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# Documents  60G50 | enregistrements trouvés : 83

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## Martingales in self-similar growth-fragmentations and their applications Bertoin, Jean | CIRM H

Post-edited

Research talks;Probability and Statistics

This talk is based on a work jointly with Timothy Budd (Copenhagen), Nicolas Curien (Orsay) and Igor Kortchemski (Ecole Polytechnique).
Consider a self-similar Markov process $X$ on $[0,\infty)$ which converges at infinity a.s. We interpret $X(t)$ as the size of a typical cell at time $t$, and each negative jump as a birth event. More precisely, if ${\Delta}X(s) = -y < 0$, then $s$ is the birth at time of a daughter cell with size $y$ which then evolves independently and according to the same dynamics. In turn, daughter cells give birth to granddaughter cells each time they make a negative jump, and so on.
The genealogical structure of the cell population can be described in terms of a branching random walk, and this gives rise to remarkable martingales. We analyze traces of these mar- tingales in physical time, and point at some applications for self-similar growth-fragmentation processes and for planar random maps.
This talk is based on a work jointly with Timothy Budd (Copenhagen), Nicolas Curien (Orsay) and Igor Kortchemski (Ecole Polytechnique).
Consider a self-similar Markov process $X$ on $[0,\infty)$ which converges at infinity a.s. We interpret $X(t)$ as the size of a typical cell at time $t$, and each negative jump as a birth event. More precisely, if ${\Delta}X(s) = -y < 0$, then $s$ is the birth at time of a daughter cell with size $y$ which then ...

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## Self-interacting walks and uniform spanning forests Peres, Yuval | CIRM H

Post-edited

Research talks;Combinatorics;Mathematical Physics;Probability and Statistics

In the first half of the talk, I will survey results and open problems on transience of self-interacting martingales. In particular, I will describe joint works with S. Popov, P. Sousi, R. Eldan and F. Nazarov on the tradeoff between the ambient dimension and the number of different step distributions needed to obtain a recurrent process. In the second, unrelated, half of the talk, I will present joint work with Tom Hutchcroft, showing that the component structure of the uniform spanning forest in $\mathbb{Z}^d$ changes every dimension for $d > 8$. This sharpens an earlier result of Benjamini, Kesten, Schramm and the speaker (Annals Math 2004), where we established a phase transition every four dimensions. The proofs are based on a the connection to loop-erased random walks. In the first half of the talk, I will survey results and open problems on transience of self-interacting martingales. In particular, I will describe joint works with S. Popov, P. Sousi, R. Eldan and F. Nazarov on the tradeoff between the ambient dimension and the number of different step distributions needed to obtain a recurrent process. In the second, unrelated, half of the talk, I will present joint work with Tom Hutchcroft, showing that the ...

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## Branching random walks and Galton-Watson trees Gantert, Nina | CIRM H

Post-edited

Research schools;Probability and Statistics

We give some results about tree-indexed random walks aka branching random walks. In particular, we investigate the growth of the maximum of such a walk.
Based on joint work with Piotr Dyszewski and Thomas Hofelsauer.

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## Ecole d'été de probabilités de Saint-Flour XIII - 1983 :13ème école d'été de probabilités de Saint-Flour#Juil. 3-20 Aldous, D. J. ; Ibragimov, I. A. ; Jacod, J. ; Hennequin, P. L. | Springer-Verlag 1985

Congrès

- 409 p.
ISBN 978-0-387-15203-5

Lecture notes in mathematics , 1117

Localisation : Collection 1er étage

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## Uniform limit theorems for sums of independent random variables Arak, T. V. ; Zaitsev, A. Yu. ; Ibragimov, I. A. | American Mathematical Society 1988

Congrès

- 222 p.
ISBN 978-0-8218-3118-2

Proceedings of the Steklov institute of mathematics , 0174

Localisation : Collection 1er étage

probabilité # théorème limite # variable aléatoire

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## Stochastic analysis and related topics Vthe Silivri workshop 1994Oslo-Silivri workshop on... at the Nazim Terzioglu Graduate Research Center of Istanbul UniversityJuly 18-29 Korezlioglu, H. ; Oksendal, B. ; Ustunel, A. S. | Birkhäuser 1996

