural algorithmic question in this…

Data Structures and Algorithms · Computer Science 2019-04-17 László Kozma

We consider connectivity properties of certain i.i.d. random environments on $\Z^d$, where at each location some steps may not be available. Site percolation and oriented percolation can be viewed as special cases of the models we consider.…

Probability · Mathematics 2018-11-27 Mark Holmes , Thomas S. Salisbury

Loop percolation, also known as the dense O(1) loop model, is a variant of critical bond percolation in the square lattice Z^2 whose graph structure consists of a disjoint union of cycles. We study its connectivity pattern, which is a…

Probability · Mathematics 2015-06-15 Dan Romik

In this paper, we give a new bijective proof of a multiset analogue of even-odd permutations identity. This multiset version is equivalent to the original coin arrangements lemma which is a key combinatorial lemma in the Sherman's Proof of…

Combinatorics · Mathematics 2022-06-06 Hossein Teimoori Faal

Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932. In the literature, a significant amount of attention has been focused on developing dynamical models for reciprocal processes. In this…

Machine Learning · Statistics 2016-05-16 Francesca Paola Carli

Considering the optimal alignment of two i.i.d. random sequences of length $n$, we show that when the scoring function is chosen randomly, almost surely the empirical distribution of aligned letter pairs in all optimal alignments converges…

Probability · Mathematics 2012-11-26 Raphael Hauser , Heinrich Matzinger
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