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We provide a short proof of the Ray-Knight second generalized Theorem, using a martingale which can be seen (on the positive quadrant) as the Radon-Nikodym derivative of the reversed vertex-reinforced jump process measure with respect to…

Probability · Mathematics 2015-02-10 Christophe Sabot , Pierre Tarrès

Using a divergent Bass-Burdzy flow we construct a self-repelling one-dimensional diffusion. Heuristically, it can be interpreted as a solution to an SDE with a singular drift involving a derivative of the local time. We show that this…

Probability · Mathematics 2021-07-09 Titus Lupu , Christophe Sabot , Pierre Tarrès

We study composition-valued continuous-time Markov chains that appear naturally in the framework of Chinese Restaurant Processes (CRPs). As time evolves, new customers arrive (up-step) and existing customers leave (down-step) at suitable…

Probability · Mathematics 2020-06-12 Dane Rogers , Matthias Winkel

We prove that the rescaled ``true'' self-avoiding walk $(n^{-2/3}X_{\lfloor nt \rfloor})_{t\in\mathbb{R}_+}$ converges weakly as $n$ goes to infinity to the ``true'' self-repelling motion constructed by T\'oth and Werner. The proof features…

Probability · Mathematics 2025-10-03 Elena Kosygina , Jonathon Peterson

We consider a variant of self-repelling random walk on the integer lattice Z where the self-repellence is defined in terms of the local time on oriented edges. The long-time asymptotic scaling of this walk is surprisingly different from the…

Probability · Mathematics 2019-05-20 Balint Toth , Balint Veto

We obtain a representation of Feller's branching diffusion with logistic growth in terms of the local times of a reflected Brownian motion $H$ with a drift that is affine linear in the local time accumulated by $H$ at its current level. As…

Probability · Mathematics 2014-12-19 Vi Le , Etienne Pardoux , Anton Wakolbinger

The strip entropy is studied in this article. We prove that the strip entropy approximation is valid for every ray of a golden-mean tree. This result extends the previous result of [Petersen-Salama, Discrete \& Continuous Dynamical Systems,…

Dynamical Systems · Mathematics 2023-09-04 Jung-Chao Ban , Guan-Yu Lai , Cheng-Yu Tsai

In this paper the relations between independence preserving (IP) involutions and reversible Markov kernels are investigated. We introduce an involutive augmentation H = (f, g_f) of a measurable function f and relate the IP property of H to…

Probability · Mathematics 2024-08-19 Mauro Piccioni , Jacek Wesołowski

We introduce flows of branching processes with competition, which describe the evolution of general continuous state branching populations in which interactions between individuals give rise to a negative density dependence term. This…

Probability · Mathematics 2017-11-29 Julien Berestycki , Maria Clara Fittipaldi , Joaquin Fontbona

We study the rate of convergence to equilibrium of the self-repellent random walk and its local time process on the discrete circle $\mathbb{Z}_n$. While the self-repellent random walk alone is non-Markovian since the jump rates depend on…

Probability · Mathematics 2025-12-01 Andreas Eberle , Francis Lörler

This work addresses the inverse problem of espresso coffee extraction, in which one aims to reconstruct the brewing conditions that generate a desired chemical profile in the final beverage. Starting from a high-fidelity multiphysics…

Numerical Analysis · Mathematics 2025-11-17 Antoniorenee Barletta , Salvatore Cuomo , Nadaniela Egidi , Josephin Giacomini , Pierluigi Maponi

Neural network systems describe complex mappings that can be very difficult to understand. In this paper, we study the inverse problem of determining the input images that get mapped to specific neural network classes. Ultimately, we expect…

Computer Vision and Pattern Recognition · Computer Science 2026-03-25 Rebecca Pattichis , Sebastian Janampa , Constantinos S. Pattichis , Marios S. Pattichis

We study scaling limits of non-increasing Markov chains with values in the set of non-negative integers, under the assumption that the large jump events are rare and happen at rates that behave like a negative power of the current state. We…

Probability · Mathematics 2012-01-06 Bénédicte Haas , Grégory Miermont

We consider the continuous time version of the `true' or `myopic' self-avoiding random walk with site repulsion in 1d. The Ray-Knight-type method which was applied to the discrete time and edge repulsion case, is applicable to this model…

Probability · Mathematics 2019-05-20 Balint Toth , Balint Veto

We study a new class of preferential attachment trees with \emph{self-reinforcement}. At each time, each vertex is assigned a weight equal to the cumulative sum over past times of an affine function of its degree. A new vertex attaches…

Probability · Mathematics 2026-05-21 Shankar Bhamidi , Remco van der Hofstad , Frank den Hollander , Rounak Ray

We consider continuous-time random interlacements on a transient weighted graph. We prove an identity in law relating the field of occupation times of random interlacements at level u to the Gaussian free field on the weighted graph. This…

Probability · Mathematics 2012-02-17 Alain-Sol Sznitman

We provide a simple forest model to encode the genealogical structure of a multitype Galton-Watson process with immigration. We provide two encodings of these forests by stochastic processes. We show, under appropriate conditions, the…

Probability · Mathematics 2021-05-10 David Clancy

We consider, following the work of S. Kerov, random walks which are continuous-space generalizations of the Hook Walks defined by Greene-Nijenhuis-Wilf, performed under the graph of a continual Young diagram. The limiting point of these…

Probability · Mathematics 2007-05-23 Dan Romik

We consider the problem of testing the identity of a reversible Markov chain against a reference from a single trajectory of observations. Employing the recently introduced notion of a lumping-congruent Markov embedding, we show that, at…

Probability · Mathematics 2023-02-17 Geoffrey Wolfer , Shun Watanabe

Call a percolation process on edges of a graph change intolerant if the status of each edge is almost surely determined by the status of the other edges. We give necessary and sufficient conditions for change intolerance of the wired…

Probability · Mathematics 2007-05-23 Deborah Heicklen , Russell Lyons
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