Related papers: The Brownian Web: Characterization and Convergence
We study the following one-dimensional model of annihilating particles. Beginning with all sites of $\mathbb{Z}$ uncolored, a blue particle performs simple random walk from $0$ until it reaches a nonzero red or uncolored site, and turns…
We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…
Conjunctive Bayesian networks (CBNs) are graphical models that describe the accumulation of events which are constrained in the order of their occurrence. A CBN is given by a partial order on a (finite) set of events. CBNs generalize the…
Branching processes are widely used to model the viral epidemic evolution. For more adequate investigation of viral epidemic modelling, we suggest to apply branching processes with transport of particles usually called branching random…
In this note - starting from $d$-dimensional (with $d>1$) fuzzy vectors - we prove Donsker's classical invariance principle. We consider a fuzzy random walk ${S^*_n}=X^*_1+\cdots+X^*_n,$ where $\{X^*_i\}_1^{\infty}$ is a sequence of…
The Levy transform of a Brownian motion B is the Brownian motion B't, the integral over (O,t) of sign of Bs with respect to dBs. Call T the corresponding transformation on the Wiener space W. We establish that a.s. the orbit of w in W under…
Stochastic process models for spatiotemporal data underlying random fields find substantial utility in a range of scientific disciplines. Subsequent to predictive inference on the values of the random field (or spatial surface indexed…
We examine a new path transform on 1-dimensional simple random walks and Brownian motion, the quantile transform. This transformation relates to identities in fluctuation theory due to Wendel, Port, Dassios and others, and to discrete and…
Many real life networks, such as the World Wide Web, transportation systems, biological or social networks, achieve both a strong local clustering (nodes have many mutual neighbors) and a small diameter (maximum distance between any two…
Using both numerical simulations and scaling arguments, we study the behavior of a random walker on a one-dimensional small-world network. For the properties we study, we find that the random walk obeys a characteristic scaling form. These…
Small-world (SW) networks have been identified in many different fields. Topological coefficients like the clustering coefficient and the characteristic path length have been used in the past for a qualitative characterization of these…
The food web is a directed graph in which nodes label species and directed links represent the predation between species. The cascade model generates random food webs. The continuum cascade model is a Poisson approximation of the cascade…
The large deviation function has been known for a long time in the literature for the displacement of the rightmost particle in a branching random walk (BRW), or in a branching Brownian motion (BBM). More recently a number of…
The Brownian tree, also known as the continuum random tree, is a canonical random compact, geodesic $\mathbf R$-tree that arises as the universal scaling limit for numerous models of discrete random trees. A key quasisymmetric invariant of…
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…
We study the properties of discrete-time random walks on networks formed by randomly interconnected cliques, namely, random networks of cliques. Our purpose is to derive the parameters that define the network structure -- specifically, the…
In a recent Letter Ciftci and Cakmak [EPL 87, 60003 (2009)] showed that the two dimensional random walk in a bounded domain, where walkers which cross the boundary return to a base curve near origin with deterministic rules, can produce…
We consider the model space of constant curvature in dimension n and characterize all co-adapted couplings of Brownian motions on this space for which the distance between the processes is deterministic. In addition, the construction of the…
In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…
We provide a decomposition of the trace of the Brownian motion into a simple path and an independent Brownian soup of loops that intersect the simple path. More precisely, we prove that any subsequential scaling limit of the loop erased…