Related papers: Multitype self-similar growth-fragmentation proces…
Intermittent maps of Pomeau-Manneville type are well-studied in one-dimension, and also in higher dimensions if the map happens to be Markov. In general, the nonconformality of multidimensional intermittent maps represents a challenge that…
We investigate stochastic processes possessing scale invariance properties which we refer to as multifractal processes. The examples of such processes known so far do not go much beyond the original cascade construction of Mandelbrot. We…
This continues work started in part I on a general branching-within-branching model for host-parasite co-evolution. Here we focus on asymptotic results for relevant processes in the case when parasites survive. In particular, limit theorems…
We study a mutliscale jump process introduced in a work by Crudu, Debussche, Muller and Radulescu. Using an adequate coupling, we are able to prove the strong convergence, for the uniform topology, to a piecewise deterministic Markov…
This study aims to develop the limit theorems on the sample autocovariances and sample autocorrelations for certain stationary infinitely divisible processes. We consider the case where the infinitely divisible process has heavy tail…
In this paper, we introduce a class of processes that contains many natural examples. The interesting feature of such type processes lays on its infinite memory that allows it to record a quite ancient history. Then, using the martingale…
We study self-similarity in random binary rooted trees. In a well-understood case of Galton-Watson trees, a distribution on a space of trees is said to be self-similar if it is invariant with respect to the operation of pruning, which cuts…
We study a branching-process random iterated function system (RIFS) defined by a recursive replacement of leaves by finite subtrees at strictly smaller contraction scales. This construction yields a tree-valued, infinite-depth random…
We begin a systematic study of the enumerative combinatorics of mixed succession rules, which are succession rules such that, in the associated generating tree, the nodes are allowed to produce their sons at several different levels…
We give a concise self-contained presentation of known and new limit theorems for the one-type Markov branching processes with continuous time. The new streamlined proofs are based on what we call, the tail generating function approach. Our…
Consideration of a question of E. R. Berlekamp led Carlitz, Roselle, and Scoville to give a combinatorial interpretation of the entries of certain matrices of determinant~1 in terms of lattice paths. Here we generalize this result by…
We consider a random process on recursive trees, with three types of events. Vertices give birth at a constant rate (growth), each edge may be removed independently (fragmentation of the tree) and clusters (or trees) are frozen with a rate…
We present an explicit construction of a Markovian random growth process on integer partitions such that given it visits some level $n$, it passes through any partition $\lambda$ of $n$ with equal probabilities. The construction has…
We present a general class of spatio-temporal stochastic processes describing the causal evolution of a positive-valued field in space and time. The field construction is based on independently scattered random measures of Levy type whose…
The concept of signatures and expected signatures is vital in data science, especially for sequential data analysis. The signature transform, a Cartan type development, translates paths into high-dimensional feature vectors, capturing their…
I discuss how a variatonal approach can be extended to systems of identical particles (in particular fermions) within the path-integral treatment. The applicability of the many-body variational principle for path integrals is illustrated…
We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…
We consider a self-similar fragmentation process in which the generic particle of size $x$ is replaced at probability rate $x^\alpha$, by its offspring made of smaller particles, where $\alpha$ is some positive parameter. The total of…
Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…
We introduce a probabilistic framework for two-sample comparison based on a nonparametric process taking the form of a Markov model that transitions between a "divide" and a "merge" state on a multi-resolution partition tree of the sample…