Yuki Tokushige
Kigami showed that a transient random walk on a deterministic infinite tree $T$ induces its trace process on the Martin boundary of $T$. In this paper, we will deal with trace processes on Martin boundaries of random trees instead of deterministic ones, and prove short time log-asymptotic of on-diagonal heat kernel estimates and estimates of mean displacements.
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Consider a vertex-reinforced jump process defined on a regular tree, where each vertex has exactly $b$ children, with $b \ge 3$. We prove the strong law of large numbers and the central limit theorem for the distance of the process from the root. Notice that it is still unknown if vertex-reinforced jump process is transient on the binary tree.
We derive explicit formulas for probabilities of Brownian motion with jumps crossing linear or piecewise linear boundaries in any finite interval. We then use these formulas to approximate the boundary crossing probabilities for general nonlinear boundaries. The jump process can be any integer-valued process and jump sizes can have general distributions. Moreover, the jump sizes can be even correlated and/or non-identically distributed. The numerical algorithm is straightforward and easy to implement. Some numerical examples are presented.
We give an alternative proof of the fact that the vertex reinforced jump process on Galton- Watson tree has a phase transition between recurrence and transience as a function of c, the initial local time, see [3]. Further, applying the techniques in [1], we show a phase transition between positive speed and null speed for the discrete time process associated in the transient regime.
We explicitly construct so-called captive jump processes. These are stochastic processes in continuous time, whose dynamics are confined by a time-inhomogeneous bounded domain. The drift and volatility of the captive processes depend on the domain's boundaries which in turn restricts the state space of the process. We show how an insurmountable shell may contain the captive jump process while the process may jump within the restricted domain. In a further development, we also show how - within a confined domain - inner time-dependent corridors can be introduced, which a captive jump process ma…
We consider random walks indexed by arbitrary finite random or deterministic trees. We derive a simple sufficient criterion which ensures that the maximal displacement of the tree-indexed random walk is determined by a single large jump. This criterion is given in terms of four quantities : the tail and the expectation of the random walk steps, the height of the tree and the number of its vertices. The results are applied to critical Galton--Watson trees with offspring distributions in the domain of attraction of a stable law.
The purpose of these notes is to clarify the duality between a natural class of jump processes on compact ultrametric spaces - studied in current work of Bendikov, Girgor'yan and Pittet - and nearest neighbour walks on trees. Processes of this type have appeared in recent work of Kigami. Every compact ultrametric space arises as the boundary of a locally finite tree. The duality arises via the Dirichlet forms: one on the tree associated with a random walk and the other on the boundary of the tree, which is given in terms of the Naïm kernel. Here, it is explained that up to a linear time change…
Volterra clocks and their pure-jump limits: hitting times of curved boundaries
本文引入一类连续Volterra过程（Volterra时钟），研究其记忆核坍缩为Dirac质量时的奇异极限，通过拓扑框架证明极限为布朗运动到曲线边界的首达时间所定义的纯跳过程，统一了多种感兴趣机制。
This paper concerns the Vertex Reinforced Jump Process (VRJP) and its representations as a Markov process in random environment. We show that all possible representations of the VRJP as a mixture of Markov processes can be expressed in a similar form, using a random potential and harmonic functions for an associated operator. This allows to show that the VRJP on $\mathbb{Z}^d$ (with certain initial conditions) has a unique representation, by proving that an associated Martin boundary is trivial. Moreover, on infinite trees, we construct a family of representations, that are all different when …
We consider a continuous-time vertex reinforced jump process on a supercritical Galton-Watson tree. This process takes values in the set of vertices of the tree and jumps to a neighboring vertex with rate proportional to the local time at that vertex plus a constant $c$. The walk is either transient or recurrent depending on this parameter $c$. In this paper, we complete results previously obtained by Davis and Volkov [Probab. Theory Related Fields 123 (2002) 281-300, Probab. Theory Related Fields 128 (2004) 42-62] and Collevecchio [Ann. Probab. 34 (2006) 870-878, Electron. J. Probab. 14 (2009…
We give an explicit construction of the increasing tree-valued process introduced by Abraham and Delmas using a random point process of trees and a grafting procedure. This random point process will be used in companion papers to study record processes on Lévy trees. We use the Poissonian structure of the jumps of the increasing tree-valued process to describe its behavior at the first time the tree grows higher than a given height. We also give the joint distribution of this exit time and the ascension time which corresponds to the first infinite jump of the tree-valued process.
