Search results for " 82B44"

showing 3 items of 3 documents

From $1$ to $6$: a finer analysis of perturbed branching Brownian motion

2020

The logarithmic correction for the order of the maximum for two-speed branching Brownian motion changes discontinuously when approaching slopes $\sigma_1^2=\sigma_2^2=1$ which corresponds to standard branching Brownian motion. In this article we study this transition more closely by choosing $\sigma_1^2=1\pm t^{-\alpha}$ and $\sigma_2^2=1\pm t^{-\alpha}$. We show that the logarithmic correction for the order of the maximum now smoothly interpolates between the correction in the iid case $\frac{1}{2\sqrt 2}\ln(t),\;\frac{3}{2\sqrt 2}\ln(t)$ and $\frac{6}{2\sqrt 2}\ln(t)$ when $0<\alpha<\frac{1}{2}$. This is due to the localisation of extremal particles at the time of speed change which depen…

LogarithmApplied MathematicsGeneral MathematicsProbability (math.PR)010102 general mathematicsSigmaOrder (ring theory)Branching (polymer chemistry)01 natural sciences010104 statistics & probability60J80 60G70 82B44FOS: Mathematics0101 mathematicsBrownian motionMathematics - ProbabilityMathematicsMathematical physics
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Disorder relevance for the random walk pinning model in dimension 3

2011

We study the continuous time version of the random walk pinning model, where conditioned on a continuous time random walk Y on Z^d with jump rate \rho>0, which plays the role of disorder, the law up to time t of a second independent random walk X with jump rate 1 is Gibbs transformed with weight e^{\beta L_t(X,Y)}, where L_t(X,Y) is the collision local time between X and Y up to time t. As the inverse temperature \beta varies, the model undergoes a localization-delocalization transition at some critical \beta_c>=0. A natural question is whether or not there is disorder relevance, namely whether or not \beta_c differs from the critical point \beta_c^{ann} for the annealed model. In Birkner a…

Statistics and Probability60K35 82B4482B44Probability (math.PR)Random mediaGeometryMarginal disorderFractional moment methodMean estimationMathematics::Probability60K35Local limit theoremFOS: MathematicsCollision local timeDisordered pinning modelsStatistics Probability and UncertaintyRandom walksHumanitiesRenewal processes with infinite meanMathematics - ProbabilityMathematicsAnnales de l'Institut Henri Poincaré, Probabilités et Statistiques
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Cut-off method for endogeny of recursive tree processes

2016

Given a solution to a recursive distributional equation, a natural (and non-trivial) question is whether the corresponding recursive tree process is endogenous. That is, whether the random environment almost surely defines the tree process. We propose a new method of proving endogeny, which applies to various processes. As explicit examples, we establish endogeny of the random metrics on non-pivotal hierarchical graphs defined by multiplicative cascades and of mean-field optimization problems as the mean-field matching and travelling salesman problems in pseudo-dimension q&gt;1.

[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]endogenyrandom metrics[MATH.MATH-PR] Mathematics [math]/Probability [math.PR]Primary 60E05 60B10 60E15. Secondary 81T20 82B44 90C27Probability (math.PR)FOS: Mathematics60E05 60B10 60E15 81T20 82B44 90C27recursive distributional equationsmean-field combinatorial optimization[ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR]Mathematics - Probability
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