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Showing 2012 · math.PRShow all

10 papers · 2 filters

math.PR2012

The critical branching random walk in a random environment dies out

Olivier Garet, Régine Marchand

We study the possibility for branching random walks in random environment (BRWRE) to survive. The particles perform simple symmetric random walks on the -dimensional integer lat…

math.PR2012

Birth and death processes with neutral mutations

Nicolas Champagnat, Amaury Lambert, Mathieu Richard

In this paper, we review recent results of ours concerning branching processes with general lifetimes and neutral mutations, under the infinitely many alleles model, where mutation…

math.PR2012★ 106 cited

Smoothness of the density for solutions to Gaussian rough differential equations

Thomas Cass, Martin Hairer, Christian Litterer +1

We consider stochastic differential equations of the form driven by a multi-dimensional Gaussian process. Under the assumption that the vector fiel…

math.PR2012★ 6 cited

Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes

Peggy Cénac, Brigitte Chauvin, Samuel Herrmann +1

A classical random walk is defined by , where are i.i.d. When the increments are a one-…

math.PR2012★ 1 cited

Absolute continuity and convergence of densities for random vectors on Wiener chaos

Ivan Nourdin, David Nualart, Guillaume Poly

The aim of this paper is to establish some new results on the absolute continuity and the convergence in total variation for a sequence of d-dimensional vectors whose components be…

math.PR2012★ 9 cited

Convergence in law in the second Wiener/Wigner chaos

Ivan Nourdin, Guillaume Poly

Let L be the class of limiting laws associated with sequences in the second Wiener chaos. We exhibit a large subset L_0 of L satisfying that, for any F_infinity in L_0, the converg…