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19942026
most citedBrownian distance covariance

857 citations

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math.PR2025

Central limit theorem for random walks in divergence free random drift field -- revisited

Bálint Tóth

In [Kozma-Toth, Ann. Probab. v 45, pp 4307-4347 (2017)] the weak CLT was established for random walks in doubly stochastic (or, divergence-free) random environments, under the foll…

math.PR2024

Three classical probability problems: the Hungarian roulette

Tamás F. Móri, Gábor J. Székely

In this paper three unrelated problems will be discussed. What connects them is the rich methodology of classical probability theory. In the first two problems we have a complete a…

math.PR2023★ 2 cited

Degree-penalized contact processes

Zsolt Bartha, Júlia Komjáthy, Daniel Valesin

We study degree-penalized contact processes on Galton-Watson trees (GW) and the configuration model. The model we consider is a modification of the usual contact process on a graph…

math.PR2023

A universal right tail upper bound for supercritical Galton-Watson processes with bounded offspring

John Fernley, Emmanuel Jacob

We consider a supercritical Galton-Watson process whose offspring distribution has mean and is bounded by some . As well-known, the associated mart…

math.PR2023

Diffusion-limited annihilating-coalescing systems

Sungwon Ahn, Matthew Junge, Hanbaek Lyu +3

We study a family of interacting particle systems with annihilating and coalescing reactions. Two types of particles are interspersed throughout a transitive unimodular graph. Both…

math.PR2023★ 1 cited

Random walks on regular trees can not be slowed down

Omer Angel, Jacob Richey, Yinon Spinka +1

A random walk on a regular tree (or any non-amenable graph) has positive speed. We ask whether such a walk can be slowed down by applying carefully chosen time-dependent permutatio…

math.PR2022★ 3 cited

Random interlacement is a factor of i.i.d

Márton Borbényi, Balázs Ráth, Sándor Rokob

The random interlacement point process (introduced by Sznitman, generalized by Teixeira) is a Poisson point process on the space of labeled doubly infinite nearest neighbour trajec…

math.PR2022★ 1 cited

Color-avoiding percolation in edge-colored Erdős-Rényi graphs

Balázs Ráth, Kitti Varga, Panna Tímea Fekete +1

We study a variant of the color-avoiding percolation model introduced by Krause et al., namely we investigate the color-avoiding bond percolation setup on (not necessarily properly…

math.PR2022★ 3 cited

Random walks on the circle and Diophantine approximation

Istvan Berkes, Bence Borda

Random walks on the circle group whose elementary steps are lattice variables with span or taken mod …

math.PR2022★ 4 cited

Accuracy criterion for mean field approximations of Markov processes on hypergraphs

Illes Horvath, Daniel Keliger

We provide error bounds for the N-intertwined mean-field approximation (NIMFA) for local density-dependent Markov population processes with a well-distributed underlying network st…

math.PR2021★ 2 cited

Factor-of-iid balanced orientation of non-amenable graphs

Ferenc Bencs, Aranka Hrušková, László Márton Tóth

We show that if a non-amenable, quasi-transitive, unimodular graph has all degrees even then it has a factor-of-iid balanced orientation, meaning each vertex has equal in- and…

math.PR2021★ 1 cited

A full characterization of invariant embeddability of unimodular planar graphs

Ádám Timár, László Márton Tóth

When can a unimodular random planar graph be drawn in the Euclidean or the hyperbolic plane in a way that the distribution of the random drawing is isometry-invariant? This questio…

math.PR2021★ 8 cited

Factor-of-iid Schreier decorations of lattices in Euclidean spaces

Ferenc Bencs, Aranka Hrušková, László Márton Tóth

A Schreier decoration is a combinatorial coding of an action of the free group on the vertex set of a -regular graph. We investigate whether a Schreier decoration exists…

math.PR2020★ 4 cited

Stochastic reaction-diffusion equations on networks

Mihály Kovács, Eszter Sikolya

We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven…

math.PR2020★ 1 cited

On the lack of semimartingale property

Vilmos Prokaj, László Bondici

In this work we extend the characterization of semimartingale functions in Cinlar et al. (1980) to the non-Markovian setting. We prove that if a function of a semimartingale remain…

math.PR2020★ 2 cited

On the discrepancy of random subsequences of II

Istvan Berkes, Bence Borda

Let be an irrational number, let be independent, identically distributed, integer-valued random variables, and put . Assuming that $X_1…

math.PR2020★ 4 cited

Weakly saturated random graphs

Zsolt Bartha, Brett Kolesnik

As introduced by Bollobás, a graph is weakly -saturated if the complete graph is obtained by iteratively completing copies of minus an edge. For all graphs , we…

math.PR2020

Optimal long-term investment in illiquid markets when prices have negative memory

Miklós Rásonyi, Lóránt Nagy

In a discrete-time financial market model with instantaneous price impact, we find an asymptotically optimal strategy for an investor maximizing her expected wealth. The asset pric…

math.PR2020★ 1 cited

Random continuum and Brownian motion

Viktor Kiss, Sławomir Solecki

We describe a probabilistic model involving iterated Brownian motion for constructing a random chainable continuum. We show that this random continuum is indecomposable.

math.PR2019★ 3 cited

Split-and-Merge in Stationary Random Stirring on Lattice Torus

Dmitry Ioffe, Bálint Tóth

We show that in any dimension , the cycle-length process of stationary random stirring (or, random interchange) on the lattice torus converges to the canonical Markovian spl…

math.PR2019★ 3 cited

Random polytopes and the wet part for arbitrary probability distributions

Imre Bárány, Matthieu Fradelizi, Xavier Goaoc +2

We examine how the measure and the number of vertices of the convex hull of a random sample of points from an arbitrary probability measure in relates to the wet…

math.PR2018★ 7 cited

Entropy and expansion

Endre Csóka, Viktor Harangi, Bálint Virág

Shearer's inequality bounds the sum of joint entropies of random variables in terms of the total joint entropy. We give another lower bound for the same sum in terms of the individ…

math.PR2018★ 1 cited

Diffusion and superdiffusion in lattice models of colliding particles with stored momentum

Edward Crane, Sean Ledger, Balint Toth

We introduce two discrete models of a collection of colliding particles with stored momentum and study the asymptotic growth of the mean-square displacement of an active particle.…

math.PR2018★ 3 cited

Controllability, matching ratio and graph convergence

Dorottya Beringer, Ádám Timár

There is an important parameter in control theory which is closely related to the directed matching ratio of the network, as shown by Liu, Slotine and Barabási (2011). We give proo…