4 papers · 1 filter
Large deviations for the CRT
Jean-François Le Gall
We establish large deviation principles both for the CRT in the Gromov-Hausdorff topology and for the CRT weighted by its mass measure in the Gromov-Hausdorff-Prohorov topology. In…
Drilling holes in the Brownian disk: The Brownian annulus
Jean-François Le Gall, Alexis Metz-Donnadieu
We give a new construction of the Brownian annulus based on removing a hull centered at the distinguished point in the free Brownian disk. We use this construction to prove that th…
Peeling the Brownian half-plane
Jean-François Le Gall, Armand Riera
We establish a new spatial Markov property of the Brownian half-plane. According to this property, if one removes a hull centered at a boundary point, the remaining space equipped…
A stochastic differential equation for local times of super-Brownian motion
Jean-François Le Gall, Edwin Perkins
We show that local times of super-Brownian motion, or of Brownian motion indexed by the Brownian tree, satisfy an explicit stochastic differential equation. Our proofs rely on both…