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Register a new userOn the diameter of the stopped spider process
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We consider the Brownian ``spider process, also known as Walsh Brownian motion, first introduced in the epilogue of Walsh 1978. The paper provides the best constant $C_n$ for the inequality $$ E D_tauleq C_n sqrt{E tau},$$ where $tau$ is the class of all adapted and integrable stopping times and $D$ denotes the diameter of the spider process measured in terms of the British rail metric. The proof relies on the explicit identification of the value function for the associated optimal stopping problem.
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In this paper we study the impact of random exponential edge weights on the distances in a random graph and, in particular, on its diameter. Our main result consists of a precise asymptotic expression for the maximal weight of the shortest weight paths between all vertices (the weighted diameter) of sparse random graphs, when the edge weights are i.i.d. exponential random variables.
We consider a simple random walk on $mathbb{Z}^d$ started at the origin and stopped on its first exit time from $(-L,L)^d cap mathbb{Z}^d$. Write $L$ in the form $L = m N$ with $m = m(N)$ and $N$ an integer going to infinity in such a way that $L^2 sim A N^d$ for some real constant $A > 0$. Our main result is that for $d ge 3$, the projection of the stopped trajectory to the $N$-torus locally converges, away from the origin, to an interlacement process at level $A d sigma_1$, where $sigma_1$ is the exit time of a Brownian motion from the unit cube $(-1,1)^d$ that is independent of the interlacement process. The above problem is a variation on results of Windisch (2008) and Sznitman (2009).
A little over 25 years ago Pemantle pioneered the study of the contact process on trees, and showed that on homogeneous trees the critical values $lambda_1$ and $lambda_2$ for global and local survival were different. He also considered trees with periodic degree sequences, and Galton-Watson trees. Here, we will consider periodic trees in which the number of children in successive generation is $(n,a_1,ldots, a_k)$ with $max_i a_i le Cn^{1-delta}$ and $log(a_1 cdots a_k)/log n to b$ as $ntoinfty$. We show that the critical value for local survival is asymptotically $sqrt{c (log n)/n}$ where $c=(k-b)/2$. This supports Pemantles claim that the critical value is largely determined by the maximum degree, but it also shows that the smaller degrees can make a significant contribution to the answer.
A little over 25 years ago Pemantle pioneered the study of the contact process on trees, and showed that the critical values $lambda_1$ and $lambda_2$ for global and local survival were different. Here, we will consider the case of trees in which the degrees of vertices are periodic. We will compute bounds on $lambda_1$ and $lambda_2$ and for the corresponding critical values $lambda_g$ and $lambda_ell$ for branching random walk. Much of what we find for period two $(a,b)$ trees was known to Pemantle. However, two significant new results give sharp asymptotics for the critical value $lambda_2$ of $(1,n)$ trees and generalize that result to the $(a_1,ldots, a_k, n)$ tree when $max_i a_i le n^{1-epsilon}$ and $a_1 cdots a_k = n^b$. We also give results for $lambda_g$ and $lambda_ell$ on $(a,b,c)$ trees. Since the values come from solving cubic equations, the explicit formulas are not pretty, but it is surprising that they depend only on $a+b+c$ and $abc$.
In this short note we will provide a sufficient and necessary condition to have uniqueness of the location of the maximum of a stochastic process over an interval. The result will also express the mean value of the location in terms of the derivative of the expectation of the maximum of a linear perturbation of the underlying process. As an application, we will consider a Brownian motion with variable drift. The ideas behind the method of proof will also be useful to study the location of the maximum, over the real line, of a two-sided Brownian motion minus a parabola and of a stationary process minus a parabola.
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