Related papers: On generalized arcsine laws and residual allocatio…
In their recent paper [8], G.Hata and the fourth author first gave an example of random iterations of two piecewise linear interval maps without (deterministic) indifferent periodic points for which the arcsine law -- a characterization of…
This work centers around results related to Proposition 21 of Pitman and Yor's (1997) paper on the two parameter Poisson Dirichlet distribution indexed by (\alpha,\theta) for 0<\alpha<1, also \alpha=0, and \theta>-\alpha, denoted…
The classic arcsine law for the number $N_{n}^{>}:=n^{-1}\sum_{k=1}^{n}\mathbf{1}_{\{S_{k}>0\}}$ of positive terms, as $n\to\infty$, in an ordinary random walk $(S_{n})_{n\ge 0}$ is extended to the case when this random walk is governed by…
We study a simple one dimensional sluggish random walk model with subdiffusive growth. In the continuum hydrodynamic limit, the model corresponds to a particle diffusing on a line with a space dependent diffusion constant D(x)=…
This article offers a simplified approach to the distribution theory of randomly weighted averages or $P$-means $M_P(X):= \sum_{j} X_j P_j$, for a sequence of i.i.d.random variables $X, X_1, X_2, \ldots$, and independent random weights $P:=…
Pitman(2003)(and subsequently Gnedin and Pitman (2006) showed that a large class of random partitions of the integers derived from a stable subordinator of index $\alpha\in(0,1)$ have infinite Gibbs (product) structure as a characterizing…
We introduce a new, relatively simple, line-breaking construction of the $\alpha$-stable tree which realises its random finite-dimensional distributions. This is a direct analogue of Aldous' line-breaking construction of the Brownian…
The three arcsine laws for Brownian motion are a cornerstone of extreme-value statistics. For a Brownian $B_t$ starting from the origin, and evolving during time $T$, one considers the following three observables: (i) the duration $t_+$ the…
We show analogs of the classical arcsine theorem for the occupation time of a random walk in $(-\infty,0)$ in the case of a small positive drift. To study the asymptotic behavior of the total time spent in $(-\infty,0)$ we consider…
The 'Arcsine' laws of Brownian particles in one dimension describe distributions of three quantities: the time $t_m$ to reach maximum position, the time $t_r$ spent on the positive side and the time $t_\ell$ of the last visit to the origin.…
Classical arcsine law states that fraction of occupation time on the positive or the negative side in Brownian motion does not converge to a constant but converges in distribution to the arcsine distribution. Here, we consider how a…
A classical result for the simple symmetric random walk with $2n$ steps is that the number of steps above the origin, the time of the last visit to the origin, and the time of the maximum height all have exactly the same distribution and…
We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in $\mathbb{R}^d$, which may be recurrent in any dimension. The limit $\mathcal{X}$ is an elliptic martingale diffusion, which may be…
Bona [2007+] studied the distribution of ascents, plateaux and descents in the class of Stirling permutations, introduced by Gessel and Stanley [1978]. Recently, Janson [2008+] showed the connection between Stirling permutations and plane…
The aim of this work is to extend and prove the Onsager conjecture for a class of conservation laws that possess generalized entropy. One of the main findings of this work is the "universality" of the Onsager exponent, $\alpha > 1/3$,…
In a celebrated paper, Dyson shows that the spectrum of an n\times n random Hermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n noncolliding Brownian motions held together by a drift term. The universal edge…
Occupation times quantify how long a stochastic process remains in a region, and their single-time statistics are famously given by the arcsine law for Brownian and L\'evy processes. By contrast, two-time occupation statistics, which…
* ACTIVATED RANDOM WALK MODEL * This is a conservative particle system on the lattice, with a Markovian continuous-time evolution. Active particles perform random walks without interaction, and they may as well change their state to…
The Airy line ensemble is a random collection of continuous ordered paths that plays an important role within random matrix theory and the Kardar-Parisi-Zhang universality class. The aim of this paper is to prove a universality property of…
We establish a conditional limit theorem for occupation times of infinite ergodic transformations under a tied-down condition, that is, the condition that the orbit returns to a reference set with finite measure at the final observation…