Congrès

ISBN 978-0-8176-3887-0

Progress in probability , 0038

Localisation : Colloque 1er étage (SILI)

analyse stochastique # espace de Poisson # espace de mesure # espace topologique linéaire # formule de Feymann-Kac # stochastique elliptique # variable aléatoire # équation différentielle # équation différentielle stochastique # équation stochastique de la chaleur

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## Empirical distributions and processesselected papers from a meetingMarch 28 - April 3 Gaenssler, P. ; Revesz, P. | Springer-Verlag 1976

Congrès

ISBN 978-3-540-08061-9

Lecture notes in mathematics , 0566

Localisation : Collection 1er étage

accroissement de Erdös-Renyi # alternative contigue de processus empirique # approche D indice k # approximation faible # boule en espace de Banach # convergence d'écart isotrope # convergence faible # convergence faible vers loi stable # convergence uniforme de mesure # distribution empirique # estimation de paramètre # fonction de distribution empirique # module de continuité de Lévy # principe d'invariance faible # principe d'invariance presque sûre # processus de Kiefer # processus empirique multivarié # test de Kolmogorov-Smirnov # théorème de Glivenko-Cantelli # variable aléatoire faiblement dépendante accroissement de Erdös-Renyi # alternative contigue de processus empirique # approche D indice k # approximation faible # boule en espace de Banach # convergence d'écart isotrope # convergence faible # convergence faible vers loi stable # convergence uniforme de mesure # distribution empirique # estimation de paramètre # fonction de distribution empirique # module de continuité de Lévy # principe d'invariance faible # principe d'invariance ...

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## Lectures on probability theory and statistics :école d'été de probabilités de Saint-Flour XXIX - 1999 Bolthausen, Erwin ; Perkins, Edwin A. ; Van der Vaart, A. ; Bernard, P. | Springer 2002

Congrès

- 466 p.
ISBN 978-3-540-43736-9

Lecture notes in mathematics , 1781

Localisation : Collection 1er étage

probabilité # statistique # grande déviation # marche aléatoire # superprocessus de Dawson-Watanabe # statistique semi-paramétrique # estimation # propriété asymptotique

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## Stochastic models :seventh symposium on probability and stochastic processes held at Mexico City#June 23-28 Gonzales-Barrios, José M. ; Leon, Jorge A. ; Meda, Ana | American Mathematical Society 2003

Congrès

- 272 p.
ISBN 978-0-8218-3466-4

Contemporary mathematics , 0336

Localisation : Collection 1er étage

analyse stochastique # modèle stochastique # processus stochastique # mathématique financière # intégrale stochastique # équilibre # entropie # risque de crédit # EDP stochastique

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## Ergodic theory and related fields :2004-2006 chapel hill workshops on probability and ergodic theory#Feb. 15-18 Assani, Idris | Amercian Mathematical Society 2007

Congrès

- 145 p.
ISBN 978-0-8218-3869-3

Contemporary mathematics , 0430

Localisation : Collection 1er étage

théorie ergodique # système dynamique @ transformation conservant la mesure # équivalence d'orbite # transformation de Hilbert

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## Séminaire Bourbaki. Vol. 2004/2005 :exposés 938-951 | Société Mathématique de France 2006

Congrès

- 520 p.
ISBN 978-285629-224-2

Astérisque , 0307

Localisation : Périodique 1er étage

variété kählérienne # métrique extrémale # stabilité # dynamique holomorphe # mesure d'équilibre # ensemble exceptionnel# entropie # automorphe # formule de trace # endoscopie # lemme fondamental # G-torseurs # formes quadratiques # cycles algébriques # motifs # variété de Shimira # variété modulaire # sous-variété # correspondance de Hecke # variété hyperkählerienne # cône ample # cône neuf # cône pseudo-effectif # classes grandes # cône de Kähler # courant # métrique singulière # décomposition de Zariski # volume d'un fobré en droites # variété uniréglée # courbe mobile # progression arithmétique # nombres premiers # conjecture de Mumford # espace de module des courbes # groupe modulaire de Teichmuller # théorie de Morse # stratifactionn # catégorie dérivée # catégorie triangulée # variété de Calabi-Yau # flop # variété de dimension 3 # conjecture de Poincaré # flot de Ricci # verre de spin # modèle de Sherrington-Kirkpatrick # énergie libre # brisure de la symétrie des répliques # algèbres simples centrales # indice # exposant # corps de fonctions de deux variables # surfaces complexes # groupe de Brauer # algèbres d'Azumaya # fibrés vectoriels # transformation élémentaire # déformation # géométrie conforme # dimension 4 # théorème de pincement # théorème de la sphère # paires conformes # opérateur de Paneitz # Q-courbure # problèmes de recouvrement # point favori # point épais # point fin # point tardif # analyse multi-fractale # mesure d'occupation # arbre # marche aléatoire # mouvement brownien variété kählérienne # métrique extrémale # stabilité # dynamique holomorphe # mesure d'équilibre # ensemble exceptionnel# entropie # automorphe # formule de trace # endoscopie # lemme fondamental # G-torseurs # formes quadratiques # cycles algébriques # motifs # variété de Shimira # variété modulaire # sous-variété # correspondance de Hecke # variété hyperkählerienne # cône ample # cône neuf # cône pseudo-effectif # classes grandes # cône de ...

