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14 papers · 1 filter
Further examples of explicit Krein representations of certain subordinators
Catherine Donati-Martin, Marc Yor
In a previous paper, we have shown that the gamma subordinators may be represented as inverse local times of certain diffusions. In the present paper, we give such representations…
On multidimensional branching random walks in random environment
Francis Comets, Serguei Popov
We study branching random walks in random i.i.d. environment in . For this model, the population size cannot decrease, and a natural definition of recurrence is int…
Distributed Algorithms in an Ergodic Markovian Environment
Francis Comets, Francois Delarue, Rene Schott
We provide a probabilistic analysis of the banker algorithm when transition probabilities may depend on time and space. The transition probabilities evolve, as time goes by, along…
Pénalisations of Walsh's Brownian motion
Joseph Najnudel
In this paper, we construct a family of probability measures, by penalizations of a Walsh's Brownian motion with a weight dependent on its value and its local time at a time t. We…
Stochastic flows associated to coalescent processes III: Limit theorems
Jean Bertoin, Jean-François Le Gall
We prove several limit theorems that relate coalescent processes to continuous-state branching processes. Some of these theorems are stated in terms of the so-called generalized Fl…
Limiting behavior of a diffusion in an asymptotically stable environment
Arvind Singh
Let be a two sided random walk and let denote a real valued diffusion process with generator . This process is known t…