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We consider a variant of the radial spanning tree introduced by Baccelli and Bordenave. Like the original model, our model is a tree rooted at the origin, built on the realization of a planar Poisson point process. Unlike it, the paths of…

概率论 · 数学 2014-03-24 Luiz Renato Fontes , Leon Valencia , Glauco Valle

We introduce a system of one-dimensional coalescing nonsimple random walks with long range jumps allowing crossing paths and exibiting dependence before coalescence. We show that under diffusive scaling this system converges in distribution…

概率论 · 数学 2011-09-19 Cristian Coletti , Glauco Valle

Consider a family of random ordered graph trees $(T_n)_{n\geq 1}$, where $T_n$ has $n$ vertices. It has previously been established that if the associated search-depth processes converge to the normalised Brownian excursion when rescaled…

概率论 · 数学 2012-10-24 David A. Croydon

The (standard) Brownian web is a collection of coalescing one- dimensional Brownian motions, starting from each point in space and time. It arises as the diffusive scaling limit of a collection of coalescing random walks. We show that it is…

概率论 · 数学 2009-09-29 Rongfeng Sun , Jan M. Swart

The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from everywhere in space and time, and the Brownian net is a generalization that also allows branching. They appear in the diffusive scaling limits of…

概率论 · 数学 2017-01-09 Emmanuel Schertzer , Rongfeng Sun , Jan M. Swart

We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…

概率论 · 数学 2007-05-23 Majid Hosseini , Krishnamurthi Ravishankar

We introduce a new metric for collections of aged paths and a robust set of criteria for compactness for a set of collection of aged paths in the topology corresponding to this metric. We show that the distribution of stable webs ($1<…

概率论 · 数学 2021-06-08 Thomas Mountford , Krishnamurthi Ravishankar

We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the…

概率论 · 数学 2015-10-30 Gérard Ben Arous , Manuel Cabezas , Jiří Černý , Roman Royfman

We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit…

概率论 · 数学 2008-12-26 Remi Rhodes , Vincent Vargas

We study a system of coalescing random walks on the integer lattice $\mathbb{Z}^{d}$ in which the walk is oriented in the $d$-th direction and follows certain specified rules. We first study the geometry of the paths and show that, almost…

概率论 · 数学 2022-08-23 Azadeh Parvaneh , Afshin Parvardeh , Rahul Roy

The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from every point in space and time, while the Brownian net is an extension that also allows branching. We show here that the Brownian net is the…

概率论 · 数学 2024-01-18 Rongfeng Sun , Jan M. Swart , Jinjiong Yu

We study a scaling limit associated to a model of planar aggregation. The model is obtained by composing certain independent random conformal maps. The evolution of harmonic measure on the boundary of the cluster is shown to converge to the…

概率论 · 数学 2008-10-02 James Norris , Amanda Turner

Passive scalar motion in a family of random Gaussian velocity fields with long-range correlations is shown to converge to persistent fractional Brownian motions in long times.

概率论 · 数学 2007-05-23 Albert Fannjiang , Tomasz Komorowski

We propose a metric space of coalescing pairs of paths on which we are able to prove (more or less) directly convergence of objects such as the persistence probability in the (one dimensional, nearest neighbor, symmetric) voter model or the…

概率论 · 数学 2018-11-29 Luiz Renato Fontes

The Drainage Network is a system of coalescing random walks, exhibiting long-range dependence before coalescence, introduced by Gangopadhyay, Roy, and Sarkar. Coletti, Fontes, and Dias proved its convergence to the Brownian Web under…

概率论 · 数学 2024-07-24 Rafael Santos , Glauco Valle , Leonel Zuaznábar

We study a family of interacting particle systems with annihilating and coalescing reactions. Two types of particles are interspersed throughout a transitive unimodular graph. Both types diffuse as simple random walks with possibly…

概率论 · 数学 2025-11-04 Sungwon Ahn , Matthew Junge , Hanbaek Lyu , Lily Reeves , Jacob Richey , David Sivakoff

We establish the scaling limit of a class of boundary random walks to the full spectrum of Brownian-type processes on the half-line. By solving the associated martingale problem and employing weak convergence techniques, we prove that under…

概率论 · 数学 2025-10-03 Juan Carlos Arroyave , Eldon Barros , Eduardo Pimenta

In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…

概率论 · 数学 2007-05-23 Enriquez Nathanael

For a set $A\subset C[0,\infty)$, we give new results on the growth of the number of particles in a dyadic branching Brownian motion whose paths fall within A. We show that it is possible to work without rescaling the paths. We give large…

概率论 · 数学 2010-09-24 Simon C. Harris , Matthew I. Roberts

We study non-compact scaling limits of uniform random planar quadrangulations with a boundary when their size tends to infinity. Depending on the asymptotic behavior of the boundary size and the choice of the scaling factor, we observe…

概率论 · 数学 2016-08-04 Erich Baur , Grégory Miermont , Gourab Ray
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