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Cécile Mailler

Publications and source records attributed to Cécile Mailler.

32 records · Page 2Linked to original sources

Stochastic approximation on non-compact measure spaces and application to measure-valued Pólya processes

Our main result is to prove almost-sure convergence of a stochastic-approximation algorithm defined on the space of measures on a non-compact space. Our motivation is to apply this result to measure-valued Pólya processes (MVPPs, also known as infinitely-many Pólya urns). Our main idea is to use Foster-Lyapunov type criteria in a novel way to generalize stochastic-approximation methods to measure-valued Markov processes with a non-compact underlying space, overcoming in a fairly general context one of the major difficulties of existing studies on this subject. From the MVPPs point of view, our result implies almost-sure convergence of a large class of MVPPs, this convergence was only obtained until now for specific examples, with only convergence in probability established for general classes. Furthermore, our approach allows us to extend the definition of MVPPs by adding "weights" to the different colors of the infinitely-many-color urn. We also exhibit a link between non-"balanced" MVPPs and quasi-stationary distributions of Markovian processes, which allows us to treat, for the first time in the literature, the non-balanced case. Finally, we show how our result can be applied to designing stochastic-approximation algorithms for the approximation of quasi-stationary distributions of discrete- and continuous-time Markov processes on non-compact spaces.

math.PR↗

Characterising random partitions by random colouring

Let $(X_1,X_2,...)$ be a random partition of the unit interval $[0,1]$, i.e. $X_i\geq0$ and $\sum_{i\geq1} X_i=1$, and let $(\varepsilon_1,\varepsilon_2,...)$ be i.i.d. Bernoulli random variables of parameter $p \in (0,1)$. The Bernoulli convolution of the partition is the random variable $Z =\sum_{i\geq1} \varepsilon_i X_i$. The question addressed in this article is: Knowing the distribution of $Z$ for some fixed $p\in(0,1)$, what can we infer about the random partition? We consider random partitions formed by residual allocation and prove that their distributions are fully characterised by their Bernoulli convolution if and only if the parameter $p$ is not equal to $1/2$.

math.PR↗

Unbiased on-lattice domain growth

Domain growth is a key process in many areas of biology, including embryonic development, the growth of tissue, and limb regeneration. As a result, mechanisms for incorporating it into traditional models for cell movement, interaction, and proliferation are of great importance. A previously well-used method in order to incorporate domain growth into on-lattice reaction-diffusion models causes a build up of particles on the boundaries of the domain, which is particularly evident when diffusion is low in comparison to the rate of domain growth. Here, we present a new method which addresses this unphysical build up of particles at the boundaries, and demonstrate that it is accurate even for scenarios in which the previous method fails. Further, we discuss for which parameter regimes it is feasible to continue using the original method due to diffusion dominating the domain growth mechanism.

q-bio.QM↗

Random walks with preferential relocations and fading memory: a study through random recursive trees

Consider a stochastic process that behaves as a $d$-dimensional simple and symmetric random walk, except that, with a certain fixed probability, at each step, it chooses instead to jump to a given site with probability proportional to the time it has already spent there. This process has been analyzed in the physics literature under the name "random walk with preferential relocations", where it is argued that the position of the walker after $n$ steps, scaled by $\log n$, converges to a Gaussian random variable; because of the $\log$ spatial scaling, the process is said to undergo a "slow diffusion". In this paper, we generalize this model by allowing the underlying random walk to be any Markov process and the random run-lengths (time between two relocations) to be i.i.d.-distributed. We also allow the memory of the walker to fade with time, meaning that when a relocations occurs, the walker is more likely to go back to a place it has visited more recently. We prove rigorously the central limit theorem described above (plus a local limit theorem and the convergence of the weighted occupation measure) by associating to the process a growing family of vertex-weighted random recursive trees and a Markov chain indexed by this tree. The spatial scaling of our relocated random walk is related to the height of a "typical" vertex in the random tree. This typical height can range from doubly-logarithmic to logarithmic or even a power of the number of nodes of the tree, depending on the form of the memory.

math.PR↗

Describing the asymptotic behaviour of multicolour Pólya urns via smoothing systems analysis

The present paper aims at describing in details the asymptotic composition of a class of d-colour Pólya urn: namely balanced, tenable and irreducible urns. We decompose the composition vector of such urns according to the Jordan decomposition of their replacement matrix. The projections of the composition vector onto the so-called small Jordan spaces are known to be asymptotically gaussian, but the asymptotic behaviour of the projections onto the large Jordan spaces are not known in full details up to now and are discribed by a limiting random variables called W, depending on the parameters of the urn.

