Related papers: On Partition Functions for Time-Inhomogeneous Bran…
Branching processes are used to model diverse social and physical scenarios, from extinction of family names to nuclear fission. However, for a better description of natural phenomena, such as viral epidemics in cellular tissues, animal…
We investigate the large deviation probabilities of first passage times (FPT) of discrete-time supercritical non-lattice branching random walks (BRWs) in $\mathbb{R}^d$ where $d\geq 1$. The FPT refers to the first time the BRW enters a ball…
This article extends the results of Fang & Zeitouni (2012a) on branching random walks (BRWs) with Gaussian increments in time inhomogeneous environments. We treat the case where the variance of the increments changes a finite number of…
We establish a second-order almost sure limit theorem for the minimal position in a one-dimensional super-critical branching random walk, and also prove a martingale convergence theorem which answers a question of Biggins and Kyprianou [9].…
A multifractal random walk (MRW) is defined by a Brownian motion subordinated by a class of continuous multifractal random measures $M[0,t], 0\le t\le1$. In this paper we obtain an extension of this process, referred to as multifractal…
This paper is concerned with two related types of directed polymers in a random medium. The first one is a d-dimensional Brownian motion living in a random environment which is Brownian in time and homogeneous in space. The second is a…
We prove an invariance principle for a general class of continuous time critical branching processes with finite variance (non-local) branching mechanism. We show that the genealogical trees, viewed as random compact metric measure spaces,…
We focus on the existence and characterization of the limit for a certain critical branching random walks in time-space random environment in one dimension which was introduced by M. Birnkenr et.al. Each particle performs simple random walk…
Initially developed in the framework of quantum stochastic calculus, the main equations of quantum stochastic filtering were later on derived as the limits of Markov models of discrete measurements under appropriate scaling. In many…
Recent studies have established a connection between the macroscopic mechanical response of polymeric materials and the statistics of the shortest path (SP) length between distant nodes in the polymer network. Since these statistics can be…
The aim of this paper is to deepen the analysis of the asymptotic behavior of the so-called minimal random walk (MRW) using a new martingale approach. The MRW is a discrete-time random walk with infinite memory that has three regimes…
The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW)is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW…
We study time-inhomogeneous random walks on finite groups in the case where each random walk step need not be supported on a generating set of the group. When the supports of the random walk steps satisfy a natural condition involving…
Spatially and temporally inhomogeneous evolution of one-dimensional vicious walkers with wall restriction is studied. We show that its continuum version is equivalent with a noncolliding system of stochastic processes called Brownian…
Functional limit theorem for continuous-time random walks (CTRW) are found in general case of dependent waiting times and jump sizes that are also position dependent. The limiting anomalous diffusion is described in terms of fractional…
The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar…
We introduce a random walk in random environment associated to an underlying directed polymer model in $1+1$ dimensions. This walk is the positive temperature counterpart of the competition interface of percolation and arises as the limit…
After a general introduction to the field, we describe some recent results concerning disorder effects on both `random walk models', where the random walk is a dynamical process generated by local transition rules, and on `polymer models',…
We consider a general class of branching processes in discrete time, where particles have types belonging to a Polish space and reproduce independently according to their type. If the process is critical and the mean distribution of types…
Let $Z^1$ and $Z^2$ be partition functions in the random polymer model in the same environment but driven by different underlying random walks. We give a comparison in concave stochastic order between $Z^1$ and $Z^2$ if one of the random…