arXiv subjects

Chengshi Wang

Publications and source records attributed to Chengshi Wang.

3 recordsLinked to original sources

arXiv2025

Stochastic Flows and Marked Stable Processes

We construct a random partition of the space-time plane $\mathbb{R}_+\times \mathbb{R}$ using two coupled stochastic squared Bessel flows, whose parameters differ by $\delta\in (0,2)$. We show that the cells of this partition correspond to squared Bessel excursions with a negative parameter $-\delta$ which are embedded within the jumps of a spectrally positive $(1+\frac\delta 2)$ stable process. In particular, we demonstrate that interval partition evolutions [Forman et. al. 2020] and stable shredded disks [Bj\"ornberg, Curien and Stef\'ansson 2022] arise naturally in this framework.

math.PR↗

arXiv2025

From Cannings model to Brownian motion conditioned on local time profile

We study the scaling limits of genealogical trees arising from Cannings models. Under suitable moment conditions, we show that the rescaled contour and height functions converge to a time change of Brownian motion conditioned on a given local time profile. This conditioned Brownian motion is a self-interacting diffusion constructed independently by Warren--Yor (1998) and Aldous (1998). A key ingredient in our proof is a sequential version of the coming-down-from-infinity property.

math.PR↗

arXiv2024

Meeting of squared Bessel flow lines and application to the skew Brownian motion

We study the meeting level between squared Bessel (BESQ) flow lines of different dimensions, and show that it gives rise to a jump Markov process. We apply these results to the skew Brownian flow introduced by Burdzy and Chen \cite{burdzy2001local} and Burdzy and Kaspi \cite{burdzy2004lenses}. It allows us to extend the results of \cite{burdzy2001local} and of Gloter and Martinez \cite{gloter2013distance} describing the local time flow of skew Brownian motions. Finally, we compute the Hausdorff dimension of exceptional times revealed by Burdzy and Kaspi \cite{burdzy2004lenses} when skew Brownian flow lines bifurcate.

math.PR↗