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An integral test for the transience of a brownian path with limited local time

Itai BenjaminiNathanaël Berestycki — 2011

Annales de l'I.H.P. Probabilités et statistiques

We study a one-dimensional brownian motion conditioned on a self-repelling behaviour. Given a nondecreasing positive function (), ≥0, consider the measures obtained by conditioning a brownian path so that ≤(), for all ≤, where is the local time spent at the origin by time . It is shown that the measures are tight, and that any weak limit of as →∞ is transient provided that −3/2() is integrable. We conjecture that...

Random paths with bounded local time

Itai BenjaminiNathanaël Berestycki — 2010

Journal of the European Mathematical Society

We consider one-dimensional Brownian motion conditioned (in a suitable sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that is, this process is ballistic and has an asymptotic velocity approximately 4.58... as high as required by the conditioning (the exact value of this constant involves the first zero of a Bessel function). We also study the random walk case and show that the process...

Small-time behavior of beta coalescents

Julien BerestyckiNathanaël BerestyckiJason Schweinsberg — 2008

Annales de l'I.H.P. Probabilités et statistiques

For a finite measure on [0, 1], the -coalescent is a coalescent process such that, whenever there are clusters, each -tuple of clusters merges into one at rate (1−) (d). It has recently been shown that if 1<<2, the -coalescent in which is the Beta (2−, ) distribution can be used to describe the genealogy of a continuous-state branching process (CSBP) with an -stable branching mechanism. Here we use facts...

Asymptotic sampling formulae for 𝛬 -coalescents

Julien BerestyckiNathanaël BerestyckiVlada Limic — 2014

Annales de l'I.H.P. Probabilités et statistiques

We present a robust method which translates information on the speed of coming down from infinity of a genealogical tree into sampling formulae for the underlying population. We apply these results to population dynamics where the genealogy is given by a 𝛬 -coalescent. This allows us to derive an exact formula for the asymptotic behavior of the site and allele frequency spectrum and the number of segregating sites, as the sample size tends to . Some of our results hold in the case of a general 𝛬 -coalescent...

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