Sample path large deviations principles for Poisson shot noise processes, and applications.
Sample-path analysis of the proportional relation and its constant for discrete-time single-server queues.
Sample-path stability conditions for multiserver input-output processes.
Scale-free percolation
We formulate and study a model for inhomogeneous long-range percolation on . Each vertex is assigned a non-negative weight , where are i.i.d. random variables. Conditionally on the weights, and given two parameters , the edges are independent and the probability that there is an edge between and is given by . The parameter is the percolation parameter, while describes the long-range nature of the model. We focus on the degree distribution in the resulting graph, on whether there...
Scaling limit and cube-root fluctuations in SOS surfaces above a wall
Consider the classical -dimensional Solid-On-Solid model above a hard wall on an box of . The model describes a crystal surface by assigning a non-negative integer height to each site in the box and 0 heights to its boundary. The probability of a surface configuration is proportional to , where is the inverse-temperature and sums the absolute values of height differences between neighboring sites. We give a full description of the shape of the SOS surface for low enough temperatures....
Scaling limit of particle systems, incompressible Navier-Stokes equation and Boltzmann equation.
Scaling limit of the random walk among random traps on ℤd
Attributing a positive value τx to each x∈ℤd, we investigate a nearest-neighbour random walk which is reversible for the measure with weights (τx), often known as “Bouchaud’s trap model.” We assume that these weights are independent, identically distributed and non-integrable random variables (with polynomial tail), and that d≥5. We obtain the quenched subdiffusive scaling limit of the model, the limit being the fractional kinetics process. We begin our proof by expressing the random walk as the...
Scaling limits of anisotropic Hastings–Levitov clusters
We consider a variation of the standard Hastings–Levitov model HL(0), in which growth is anisotropic. Two natural scaling limits are established and we give precise descriptions of the effects of the anisotropy. We show that the limit shapes can be realised as Loewner hulls and that the evolution of harmonic measure on the cluster boundary can be described by the solution to a deterministic ordinary differential equation related to the Loewner equation. We also characterise the stochastic fluctuations...
Scaling of a random walk on a supercritical contact process
We prove a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof uses a coupling argument based on the observation that the random walk eventually gets trapped inside the union of space–time cones contained in the infection clusters generated by single infections. In the case where the local drifts of the random walk are smaller than the speed at which infection clusters grow, the random walk...
Second class particles in the rarefaction fan
Self Diffusion of a tagged particle in equilibrium for asymmetric mean zero random walk with simple exclusion
Self-dual planar hypergraphs and exact bond percolation thresholds.
Self-interacting diffusions II : convergence in law
Semi-groupes et mesures invariantes pour les processus semi-markoviens à espace d'état quelconque
Semi-Markov control processes with non-compact action spaces and discontinuous costs
We establish the average cost optimality equation and show the existence of an (ε-)optimal stationary policy for semi-Markov control processes without compactness and continuity assumptions. The only condition we impose on the model is the V-geometric ergodicity of the embedded Markov chain governed by a stationary policy.
Semi-Markov processes for reliability studies
Semi-Markov processes for reliability studies
We study the evolution of a multi-component system which is modeled by a semi-Markov process. We give formulas for the avaibility and the reliability of the system. In the r-positive case, we prove that the quasi-stationary probability on the working states is the normalised left eigenvector of some computable matrix and that the asymptotic failure rate is equal to the absolute value of the convergence parameter r.
Semi-Markov reliability models with recurrence times and credit rating applications.
Semi-Markov switches
Sensitivity error bounds for non-exponential stochastic networks