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Random paths with bounded local time

Itai Benjamini, Nathanaël 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...

Random permutations and unique fully supported ergodicity for the Euler adic transformation

Sarah Bailey Frick, Karl Petersen (2008)

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

There is only one fully supported ergodic invariant probability measure for the adic transformation on the space of infinite paths in the graph that underlies the eulerian numbers. This result may partially justify a frequent assumption about the equidistribution of random permutations.

Random perturbations of exponential Riesz bases in L 2 ( - π , π )

Gennadii Chistyakov, Yura Lyubarskii (1997)

Annales de l'institut Fourier

Let a sequence { λ n } be given such that the exponential system { exp ( i λ n x ) } forms a Riesz basis in L 2 ( - π , π ) and { ξ n } be a sequence of independent real-valued random variables. We study the properties of the system { exp ( i ( λ n + ξ n ) x ) } as well as related problems on estimation of entire functions with random zeroes and also problems on reconstruction of bandlimited signals with bandwidth 2 π via their samples at the random points { λ n + ξ n } .

Random priority two-person full-information best choice problem with imperfect observation

Zdzisław Porosiński, Krzysztof Szajowski (2000)

Applicationes Mathematicae

The following version of the two-player best choice problem is considered. Two players observe a sequence of i.i.d. random variables with a known continuous distribution. The random variables cannot be perfectly observed. Each time a random variable is sampled, the sampler is only informed whether it is greater than or less than some level specified by him. The aim of the players is to choose the best observation in the sequence (the maximal one). Each player can accept at most one realization of...

Random real trees

Jean-François Le Gall (2006)

Annales de la faculté des sciences de Toulouse Mathématiques

We survey recent developments about random real trees, whose prototype is the Continuum Random Tree (CRT) introduced by Aldous in 1991. We briefly explain the formalism of real trees, which yields a neat presentation of the theory and in particular of the relations between discrete Galton-Watson trees and continuous random trees. We then discuss the particular class of self-similar random real trees called stable trees, which generalize the CRT. We review several important results concerning stable...

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