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Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…

Probability · Mathematics 2011-08-01 Alessandro De Gregorio , Enzo Orsingher

A branching L\'evy process can be seen as the continuous-time version of a branching random walk. It describes a particle system on the real line in which particles move and reproduce independently in a Poissonian manner. Just as for L\'evy…

Probability · Mathematics 2019-05-21 Jean Bertoin , Bastien Mallein

The diffraction of various random subsets of the integer lattice $\mathbb{Z}^{d}$, such as the coin tossing and related systems, are well understood. Here, we go one important step beyond and consider random point sets in $\mathbb{R}^{d}$.…

Mathematical Physics · Physics 2011-05-18 Michael Baake , Holger Koesters

We introduce a new, relatively simple, line-breaking construction of the $\alpha$-stable tree which realises its random finite-dimensional distributions. This is a direct analogue of Aldous' line-breaking construction of the Brownian…

Probability · Mathematics 2026-02-11 Christina Goldschmidt , Liam Hill

The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…

Probability · Mathematics 2024-02-14 Johannes Heiny , Carolin Kleemann

We consider a two-speed branching random walk, which consists of two macroscopic stages with different reproduction laws. We prove that the centered maximum converges in law to a Gumbel variable with a random shift and the extremal process…

Probability · Mathematics 2025-03-11 Lianghui Luo

It is well known that the behaviour of a branching process is completely described by the generating function of the offspring law and its fixed points. Branching random walks are a natural generalization of branching processes: a branching…

Probability · Mathematics 2016-11-28 Daniela Bertacchi , Fabio Zucca

For a given random sequence $(C,T_{1},T_{2},\ldots)$ with nonzero $C$ and a.s. finite number of nonzero $T_{k}$, the nonhomogeneous smoothing transform $\mathcal{S}$ maps the law of a real random variable $X$ to the law of $\sum_{k\ge…

Probability · Mathematics 2015-10-23 Gerold Alsmeyer , Piotr Dyszewski

We consider a branching random walk on the lattice, where the branching rates are given by an i.i.d. Pareto random potential. We show a very strong form of intermittency, where with high probability most of the mass of the system is…

Probability · Mathematics 2016-05-02 Marcel Ortgiese , Matthew I. Roberts

In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…

Statistics Theory · Mathematics 2020-05-04 Sucharita Roy , Sourabh Bhattacharya

A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…

Applications · Statistics 2014-03-05 Issac Shams , Saeede Ajorlou , Kai Yang

Let $\{\eta_i\}_{i\ge 1}$ be a sequence of dependent Bernoulli random variables. While the Poisson approximation for the distribution of $\sum_{i=1}^n\eta_i$ has been extensively studied in the literature, this paper establishes new…

Probability · Mathematics 2025-10-03 Hua-Ming Wang , Shuxiong Zhang

We show that the transience or recurrence of a random walk in certain random environments on an arbitrary infinite locally finite tree is determined by the branching number of the tree, which is a measure of the average number of branches…

Probability · Mathematics 2007-05-23 Robin Pemantle , Russell Lyons

Branching-stable processes have recently appeared as counterparts of stable subordinators, when addition of real variables is replaced by branching mechanism for point processes. Here, we are interested in their domains of attraction and…

Probability · Mathematics 2021-11-02 Jean Bertoin , Hairuo Yang

We first study a $d$-dimensional branching Brownian motion (BBM) among mild Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. The trap field consists of balls of fixed radius centered…

Probability · Mathematics 2023-07-18 Mehmet Öz

Random-cluster measures on infinite regular trees are studied in conjunction with a general type of `boundary condition', namely an equivalence relation on the set of infinite paths of the tree. The uniqueness and non-uniqueness of…

Probability · Mathematics 2007-05-23 Geoffrey Grimmett , Svante Janson

Selecting N random points in a unit square corresponds to selecting a random permutation. By putting 5 types of symmetry restrictions on the points, we obtain subsets of permutations : involutions, signed permutations and signed…

Combinatorics · Mathematics 2007-05-23 Jinho Baik , Eric M. Rains

Our interest is in the scaled joint distribution associated with $k$-increasing subsequences for random involutions with a prescribed number of fixed points. We proceed by specifying in terms of correlation functions the same distribution…

Combinatorics · Mathematics 2007-05-23 Peter J. Forrester , Taro Nagao , Eric M. Rains

We consider a modification of classical branching random walk, where we add i.i.d. perturbations to the positions of the particles in each generation. In this model, which was introduced and studied by Bandyopadhyay and Ghosh (2023),…

Probability · Mathematics 2025-10-02 Krzysztof Kowalski

We study branching random walk on $\mathbb{Z}$ in a bounded i.i.d. random environment. For this process, we prove that, for almost every realization of the environment, the distributions of the maximally displaced particle (re-centered…

Probability · Mathematics 2026-01-15 Jiří Černý , Flavio Dalessi