相关论文: Bridges with random length: Gamma case
Bounds are proved for the connective constant \mu\ of an infinite, connected, \Delta-regular graph G. The main result is that \mu\ \ge \sqrt{\Delta-1} if G is vertex-transitive and simple. This inequality is proved subject to weaker…
We revisit, in a self contained way, the Markov property on planar maps and decorated planar maps from three perspectives. First, we characterize the laws on these planar maps that satisfy both the Markov property and rerooting invariance,…
A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…
This study aims to construct a stochastic process called "Brownian house-moving," which is a Brownian bridge conditioned to stay between two curves. To construct this process, statements are prepared on the weak convergence of conditioned…
In this paper is described the general aspect of a numerical method for piecewise determin-istic Markov processes with boundary. Under very natural hypotheses, a crucial result about uniqueness of solution of a generalized Kolmogorov…
We introduce a new residual-bridge proposal for approximately simulating conditioned diffusions. This proposal is formed by applying the modified diffusion bridge approximation of Durham and Gallant (2002) to the difference between the true…
The main purpose of this work is to study self-similar branching Markov chains. First we will construct such a process. Then we will establish certain Limit Theorems using the theory of self-similar Markov processes.
Networks constitute efficient tools for assessing universal features of complex systems. In physical contexts, classical as well as quantum, networks are used to describe a wide range of phenomena, such as phase transitions, intricate…
We consider the problem of conditioning a Markov process on a rare event and of representing this conditioned process by a conditioning-free process, called the effective or driven process. The basic assumption is that the rare event used…
We introduce a method to exactly generate bridge trajectories for discrete-time random walks, with arbitrary jump distributions, that are constrained to initially start at the origin and return to the origin after a fixed time. The method…
In this review-type paper written at the occasion of the Oberwolfach workshop {\em One-sided vs. Two-sided stochastic processes} (february 22-29, 2020), we discuss and compare Markov properties and generalisations thereof in more…
We give necessary and sufficient conditions for laws of large numbers to hold in $L^2$ for the empirical measure of a large class of branching Markov processes, including $\lambda$-positive systems but also some $\lambda$-transient ones,…
We study growth properties of the number of paths of lenght k for a variant of Cameo graphs introduced in an earlier paper. Sharp results are obtained for threshold for the k-path connectivity and the essential diameter.
Take a centered random walk S_n and consider the sequence of its partial sums A_n = S_1 + ... + S_n. Suppose S_1 is in the domain of normal attraction of an \alpha-stable law with 1 < \alpha <= 2. Assuming that S_1 is either…
We show the consistency of a threshold dynamics type algorithm for the anisotropic motion by fractional mean curvature, in the presence of a time dependent forcing term. Beside the consistency result, we show that convex sets remain convex…
We investigate the longevity of broad bridge features in position-velocity diagrams that appear as a result of cloud-cloud collisions. Broad bridges will have a finite lifetime due to the action of feedback, conversion of gas into stars and…
Strong typicality and the Markov lemma have been used in the proofs of several multiterminal source coding theorems. Since these two tools can be applied to finite alphabets only, the results proved by them are subject to the same…
This paper deals with a generalized length-preserving flow for convex curves in the plane. It is shown that the flow exists globally and deforms convex curves into circles as time tends to infinity.
The present paper aims at representing an improvement of the result in [2], where a strong unique continuation property and a description of the local behaviour around the edge of a crack for solutions to an elliptic problem are…
In a previous work, the first and third authors studied a random knot model for all two-bridge knots using billiard table diagrams. Here we present a closed formula for the distribution of the crossing numbers of such random knots. We also…