Glauco Valle
Federal University of Rio de Janeiro
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Publication
Featured researches published by Glauco Valle.
Annales De L Institut Henri Poincare-probabilites Et Statistiques | 2014
Cristian Coletti; Glauco Valle
We introduce a system of one-dimensional coalescing nonsimple random walks with long range jumps allowing crossing paths and exibiting dependence before coalescence. We show that under diffusive scaling this system converges in distribution to the Brownian Web.
Annals of Probability | 2006
Claudio Landim; Glauco Valle
We study a class of one-dimensional interacting particle systems with random boundaries as a microscopic model for Stefans melting and freezing problem. We prove that under diffusive rescaling these particle systems exhibit a hydrodynamic behavior described by the solution of a Cauchy-Stefan problem.
Stochastics and Dynamics | 2013
Ali Messaoudi; Olivier Sester; Glauco Valle
Consider the basic algorithm to perform the transformation n ↦ n + 1 changing digits of the d-adic expansion of n one by one. We obtain a family of Markov chains on the non-negative integers through successive and independent applications of the algorithm modified by a parametrized stochastic rule that randomly prevents one of the steps in the algorithm to finish. The objects of study in this paper are the spectra of the transition operators of these Markov chains. The spectra of these Markov chains turn out to be fibered Julia sets of fibered polynomials. This enables us to analyze their topological and analytical properties with respect to the underlying parameters of the Markov chains.
Brazilian Journal of Probability and Statistics | 2012
Marco Aurélio Sanfins; Glauco Valle
We show that all multivariate Extreme Value distributions, which are the possible weak limits of the
Journal of Theoretical Probability | 2018
Thomas S. Mountford; Glauco Valle
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Electronic Journal of Probability | 2006
Samir Belhaouari; Thomas Mountford; Rongfeng Sun; Glauco Valle
largest order statistics of iid sequences, have the same copula, the so called K-extremal copula. This copula is described through exact expressions for its density and distribution functions. We also study measures of dependence, we obtain a weak convergence result and we propose a simulation algorithm for the K-extremal copula.
arXiv: Probability | 2006
Thomas Mountford; Leandro P. R. Pimentel; Glauco Valle
We prove exponential convergence to equilibrium for the Fredrickson–Andersen one-spin facilitated model on bounded degree graphs satisfying a subexponential, but larger than polynomial, growth condition. This was a classical conjecture related to non-attractive spin systems. Our proof relies on coupling techniques based on Harris graphical construction for interacting particle systems.
arXiv: Probability | 2007
Samir Belhaouari; Thomas Mountford; Glauco Valle
Electronic Journal of Probability | 2007
Glauco Valle
Electronic Journal of Probability | 2015
Luiz Renato Fontes; Leon Alexander Valencia; Glauco Valle