activity
20072022
most citedWeak convergence of measure-valued processes and -point functions

18 citations · 84 across the 30 of their papers we have counts for

collaborators

34 papers

math.PR2022

Percolation of terraces, and enhancements for the orthant model

Mark Holmes, Thomas S. Salisbury

We study a model of an i.i.d.~random environment in general dimensions , where each site is equipped with one of two environments. The model comes with a parameter whic…

math.PR2022★ 4 cited

The mean square displacement of random walk on the Manhattan lattice

Nicholas R. Beaton, Mark Holmes

We give an explicit formula for the mean square displacement of the random walk on the -dimensional Manhattan lattice after steps, for all and all dimensions .

stat.ME2022

Multi-purpose open-end monitoring procedures for multivariate observations based on the empirical distribution function

Mark Holmes, Ivan Kojadinovic, Alex Verhoijsen

We propose nonparametric open-end sequential testing procedures that can detect all types of changes in the contemporary distribution function of possibly multivariate observations…

math.PR2021

Balanced Excited Random Walk in Two Dimensions

Omer Angel, Mark Holmes, Alejandro Ramírez

We give non-trivial upper and lower bounds on the range of the so-called Balanced Excited Random Walk in two dimensions, and verify a conjecture of Benjamini, Kozma and Schapira. T…

math.PR2020★ 4 cited

WARM percolation on a regular tree in the strong reinforcement regime

Christian Hirsch, Mark Holmes, Victor Kleptsyn

We consider a class of reinforcement processes, called WARMs, on tree graphs. These processes involve a parameter which governs the strength of the reinforcement, and a collect…

math.ST2020★ 3 cited

Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic

Mark Holmes, Ivan Kojadinovic

The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism ha…