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A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…

Probability · Mathematics 2007-05-23 Itai Benjamini , Zhen-Qing Chen , Steffen Rohde

Snakes' bodies are covered in scales that make it easier to slide in some directions than in others. This frictional anisotropy allows for sliding locomotion with an undulatory gait, one of the most common for snakes. Isotropic friction is…

Biological Physics · Physics 2019-06-12 Silas Alben

Let $X$ be a smooth projective variety of dimension $n$ over an algebraically closed field $k$ of characteristic $p>0$. Let $F_X:X\rightarrow X$ be the absolute Frobenius morphism, and $\E$ a torsion free sheaf on $X$. We give a upper bound…

Algebraic Geometry · Mathematics 2012-01-04 Lingguang Li , Fei Yu

We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of the domain of the generator of the process. The result holds…

Probability · Mathematics 2017-02-15 Krzysztof Bogdan , Takashi Kumagai , Mateusz Kwaśnicki

Taming the instabilities inherent to many nonlinear optical phenomena is of paramount importance for modern photonics. In particular, the so-called snake instability is universally known to severely distort localized wave stripes, leading…

We prove that, both for the Brownian snake and for super-Brownian motion in dimension one, the historical path corresponding to the minimal spatial position is a Bessel process of dimension -5. We also discuss a spine decomposition for the…

Probability · Mathematics 2014-07-02 Jean-François Le Gall

The concepts of scale invariance, self-similarity and scaling have been fruitfully applied to the study of price fluctuations in financial markets. After a brief review of the properties of stable Levy distributions and their applications…

Statistical Mechanics · Physics 2008-12-02 Rama Cont , Marc Potters , Jean-Philippe Bouchaud

In this article, we study the potential theory of normal tempered stable process which is obtained by time-changing the Brownian motion with a tempered stable subordinator. Precisely, we study the asymptotic behavior of potential density…

Probability · Mathematics 2020-04-07 Arun Kumar , Harsh Verma

In this paper we investigate the asymptotic properties of the wait-first and jump-first L\'evy walk with rest, which is a generalization of standard jump-first and jump-first L\'evy walk that assumes each waiting time in the model is a sum…

Probability · Mathematics 2018-05-28 Marek Teuerle

We show that the trace of the null recurrent biased random walk on a Galton-Watson tree properly renormalized converges to the Brownian forest. Our result extends to the setting of the random walk in random environment on a Galton-Watson…

Probability · Mathematics 2015-09-25 Elie Aïdékon , Loïc de Raphélis

We study the efficiency of search processes based on Levy flights (LFs) with power-law distributed jump lengths in the presence of an external drift. While LFs turn out to be efficient search processes when relative to the starting point…

Statistical Mechanics · Physics 2013-06-06 Vladimir V. Palyulin , Aleksei V. Chechkin , Ralf Metzler

Conditional independence and graphical models are crucial concepts for sparsity and statistical modeling in higher dimensions. For L\'evy processes, a widely applied class of stochastic processes, these notions have not been studied. By the…

Statistics Theory · Mathematics 2024-11-13 Sebastian Engelke , Jevgenijs Ivanovs , Jakob D. Thøstesen

An investigation is undertaken of coupled reaction-diffusion systems in one spatial dimension that are able to support, in different regions of their parameter space, either an isolated spike solution, or stable localized patterns with an…

Pattern Formation and Solitons · Physics 2020-02-05 Nicolas Verschueren , Alan Champneys

We study uniform spanning trees (USTs) on the cylindrical graph $G = C_n \times P_m$. Fix a trunk $L$ as a designated simple path in the tree connecting the two boundary rings of the cylinder. We prove an exponential tail bound for the…

Combinatorics · Mathematics 2026-02-09 Nikita Kalinin , Denis Rakhmankin

The aim of this paper is to present a result of discrete approximation of some class of stable self-similar stationary increments processes. The properties of such processes were intensively investigated, but little is known on the context…

Probability · Mathematics 2008-01-18 Clément Dombry , Nadine Guillotin-Plantard

We give a construction of an infinite stable looptree, which we denote by $\mathcal{L}_{\alpha}^{\infty}$, and prove that it arises both as a local limit of the compact stable looptrees of Curien and Kortchemski (2015), and as a scaling…

Probability · Mathematics 2020-05-19 Eleanor Archer

The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…

Statistical Mechanics · Physics 2017-03-29 Tomasz Srokowski

Ba\~nuelos and Bogdan (2004) and Bogdan, Palmowski and Wang (2016) analyse the asymptotic tail distribution of the first time a stable (L\'evy) process in dimension $d\geq 2$ exists a cone. We use these results to develop the notion of a…

Probability · Mathematics 2020-06-23 Andreas E. Kyprianou , Victor Rivero , Weerapat Satitkanitkul

We record and analyze the movement patterns of the marsupial {\it Didelphis aurita} at different temporal scales. Animals trajectories are collected at a daily scale by using spool-and-line techniques, and with the help of radio-tracking…

Quantitative Methods · Quantitative Biology 2025-01-24 E. Brigatti , B. Ríos-Uzeda , M. V. Vieira

We consider a random walk on a Galton-Watson tree in random environment, in the subdiffusive case. We prove the convergence of the renormalised height function of the walk towards the continuous-time height process of a spectrally positive…

Probability · Mathematics 2019-04-19 Loïc de Raphélis