Related papers: Some properties of stable snakes
This article provides an overview of recent work on descriptions and properties of the convex minorant of random walks and L\'evy processes which summarize and extend the literature on these subjects. The results surveyed include point…
We show that local times of super-Brownian motion, or of Brownian motion indexed by the Brownian tree, satisfy an explicit stochastic differential equation. Our proofs rely on both excursion theory for the Brownian snake and tools from the…
Scale-free foraging patterns are widespread among animals. These may be the outcome of an optimal searching strategy to find scarce randomly distributed resources, but a less explored alternative is that this behaviour may result from the…
We give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point process of large intensity on the plane. This allows us to give…
Ancestral state reconstruction is one of the most important tasks in evolutionary biology. Conditions under which we can reliably reconstruct the ancestral state have been studied for both discrete and continuous traits. However, the…
We prove a strong form of the invariance under re-rooting of the distribution of the continuous random trees called Levy trees. This extends previous results due to several authors.
We present a consistent string theory model which reproduces the Standard Model, consisting of a D3-brane at a simple orbifold singularity. We study some simple features of the phenomenology of the model. We find that the scale of stringy…
We prove that critical multitype Galton-Watson trees converge after rescaling to the Brownian continuum random tree, under the hypothesis that the offspring distribution has finite covariance matrices. Our study relies on an ancestral…
L\'evy walks are random walk processes whose step-lengths follow a long-tailed power-law distribution. Due to their abundance as movement patterns of biological organisms, significant theoretical efforts have been devoted to identifying the…
In this paper we use a simple discrete model for Slinky to explore some of its static properties. We derive some relations for vertically and U-shaped suspended Slinkies, based on which, some demonstrations are proposed that can be simply…
We present a novel theoretical result on estimation of local time and occupation time measure of an {\alpha}-stable L\'evy process with {\alpha} in (1, 2). Our approach is based upon computing the conditional expectation of the desired…
In this paper we consider the persistence properties of random processes in Brownian scenery, which are examples of non-Markovian and non-Gaussian processes. More precisely we study the asymptotic behaviour for large $T$, of the probability…
Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…
Stabilization of inter-brane distance is analyzed in 5-dimensional models with higher-order scalar kinetic terms. Equations of motion and boundary conditions for background and for scalar perturbations are presented. Conditions sufficient…
We are interested in the branching capacity of the range of a random walk in $\mathbb Z^d$.Schapira [28] has recently obtained precise asymptotics in the case $d\ge 6$ and has demonstrated a transition at dimension $d=6$. We study the case…
In a high-frequency context, we investigate the efficient estimation of scaling and jump activity parameters for a stochastic differential equation driven by a L{\'e}vy process with both diffusion component and pure-jump component. We first…
Standard stochastic Loewner evolution (SLE) is driven by a continuous Brownian motion, which then produces a continuous fractal trace. If jumps are added to the driving function, the trace branches. We consider a generalized SLE driven by a…
We investigate the windings around the origin of the two-dimensional Markov process (X,L) having the stable L\'evy process L and its primitive X as coordinates, in the non-trivial case when |L| is not a subordinator. First, we show that…
We consider a one dimensional L\'evy bridge x_B of length n and index 0 < \alpha < 2, i.e. a L\'evy random walk constrained to start and end at the origin after n time steps, x_B(0) = x_B(n)=0. We compute the distribution P_B(A,n) of the…
In the present article the snake instability mechanism for dark solitons in superfluid Fermi gases is studied in the context of a recently developed effective field theory [Eur. Phys. J. B 88, 122 (2015)]. This theoretical treatment has…