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Elie Aïdékon

Publications and source records attributed to Elie Aïdékon.

12 recordsLinked to original sources
arXiv2025

Average-weight percolation on the complete graph

Attach to each edge of the complete graph on $n$ vertices, i.i.d. exponential random variables with mean $n$. Aldous [1] proved that the longest path with average weight below $p$ undergoes a phase transition at $p=\frac{1}{e}$: it is $o(n)$ when $p<\frac{1}{e}$ and of order $n$ if $p>\frac1e$. Later, Ding [4] revealed a finer phase transition around $\frac{1}{e}$: there exist $c'>c>0$ such that the length of the longest path is of order $\ln^3 n$ if $ p \le \frac{1}{e}+\frac{c}{\ln^2 n}$ and is polynomial if $p\ge \frac{1}{e}+\frac{c'}{\ln^2 n}$. We identify the location of this phase transition and obtain sharp asymptotics of the length near criticality. The proof uses an exploration mechanism mimicking a branching random walk with selection introduced by Brunet and Derrida [3].

math.PR↗
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 $δ\in (0,2)$. We show that the cells of this partition correspond to squared Bessel excursions with a negative parameter $-δ$ which are embedded within the jumps of a spectrally positive $(1+\fracδ2)$ stable process. In particular, we demonstrate that interval partition evolutions [Forman et. al. 2020] and stable shredded disks [Björnberg, Curien and Stefánsson 2022] arise naturally in this framework.

math.PR↗
arXiv2025

Boundedness of discounted tree sums

Let $(V(u),\, u\in \mathcal{T})$ be a (supercritical) branching random walk and $(η_u,\,u\in \mathcal{T})$ be marks on the vertices of the tree, distributed in an i.i.d.\ fashion. Following Aldous and Bandyopadhyay \cite{AB05}, for each infinite ray $ξ$ of the tree, we associate the {\it discounted tree sum} $D(ξ)$ which is the sum of the $e^{-V(u)}η_u$ taken along the ray. The paper deals with the finiteness of $\sup_ξD(ξ)$. To this end, we study the extreme behaviour of the local time processes of the paths $(V(u),\,u\in ξ)$. It answers a question of Nicolas Curien, and partially solves Open Problem 31 of Aldous and Bandyopadhyay \cite{AB05}. We also present several open questions.

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↗
arXiv2023

The stochastic Jacobi flow

The problem of conditioning on the occupation field was investigated for the Brownian motion in 1998 independently by Aldous [4] and Warren and Yor [34] and recently for the loop soup at intensity $1/2$ by Werner [35], Sabot and Tarrès [30], and Lupu, Sabot and Tarrès [22]. We consider this problem in the case of the Brownian loop soup on the real line, and show that it is connected with a flow version of Jacobi processes, called Jacobi flow. We give a pathwise construction of this flow simultaneously for all parameters by means of a common Brownian motion, via the perturbed reflecting Brownian motion. The Jacobi flow is related to Fleming--Viot processes, as established by Bertoin and Le Gall [9] and Dawson and Li [11]. This relation allows us to interpret Perkins' disintegration theorem between Feller continuous state branching-processes and Fleming--Viot processes as a decomposition of Gaussian measures. Our approach gives a unified framework for the problems of disintegrating on the real line. The connection with Bass--Burdzy flows which was drawn in Warren [33] and Lupu, Sabot and Tarrès [23] is shown to be valid in the general case.

math.PR↗
arXiv2021

Path decompositions of perturbed reflecting Brownian motions

We are interested in path decompositions of a perturbed reflecting Brownian motion (PRBM) at the hitting times and at the minimum. Our study relies on the loop soups developed by Lawler and Werner [10] and Le Jan [13]-[14], in particular on a result discovered by Lupu [15] identifying the law of the excursions of the PRBM above its past minimum with the loop measure of Brownian bridges.

math.PR↗
arXiv2021

Points of infinite multiplicity of planar Brownian motion: measures and local times

It is well-known (see Dvoretzky, Erd{\H o}s and Kakutani [8] and Le Gall [12]) that a planar Brownian motion $(B_t)_{t\ge 0}$ has points of infinite multiplicity, and these points form a dense set on the range. Our main result is the construction of a family of random measures, denoted by $\{{\mathcal M}_{\infty}^α\}_{0< α<2}$, that are supported by the set of the points of infinite multiplicity. We prove that for any $α\in (0, 2)$, almost surely the Hausdorff dimension of ${\mathcal M}_{\infty}^α$ equals $2-α$, and ${\mathcal M}_{\infty}^α$ is supported by the set of thick points defined in Bass, Burdzy and Khoshnevisan [1] as well as by that defined in Dembo, Peres, Rosen and Zeitouni [5]. Our construction also reveals that with probability one, ${\mathcal M}_\infty^α({\rm d} x)$-almost everywhere, there exists a continuous nondecreasing additive functional $({\mathfrak L}_t^x)_{t\ge 0}$, called local times at $x$, such that the support of $ {\rm d} {\mathfrak L}_t^x$ coincides with the level set $\{t: B_t=x\}$.

math.PR↗
arXiv2020

An infinite-dimensional representation of the Ray-Knight theorems

The classical Ray-Knight theorems for Brownian motion determine the law of its local time process either at the first hitting time of a given value a by the local time at the origin, or at the first hitting time of a given position b by Brownian motion. We extend these results by describing the local time process jointly for all a and all b, by means of stochastic integral with respect to an appropriate white noise. Our result applies to $μ$-processes, and has an immediate application: a $μ$-process is the height process of a Feller continuous-state branching process (CSBP) with immigration (Lambert [10]), whereas a Feller CSBP with immigration satisfies a stochastic differential equation driven by a white noise (Dawson and Li [7]); our result gives an explicit relation between these two descriptions and shows that the stochastic differential equation in question is a reformulation of Tanaka's formula.

math.PR↗
arXiv2019

Large deviations for level sets of branching Brownian motion and Gaussian free fields

We study deviation probabilities for the number of high positioned particles in branching Brownian motion, and confirm a conjecture of Derrida and Shi (2016). We also solve the corresponding problem for the two-dimensional discrete Gaussian free field. Our method relies on an elementary inequality for inhomogeneous Galton-Watson processes.

math.PR↗
arXiv2013

The precise tail behavior of the total progeny of a killed branching random walk

Consider a branching random walk on the real line with a killing barrier at zero: starting from a nonnegative point, particles reproduce and move independently, but are killed when they touch the negative half-line. The population of the killed branching random walk dies out almost surely in both critical and subcritical cases, where by subcritical case we mean that the rightmost particle of the branching random walk without killing has a negative speed, and by critical case, when this speed is zero. We investigate the total progeny of the killed branching random walk and give their precise tail distribution both in the critical and subcritical cases, which solves an open problem of Aldous [Power laws and killed branching random walks, http://www.stat.berkeley.edu/~aldous/Research/OP/brw.html].

math.PR↗
arXiv2013

Convergence in law of the minimum of a branching random walk

We consider the minimum of a super-critical branching random walk. Addario-Berry and Reed [Ann. Probab. 37 (2009) 1044-1079] proved the tightness of the minimum centered around its mean value. We show that a convergence in law holds, giving the analog of a well-known result of Bramson [Mem. Amer. Math. Soc. 44 (1983) iv+190] in the case of the branching Brownian motion.

math.PR↗