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4 papers · 2 filters
Large deviations for rough paths of the fractional Brownian motion
Annie Millet, Marta Sanz-Solé
Starting from the construction of a geometric rough path associated with a fractional Brownian motion with Hurst parameter given by Coutin and Qian (2002), we…
A universality property for last-passage percolation paths close to the axis
Thierry Bodineau, James B. Martin
We consider a last-passage directed percolation model in , with i.i.d. weights whose common distribution has a finite th moment. We study the fluctuations of the pass…
A Local Limit Theorem for random walks conditioned to stay positive
Francesco Caravenna
We consider a real random walk S_n = X_1 + ... + X_n attracted (without centering) to the normal law: this means that for a suitable norming sequence a_n we have the weak convergen…
A representation of Gibbs measure for the random energy model
Marie F. Kratz, Pierre Picco
In this work we consider a problem related to the equilibrium statistical mechanics of spin glasses, namely the study of the Gibbs measure of the random energy model. For solving t…