Related papers: Two recursive decompositions of Brownian bridge
We consider a one dimensional L\'evy bridge x_B of length n and index 0 < \alpha < 2, i.e. a L\'evy random walk constrained to start and end at the origin after n time steps, x_B(0) = x_B(n)=0. We compute the distribution P_B(A,n) of the…
Nearest neighbor random walks in the quarter plane that are absorbed when reaching the boundary are studied. The cases of positive and zero drift are considered. Absorption probabilities at a given time and at a given site are made…
Donsker's theorem shows that random walks behave like Brownian motion in an asymptotic sense. This result can be used to approximate expectations associated with the time and location of a random walk when it first crosses a nonlinear…
Suppose we are given the free product V of a finite family of finite or countable sets. We consider a transient random walk on the free product arising naturally from a convex combination of random walks on the free factors. We prove the…
Sina\u{i} initiated the study of random walks with persistently positive area processes, motivated by shock waves in solutions to the inviscid Burgers' equation. We find the precise asymptotic probability that the area process of a random…
We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description…
The Brownian web is a random object that occurs as the scaling limit of an infinite system of coalescing random walks. Perturbing this system of random walks by, independently at each point in space-time, resampling the random walk…
We provide a new construction of Brownian disks in terms of forests of continuous random trees equipped with nonnegative labels corresponding to distances from a distinguished point uniformly distributed on the boundary of the disk. This…
We consider non-colliding Brownian bridges starting from two points and returning to the same position. These positions are chosen such that, in the limit of large number of bridges, the two families of bridges just touch each other forming…
Turn the set of permutations of $n$ objects into a graph $G_n$ by connecting two permutations that differ by one transposition, and let $\sigma_t$ be the simple random walk on this graph. In a previous paper, Berestycki and Durrett [In…
Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…
The article shows a bridge representation for the joint density of a system of stochastic processes consisting of a Brownian motion with drift coupled with a correlated fractional Brownian motion with drift. As a result, a small time…
We find exact small deviation asymptotics with respect to weighted Hilbert norm for some well-known Gaussian processes. Our approach does not require the knowledge of eigenfunctions of the covariance operator of a weighted process. Such a…
This survey is a collection of various results and formulas by different authors on the areas (integrals) of five related processes, viz.\spacefactor =1000 Brownian motion, bridge, excursion, meander and double meander; for the Brownian…
Motivated by its relevance for the study of perturbations of one-dimensional voter models, including stochastic Potts models at low temperature, we consider diffusively rescaled coalescing random walks with branching and killing. Our main…
Following the recent work of Sznitman (arXiv:0805.4516), we investigate the microscopic picture induced by a random walk trajectory on a cylinder of the form G_N x Z, where G_N is a large finite connected weighted graph, and relate it to…
Height fluctuations are studied in the one-dimensional totally asymmetric simple exclusion process with periodic boundaries, with a focus on how late time relaxation towards the non-equilibrium steady state depends on the initial condition.…
We define two families of Poissonian soups of bidirectional trajectories on $\mathbb{Z}^2$, which can be seen to adequately describe the local picture of the trace left by a random walk on the two-dimensional torus $(\mathbb{Z}/N…
We extend the Markov additive methodology developed in [Ann. Appl. Probab. 9 (1999) 110-145, Ann. Appl. Probab. 11 (2001) 596-607] to obtain the sharp asymptotics of the steady state probability of a queueing network when one of the nodes…
We consider a recent model of random walk that recursively grows the network on which it evolves, namely the Tree Builder Random Walk (TBRW). We introduce a bias $\rho \in (0,\infty)$ towards the root, and exhibit a phase transition for…