Les processus de Schramm-Loewner (SLE) induisent des courbes aléatoires du plan complexe, qui vérifient une propriété d’invariance conforme. Ce sont des outils fondamentaux pour la compréhension du comportement asymptotique en régime critique de certains modèles discrets intervenant en physique statistique ; ils ont permis notamment d’établir rigoureusement certaines conjectures importantes dans ce domaine.
Ce court texte reprend un exposé donné le 15 Décembre 2011 au Laboratoire de Probabilités et Modèles Aléatoires, lors d’une journée en hommage à Paul Lévy. On y rappellera comment des considérations sur l’arithmétique des lois de probabilités ont conduit Lévy à étudier les processus à accroissements indépendants.
We consider random dynamics on the edges of a uniform Cayley tree with vertices, in which edges are either flammable, fireproof, or burnt. Every flammable edge is replaced by a fireproof edge at unit rate, while fires start at smaller rate on each flammable edge, then propagate through the neighboring flammable edges and are only stopped at fireproof edges. A vertex is called fireproof when all its adjacent edges are fireproof. We show that as , the terminal density of fireproof vertices converges...
It was shown in [2] that a Langevin process can be reflected at an energy absorbing boundary. Here, we establish that the law of this reflecting process can be characterized as the unique weak solution to a certain second order stochastic differential equation with constraints, which is in sharp contrast with a deterministic analog.
The fragmentation processes considered in this work are self-similar Markov processes which are meant to describe the evolution of a mass that falls apart randomly as time passes. We investigate their pathwise asymptotic behavior as . In the so-called homogeneous case, we first point at a law of large numbers and a central limit theorem for (a modified version of) the empirical distribution of the fragments at time . These results are reminiscent of those of Asmussen and Kaplan [3] and Biggins...
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