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## Ergodic theoryprobability and ergodic theory workshopsChapel Hill # february 15-18, 2007 and february 14-17, 2008 Assani, Idris | American Mathematical Society 2009

Congrès

- vi; 162 p.
ISBN 978-0-8218-4649-0

Contemporary mathematics , 0485

Localisation : Collection 1er étage

théorie ergodique

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## Discrete random walks: theory and applications in combinatorics, computational biology, computer science, probability theory, and statistical physics.Paris # 1-5 september 2003 Banderier, Cyril ; Krattenthaler, Christian | I.N.R.I.A. 2003

Congrès

- 360 p.
ISBN 978-2-7261-1261-8

Discrete mathematics & theoretical computer science

Localisation : Colloque 1er étage (PARI)

combinatoire # marche aléatoire

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## Asymptotic laws and methods in stochastics: a volume in honour of Miklos Csörgo on the occasion of his 80th birthday.Proceedings of the international symposium on asymptotic methods in stochasticsOttawa # July 3-6, 2012 Dawson, Donald ; Kulik, Rafal ; Ould Haye, Mohamedou ; Szyszkowicz, Barbara ; Zhao, Yiqiang | Springer;The Fields Institute for Research in Mathematical Sciences 2015

Congrès

- xvi; 406 p.
ISBN 978-1-4939-3075-3

Fields institute communications , 0076

Localisation : Collection 1er étage

Miklos Csörgo # méthode asymptotique # probabilités # statistiques # processus planaire # loi des grands nombres # série temporelle # processus stochastique

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## Probability on algebraic and geometric structures.International research conference in honor of Philip Feinsilver, Salah-Eldin A. Mohammed, and Arunava MukherjeaCarbondale # June 5-7, 2014 Budzban, Gregory ; Hughes, Harry Randolph ; Schurz, Henri | American Mathematical Society 2016

Congrès

- xi; 221 p.
ISBN 978-1-4704-1945-5

Contemporary mathematics , 0668

Localisation : Collection 1er étage

Philip Feinsilver # Salah-Eldin Mohammed # Arunava Mukherjea # mesure de probabilités # équation différentielle # processus de Markov # géométrie combinatoire

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## The classification of excursions Mishna, Marni | CIRM H

Multi angle

Research talks;Algebra;Combinatorics

Excursions are walks which start and end at prescribed locations. In this talk we consider the counting sequences of excursions, more precisely, the functional equations their generating functions satisfy. We focus on two sources of excursion problems: walks defined by their allowable steps, taken on integer lattices restricted to cones; and walks on Cayley graphs with a given set of generators. The latter is related to the cogrowth problems of groups. In both cases we are interested in relating the nature of the generating function (i.e. rational, algebraic, D-finite, etc.) and combinatorial properties of the models. We are also interested in the relation between the excursions, and less restricted families of walks.
Please note: A few corrections were made to the PDF file of this talk, the new version is available at the bottom of the page.
Excursions are walks which start and end at prescribed locations. In this talk we consider the counting sequences of excursions, more precisely, the functional equations their generating functions satisfy. We focus on two sources of excursion problems: walks defined by their allowable steps, taken on integer lattices restricted to cones; and walks on Cayley graphs with a given set of generators. The latter is related to the cogrowth problems of ...

