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Convergence of simple random walks on random discrete trees to brownian motion on the continuum random tree

David Croydon (2008)

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

In this article it is shown that the brownian motion on the continuum random tree is the scaling limit of the simple random walks on any family of discrete n-vertex ordered graph trees whose search-depth functions converge to the brownian excursion as n→∞. We prove both a quenched version (for typical realisations of the trees) and an annealed version (averaged over all realisations of the trees) of our main result. The assumptions of the article cover the important example of simple random walks...

Convergence to the brownian Web for a generalization of the drainage network model

Cristian Coletti, Glauco Valle (2014)

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

We introduce a system of one-dimensional coalescing nonsimple random walks with long range jumps allowing paths that can cross each other and are dependent even before coalescence. We show that under diffusive scaling this system converges in distribution to the Brownian Web.

Convex entropy decay via the Bochner–Bakry–Emery approach

Pietro Caputo, Paolo Dai Pra, Gustavo Posta (2009)

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

We develop a method, based on a Bochner-type identity, to obtain estimates on the exponential rate of decay of the relative entropy from equilibrium of Markov processes in discrete settings. When this method applies the relative entropy decays in a convex way. The method is shown to be rather powerful when applied to a class of birth and death processes. We then consider other examples, including inhomogeneous zero-range processes and Bernoulli–Laplace models. For these two models, known results...

Copolymer at selective interfaces and pinning potentials : weak coupling limits

Nicolas Petrelis (2009)

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

We consider a simple random walk of length N, denoted by (Si)i∈{1, …, N}, and we define (wi)i≥1 a sequence of centered i.i.d. random variables. For K∈ℕ we define ((γi−K, …, γiK))i≥1 an i.i.d sequence of random vectors. We set β∈ℝ, λ≥0 and h≥0, and transform the measure on the set of random walk trajectories with the hamiltonian λ∑i=1N(wi+h)sign(Si)+β∑j=−KK∑i=1Nγij1{Si=j}. This transformed path measure describes an hydrophobic(philic) copolymer interacting with a layer of width 2K around an interface...

Correlation asymptotics from large deviations in dynamical systems with infinite measure

Sébastien Gouëzel (2011)

Colloquium Mathematicae

We extend a result of Doney [Probab. Theory Related Fields 107 (1997)] on renewal sequences with infinite mean to renewal sequences of operators. As a consequence, we get precise asymptotics for the transfer operator and for correlations in dynamical systems preserving an infinite measure (including intermittent maps with an arbitrarily neutral fixed point).

Couplings, attractiveness and hydrodynamics for conservative particle systems

Thierry Gobron, Ellen Saada (2010)

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

Attractiveness is a fundamental tool to study interacting particle systems and the basic coupling construction is a usual route to prove this property, as for instance in simple exclusion. The derived markovian coupled process (ξt, ζt)t≥0 satisfies: (A) if ξ0≤ζ0 (coordinate-wise), then for all t≥0, ξt≤ζt a.s. In this paper, we consider generalized misanthrope models which are conservative particle systems on ℤd such that, in each transition, k particles may jump from a site x to another site y,...

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