概率论
We consider the problem of sequential matching in a stochastic block model with several classes of nodes and generic compatibility constraints. When the probabilities of connections do not scale with the size of the graph, we show that…
We analyze a Markovian SIR epidemic model where individuals either recover naturally or are diagnosed, leading to isolation and potential contact tracing. Our focus is on digital contact tracing via a tracing app, considering both its…
In 2008, T\'oth and Vet\H{o} defined the self-repelling random walk with directed edges as a non-Markovian random walk on $\mathbb{Z}$: in this model, the probability that the walk moves from a point of $\mathbb{Z}$ to a given neighbor…
Motivated by applications to COVID dynamics, we describe a branching process in random environments model $\{Z_n\}$ whose characteristics change when crossing upper and lower thresholds. This introduces a cyclical path behavior involving…
We study heterogeneously interacting diffusive particle systems with mean-field type interaction characterized by an underlying graphon and their finite particle approximations. Under suitable conditions, we obtain exponential concentration…
We model voting behaviour in the multi-group setting of a two-tier voting system using sequences of de Finetti measures. Our model is defined by using the de Finetti representation of a probability measure (i.e. as a mixture of…
We determine almost sure limits of rescaled intrinsic volumes of the construction steps of fractal percolation in $\mathbb{R}^d$ for any dimension $d\geq 1$. We observe a factorization of these limit variables which allows, in particular,…
In this paper, we introduce a slight variation of the Dominated Coupling From the Past algorithm (DCFTP) of Kendall, for bounded Markov chains. It is based on the control of a (typically non-monotonic) stochastic recursion by a (typically…
We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…
This paper considers the family of invariant measures of Markovian mean-field interacting particle systems on a countably infinite state space and studies its large deviation asymptotics. The Freidlin-Wentzell quasipotential is the usual…
We study the asymptotic growth rate of the label size of high-degree vertices in weighted recursive graphs (WRG) when the weights are i.i.d. almost surely bounded random variables, and as a result confirm a conjecture by Lodewijks and…
Motivated by recent developments of quasi-stationary Monte Carlo methods, we investigate the stability of quasi-stationary distributions of killed Markov processes under perturbations of the generator. We first consider a general bounded…
We develop continuous time Markov chain (CTMC) approximation of one-dimensional diffusions with a lower sticky boundary. Approximate solutions to the action of the Feynman-Kac operator associated with a sticky diffusion and first passage…
In this paper we provide the analysis of the limiting conditional distribution (Yaglom limit) for stochastic fluid models (SFMs), a key class of models in the theory of matrix-analytic methods. So far, transient and stationary analyses of…
A shared ledger is a record of transactions that can be updated by any member of a group of users. The notion of independent and consistent record-keeping in a shared ledger is important for blockchain and more generally for distributed…
Fractal percolation exhibits a dramatic topological phase transition, changing abruptly from a dust-like set to a system spanning cluster. The transition points are unknown and difficult to estimate. In many classical percolation models the…
In this paper, we describe a process where two types of particles, marked by the colors red and blue, arrive in a domain $D$ at a constant rate and are to be matched to each other according to the following scheme. At the time of arrival of…
In this paper we consider the one-dimensional, biased, randomly trapped random walk when the trapping times have infinite variance. We prove sufficient conditions for the suitably scaled walk to converge to a transformation of a stable…
The equilibrium properties of allocation algorithms for networks with a large number of nodes with finite capacity are investigated. Every node is receiving a flow of requests and when a request arrives at a saturated node, i.e. a node…
Suppose $X$ is a multidimensional diffusion process. Assume that at time zero the state of $X$ is fully observed, but at time $T>0$ only linear combinations of its components are observed. That is, one only observes the vector $L X_T$ for a…