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math.PR2009

Gaussian and non-Gaussian processes of zero power variation

Francesco Russo, Frederi Viens

This paper considers the class of stochastic processes which are Volterra convolutions of a martingale . When is Brownian motion, is Gaussian, and the class includes…

math.PR2009★ 21 cited

Optimal Paths on the Space-Time SINR Random Graph

Francois Baccelli, Bartlomiej Blaszczyszyn, Mir Omid Haji Mirsadeghi

We analyze a class of Signal-to-Interference-and-Noise-Ratio (SINR) random graphs. These random graphs arise in the modeling packet transmissions in wireless networks. In contrast…

math.PR2009

Stability of Feynman-Kac formulae with path-dependent potentials

Nicolas Chopin, Pierre Del Moral, Sylvain Rubenthaler

Several particle algorithms admit a Feynman-Kac representation such that the potential function may be expressed as a recursive function which depends on the complete state traject…

math.PR2009★ 61 cited

On Bootstrap Percolation in Living Neural Networks

Hamed Amini

Recent experimental studies of living neural networks reveal that their global activation induced by electrical stimulation can be explained using the concept of bootstrap percolat…

math.PR2009★ 24 cited

Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case

Viorel Barbu, Michael Roeckner, Francesco Russo

We consider a possibly degenerate porous media type equation over all of with , with monotone discontinuous coefficients with linear growth and prove a probabilistic…

math.PR2009★ 2 cited

Total progeny in killed branching random walk

Louigi Addario-Berry, Nicolas Broutin

We consider a branching random walk for which the maximum position of a particle in the n'th generation, M_n, has zero speed on the linear scale: M_n/n --> 0 as n --> infinity. We…