Geodesics and recurrence of random walks in disordered systems.
Geometric ergodicity for a class of Markov chains
Geometric infinite divisibility, stability, and self-similarity: an overview
The concepts of geometric infinite divisibility and stability extend the classical properties of infinite divisibility and stability to geometric convolutions. In this setting, a random variable X is geometrically infinitely divisible if it can be expressed as a random sum of components for each p ∈ (0,1), where is a geometric random variable with mean 1/p, independent of the components. If the components have the same distribution as that of a rescaled X, then X is (strictly) geometric stable....
Geometric Stable Laws Through Series Representations
Let (Xi ) be a sequence of i.i.d. random variables, and let N be a geometric random variable independent of (Xi ). Geometric stable distributions are weak limits of (normalized) geometric compounds, SN = X1 + · · · + XN , when the mean of N converges to infinity. By an appropriate representation of the individual summands in SN we obtain series representation of the limiting geometric stable distribution. In addition, we study the asymptotic...
Giant component and vacant set for random walk on a discrete torus
We consider random walk on a discrete torus of side-length , in sufficiently high dimension . We investigate the percolative properties of the vacant set corresponding to the collection of sites which have not been visited by the walk up to time . We show that when is chosen small, as tends to infinity, there is with overwhelming probability a unique connected component in the vacant set which contains segments of length const . Moreover, this connected component occupies a non-degenerate...
Giant vacant component left by a random walk in a random d-regular graph
We study the trajectory of a simple random walk on a d-regular graph with d ≥ 3 and locally tree-like structure as the number n of vertices grows. Examples of such graphs include random d-regular graphs and large girth expanders. For these graphs, we investigate percolative properties of the set of vertices not visited by the walk until time un, where u > 0 is a fixed positive parameter. We show that this so-called vacant set exhibits a phase transition in u in the following sense: there...
Grandes déviations pour un système hydrodynamique asymétrique de particules indépendantes
Green functions for killed random walks in the Weyl chamber of Sp(4)
We consider a family of random walks killed at the boundary of the Weyl chamber of the dual of Sp(4), which in addition satisfies the following property: for any n ≥ 3, there is in this family a walk associated with a reflection group of order 2n. Moreover, the case n = 4 corresponds to a process which appears naturally by studying quantum random walks on the dual of Sp(4). For all the processes belonging to this family, we find the exact asymptotic of the Green functions along all infinite paths...
Green kernel estimates and the full Martin boundary for random walks on lamplighter groups and Diestel–Leader graphs
Groupes aléatoires
Quelles sont les propriétés d’un groupe de présentation finie “tiré au hasard” ? La réponse à cette question dépend bien entendu de la méthode choisie pour le tirage au sort. On peut par exemple fixer générateurs et choisir relations aléatoirement parmi les mots de longueur , puis faire tendre vers l’infini. On peut aussi choisir un graphe fini, étiqueter aléatoirement ses arêtes par des générateurs, et considérer le groupe engendré par ces générateurs, soumis aux relations lues sur les cycles...
Harmonic functions and Hardy spaces on trees with boundaries
Hausdorff dimension of the graph of the fractional Brownian sheet.
Hazard Rates and Subexponential Distributions
Heat kernel asymptotics on the lamplighter group.
Homomorphisms to constructed from random walks
We give a construction of homomorphisms from a group into the reals using random walks on the group. The construction is an alternative to an earlier construction that works in more general situations. Applications include an estimate on the drift of random walks on groups of subexponential growth admitting no nontrivial homomorphism to the integers and inequalities between the asymptotic drift and the asymptotic entropy. Some of the entropy estimates obtained have applications independent of the...
How a centred random walk on the affine group goes to infinity
How the maximum of gaussian random walks and fields is influenced by changes of the variances.
In this paper we present an analytical proof of the fact that the maximum of gaussian random walks exceeds an arbitrary level b with a probability that is an increasing function of the step variances. An analogous result for stochastic integrals is also obtained.
Improvement of the non-uniform version of Berry-Esseen inequality via Paditz-Siganov theorems.
Independence of time and position for a random walk.
Indifference valuation in incomplete binomial models
The indifference valuation problem in incomplete binomial models is analyzed. The model is more general than the ones studied so far, because the stochastic factor, which generates the market incompleteness, may affect the transition propabilities and/or the values of the traded asset as well as the claim’s payoff. Two pricing algorithms are constructed which use, respectively, the minimal martingale and the minimal entropy measures. We study in detail the interplay among the different kinds of...