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Stochastic Analysis: The Continuum random tree II: an overview
1 INTRODUCTION Many different models of random trees have arisen in a variety of applied setting, and there is a large but scattered literature on exact and asymptotic results for particular models.Expand
Lower bounds for covering times for reversible Markov chains and random walks on graphs
For simple random walk on aN-vertex graph, the mean time to cover all vertices is at leastcN log(N), wherec>0 is an absolute constant. Expand
Probability Approximations via the Poisson Clumping Heuristic
A The Heuristic.- B Markov Chain Hitting Times.- C Extremes of Stationary Processes.- D Extremes of Locally Brownian Processes.- E Simple Combinatorics.- F Combinatorics for Processes.- G ExponentialExpand
Stopping Times and Tightness. II
To establish weak convergence of a sequence of martingales to a continuous martingale limit, it is sufficient (under the natural uniform integrability condition) to establish convergence ofExpand
Representations for partially exchangeable arrays of random variables
Consider an array of random variables (Xi,j), 1 ≤ i,j < ∞, such that permutations of rows or of columns do not alter the distribution of the array. We show that such an array may be represented asExpand
Processes on Unimodular Random Networks
We investigate unimodular random networks. Our motivations include their characterization via reversibility of an associated random walk and their similarities to unimodular quasi-transitive graphs.Expand
Brownian excursions, critical random graphs and the multiplicative coalescent
Let (B t (s), 0 ≤ s < ∞) be reflecting inhomogeneous Brownian motion with drift t - s at time s, started with B t (0) = 0. Consider the random graph script G sign(n, n -1 + tn -4/3 ), whose largestExpand
Random walks on finite groups and rapidly mixing markov chains
© Springer-Verlag, Berlin Heidelberg New York, 1983, tous droits reserves. L’acces aux archives du seminaire de probabilites (Strasbourg) (http://www-irma. u-strasbg.fr/irma/semproba/index.shtml),Expand