Jean Bertoin
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Previous Organizations / Institutes
The organizations / institutes from the scholar's other articles in the past ten years
Jean Bertoin has a total of 32 co-authors. Here are the top co-authors by number of shared publications:
- Marc Yor
Université Paris VI et VII
5 shared publications - Erich Baur
ENS Lyon and Universität Zürich
3 shared publications - Erich Baur
ENS Lyon and Universität Zürich
3 shared publications - Igor Kortchemski
École polytechnique CNRS & CMAP
3 shared publications - Nicolas Curien
Université Paris-Saclay
3 shared publications - Alain Rouault
LAMA Bâtiment Fermat Université de Versailles F-78035 Versailles
2 shared publications
Latest Publications
- 1 November 2026
- Published by Bernoulli Society for Mathematical Statistics and Probability in Bernoulli
- Vol. 32 (4) , 2826-2839
On a population model with memory
Consider first a memoryless population model described by the usual branching process with a given mean reproduction matrix on a finite space of types. Motivated by the consequences of atavism in Evolutionary Biology, we are interested in a modification of the dynamics where individuals keep full memory of their forebears and procreation involves the reactivation of a gene picked at random on the ancestral lineage. By comparing the spectral radii of the two mean reproduction matrices (with and without memory), we observe that, on average, the model with memory always grows at least as fast as the model without memory. The proof relies on analyzing a biased Markov chain on the space of memories. The existence of a unique ergodic law for the latter is demonstrated through asymptotic coupling.
- 1 November 2026
- Published by Bernoulli Society for Mathematical Statistics and Probability in Bernoulli
- Vol. 32 (4) , 2826-2839
On a population model with memory
Consider first a memoryless population model described by the usual branching process with a given mean reproduction matrix on a finite space of types. Motivated by the consequences of atavism in Evolutionary Biology, we are interested in a modification of the dynamics where individuals keep full memory of their forebears and procreation involves the reactivation of a gene picked at random on the ancestral lineage. By comparing the spectral radii of the two mean reproduction matrices (with and without memory), we observe that, on average, the model with memory always grows at least as fast as the model without memory. The proof relies on analyzing a biased Markov chain on the space of memories. The existence of a unique ergodic law for the latter is demonstrated through asymptotic coupling.
- Open Access
- 21 October 2025
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 196 (3-4) , 1-34
Reinforced Galton–Watson processes III: Empirical offspring distributions
Reinforced Galton–Watson processes describe the dynamics of a population where reproduction events are reinforced, in the sense that offspring numbers of forbearers can be repeated randomly by descendants. More specifically, the evolution depends on the empirical offspring distribution of each individual along its ancestral lineage. We are interested here in asymptotic properties of the empirical distributions observed in the population, such as concentration, evanescence and persistence. For this, we incorporate tools from the theory of large deviations to our preceding analysis [4, 5].
- 21 October 2025
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 196 (3-4) , 1-34
Open AccessReinforced Galton–Watson processes III: Empirical offspring distributions
Reinforced Galton–Watson processes describe the dynamics of a population where reproduction events are reinforced, in the sense that offspring numbers of forbearers can be repeated randomly by descendants. More specifically, the evolution depends on the empirical offspring distribution of each individual along its ancestral lineage. We are interested here in asymptotic properties of the empirical distributions observed in the population, such as concentration, evanescence and persistence. For this, we incorporate tools from the theory of large deviations to our preceding analysis [4, 5].
- Open Access
On a population model with memory
Consider first a memoryless population model described by the usual branching process with a given mean reproduction matrix on a finite space of types. Motivated by the consequences of atavism in Evolutionary Biology, we are interested in a modification of the dynamics where individuals keep full memory of their forebears and procreation involves the reactivation of a gene picked at random on the ancestral lineage. By comparing the spectral radii of the two mean reproduction matrices (with and without memory), we observe that, on average, the model with memory always grows at least as fast as the model without memory. The proof relies on analyzing a biased Markov chain on the space of memories, and the existence of a unique ergodic law is demonstrated through asymptotic coupling.
Open AccessOn a population model with memory
Consider first a memoryless population model described by the usual branching process with a given mean reproduction matrix on a finite space of types. Motivated by the consequences of atavism in Evolutionary Biology, we are interested in a modification of the dynamics where individuals keep full memory of their forebears and procreation involves the reactivation of a gene picked at random on the ancestral lineage. By comparing the spectral radii of the two mean reproduction matrices (with and without memory), we observe that, on average, the model with memory always grows at least as fast as the model without memory. The proof relies on analyzing a biased Markov chain on the space of memories, and the existence of a unique ergodic law is demonstrated through asymptotic coupling.
