Outputs (55)

The simple harmonic urn (2011)
Journal Article
Crane, E., Georgiou, N., Volkov, S., Wade, A. R., & Waters, R. J. (2011). The simple harmonic urn. Annals of Probability, 39(6), 2119-2177. https://doi.org/10.1214/10-aop605

We study a generalized Pólya urn model with two types of ball. If the drawn ball is red, it is replaced together with a black ball, but if the drawn ball is black it is replaced and a red ball is thrown out of the urn. When only black balls remain, t... Read More about The simple harmonic urn.

Passage-time moments and hybrid zones for the exclusion-voter model (2010)
Journal Article
MacPhee, I. M., Menshikov, M. V., Volkov, S., & Wade, A. R. (2010). Passage-time moments and hybrid zones for the exclusion-voter model. Bernoulli (Andover), 16(4), 1312-1342. https://doi.org/10.3150/09-bej243

We study the non-equilibrium dynamics of a one-dimensional interacting particle system that is a mixture of the voter model and the exclusion process. With the process started from a finite perturbation of the ground state Heaviside configuration con... Read More about Passage-time moments and hybrid zones for the exclusion-voter model.

Rate of escape and central limit theorem for the supercritical Lamperti problem (2010)
Journal Article
Menshikov, M., & Wade, A. R. (2010). Rate of escape and central limit theorem for the supercritical Lamperti problem. Stochastic Processes and their Applications, 120(10), 2078-2099. https://doi.org/10.1016/j.spa.2010.06.004

The study of discrete-time stochastic processes on the half-line with mean drift at x given by μ1(x)→0 as x→∞ is known as Lamperti’s problem. We give sharp almost-sure bounds for processes of this type in the case where μ1(x) is of order x−β for some... Read More about Rate of escape and central limit theorem for the supercritical Lamperti problem.

Limit theorems for random spatial drainage networks (2010)
Journal Article
Penrose, M. D., & Wade, A. R. (2010). Limit theorems for random spatial drainage networks. Advances in Applied Probability, 42(3), 659-688. https://doi.org/10.1239/aap/1282924058

Suppose that, under the action of gravity, liquid drains through the unit d-cube via a minimal-length network of channels constrained to pass through random sites and to flow with nonnegative component in one of the canonical orthogonal basis directi... Read More about Limit theorems for random spatial drainage networks.

Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift (2010)
Journal Article
MacPhee, I. M., Menshikov, M. V., & Wade, A. R. (2010). Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift. Markov processes and related fields, 16(2), 351-388

We study the first exit time $\tau$ from an arbitrary cone with apex at the origin by a non-homogeneous random walk (Markov chain) on $\Z^d$ ($d \geq 2$) with mean drift that is asymptotically zero. Specifically, if the mean drift at $\bx \in \Z^d$ i... Read More about Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift.

Random directed and on-line networks (2009)
Book Chapter
Penrose, M. D., & Wade, A. R. (2009). Random directed and on-line networks. In W. Kendall, & I. Molchanov (Eds.), New Perspectives in Stochastic Geometry (248-274). Oxford University Press

Asymptotic theory for the multidimensional random on-line nearest-neighbour graph (2009)
Journal Article
Wade, A. R. (2009). Asymptotic theory for the multidimensional random on-line nearest-neighbour graph. Stochastic Processes and their Applications, 119(6), 1889-1911. https://doi.org/10.1016/j.spa.2008.09.006

The on-line nearest-neighbour graph on a sequence of n uniform random points in (0,1)d (d∈N) joins each point after the first to its nearest neighbour amongst its predecessors. For the total power-weighted edge-length of this graph, with weight expon... Read More about Asymptotic theory for the multidimensional random on-line nearest-neighbour graph.

Multivariate normal approximation in geometric probability (2008)
Journal Article
Penrose, M. D., & Wade, A. R. (2008). Multivariate normal approximation in geometric probability. Journal of statistical theory and practice, 2(2), 293-326. https://doi.org/10.1080/15598608.2008.10411876

Consider a measure = Px xx where the sum is over points x of a Poisson point process of intensity on a bounded region in d-space, and x is a functional determined by the Poisson points near to x, i.e. satisfying an exponential stabilization condition... Read More about Multivariate normal approximation in geometric probability.

Limit theory for the random on-line nearest-neighbor graph (2008)
Journal Article
Penrose, M. D., & Wade, A. R. (2008). Limit theory for the random on-line nearest-neighbor graph. Random Structures and Algorithms, 32(2), 125-156. https://doi.org/10.1002/rsa.20185

In the on-line nearest-neighbor graph (ONG), each point after the first in a sequence of points in ℝd is joined by an edge to its nearest neighbor amongst those points that precede it in the sequence. We study the large-sample asymptotic behavior of... Read More about Limit theory for the random on-line nearest-neighbor graph.

Logarithmic speeds for one-dimensional perturbed random walks in random environments (2008)
Journal Article
Menshikov, M., & Wade, A. R. (2008). Logarithmic speeds for one-dimensional perturbed random walks in random environments. Stochastic Processes and their Applications, 118(3), 389-416. https://doi.org/10.1016/j.spa.2007.04.011

We study the random walk in a random environment on Z+={0,1,2,…}, where the environment is subject to a vanishing (random) perturbation. The two particular cases that we consider are: (i) a random walk in a random environment perturbed from Sinai’s r... Read More about Logarithmic speeds for one-dimensional perturbed random walks in random environments.