arXiv subjects
Publications and source records attributed to Brigitta Vermesi.
We consider pairs of 3-dimensional Brownian paths, started at the origin and conditioned to have no intersections after time zero. We show that there exists a unique measure on pairs of paths that is invariant under this conditioning, while improving the previously known rate of convergence to stationarity.
Bernoulli-$p$ thinning has been well-studied for point processes. Here we consider three other cases: (1) sequences $(X_1,X_2,...)$; (2) gaps of such sequences $(X_{n+1}-X_1)_{n\in\mathbb{N}}$; (3) partition structures. For the first case we characterize the distributions which are simultaneously invariant under Bernoulli-$p$ thinning for all $p \in (0,1]$. Based on this, we make conjectures for the latter two cases, and provide a potential approach for proof. We explain the relation to spin glasses, which is complementary to important previous work of Aizenman and Ruzmaikina, Arguin, and Shkolnikov.
For $d \geq 2$ let $B$ be standard $d$-dimensional Brownian motion. For any $α< 1/d$ we construct an $α$-Hölder continuous function $f \colon [0,1] \to \mathbb{R}^d$ so that the range of $B-f$ covers an open set. This strengthens a result of Graversen (1982) and answers a question of Le Gall (1988).
We prove existence of intersection exponents xi(k,lambda) for biased random walks on d-dimensional half-infinite discrete cylinders, and show that, as functions of lambda, these exponents are real analytic. As part of the argument, we prove convergence to stationarity of a time-inhomogeneous Markov chain on half-infinite random paths. Furthermore, we show this convergence takes place at exponential rate, an estimate obtained via a coupling of weighted half-infinite paths.
We obtain bounds to show that the pressure of a two-body, mean-field spin glass is a Lipschitz function of the underlying distribution of the random coupling constants, with respect to a particular semi-norm. This allows us to re-derive a result of Carmona and Hu, on the universality of the SK model, by a different proof, and to generalize this result to the Viana-Bray model. We also prove another bound, suitable when the coupling constants are not independent, which is what is necessary if one wants to consider ``canonical'' instead of ``grand canonical'' versions of the SK and Viana-Bray models. Finally, we review Viana-Bray type models, using the language of Lévy processes, which is natural in this context.