Related papers: Split merge dynamics for expanding intervals and p…

For a partial structural change in a linear regression model with a single break, we develop a continuous record asymptotic framework to build inference methods for the break date. We have T observations with a sampling frequency h over a…

We analyze several generic proximal splitting algorithms well suited for large-scale convex nonsmooth optimization. We derive sublinear and linear convergence results with new rates on the function value suboptimality or distance to the…

Consider N equally-spaced points on a circle of circumference N. Choose at random n points out of $N$ on this circle and append clockwise an arc of integral length k to each such point. The resulting random set is made of a random number of…

The segmentation of data into stationary stretches also known as multiple change point problem is important for many applications in time series analysis as well as signal processing. Based on strong invariance principles, we analyse data…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

An original approach to solving rather difficult probabilistic problems arising in studying the readout of random discrete fields and having no exact analytical solutions at the moment is proposed. Several algorithms for direct, iterative,…

We study the percolation properties of graph partitioning on random regular graphs with N vertices of degree $k$. Optimal graph partitioning is directly related to optimal attack and immunization of complex networks. We find that for any…

We consider additive functionals $X_n(\phi)$ with small toll functions on split trees and a generalization of split trees, which we call fractional split trees, where the split vector does not need to sum up to 1. These additive functionals…

We consider the behaviour of branching-selection particle systems in the large population limit. The dynamics of these systems is the combination of the following three components: (a) Motion: particles move on the real line according to a…

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Splitting probabilities quantify the likelihood of a given outcome out of competitive events. This key observable of random walk theory, historically introduced as the gambler's ruin problem, is well understood for memoryless (Markovian)…

For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…

We study a class of one-dimensional full branch maps admitting two indifferent fixed points as well as critical points and/or unbounded derivative. Under some mild assumptions we prove the existence of a unique invariant mixing absolutely…

This paper considers a Markov-modulated duplication-deletion random graph where at each time instant, one node can either join or leave the network; the probabilities of joining or leaving evolve according to the realization of a finite…

There is considerable current interest in the emergence of statistical correlations within a population of otherwise non-interacting Brownian particles subject to a common fluctuating environment or drive. Examples include global stochastic…

We present a computationally efficient algorithm for stable numerical differentiation from noisy, uniformly-sampled data on a bounded interval. The method combines multi-interval Fourier extension approximations with an adaptive domain…

We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…

This work analyzes fractional continuous-time random walks on two-layer multiplexes. A node-centric dynamics is used, in which it is assumed a Poisson distribution of a walker to become active, while a jump to one of its neighbors depends…

For an unknown continuous distribution on a real line, we consider the approximate estimation by the discretization. There are two methods for the discretization. First method is to divide the real line into several intervals before taking…

We consider randomized dynamics over the $n$-simplex, where at each step a random set, or block, of coordinates is evenly averaged. When all blocks have size 2, this reduces to the repeated averages studied in [CDSZ22], a version of the…