Related papers: Growth of the Brownian forest
Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…
We analyze the statistical properties of a temporal point process driven by a confined fractional Brownian motion. The event count distribution and power spectral density of this non--Markovian point process exhibit power--law scaling. We…
We show joint convergence of the Lukasiewicz path and height process for slightly supercritical Galton-Watson forests. This shows that the height processes for supercritical continuous state branching processes as constructed by Lambert…
We study the pruning process developed by Abraham and Delmas (2012) on the discrete Galton-Watson sub-trees of the L\'{e}vy tree which are obtained by considering the minimal sub-tree connecting the root and leaves chosen uniformly at rate…
We give a realization of the stable L\'evy forest of a given size conditioned by its mass from the path of the unconditioned forest. Then, we prove an invariance principle for this conditioned forest by considering $k$ independent…
In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…
Our purpose is to investigate properties for processes with stationary and independent increments under $G$-expectation. As applications, we prove the martingale characterization to $G$-Brownian motion and present a decomposition for…
In this work we consider a one-dimensional Brownian motion with constant drift moving among a Poissonian cloud of obstacles. Our main result proves convergence of the law of processes conditional on survival up to time $t$ as $t$ converges…
We work on a Galton--Watson tree with random weights, in the so-called "subdiffusive" regime. We study the rate of decay of the conductance between the root and the $n$-th level of the tree, as $n$ goes to infinity, by a mostly analytic…
The study of patterns in permutations associated with forests of binary shrubs was initiated by D. Bevan et al.. In this paper, we study five different types of rise statistics that can be associated with such permutations and find the…
We consider the random conductance model, where the underlying graph is an infinite supercritical Galton--Watson tree, the conductances are independent but their distribution may depend on the degree of the incident vertices. We prove that,…
We give a probabilistic proof for the emergence of the Stable-$1$ Law for the random fluctuations of the mass of the extremal process of branching Brownian Motion away from its tip. This result was already shown by Mytnik et al. albeit…
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 construct and study branching fractional Brownian motion with Hurst parameter $H\in(1/2,1)$. The construction relies on a generalization of the discrete approximation of fractional Brownian motion (Hammond and Sheffield, Probability…
It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…
We study the long-term behavior of weighted multi-type branching processes, focusing on extending classical laws of large numbers and martingale convergence to settings with infinitely many weighted particles, arbitrary type spaces and…
For normally reflected Brownian motion and for simple random walk on independently growing in time d-dimensional domains, d>=3, we establish a sharp criterion for recurrence versus transience in terms of the growth rate.
We introduce a simple tree growth process that gives rise to a new two-parameter family of discrete fragmentation trees that extends Ford's alpha model to multifurcating trees and includes the trees obtained by uniform sampling from…
We introduce a class of Markov coalescent processes on the continuous $d$-dimensional torus, in the most general setting of simultaneous multiple mergers, called the Brownian spatial coalescent. It is axiomatically defined through a…
We consider the time evolution of the supercritical Galton-Watson model of branching particles with extra parameter (mass). In the moment of the division the mass of the particle (which is growing linearly after the birth) is divided in…