brownian excursion
Recently Published Documents


TOTAL DOCUMENTS

82
(FIVE YEARS 8)

H-INDEX

14
(FIVE YEARS 2)

Author(s):  
Jorge Laval

This paper shows that the kinematic wave model exhibits self-organized criticality when initialized with random initial conditions around the critical density. A direct consequence is that conventional traffic management strategies seeking to maximize the flow may be detrimental as they make the system more unpredictable and more prone to collapse. Other implications for traffic flow in the capacity state are discussed, such as: \item jam sizes obey a power-law distribution with exponents 1/2, implying that both its mean and variance diverge to infinity, and therefore traditional statistical methods fail for prediction and control, \item the tendency to be at the critical state is an intrinsic property of traffic flow driven by our desire to travel at the maximum possible speed, \item traffic flow in the critical region is chaotic in that it is highly sensitive to initial conditions, \item aggregate measures of performance are proportional to the area under a Brownian excursion, and therefore are given by different scalings of the Airy distribution, \item traffic in the time-space diagram forms self-affine fractals where the basic unit is a triangle, in the shape of the fundamental diagram, containing 3 traffic states: voids, capacity and jams. This fractal nature of traffic flow calls for analysis methods currently not used in our field.


Author(s):  
Gabriel Berzunza Ojeda ◽  
Svante Janson

Abstract It is well known that the height profile of a critical conditioned Galton–Watson tree with finite offspring variance converges, after a suitable normalisation, to the local time of a standard Brownian excursion. In this work, we study the distance profile, defined as the profile of all distances between pairs of vertices. We show that after a proper rescaling the distance profile converges to a continuous random function that can be described as the density of distances between random points in the Brownian continuum random tree. We show that this limiting function a.s. is Hölder continuous of any order $\alpha<1$ , and that it is a.e. differentiable. We note that it cannot be differentiable at 0, but leave as open questions whether it is Lipschitz, and whether it is continuously differentiable on the half-line $(0,\infty)$ . The distance profile is naturally defined also for unrooted trees contrary to the height profile that is designed for rooted trees. This is used in our proof, and we prove the corresponding convergence result for the distance profile of random unrooted simply generated trees. As a minor purpose of the present work, we also formalize the notion of unrooted simply generated trees and include some simple results relating them to rooted simply generated trees, which might be of independent interest.


Author(s):  
Jorge Laval

This paper shows that the kinematic wave model exhibits self-organized criticality when initialized with random initial conditions around the critical density. This has several important implications for traffic flow in the capacity state, such as: \item jam sizes obey a power law distribution with exponents 1/2, implying that both the mean and variance diverge to infinity, \item self-organization is an intrinsic property of traffic flow models in general, independently of other random perturbations, \item this critical behavior is a consequence of the flow maximization objective of traffic flow models, which can be observed on a density range around the critical density that depends on the length of the segment, \item typical measures of performance are proportional to the area under a Brownian excursion, and therefore are given by different scalings of the Airy distribution, \item traffic in the time-space diagram forms self-affine fractals where the basic unit is a triangle, in the shape of the fundamental diagram, containing 3 traffic states: voids, capacity and jams.


2019 ◽  
Vol 29 (2) ◽  
pp. 241-266
Author(s):  
Mickaël Maazoun

AbstractThe Brownian separable permuton is a random probability measure on the unit square, which was introduced by Bassino, Bouvel, Féray, Gerin and Pierrot (2016) as the scaling limit of the diagram of the uniform separable permutation as size grows to infinity. We show that, almost surely, the permuton is the pushforward of the Lebesgue measure on the graph of a random measure-preserving function associated to a Brownian excursion whose strict local minima are decorated with independent and identically distributed signs. As a consequence, its support is almost surely totally disconnected, has Hausdorff dimension one, and enjoys self-similarity properties inherited from those of the Brownian excursion. The density function of the averaged permuton is computed and a connection with the shuffling of the Brownian continuum random tree is explored.


Sign in / Sign up

Export Citation Format

Share Document