arXiv subjects
Publications and source records attributed to Glauco Valle.
We prove a conjecture of Toth and Veto about the weak convergence of the self repelling random walk with directed edges under diffusive scaling to a uniform distribution.
We consider a variant of the radial spanning tree introduced by Baccelli and Bordenave. Like the original model, our model is a tree rooted at the origin, built on the realization of a planar Poisson point process. Unlike it, the paths of our model have independent jumps. We show that locally our diffusively rescaled tree, seen as the collection of the paths connecting its sites to the root, converges in distribution to the Brownian Bridge Web, which is roughly speaking a collection of coalescing Brownian bridges starting from all the points of a planar strip perpendicular to the time axis, and ending at the origin.
In this paper, we define a stochastic adding machine based on Cantor Systems of numeration. We also compute the parts of spectra of the transition operator associated to this stochastic adding machine in different Banach spaces as $c_0, c$ and $l_α,\; 1 \leq α\leq +\infty$. These spectra are connected to fibered Julia sets.
Consider the basic algorithm to perform the transformation n--> n+1 changing digits of the d-adic expansion of n one by one. We obtain a family of Markov chains on the non-negative integers through sucessive and independent applications of the algorithm modified by a parametrized stochastic rule that randomly prevents one of the steps in the algorithm to finish. The objects of study in this paper are the spectra of the transition operators of these Markov chains. The spectra of these Markov chains turn out to be fibered Julia sets of fibered polynomials. This enable us to analyze their topological and analytical properties with respect to the underlying parameters of the Markov chains.
We introduce a system of one-dimensional coalescing nonsimple random walks with long range jumps allowing crossing paths and exibiting dependence before coalescence. We show that under diffusive scaling this system converges in distribution to the Brownian Web.
We show that all multivariate Extreme Value distributions, which are the possible weak limits of the $K$ largest order statistics of iid sequences, have the same copula, the so called K-extremal copula. This copula is described through exact expressions for its density and distribution functions. We also study measures of dependence, we obtain a weak convergence result and we propose a simulation algorithm for the K-extremal copula.
Let $Λ$ be a connected closed region with smooth boundary contained in the $d$-dimensional continuous torus $\bb T^d$. In the discrete torus $N^{-1} \bb T^d_N$, we consider a nearest neighbor symmetric exclusion process where occupancies of neighboring sites are exchanged at rates depending on $Λ$ in the following way: if both sites are in $Λ$ or $Λ^\complement$, the exchange rate is one; If one site is in $Λ$ and the other one is in $Λ^\complement$ and the direction of the bond connecting the sites is $e_j$, then the exchange rate is defined as $N^{-1}$ times the absolute value of the inner product between $e_j$ and the normal exterior vector to $\pΛ$. We show that this exclusion type process has a non-trivial hydrodynamical behavior under diffusive scaling and, in the continuum limit, particles are not blocked or reflected by $\partialΛ$. Thus the model represents a system of particles under hard core interaction in the presence of a permeable membrane which slows down the passage of particles between two complementar regions.
We obtain the hydrodynamic limit of one-dimensional interacting particle systems describing the macroscopic evolution of the density of mass in infinite volume from the microscopic dynamics. The processes are weak pertubations of the symmetric exclusion process by shift operators describing the spread of particles around positions where new sites are created.
We investigate the evolution of the random interfaces in a two dimensional Potts model at zero temperature under Glauber dynamics for some particular initial conditions. We prove that under space-time diffusive scaling the shape of the interfaces converges in probability to the solution of a non-linear parabolic equation. This Law of Large Numbers is obtained from the Hydrodynamic limit of a coupling between an exclusion process and an inhomogeneous one dimensional zero range process with asymmetry at the origin.
We show that for the voter model on $\{0,1\}^{\mathbb{Z}}$ corresponding to a random walk with kernel $p(\cdot)$ and starting from unanimity to the right and opposing unanimity to the left, a tight interface between 0's and 1's exists if $p(\cdot)$ has finite second moment but does not if $p(\cdot)$ fails to have finite moment of order $α$ for some $α<2$.
We study a class of one-dimensional interacting particle systems with random boundaries as a microscopic model for Stefan's melting and freezing problem. We prove that under diffusive rescaling these particle systems exhibit a hydrodynamic behavior described by the solution of a Cauchy--Stefan problem.
We study a class of nearest-neighbor discrete time integer random walks introduced by Zerner, the so called multi-excited random walks. The jump probabilities for such random walker have a drift to the right whose intensity depends on a random or non-random environment that also evolves in time according to the last visited site. A complete description of the recurrence and transience phases was given by Zerner under fairly general assumptions for the environment. We contribute in this paper with some results that allows us to point out if the random walker speed is strictly positive or not in the transient case for a class of non-random environments.