Concept
Random walk
Related publications (183)
CONVERGENCE AND NONCONVERGENCE OF SCALED SELF-INTERACTING RANDOM WALKS TO BROWNIAN MOTION PERTURBED AT EXTREMA
We use generalized Ray-Knight theorems, introduced by B. Toth in 1996, together with techniques developed for excited random walks as main tools for establishing positive and negative results concerning convergence of some classes of diffusively scaled sel ...
Cleveland2023Metastability of the Potts Ferromagnet on Random Regular Graphs
We study the performance of Markov chains for the q-state ferromagnetic Potts model on random regular graphs. While the cases of the grid and the complete graph are by now well-understood, the case of random regular graphs has resisted a detailed analysis ...
SPRINGER2023Wind, Hail, and Climate Extremes: Modelling and Attribution Studies for Environmental Data
Ophélia Mireille Anna Miralles
This thesis presents work at the junction of statistics and climate science. We first provide methodology for use by climate scientists when performing fast event attribution using extreme value theory, and then describe two interdisciplinary projects in c ...
EPFL2023Splitting probabilities and mean first passage times across multiple thresholds of jump-and-drift transition paths
We apply the stochastic-trajectory analysis to derive exact expressions for the mean first passage times of jump-and-drift transition paths across two or more consecutive thresholds. We perform the analysis of the crossing statistics in terms of dimensionl ...
2023