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The spread of a catalytic branching random walk

Philippe Carmona, Yueyun Hu (2014)

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

We consider a catalytic branching random walk on that branches at the origin only. In the supercritical regime we establish a law of large number for the maximal position M n : For some constant α , M n n α almost surely on the set of infinite number of visits of the origin. Then we determine all possible limiting laws for M n - α n as n goes to infinity.

The "Thirty-seven Percent Rule" and the secretary problem with relative ranks

Béla Bajnok, Svetoslav Semov (2014)

Discussiones Mathematicae Probability and Statistics

We revisit the problem of selecting an item from n choices that appear before us in random sequential order so as to minimize the expected rank of the item selected. In particular, we examine the stopping rule where we reject the first k items and then select the first subsequent item that ranks lower than the l-th lowest-ranked item among the first k. We prove that the optimal rule has k ~ n/e, as in the classical secretary problem where our sole objective is to select the item of lowest rank;...

The weak convergence of regenerative processes using some excursion path decompositions

Amaury Lambert, Florian Simatos (2014)

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

We consider regenerative processes with values in some general Polish space. We define their ε -big excursions as excursions e such that ϕ ( e ) g t ; ε , where ϕ is some given functional on the space of excursions which can be thought of as, e.g., the length or the height of e . We establish a general condition that guarantees the convergence of a sequence of regenerative processes involving the convergence of ε -big excursions and of their endpoints, for all ε in a set whose closure contains 0 . Finally, we provide...

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