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20042026
most citedTraffic Instabilities in Self-Organized Pedestrian Crowds

217 citations

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36 papers · 1 filter

math.PR2025

CLT for -ensembles with Freud weights, application to the KLS conjecture in Schatten balls

Charlie Dworaczek Guera, Ronan Memin, Michel Pain

In this paper, we are interested in the -ensembles (or 1D log-gas) with Freud weights, namely with a potential of the form with . Since this potential is not…

math.PR2025

Strong Convergence of Multiplicative Brownian Motions on the General Linear Group

Marwa Banna, Mireille Capitaine, Guillaume Cébron

We consider the family of multiplicative Brownian motions on the general linear group introduced by Driver-Hall-Kemp. They are parametrized by the real variance $λ\in \ma…

math.PR2024

Extremal Process of Last Progeny Modified Branching Random Walks

Partha Pratim Ghosh, Bastien Mallein

We consider a last progeny modified branching random walk, in which the position of each particle at the last generation is modified by an i.i.d. copy of a random variable .…

math.PR2024

Branching Brownian motion versus Random Energy Model in the supercritical phase: overlap distribution and temperature susceptibility

Benjamin Bonnefont, Michel Pain, Olivier Zindy

In comparison with Derrida's REM, we investigate the influence of the so-called decoration processes arising in the limiting extremal processes of numerous log-correlated Gaussian…

math.PR2024

Freezing in the Infinite-Bin Model

Bastien Mallein, Sanjay Ramassamy, Arvind Singh

The infinite-bin model is a one-dimensional particle system on introduced by Foss and Konstantopoulos in relation with last passage percolation on complete directed ac…

math.PR2024★ 2 cited

Rate of Convergence in the Functional Central Limit Theorem for Stable Processes

Lorick Huang, Laurent Decreusefond, Laure Coutin

In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for…

math.PR2023★ 1 cited

Absolute continuity of Wasserstein barycenters on manifolds with a lower Ricci curvature bound

Jianyu Ma

Given a complete Riemannian manifold with a lower Ricci curvature bound, we consider barycenters in the Wasserstein space of probability measures on . We…

math.PR2023

The all-time maximum for branching Brownian motion with absorption conditioned on long-time survival

Pascal Maillard, Jason Schweinsberg

We consider branching Brownian motion in which initially there is one particle at , particles produce a random number of offspring with mean at the time of branching event…

math.PR2022

To spike or not to spike: the whims of the Wonham filter in the strong noise regime

Cédric Bernardin, Reda Chhaibi, Joseph Najnudel +1

We study the celebrated Shiryaev-Wonham filter (1964) in its historical setup where the hidden Markov jump process has two states. We are interested in the weak noise regime for th…

math.PR2022★ 4 cited

Propagation of chaos in mean field networks of FitzHugh-Nagumo neurons

Laetitia Colombani, Pierre Le Bris

In this article, we are interested in the behavior of a fully connected network of neurons, where tends to infinity. We assume that the neurons follow the stochastic FitzHu…

math.PR2021

Asymptotic deviation bounds for cumulative processes

Patrick Cattiaux, Laetitia Colombani, Manon Costa

The aim of this paper is to get asymptotic deviation bounds via a Large Deviation Principle (LDP) for cumulative processes also known as compound renewal processes or renewal-rewar…

math.PR2021★ 2 cited

Efficient approximation of branching random walk Gibbs measures

Fu-Hsuan Ho, Pascal Maillard

Disordered systems such as spin glasses have been used extensively as models for high-dimensional random landscapes and studied from the perspective of optimization algorithms. In…

math.PR2021★ 5 cited

Uniform in time propagation of chaos for a Moran model

Bertrand Cloez, Josué Corujo

The goal of this article is to study the limit of the empirical distribution induced by a mutation-selection multi-allelic Moran model, whose dynamic is given by a continuous-time…

math.PR2020★ 5 cited

Variational methods for a singular SPDE yielding the universality of the magnetization ripple

Radu Ignat, Felix Otto, Tobias Ried +1

The magnetization ripple is a microstructure formed in thin ferromagnetic films. It can be described by minimizers of a nonconvex energy functional leading to a nonlocal and nonlin…

math.PR2020★ 8 cited

Fisher-KPP equation with small data and the extremal process of branching Brownian motion

Leonid Mytnik, Jean-Michel Roquejoffre, Lenya Ryzhik

We consider the limiting extremal process of the particles of the binary branching Brownian motion. We show that after a shift by the logarithm of the derivative mar…

math.PR2019★ 4 cited

Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices

Serban Belinschi, Charles Bordenave, Mireille Capitaine +1

We consider a square random matrix of size of the form where is a noncommutative polynomial, is a tuple of deterministic matrices converging in -distribu…

math.PR2018

Online Barycenter Estimation of Large Weighted Graphs

Ioana Gavra, Laurent Risser

In this paper, we propose a new method to compute the barycenter of large weighted graphs endowed with probability measures on their nodes. We suppose that the edge weights are dis…

math.PR2018

On a limiting point process related to modified permutation matrices

Valentin Bahier

We consider random permutation matrices following a one-parameter family of deformations of the uniform distribution, called Ewens' measures, and modifications of these matrices wh…

math.PR2018

Recurrence and transience of continuous-time open quantum walks

Ivan Bardet, Hugo Bringuier, Yan Pautrat +1

This paper is devoted to the study of continuous-time processes known as continuous-time open quantum walks (CTOQWs). A CTOQW represents the evolution of a quantum particle constra…

math.PR2017

A rigidity property of superpositions involving determinantal processes

Yanqi Qiu

The main result of this paper states that if is a pair of independent point processes on a common ground space with Poisson and determinantal induced by a locally…

math.PR2017★ 2 cited

Equivalence of Palm measures for determinantal point processes governed by Bergman kernels

Alexander I. Bufetov, Shilei Fan, Yanqi Qiu

For a determinantal point process induced by the reproducing kernel of the weighted Bergman space over a domain , we establish the mutual absolu…

math.PR2017

Limiting eigenvectors of outliers for Spiked Information-Plus-Noise type matrices

Mireille Capitaine

We consider an Information-Plus-Noise type matrix where the Information matrix is a spiked matrix. When some eigenvalues of the random matrix separate from the bulk, we study how t…

math.PR2016★ 2 cited

On the existence of fractional Brownian fields indexed by manifolds with closed geodesics

Nil Venet

We give a necessary condition of geometric nature for the existence of the -fractional Brownian field indexed by a Riemannian manifold. In the case of the Lévy Brownian field ($…

math.PR2016

Differential subordination under change of law

Komla Domelevo, Stefanie Petermichl

We prove optimal bounds for a pair of Hilbert space valued differentially subordinate martingales under a change of law. The change of law is given by a process called a we…