Project B10: High-dimensional Markov processes in cones
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Summary:
This project is devoted to the study of different classes of multidimensional Markov processes in discrete time conditioned to stay in unbounded domains for a long time. Our major focus will be to analyze random walks in cones. First, we are going to study the asymptotic behavior of harmonic measures for walks in cones. Second, we will also consider ordered random walks in the case when the number of walkers grows in time. The second aim of this project is to study the coexistence of all types in multi-type branching processes in a random environment.
Recent Preprints:
25033
Ellen Baake, Fernando Cordero, Sophia-Marie Mellis, Vitali Wachtel PDF
Critical multitype branching: a functional limit theorem and ancestral processes
Project:
B10, C1
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Critical multitype branching: a functional limit theorem and ancestral processes
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25014
Nikita Elizarov, Vitali Wachtel PDF
Co-existence of branching populations in random environment
Project:
B10
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Co-existence of branching populations in random environment
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24092
Denis Denisov, William Fitzgerald, Vitali Wachtel PDF
Ordered random walks and the Airy line ensemble
Project:
B10
X
Ordered random walks and the Airy line ensemble
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24071
Denis Denisov, Vitali Wachtel PDF
Harmonic measure in a multidimensional gambler’s problem
Project:
B10
Published: Ann. Appl. Probab. 34, no. 5 (2024), 4387–4407
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Harmonic measure in a multidimensional gambler’s problem
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24070
Wojciech Cygan, Denis Denisov, Zbigniew Palmowsk, Vitali Wachtel PDF
Stable random walks in cones
Project:
B10
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Stable random walks in cones
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24048
Sadillo Sharipov, Vitali Wachtel PDF
Lower deviations for branching processes with immigration
Project:
B10
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Lower deviations for branching processes with immigration
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23106
Vladislav Vysotsky, Vitali Wachtel PDF
Persistence of ar sequences with Rademacher innovations and linear mod transforms
Project:
B10
X
Persistence of ar sequences with Rademacher innovations and linear mod transforms
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23063
Vitali Wachtel, Denis Denisov PDF
Green function for an asymptotically stable random walk in a half space
Project:
B10
Published: Journal of Theoretical Probability 37 (2024), 1745–1786
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Green function for an asymptotically stable random walk in a half space
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All Publications of this Project
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