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## Random walk on random digraph Salez, Justin | CIRM H

Multi angle

Research talks;Combinatorics;Probability and Statistics

A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the context of card shuffling (Aldous-Diaconis, 1986), this remarkable phenomenon is now rigorously established for many reversible chains. Here we consider the non-reversible case of random walks on sparse directed graphs, for which even the equilibrium measure is far from being understood. We work under the configuration model, allowing both the in-degrees and the out-degrees to be freely specified. We establish the cutoff phenomenon, determine its precise window and prove that the cutoff profile approaches a universal shape. We also provide a detailed description of the equilibrium measure. A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the context of card shuffling (Aldous-Diaconis, 1986), this remarkable phenomenon is now rigorously established for many reversible chains. Here we consider the non-reversible case of random walks on sparse ...

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## Tilings and non-intersecting paths beyond integrable cases Gorin, Vadim | CIRM H

Multi angle

Research talks;Combinatorics;Mathematical Physics;Probability and Statistics

The talk is about a class of systems of 2d statistical mechanics, such as random tilings, noncolliding walks, log-gases and random matrix-type distributions. Specific members in this class are integrable, which means that available exact formulas allow delicate asymptotic analysis leading to the Gaussian Free Field, sine-process, Tracy-Widom distributions. Extending the results beyond the integrable cases is challenging. I will speak about a recent progress in this direction: about universal local limit theorems for a class of lozenge and domino tilings, noncolliding random walks; and about GFF-type asymptotic theorems for global fluctuations in these systems and in discrete beta log-gases. The talk is about a class of systems of 2d statistical mechanics, such as random tilings, noncolliding walks, log-gases and random matrix-type distributions. Specific members in this class are integrable, which means that available exact formulas allow delicate asymptotic analysis leading to the Gaussian Free Field, sine-process, Tracy-Widom distributions. Extending the results beyond the integrable cases is challenging. I will speak about a ...

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## Low temperature interfaces and level lines in the critical prewetting regime Ioffe, Dmitry | CIRM H

Multi angle

Research talks;Mathematical Physics;Probability and Statistics

Complete wetting in the context of the low temperature two-dimensional Ising model is characterized by creation of a mesoscopic size layer of the "-" phase above an active substrate. Adding a small positive magnetic field h makes "-"-phase unstable, and the layer becomes only microscopically thick. Critical prewetting corresponds to a continuous divergence of this layer as h tends to zero. There is a conjectured 1/3 (diffusive) scaling leading to Ferrari-Spohn diffusions. Rigorous results were established for polymer models of random and self-avoiding walks under vanishing area tilts.
A similar 1/3-scaling is conjectured to hold for top level lines of low temperature SOS-type interfaces in three dimensions. In the latter case, the effective local structure is that of ordered walks, again under area tilts. The conjectured scaling limits (rigorously established in the random walk context) are ordered diffusions driven by Airy Slatter determinants.
Based on joint walks with Senya Shlosman, Yvan Velenik and Vitali Wachtel.
Complete wetting in the context of the low temperature two-dimensional Ising model is characterized by creation of a mesoscopic size layer of the "-" phase above an active substrate. Adding a small positive magnetic field h makes "-"-phase unstable, and the layer becomes only microscopically thick. Critical prewetting corresponds to a continuous divergence of this layer as h tends to zero. There is a conjectured 1/3 (diffusive) scaling leading ...

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## Random walks on dynamical percolation Sousi, Perla | CIRM H

Multi angle

Research talks;Combinatorics;Probability and Statistics

We study the behaviour of random walk on dynamical percolation. In this model, the edges of a graph are either open or closed and refresh their status at rate $\mu$, while at the same time a random walker moves on $G$ at rate 1, but only along edges which are open. On the d-dimensional torus with side length $n$, when the bond parameter is subcritical, the mixing times for both the full system and the random walker were determined by Peres, Stauffer and Steif. I will talk about the supercritical case, which was left open, but can be analysed using evolving sets.

Joint work with Y. Peres and J. Steif.
We study the behaviour of random walk on dynamical percolation. In this model, the edges of a graph are either open or closed and refresh their status at rate $\mu$, while at the same time a random walker moves on $G$ at rate 1, but only along edges which are open. On the d-dimensional torus with side length $n$, when the bond parameter is subcritical, the mixing times for both the full system and the random walker were determined by Peres, ...

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