math.PR↗

And/or trees: A local limit point of view

We present here a new and universal approach for the study of random and/or trees, unifying in one framework many different models, including some novel ones not yet understood in the literature. An and/or tree is a Boolean expression represented in (one of) its tree shapes. Fix an integer $k$, take a sequence of random (rooted) trees of increasing size, say $(t_n)_{n\ge 1}$, and label each of these random trees uniformly at random in order to get a random Boolean expression on $k$ variables. We prove that, under rather weak local conditions on the sequence of random trees $(t_n)_{n\ge 1}$, the distribution induced on Boolean functions by this procedure converges as $n$ tends to infinity. In particular, we characterise two different behaviours of this limit distribution depending on the shape of the local limit of $(t_n)_{n\ge 1}$: a degenerate case when the local limit has no leaves; and a non-degenerate case, which we are able to describe in more details under stronger conditions. In this latter case, we provide a relationship between the probability of a given Boolean function and its complexity. The examples covered by this unified framework include trees that interpolate between models with logarithmic typical distances (such as random binary search trees) and other ones with square root typical distances (such as conditioned Galton--Watson trees).

math.PR↗

Measure-valued Pólya processes

A Pólya urn process is a Markov chain that models the evolution of an urn containing some coloured balls, the set of possible colours being $\{1,\ldots,d\}$ for $d\in \mathbb{N}$. At each time step, a random ball is chosen uniformly in the urn. It is replaced in the urn and, if its colour is $c$, $R_{c,j}$ balls of colour $j$ are also added (for all $1\leq j\leq d$). We introduce a model of measure-valued processes that generalises this construction. This generalisation includes the case when the space of colours is a (possibly infinite) Polish space $\mathcal P$. We see the urn composition at any time step $n$ as a measure ${\mathcal M}_n$ -- possibly non atomic -- on $\mathcal P$. In this generalisation, we choose a random colour $c$ according to the probability distribution proportional to ${\mathcal M}_n$, and add a measure ${\mathcal R}_c$ in the urn, where the quantity ${\mathcal R}_c(B)$ of a Borel set $B$ models the added weight of "balls" with colour in $B$. We study the asymptotic behaviour of these measure-valued Pólya urn processes, and give some conditions on the replacements measures $({\mathcal R}_c, c\in \mathcal P)$ for the sequence of measures $({\mathcal M}_n, n\geq 0)$ to converge in distribution, possibly after rescaling. For certain models, related to branching random walks, $({\mathcal M}_n, n\geq 0)$ is shown to converge almost surely under some moment hypothesis; a particular case of this last result gives the almost sure convergence of the (renormalised) profile of the random recursive tree to a standard Gaussian.

math.PR↗

A bijective study of Basketball walks

The Catalan numbers count many classes of combinatorial objects. The most emblematic such objects are probably the Dyck walks and the binary trees, and, whenever another class of combinatorial objects is counted by the Catalan numbers, it is natural to search for an explicit bijection between the latter objects and one of the former objects. In most cases, such a bijection happens to be relatively simple but it might sometimes be more intricate. In this work, we focus on so-called \emph{basketball walks}, which are integer-valued walks with step-set $\{-2,-1,+1,+2\}$. The presence of $-2$ as an allowed step makes it impossible to use the classical Łukasiewicz encoding of trees by integer-valued walks, and thus a different strategy is needed. We give an explicit bijection that maps, for each $n\ge 2$, $n$-step basketball walks from $0$ to $0$ that visit $1$ and are positive except at their extremities to $n$-leaf binary trees. Moreover, we can partition the steps of a walk into $\pm 1$-steps, odd $+2$-steps or even $-2$-steps, and odd $-2$-steps or even $+2$-steps, and these three types of steps are mapped through our bijection to double leaves, left leaves, and right leaves of the corresponding tree. We also prove that basketball walks from $0$ to $1$ that are positive except at the origin are in bijection with increasing unary-binary trees with associated permutation avoiding $213$. We furthermore give the refined generating function of these objects with an extra variable accounting for the unary nodes.

math.CO↗

The relation between tree size complexity and probability for Boolean functions generated by uniform random trees

We consider a probability distribution on the set of Boolean functions in n variables which is induced by random Boolean expressions. Such an expression is a random rooted plane tree where the internal vertices are labelled with connectives And and OR and the leaves are labelled with variables or negated variables. We study limiting distribution when the tree size tends to infinity and derive a relation between the tree size complexity and the probability of a function. This is done by first expressing trees representing a particular function as expansions of minimal trees representing this function and then computing the probabilities by means of combinatorial counting arguments relying on generating functions and singularity analysis.