We study the rate of weak convergence of Markov chains to diffusion processes under suitable but quite general assumptions. We give an example in the financial framework, applying the convergence analysis to a multiple jumps tree approximation of the CIR process. Then, we combine the Markov chain approach with other numerical techniques in order to handle the different components in jump-diffusion coupled models. We study the speed of convergence of this hybrid approach and we provide an example in finance, applying our results to a tree-finite difference approximation in the Heston or Bates m…
About the asymptotic behaviour of the martingale associated with the Vertex Reinforced Jump Process on trees and Z d
本文研究树上和 Z^d 上 VRJP 相关鞅的渐近行为，刻画其 L^p 有界性、一致可积性、常返与临界衰减率，并证明临界点对应正常返 Markov 链混合。
In this note we show a simple formula for the joint density of local times, last exit tree and cycling numbers of continuous-time Markov Chains on finite graphs, which involves the modified Bessel function of the first type.
Combinatorial games on Galton-Watson trees involving several-generation-jump moves
研究根植Galton-Watson树上的$k$-跳跃正常与misère博弈，将结果概率表示为不动点，分析了Poisson分布下的相变、博弈结果比较及平均持续时间有限的充分条件。
Scaling limits of the Bouchaud and Dean trap model on Parisi's tree in ergodic and aging time scales
本文在Parisi树上研究Bouchaud和Dean陷阱模型，在遍历与老化时间尺度下建立标度极限，并借助级联跳跃演化的连续性定理推导结果。
Scaling limit for the cover time of the $λ$-biased random walk on a binary tree with $λ<1$
本文研究了深度为 $n$ 的二叉树上 $λ<1$ 的 $λ$-偏置随机游走，推导出其覆盖时间的 $n\rightarrow \infty$ 标度极限，该分布极限由 Cantor 集上的跳跃过程描述，并补充了 $λ\geq 1$ 时的已有结果。
It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in one-by-one at a distinguished source vertex, successive particles proceed along directed edges according to an appropriate stochastic mechanism, and each particle comes to rest once it encounters an unoccupied vertex. Examples include the binary and digital search tree processes, the random recursive tree process and generalizations of it arising from neste…
Dimension jump at the uniqueness threshold for percolation in $\infty+d$ dimensions
本文研究了正则树与超立方格乘积图上的渗流问题，证明了在唯一性阈值处无穷簇聚点集合的 Hausdorff 维度存在跳跃不连续性，并发现多种临界阈值与唯一性阈值重合，这是首批具有此性质的非顺从图示例。
We describe the processes obtained by time reversal of a class of stationary jump-diffusion processes that model the dynamics of genetic variation in populations subject to repeated bottlenecks. Assuming that only one lineage survives each bottleneck, the forward process is a diffusion on [0,1] that jumps to the boundary before diffusing back into the interior. We show that the behavior of the time-reversed process depends on whether the boundaries are accessible to the diffusive motion of the forward process. If a boundary point is inaccessible to the forward diffusion, then time reversal lea…
Inverting Ray-Knight identities on trees
本文在树上引入并反演了与环路汤相关的 Ray-Knight 恒等式，用排斥跳跃过程刻画反演，并证明其细网格极限为度量图上的自排斥扩散，推广了 α=1/2 情形的已有结果。
In this work, we study asymptotics of the genealogy of Galton-Watson processes. Thus we consider a offspring distribution such that the rescaled Galton-Watson processes converges to a continuous state branching process (CSBP) with jumps. After we show that the rescaled height (or exploration) process of the corresponding Galton-Watson family tree, converges in a functional sense, to the continuous height process that Le Gall and Le Jan introduced in 1998 on their paper "branching processes in Lévy processes : The exploration process".
