Abstract: We prove a conjecture by Bertoin that the multidimensional elephant random walk on Z^d is transient in dimensions d ≥ 3. We show that it undergoes a phase transition in dimensions d = 1, 2, between recurrence and transience at p = (2d+1)/(4d).
Abstract: Under suitable moment assumptions, we show that a genuinely d-dimensional step-reinforced random walk undergoes a phase transition between recurrence and transience in dimensions d=1,2, and that it is transient for all reinforcement parameters in dimensions d ≥ 3, which solves a conjecture of Bertoin.
Abstract: For the interacting urn model with polynomial reinforcement, it has been conjectured that almost surely one color monopolizes all the urns if the interaction parameter p > 0. We disprove the conjecture. For the case p = 1, we give a sufficient condition for monopoly, which improves a result obtained by Launay.
Continuous-time vertex-reinforced random walks on complete-like graphs, with Pierre Tarrès, 2023. [arXiv].
Abstract: We introduce the continuous-time vertex-reinforced random walk (cVRRW) as a continuous-time version of the vertex-reinforced random walk (VRRW). On a complete-like graph Kd ∪ ∂Kd, we show that the cVRRW a.s. spends finite time on leaves and equal time on each of the non-leaf vertices up to a convergent error term. For the VRRW, we provide estimates on the rate of convergence of the empirical occupation measure, which, in particular, verifies a conjecture by Limic and Volkov that the true convergence rate is of order n^{-1/(d−1)}.
April 2025. Al-Khwarizmi Applied Mathematics Webinar
March 2025. Probability Seminar, Tsinghua University
December 2024: Programme on Stochastic Systems for Anomalous Diffusion, Isaac Newton Institute for Mathematical Sciences at Cambridge.
December 2024: Probability Seminar, University of Bath.
November 2024: Probability Seminar, Peking University.
May 2024: NYU Shanghai-Kyoto-Waseda Young Probabilists’ Meeting, Research Institute for Mathematical Sciences at Kyoto University.
March 2024: Workshop on Random Walks, Tianyuan Mathematics Research Center in Kunming.
January 2024: Probability and Statistical Physics Seminar, Tsinghua Sanya International Mathematics Forum.
December 2023: Probability Seminar, Northeastern University at Qinhuangdao (Online).
December 2023: Yangtze River Delta Probability & Statistics Seminar, East China Normal University.
October 2023: Probability Seminar, NYU Shanghai.
October 2023: Probability Seminar, Fudan University.