math.CO↗

Condensation and symmetry-breaking in the zero-range process with weak site disorder

Condensation phenomena in particle systems typically occur as one of two distinct types: either as a spontaneous symmetry breaking in a homogeneous system, in which particle interactions enforce condensation in a randomly located site, or as an explicit symmetry breaking in a system with background disorder, in which particles condensate in the site of extremal disorder. In this paper we confirm a recent conjecture by Godrèche and Luck by showing, for a zero range process with weak site disorder, that there exists a phase where condensation occurs with an intermediate type of symmetry-breaking, in which particles condensate in a site randomly chosen from a range of sites favoured by disorder. We show that this type of condensation is characterised by the occurrence of a Gamma distribution in the law of the disorder at the condensation site. We further investigate fluctuations of the condensate size and confirm a phase diagram, again conjectured by Godrèche and Luck, showing the existence of phases with normal and anomalous fluctuations.

math.PR↗

Generalised and Quotient Models for Random And/Or Trees and Application to Satisfiability

This article is motivated by the following satisfiability question: pick uniformly at random an and/or Boolean expression of length n, built on a set of k_n Boolean variables. What is the probability that this expression is satisfiable? asymptotically when n tends to infinity? The model of random Boolean expressions developed in the present paper is the model of Boolean Catalan trees, already extensively studied in the literature for a constant sequence (k_n)_{n\geq 1}. The fundamental breakthrough of this paper is to generalise the previous results to any (reasonable) sequence of integers (k_n)_{n\geq 1}, which enables us, in particular, to solve the above satisfiability question. We also analyse the effect of introducing a natural equivalence relation on the set of Boolean expressions. This new "quotient" model happens to exhibit a very interesting threshold (or saturation) phenomenon at k_n = n/ln n.

math.CO↗

Catalan satisfiability problem

An and/or tree is usually a binary plane tree, with internal nodes labelled by logical connectives, and with leaves labelled by literals chosen in a fixed set of k variables and their negations. In the present paper, we introduce the first model of such Catalan trees, whose number of variables k_n is a function of n, the size of the expressions. We describe the whole range of the probability distributions depending on the function k_n, as soon as it tends jointly with n to infinity. As a by-product we obtain a study of the satisfiability problem in the context of Catalan trees. Our study is mainly based on analytic combinatorics and extends the Kozik's pattern theory, first developed for the fixed-k Catalan tree model.

math.CO↗

Smoothing equations for large Pólya urns

Consider a balanced non triangular two-color Pólya-Eggenberger urn process, assumed to be large which means that the ratio sigma of the replacement matrix eigenvalues satisfies 1/2<sigma <1. The composition vector of both discrete time and continuous time models admits a drift which is carried by the principal direction of the replacement matrix. In the second principal direction, this random vector admits also an almost sure asymptotics and a real-valued limit random variable arises, named WDT in discrete time and WCT in continous time. The paper deals with the distributions of both W. Appearing as martingale limits, known to be nonnormal, these laws remain up to now rather mysterious. Exploiting the underlying tree structure of the urn process, we show that WDT and WCT are the unique solutions of two distributional systems in some suitable spaces of integrable probability measures. These systems are natural extensions of distributional equations that already appeared in famous algorithmical problems like Quicksort analysis. Existence and unicity of the solutions of the systems are obtained by means of contracting smoothing transforms. Via the equation systems, we find upperbounds for the moments of WDT and WCT and we show that the laws of WDT and WCT are moment-determined. We also prove that WDT is supported by the whole real line and admits a continuous density (WCT was already known to have a density, infinitely differentiable on R\{0} and not bounded at the origin).

math.PR↗

Associative and commutative tree representations for Boolean functions

Since the 90's, several authors have studied a probability distribution on the set of Boolean functions on $n$ variables induced by some probability distributions on formulas built upon the connectors $And$ and $Or$ and the literals $\{x_{1}, \bar{x}_{1}, \dots, x_{n}, \bar{x}_{n}\}$. These formulas rely on plane binary labelled trees, known as Catalan trees. We extend all the results, in particular the relation between the probability and the complexity of a Boolean function, to other models of formulas: non-binary or non-plane labelled trees (i.e. Polya trees). This includes the natural tree class where associativity and commutativity of the connectors $And$ and $Or$ are realised.

math.CO↗