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We study the problem of estimating a compact set $S\subset \mathbb{R}^d$ from a trajectory of a reflected Brownian motion in $S$ with reflections on the boundary of $S$. We establish consistency and rates of convergence for various…

Methodology · Statistics 2015-09-22 Alejandro Cholaquidis , Ricardo Fraiman , Gábor Lugosi , Beatriz Pateiro-López

We present some aspects of the so-called additive coalescence, with a focus on its connections with random trees, Brownian excursion, certain bridges with exchangeable increments, L\'evy processes, and sticky particle systems.

Probability · Mathematics 2007-05-23 Jean Bertoin

We study Markovian continuous-time random walk models for L\'evy flights and we show an example in which the convergence to stable densities is not guaranteed when jumps follow a bi-modal power-law distribution that is equal to zero in…

Statistical Mechanics · Physics 2021-03-15 Gianni Pagnini , Silvia Vitali

We consider critical multitype Bienaym\'e trees that are either irreducible or possess a critical irreducible component with attached subcritical components. These trees are studied under two distinct conditioning frameworks: first,…

Probability · Mathematics 2025-08-01 Louigi Addario-Berry , Philipp Beltran , Benedikt Stufler , Paul Thévenin

We consider the model of Brownian motion indexed by the Brownian tree, which has appeared in a variety of different contexts in probability, statistical physics and combinatorics. For this model, the total occupation measure is known to…

Probability · Mathematics 2023-06-16 Jean-François Le Gall

The reflected process of a random walk or L\'evy process arises in many areas of applied probability, and a question of particular interest is how the tail of the distribution of the heights of the excursions away from zero behaves…

Probability · Mathematics 2017-08-09 R. A. Doney , Philip S. Griffin

L\'evy walks are found in the migratory behaviour patterns of various organisms, and the reason for this phenomenon has been much discussed. We use simulations to demonstrate that learning causes the changes in confidence level during…

We establish stability of random forests under the mild condition that the squared response ($Y^2$) does not have a heavy tail. In particular, our analysis holds for the practical version of random forests that is implemented in popular…

Machine Learning · Statistics 2023-10-31 Yan Wang , Huaiqing Wu , Dan Nettleton

In this short note we discuss recent results on hook length formulas of trees unifying some earlier results, and explain hook length formulas naturally associated to families of increasingly labelled trees.

Combinatorics · Mathematics 2010-04-13 Markus Kuba

In this note, we study the asymptotical frontier behavior of a branching reflected Brownian motion. There is essentially no difference in maximal displacement between a branching Brownian motion and its reflected counterpart. We provide two…

Probability · Mathematics 2014-04-07 Wenpin Tang

Biologically inspired strategies have long been adapted to swarm robotic systems, including biased random walks, reaction to chemotactic cues and long-range coordination. In this paper we apply analysis tools developed for modeling…

We study the simple random walk on trees and give estimates on the mixing and relaxation time. Relying on a recent characterization by Basu, Hermon and Peres, we give geometric criteria, which are easy to verify and allow to determine…

Probability · Mathematics 2021-04-13 Nina Gantert , Evita Nestoridi , Dominik Schmid

We compare two definitions of multistable L\'evy motions. Such processes are extensions of classical L\'evy motion where the stability index is allowed to vary in time. We show that the two multistable L\'evy motions have distinct…

Probability · Mathematics 2013-10-25 Ronan Le Guével , Jacques Lévy-Vehel , Lining Liu

We study the energy minimization problem for an elastic interface in a random potential plus a quadratic well. As the position of the well is varied, the ground state undergoes jumps, called shocks or static avalanches. We introduce an…

Disordered Systems and Neural Networks · Physics 2015-06-03 Pierre Le Doussal , Kay Joerg Wiese

This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

Probability · Mathematics 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

We study the statistics of column-convex lattice animals generated by the stacking of squares on a staircase with step height p. We calculate the number of animals with area k living on l stairs. The total number of animals with area k is…

Statistical Mechanics · Physics 2007-05-23 L. Turban

Suppose that Y(t) is a d-dimensional Levy symmetric process for which its Levy measure differs from the Levy measure of the isotropic alpha-stable process (0<alpha<2) by a finite signed measure. For a bounded Lipschitz set D we compare the…

Probability · Mathematics 2011-07-06 Tomasz Grzywny , Michał Ryznar

We consider branching random walks on the Euclidean lattice in dimensions five and higher. In this non-Markovian setting, we first obtain a relationship between the equilibrium measure and Green's function, in the form of an approximate…

Probability · Mathematics 2023-03-31 Amine Asselah , Bruno Schapira , Perla Sousi

We study boundary traces of shift-invariant diffusions: two-dimensional diffusions in the upper half-plane $\mathbb{R} \times [0, \infty)$ (or in $\mathbb{R} \times [0, R)$) invariant under horizontal translations. We prove that the…

Probability · Mathematics 2019-12-03 Mateusz Kwaśnicki

Branching-stable processes have recently appeared as counterparts of stable subordinators, when addition of real variables is replaced by branching mechanism for point processes. Here, we are interested in their domains of attraction and…

Probability · Mathematics 2021-11-02 Jean Bertoin , Hairuo Yang