arXiv subjects

Bati Sengul

Publications and source records attributed to Bati Sengul.

7 recordsLinked to original sources

arXiv2018

Cutoff for conjugacy-invariant random walks on the permutation group

We prove a conjecture raised by the work of Diaconis and Shahshahani (1981) about the mixing time of random walks on the permutation group induced by a given conjugacy class. To do this we exploit a connection with coalescence and fragmentation processes and control the Kantorovitch distance by using a variant of a coupling due to Oded Schramm. Recasting our proof in the language of Ricci curvature, our proof establishes the occurrence of a phase transition, which takes the following form in the case of random transpositions: at time $cn/2$, the curvature is asymptotically zero for $c\le 1$ and is strictly positive for $c>1$.

math.PR↗

arXiv2017

Exceptional times of the critical dynamical Erdős-Rényi graph

In this paper we introduce a network model which evolves in time, and study its largest connected component. We consider a process of graphs $(G_t:t\in [0,1])$, where initially we start with a critical Erdős-Rényi graph ER(n, 1/n), and then evolve forwards in time by resampling each edge independently at rate 1. We show that the size of the largest connected component that appears during the time interval $[0, 1]$ is of order $n^{2/3} log^{1/3} n$ with high probability. This is in contrast to the largest component in the static critical Erdős-Rényi graph, which is of order $n^{2/3}$.

math.PR↗

arXiv2017

Deep factorisation of the stable process II; potentials and applications

Here we propose a different perspective of the deep factorisation in Kyprianou (2015) based on determining potentials. Indeed, we factorise the inverse of the MAP-exponent associated to a stable process via the Lamperti-Kiu transform. Here our factorisation is completely independent from the derivation in Kyprianou (2015) , moreover there is no clear way to invert the factors in Kyprianou (2015) to derive our results. Our method gives direct access to the potential densities of the ascending and descending ladder MAP of the Lamperti-stable MAP in closed form. In the spirit of the interplay between the classical Wiener-Hopf factorisation and fluctuation theory of the underlying Levy process, our analysis will produce a collection of of new results for stable processes. We give an identity for the point of closest reach to the origin for a stable process with index $α\in (0,1)$ as well as and identity for the point of furthest reach before absorption at the origin for a stable process with index $α\in (1,2)$. Moreover, we show how the deep factorisation allows us to compute explicitly the stationary distribution of stable processes multiplicatively reflected in such a way that it remains in the strip [-1,1].

math.PR↗

arXiv2016

Asymptotic number of caterpillars of regularly varying $Λ$-coalescents that come down from infinity

In this paper we look at the asymptotic number of r-caterpillars for $Λ$-coalescents which come down from infinity, under a regularly varying assumption. An r-caterpillar is a functional of the coalescent process started from $n$ individuals which, roughly speaking, is a block of the coalescent at some time, formed by one line of descend to which r-1 singletons have merged one by one. We show that the number of $r$-caterpillars, suitably scaled, converge to an explicit constant as the sample size n goes to infinity.

math.PR↗

arXiv2016

Conditioning subordinators embedded in Markov processes

The running infimum of a Levy process relative to its point of issue is know to have the same range that of the negative of a certain subordinator. Conditioning a Levy process issued from a strictly positive value to stay positive may therefore be seen as implicitly conditioning its descending ladder heigh subordinator to remain in a strip. Motivated by this observation, we consider the general problem of conditioning a subordinator to remain in a strip. Thereafter we consider more general contexts in which subordinators embedded in the path decompositions of Markov processes are conditioned to remain in a strip.

math.PR↗

arXiv2016

Existence of a phase transition of the interchange process on the Hamming graph

The interchange process on a finite graph is obtained by placing a particle on each vertex of the graph, then at rate 1, selecting an edge uniformly at random and swapping the two particles at either end of this edge. In this paper we develop new techniques to show the existence of a phase transition of the interchange process on the 2-dimensional Hamming graph. We show that in the subcritical phase, all of the cycles of the process have length $O(\log n)$, whereas in the supercritical phase a positive density of vertices lie in cycles of length at least $n^{2-\varepsilon}$ for any $\varepsilon>0$.

math.PR↗

arXiv2015

Scaling Limits of Coalescent Processes Near Time Zero

In this paper we obtain scaling limits of $Λ$-coalescents near time zero under a regularly varying assumption. In particular this covers the case of Kingman's coalescent and beta coalescents. The limiting processes are coalescents with infinite mass, obtained geometrically as tangent cones of Evans metric space associated with the coalescent. In the case of Kingman's coalescent we are able to obtain a simple construction of the limiting space using a two-sided Brownian motion.

math.PR↗