相关论文: The skew Brownian permuton: a new universality cla…
We give alternate constructions of (i) the scaling limit of the uniform connected graphs with given fixed surplus, and (ii) the continuum random unicellular map (CRUM) of a given genus that start with a suitably tilted Brownian continuum…
The classical theorem by Pitman states that a Brownian motion minus twice its running infimum enjoys the Markov property. On the one hand, Biane understood that Pitman's theorem is intimately related to the representation theory of the…
We extend some results of Bonahon, Bullock, Turaev and Wong concerning the skein algebras of closed surfaces to L^e's stated skein algebra associated to open surfaces. We prove that the stated skein algebra with deforming parameter +1…
In their seminal paper introducing the theory of random graphs, Erd\H{o}s and R\'{e}nyi considered the evolution of the structure of a random subgraph of $K_n$ as the density increases from $0$ to $1$, identifying two key points in this…
We establish a scaling limit result for the length $\operatorname{LIS}(\sigma_n)$ of the longest increasing subsequence of a permutation $\sigma_n$ of size $n$ sampled from the Brownian separable permuton $\boldsymbol{\mu}_p$ of parameter…
The Skorokhod Embedding problem is well understood when the underlying process is a Brownian motion. We examine the problem when the underlying is the simple symmetric random walk and when no external randomisation is allowed. We prove that…
We consider a branching Brownian motion in $\mathbb{R}^d$. We prove that there exists a random subset $\Theta$ of $\mathbb{S}^{d-1}$ such that the limit of the derivative martingale exists simultaneously for all directions $\theta \in…
The Brownian map is a random sphere-homeomorphic metric measure space obtained by "gluing together" the continuum trees described by the $x$ and $y$ coordinates of the Brownian snake. We present an alternative "breadth-first" construction…
In this paper we show the strong existence and the pathwise uniqueness of an infinite-dimensional Stochastic Differential Equation (SDE) corresponding to the bulk limit of Dyson's Brownian Motion (DBM), for all $\beta\geq 1$. Our…
Random skew plane partitions of large size distributed according to an appropriately scaled Schur process develop limit shapes. In the present work we consider the limit of large random skew plane partitions where the inner boundary…
We study scaling limits of random permutations ("permutons") constrained by having fixed densities of a finite number of patterns. We show that the limit shapes are determined by maximizing entropy over permutons with those constraints. In…
Liouville quantum gravity (LQG) and the Brownian map (TBM) are two distinct models of measure-endowed random surfaces. LQG is defined in terms of a real parameter $\gamma$, and it has long been believed that when $\gamma = \sqrt{8/3}$, the…
Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…
We construct a family of SDEs whose solutions select a reflected Brownian flow as well as a stochastic damped transport process (W\_t). The latter gives a representation for the solutions to the heat equation for differential 1-forms with…
We present different continuous models of random geometry that have been introduced and studied in the recent years. In particular, we consider the Brownian map, which is the universal scaling limit of large planar maps in the…
An embedding of the group $\Diff(S^{1})$ of orientation preserving diffeomorphims of the unit circle $S^1$ into an infinite-dimensional symplectic group, $\Sp(\infty)$, is studied. The authors prove that this embedding is not surjective. A…
The "Brownian bees" model describes a system of $N$ independent branching Brownian particles. At each branching event the particle farthest from the origin is removed, so that the number of particles remains constant at all times.…
We characterize and describe all random subsets $K$ of a given simply connected planar domain (the upper half-plane $\H$, say) which satisfy the ``conformal restriction'' property, i.e., $K$ connects two fixed boundary points (0 and…
Skewness is a common occurrence in statistical applications. In recent years, various distribution families have been proposed to model skewed data by introducing unequal scales based on the median or mode. However, we argue that the point…
Two-dimensional loop-erased random walks (LERWs) are random planar curves whose scaling limit is known to be a Schramm-Loewner evolution SLE_k with parameter k = 2. In this note, some properties of an SLE_k trace on doubly-connected domains…