258 citations
- Laboratoire Angevin de Recherche en MathématiquesFR198 papers
- Centre National de la Recherche ScientifiqueFR127 papers
- Institut des Sciences et Technologies Moléculaires d'AngersFR31 papers
- Sorbonne UniversitéFR17 papers
- Wrocław University of Science and TechnologyPL17 papers
- Institut de Mathématiques de ToulouseFR13 papers
- Institute for Theoretical and Experimental PhysicsRU12 papers
- Université Paris-SaclayFR12 papers
- Université Toulouse III - Paul SabatierFR12 papers
- Horia Hulubei National Institute for R and D in Physics and Nuclear EngineeringRO10 papers
- Institut d'électronique de microélectronique et de nanotechnologieFR10 papers
- Université Nantes Angers Le MansFR10 papers
5 papers · 2 filters
Marches aléatoires dans un cône et fonctions discrètes harmoniques
Kilian Raschel, Pierre Tarrago
Random walks in cones have the double interest of being at the heart of many probabilistic problems and of being related to many mathematical fields, such as spectral theory, combi…
Random walks with drift inside a pyramid: convergence rate for the survival probability
Rodolphe Garbit, Kilian Raschel
We consider multidimensional random walks in pyramids, which by definition are cones formed by finite intersections of half-spaces. The main object of interest is the survival prob…
A dual skew symmetry for transient reflected Brownian motion in an orthant
Sandro Franceschi, Kilian Raschel
We introduce a transient reflected Brownian motion in a multidimensional orthant, which is either absorbed at the apex of the cone or escapes to infinity. We address the question o…
Stationary Brownian motion in a 3/4-plane: Reduction to a Riemann-Hilbert problem via Fourier transforms
Guy Fayolle, Sandro Franceschi, Kilian Raschel
The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In…
Creeping of Lévy processes through curves
Loïc Chaumont, Thomas Pellas
A Lévy process is said to creep through a curve if, at its first passage time across this curve, the process reaches it with positive probability. We first study this property for…