Related papers: Fast Goodstein Walks
A theoretical development is carried to establish fundamental results about rank-initial embeddings and automorphisms of countable non-standard models of set theory, with a keen eye for their sets of fixed points. These results are then…
Ultrafinitism postulates that we can only compute on relatively short objects, and numbers beyond certain value are not available. This approach would also forbid many forms of infinitary reasoning and allow to remove certain paradoxes…
We consider one-dimensional branching Brownian motion in which particles are absorbed at the origin. We assume that when a particle branches, the offspring distribution is supercritical, but the particles are given a critical drift towards…
The fractional stable motion is a prototypical stochastic process exhibiting both heavy tails and long-range dependence, parameterized via a stability index $\alpha$ and a Hurst exponent $H$. We consider a nonstationary extension where the…
We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…
According to the Furstenberg-Zimmer structure theorem, every measure-preserving system has a maximal distal factor, and is weak mixing relative to that factor. Furstenberg and Katznelson used this structural analysis of measure-preserving…
We present a proof of the almost sure existence, uniqueness and coalescence of directed semi-infinite geodesics in planar growth models that is based on properties of an increment-stationary version of the growth process. The argument is…
We introduce a simple technique for proving the transience of certain processes defined on the random tree $\mathcal{G}$ generated by a supercritical branching process. We prove the transience for once-reinforced random walks on…
This is the first paper of a series of two devoted to develop a practical method to describe the growth history of bound virialized objects in the gravitational instability scenario without resorting to $N$-body simulations. Here we present…
The process $(G_t)_{t\in[0,T]}$ is referred to as a fractional Gaussian process if the first-order partial derivative of the difference between its covariance function and that of the fractional Brownian motion $(B^H_t)_{t\in[0,T ]}$ is a…
Given a random walk $(S_n)$ with typical step distributed according to some fixed law and a fixed parameter $p \in (0,1)$, the associated positively step-reinforced random walk is a discrete-time process which performs at each step, with…
In this paper we give an ordinal analysis of the theory of second order arithmetic. We do this by working with proof trees -- that is, "deductions" which may not be well-founded. Working in a suitable theory, we are able to represent…
Using a variation of Woodin's $\mathbb{P}_{\mathrm{max}}$ forcing, we force over a model of the Axiom of Determinacy to produce a model of ZFC containing a very strongly increasing sequence of length $\omega_{2}$ consisting of functions…
If we compose a smooth function g with fractional Brownian motion B with Hurst index H > 1/2, then the resulting change of variables formula [or It/^o- formula] has the same form as if fractional Brownian motion would be a continuous…
We address the theory of records for integrated random walks with finite variance. The long-time continuum limit of these walks is a non-Markov process known as the random acceleration process or the integral of Brownian motion. In this…
This article is concerned with classifying the provably total set-functions of Kripke-Platek set theory, KP, and Power Kripke-Platek set theory, KP(P), as well as proving several (partial) conservativity results. The main technical tool…
We construct families of rational functions $f \colon \bP^1_k \to \bP^1_k$ of degree $d \geq 2$ over a perfect field $k$ whose associated fixed-point processes fail to be martingales. Conversely, for any normal variety $X \subset…
The number of steps until termination of a probabilistic program is a random variable. Probabilistic program termination therefore requires qualitative analysis via almost-sure termination (AST), while also providing quantitative answers…
In this short note we will provide a sufficient and necessary condition to have uniqueness of the location of the maximum of a stochastic process over an interval. The result will also express the mean value of the location in terms of the…
We consider real-valued branching random walks and prove a large deviation result for the position of the rightmost particle. The position of the rightmost particle is the maximum of a collection of a random number of dependent random…