Analytic property of generalized scale functions for standard processes with no negative jumps and its application to quasi-stationary distributions
本文通过将无负跳标准过程的广义尺度函数刻画为Volterra型积分方程的唯一解并延拓为整函数，推导出预解恒等式，进而引入新的边界分类来研究准平稳分布的存在性。
Similarly as in (Blancas et al. 2018) where nested coalescent processes are studied, we generalize the definition of partition-valued homogeneous Markov fragmentation processes to the setting of nested partitions, i.e. pairs of partitions $(ζ,ξ)$ where $ζ$ is finer than $ξ$. As in the classical univariate setting, under exchangeability and branching assumptions, we characterize the jump measure of nested fragmentation processes, in terms of erosion coefficients and dislocation measures. Among the possible jumps of a nested fragmentation, three forms of erosion and two forms of dislocation are …
Foss and Zachary (2003) and Foss, Palmowski and Zachary (2005) studied the probability of achieving a receding boundary on a time interval of random length by a random walk with a heavy-tailed jump distribution. They have proposed and developed a new approach that allows to generalise results of Asmussen (1998) onto the case of arbitrary stopping times and a wide class of nonlinear boundaries, and to obtain uniform results over all stopping times. In this paper, we consider a class of branching random walks with fading branching and obtain results on the tail asymptotics for the maximum of a b…
In a random complete and separable metric space that we call the lookdown space, we encode the genealogical distances between all individuals ever alive in a lookdown model with simultaneous multiple reproduction events. We construct families of probability measures on the lookdown space and on an extension of it that allows to include the case with dust. From this construction, we read off the tree-valued $Ξ$-Fleming-Viot processes and deduce path properties. For instance, these processes usually have a.s. càdlàg paths with jumps at the times of large reproduction events. In the case of comin…
Several two-boundary problems are solved for a special Lévy process: the Poisson process with an exponential component. The jumps of this process are controlled by a homogeneous Poisson process, the positive jump size distribution is arbitrary, while the distribution of the negative jumps is exponential. Closed form expressions are obtained for the integral transforms of the joint distribution of the first exit time from an interval and the value of the overshoot through boundaries at the first exit time. Also the joint distribution of the first entry time into the interval and the value of th…
We introduce a simple technique for proving the transience of certain processes defined on the random tree $\mathcal{G}$ generated by a supercritical branching process. We prove the transience for once-reinforced random walks on $\mathcal{G}$, that is, a generalization of a result of Durrett, Kesten and Limic [Probab. Theory Related Fields 122 (2002) 567--592]. Moreover, we give a new proof for the transience of a family of biased random walks defined on $\mathcal{G}$. Other proofs of this fact can be found in [Ann. Probab. 16 (1988) 1229--1241] and [Ann. Probab. 18 (1990) 931--958] as part of…
We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time. Such processes are constructed as limits of a sequence of diffusions which are discretely reflected by small jumps at an elastic boundary, with reflection local times being approximated by $\varepsilon$-step processes. The construction yields the Laplace transform of the inverse local time for reflection. Processes and approximations of this type play a role in finite fuel problems of singular stochastic control.
Given a probability measure on a finitely generated group, its Martin boundary is a natural way to compactify the group using the Green function of the corresponding random walk. For finitely supported measures in hyperbolic groups, it is known since the work of Ancona and Gou{ë}zel-Lalley that the Martin boundary coincides with the geometric boundary. The goal of this paper is to weaken the finite support assumption. We first show that, in any non-amenable group, there exist probability measures with exponential tails giving rise to pathological Martin boundaries. Then, for probability measur…
We give a geometric description of the Poisson boundaries of certain extensions of free and hyperbolic groups. In particular, we get a full description of the Poisson boundaries of free-by-cyclic groups. We rely upon the description of Poisson boundaries by means of a topological compactification as developed by Kaimanovich. All the groups studied here share the property of admitting a sufficiently complicated action on some real tree.
A tree bijection for the moduli space of genus-0 hyperbolic surfaces with boundaries
本文通过树映射证明了具有边界的亏格为0的双曲表面的Weil-Petersson体积为边界长度的多项式函数，并建立了距离依赖的三点函数公式。
$\mathbb{H}^{2|2}$-model and Vertex-Reinforced Jump Process on Regular Trees: Infinite-Order Transition and an Intermediate Phase
本文研究正则树上 VRJP 和 $\mathbb{H}^{2|2}$-模型的超临界相，证明临界点附近起始顶点期望停留时间呈指数发散，并发现有限树上存在新的中间区域，方法基于分支随机游走。
A jump process for the positions of interacting quantum particles on a lattice, with time-dependent transition rates governed by the state vector, was first considered by J.S. Bell. We review this process and its continuum variants involving ``minimal'' jump rates, describing particles as they get created, move, and get annihilated. In particular, we sketch a recent proof of global existence of Bell's process. As an outlook, we suggest how methods of this proof could be applied to similar global existence questions, and underline the particular usefulness of minimal jump rates on manifolds wit…
We consider the interacting particle system on the homogeneous tree of degree $(d + 1)$, known as frog model. In this model, active particles perform independent random walks, awakening all sleeping particles they encounter, and dying after a random number of jumps, with geometric distribution. We prove an upper bound for the critical parameter of survival of the model, which improves the previously known results. This upper bound was conjectured in a paper by Lebensztayn et al. ($ J. Stat. Phys.$, 119(1-2), 331-345, 2005). We also give a closed formula for the upper bound.
Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state space and evolves according to a (possibly non-Markovian) continuous-time pure jump process whose jump intensities depend only on its own state (or history) and marks as well as the states (or histories) and marks of particles and edges in its neighborhood in the graph. Under mild conditions on the jump intensities, it is shown that the trajectories of the i…
We report on the asymptotic behaviour of a new model of random walk, we term the bindweed model, evolving in a random environment on an infinite multiplexed tree. The term \textit{multiplexed} means that the model can be viewed as a nearest neighbours random walk on a tree whose vertices carry an internal degree of freedom from the finite set $\{1,...,d\}$, for some integer $d$. The consequence of the internal degree of freedom is an enhancement of the tree graph structure induced by the replacement of ordinary edges by multi-edges, indexed by the set $\{1,...,d\}\times\{1,...,d\}$. This index…
We consider the motion of a particle on a Galton Watson tree, when the probabilities of jumping from a vertex to any one of its neighbours is determined by a random process. Given the tree, positive weights are assigned to the edges in such a way that, viewed along any line of descent, they evolve as a random process. In order to introduce our method for proving transience or recurrence, we first suppose that the weights are i.i.d., reproving a result of Lyons and Pemantle. We then extend the argument to allow a Markovian environment, and finally to a random walk on a Markovian environment tha…
In this paper, we define an extension of the supersymmetric hyperbolic nonlinear sigma model introduced by Zirnbauer. We show that it arises as a weak joint limit of a time-changed version introduced by Sabot and Tarrès of the vertex-reinforced jump process. It describes the asymptotics of rescaled crossing numbers, rescaled fluctuations of local times, asymptotic local times on a logarithmic scale, endpoints of paths, and last exit trees.
Consider a sequence (Z_n,Z_n^M) of bivariate Lévy processes, such that Z_n is a spectrally positive Lévy process with finite variation, and Z_n^M is the counting process of marks in {0,1} carried by the jumps of Z_n. The study of these processes is justified by their interpretation as contour processes of a sequence of splitting trees with mutations at birth. Indeed, this paper is the first part of a work aiming to establish an invariance principle for the genealogies of such populations enriched with their mutational histories. To this aim, we define a bivariate subordinator that we call the …
Scaling limits of random looptrees and bipartite plane maps with prescribed large faces
本文通过loop树框架统一了双色平面图与标记树的 bijection，研究了具有大面的随机loop树和图的缩放极限，扩展了之前无大面的研究。
Convergences of looptrees coded by excursions
本文通过游程编码构造连续树与环树，提出春化树统一二者，并调整编码以获得极限定理，进而证明随机离散环树的不变性原理。
Some, but not all processes of the form $M_t=\exp(-ξ_t)$ for a pure-jump subordinator $ξ$ with Laplace exponent $Φ$ arise as residual mass processes of particle 1 (tagged particle) in Bertoin's partition-valued exchangeable fragmentation processes. We introduce the notion of a Markovian embedding of $M=(M_t,t\ge 0)$ in a fragmentation process, and we show that for each $Φ$, there is a unique (in distribution) binary fragmentation process in which $M$ has a Markovian embedding. The identification of the Laplace exponent $Φ^*$ of its tagged particle process $M^*$ gives rise to a symmetrisation o…
The TASEP on Galton-Watson trees
本文研究Galton-Watson树上粒子在根处生成的TASEP，证明构型分布收敛到平衡态，并给出电流为线性阶或为零的转移速率条件，关键步骤是界定前n个粒子轨迹解耦的第一代。
Phylogenetic comparative methods for real-valued traits usually make use of stochastic process whose trajectories are continuous. This is despite biological intuition that evolution is rather punctuated than gradual. On the other hand, there has been a number of recent proposals of evolutionary models with jump components. However, as we are only beginning to understand the behaviour of branching Ornstein-Uhlenbeck (OU) processes the asymptotics of branching OU processes with jumps is an even greater unknown. In this work we build up on a previous study concerning OU with jumps evolution on a …
The boundary crossing probability of a Poisson process with $n$ jumps is a fundamental quantity with numerous applications. We present a fast $O(n^2 \log n)$ algorithm to calculate this probability for arbitrary upper and lower boundaries.
Given a free unitary quantum group $G=A_u(F)$, with $F$ not a unitary $2$-by-$2$ matrix, we show that the Martin boundary of the dual of $G$ with respect to any $G$-$\hat G$-invariant, irreducible, finite range quantum random walk coincides with the topological boundary defined by Vaes and Vander Vennet. This can be thought of as a quantum analogue of the fact that the Martin boundary of a free group coincides with the space of ends of its Cayley tree.
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