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We study the joint laws of a continuous, uniformly integrable martingale, its maximum, and its minimum. In particular, we give explicit martingale inequalities which provide upper and lower bounds on the joint exit probabilities of a…

Probability · Mathematics 2015-03-31 Alexander M. G. Cox , Jan Obłój

We provide complementary results for a family of models with dependence on their previous $k$-sum. Using a martingale-based approach, we establish a functional central limit theorem and analyze the limiting behavior of the center of mass.…

Probability · Mathematics 2025-06-17 Víctor Hugo Vázquez Guevara , Manuel González-Navarrete

Panagiotou and Stufler recently proved an important fact on their way to establish the scaling limits of random P\'olya trees: a uniform random P\'olya tree of size $n$ consists of a conditioned critical Galton-Watson tree $C_n$ and many…

Combinatorics · Mathematics 2019-11-25 Bernhard Gittenberger , Emma Yu Jin , Michael Wallner

In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…

Probability · Mathematics 2023-04-24 Marco Zamparo

In many interacting particle systems, relaxation to equilibrium is thought to occur via the growth of 'droplets', and it is a question of fundamental importance to determine the critical length at which such droplets appear. In this paper…

Probability · Mathematics 2023-08-22 Paul Balister , Béla Bollobás , Robert Morris , Paul Smith

A nested Karlin's occupancy scheme is a symbiosis of classical Karlin's balls-in-boxes scheme and a weighted branching process. To define it, imagine a deterministic weighted branching process in which weights of the first generation…

Probability · Mathematics 2022-03-18 Alexander Iksanov , Valeriya Kotelnikova

Balls and bins models are classical probabilistic models where balls are added to bins at random according to a certain rule. The balls and bins model with feedback is a non-linear generalisation of the P\'olya urn, where the probability of…

Probability · Mathematics 2025-07-17 Nadia Sidorova

Limit theorems are presented for the rescaled occupation time fluctuation process of a critical finite variance branching particle system in $\mathbb{R}^{d}$ with symmetric $\alpha$-stable motion starting off from either a standard Poisson…

Probability · Mathematics 2009-11-04 Piotr Milos

We investigate a special case of infinite urn schemes first considered by Karlin (1967), especially its occupancy and odd-occupancy processes. We first propose a natural randomization of these two processes and their decompositions. We then…

Probability · Mathematics 2015-08-07 Olivier Durieu , Yizao Wang

In classical urn models, one usually draws one ball with replacement at each time unit and then adds one ball of the same colour. Given a weight sequence $(w_k)_{k\in\N}$, the probability of drawing a ball of a certain colour is…

Probability · Mathematics 2012-01-18 Mickaël Launay

This paper studies a very general urn model stimulated by designs in clinical trials, where the number of balls of different types added to the urn at trial n depends on a random outcome directed by the composition at trials 1,2,...,n-1.…

Probability · Mathematics 2007-05-23 Zhi-Dong Bai , Feifang Hu

We establish statistical limit theorems for equilibrium states of Axiom A diffeomorphisms, derived from the spectral gap of the Ruelle transfer operator established in Part I (Thiam2026a) and transferred to smooth dynamics through the…

Dynamical Systems · Mathematics 2026-05-19 Abdoulaye Thiam

We establish a functional limit theorem for the joint-law of occupations near and away from indifferent fixed points of interval maps, and of waits for the occupations away from these points, in the sense of strong distributional…

Probability · Mathematics 2019-05-07 Toru Sera

We obtain results on mixing for a large class of (not necessarily Markov) infinite measure semiflows and flows. Erickson proved, amongst other things, a strong renewal theorem in the corresponding i.i.d. setting. Using operator renewal…

Dynamical Systems · Mathematics 2020-02-06 Ian Melbourne , Dalia Terhesiu

In this paper, martingales related to simple random walks and their maximum process are investigated. First, a sufficient condition under which a function with three arguments, time, the random walk, and its maximum process becomes a…

Probability · Mathematics 2022-11-11 Takahiko Fujita , Shotaro Yagishita , Naohiro Yoshida

We consider random permutations on $\Sn$ with logarithmic growing cycles weights and study asymptotic behavior as the length $n$ tends to infinity. We show that the cycle count process converges to a vector of independent Poisson variables…

Probability · Mathematics 2018-06-14 Nicolas Robles , Dirk Zeindler

We consider a mean-field dynamical urn model, defined by rules which give the rate at which a ball is drawn from an urn and put in another one, chosen amongst an assembly. At equilibrium, this model possesses a fluid and a condensed phase,…

Statistical Mechanics · Physics 2015-06-24 C. Godreche , J. M. Luck

Fix an integer $p\geq 1$ and refer to it as the number of growing domains. For each $i\in\{1,\ldots,p\}$, fix a compact subset $D_i\subseteq\mathbb R^{d_i}$ where $d_1,\ldots,d_p\ge 1$. Let $d= d_1+\dots+d_{p}$ be the total underlying…

Probability · Mathematics 2026-03-05 Nikolai Leonenko , Leonardo Maini , Ivan Nourdin , Francesca Pistolato

Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…

Statistical Mechanics · Physics 2022-05-31 Hila Katznelson , Saar Rahav

We introduce a class of stochastic processes with reinforcement consisting of a sequence of random partitions $\{\mathcal{P}_t\}_{t \ge 1}$, where $\mathcal{P}_t$ is a partition of $\{1,2,\dots, Rt\}$. At each time~$t$,~$R$ numbers are…

Probability · Mathematics 2021-03-02 Caio Alves , Rodrigo Ribeiro , Daniel Valesin