- Open Access
- 17 December 2023
- Published by European Mathematical Society - EMS - Publishing House GmbH in Journal of the European Mathematical Society
- Vol. 26 (7) , 2655-2677
Counterbalancing steps at random in a random walk
A random walk with counterbalanced steps is a process of partial sums \check S(n)=\check X_{1}+ \cdots + \check X_{n} whose steps \check X_{n} are given recursively as follows. For each n\geq 2 , with a fixed probability p , \check X_{n} is a new independent sample from some fixed law \mu , and with complementary probability 1-p , \check X_{n}= -\check X_{v(n)} counterbalances a previous step, with v(n) a uniform random pick from \{1, \ldots, n-\nobreak 1\} . We determine the asymptotic behavior of \check S(n) in terms of p and the first two moments of \mu . Our approach relies on a coupling with a reinforcement algorithm due to H. A. Simon, and on properties of random recursive trees and Eulerian numbers, which may be of independent interest. The method can be adapted to the situation where the step distribution \mu belongs to the domain of attraction of a stable law.
- 17 December 2023
- Published by European Mathematical Society - EMS - Publishing House GmbH in Journal of the European Mathematical Society
- Vol. 26 (7) , 2655-2677
Open AccessCounterbalancing steps at random in a random walk
A random walk with counterbalanced steps is a process of partial sums \check S(n)=\check X_{1}+ \cdots + \check X_{n} whose steps \check X_{n} are given recursively as follows. For each n\geq 2 , with a fixed probability p , \check X_{n} is a new independent sample from some fixed law \mu , and with complementary probability 1-p , \check X_{n}= -\check X_{v(n)} counterbalances a previous step, with v(n) a uniform random pick from \{1, \ldots, n-\nobreak 1\} . We determine the asymptotic behavior of \check S(n) in terms of p and the first two moments of \mu . Our approach relies on a coupling with a reinforcement algorithm due to H. A. Simon, and on properties of random recursive trees and Eulerian numbers, which may be of independent interest. The method can be adapted to the situation where the step distribution \mu belongs to the domain of attraction of a stable law.
- 3 March 2023
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 60 (3) , 1079-1095
A model for an epidemic with contact tracing and cluster isolation, and a detection paradox
We determine the distributions of some random variables related to a simple model of an epidemic with contact tracing and cluster isolation. This enables us to apply general limit theorems for super-critical Crump–Mode–Jagers branching processes. Notably, we compute explicitly the asymptotic proportion of isolated clusters with a given size amongst all isolated clusters, conditionally on survival of the epidemic. Somewhat surprisingly, the latter differs from the distribution of the size of a typical cluster at the time of its detection, and we explain the reasons behind this seeming paradox.
- 3 March 2023
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 60 (3) , 1079-1095
A model for an epidemic with contact tracing and cluster isolation, and a detection paradox
We determine the distributions of some random variables related to a simple model of an epidemic with contact tracing and cluster isolation. This enables us to apply general limit theorems for super-critical Crump–Mode–Jagers branching processes. Notably, we compute explicitly the asymptotic proportion of isolated clusters with a given size amongst all isolated clusters, conditionally on survival of the epidemic. Somewhat surprisingly, the latter differs from the distribution of the size of a typical cluster at the time of its detection, and we explain the reasons behind this seeming paradox.
- Open Access
Counterbalancing steps at random in a random walk
A random walk with counterbalanced steps is a process of partial sums $\check S(n)=\check X_1+ \cdots + \check X_n$ whose steps $\check X_n$ are given recursively as follows. For each $n\geq 2$, with a fixed probability $p$, $\check X_n$ is a new independent sample from some fixed law $\mu$, and with complementary probability $1-p$, $\check X_n= -\check X_{v(n)}$ counterbalances a previous step, with $v(n)$ a uniform random pick from $\{1, \ldots, n-1\}$. We determine the asymptotic behavior of $\check S(n)$ in terms of $p$ and the first two moments of $\mu$. Our approach relies on a coupling with a reinforcement algorithm due to H.A. Simon, and on properties of random recursive trees and Eulerian numbers, which may be of independent interest. The method can be adapted to the situation where the step distribution $\mu$ belongs to the domain of attraction of a stable law.Open AccessCounterbalancing steps at random in a random walk
A random walk with counterbalanced steps is a process of partial sums $\check S(n)=\check X_1+ \cdots + \check X_n$ whose steps $\check X_n$ are given recursively as follows. For each $n\geq 2$, with a fixed probability $p$, $\check X_n$ is a new independent sample from some fixed law $\mu$, and with complementary probability $1-p$, $\check X_n= -\check X_{v(n)}$ counterbalances a previous step, with $v(n)$ a uniform random pick from $\{1, \ldots, n-1\}$. We determine the asymptotic behavior of $\check S(n)$ in terms of $p$ and the first two moments of $\mu$. Our approach relies on a coupling with a reinforcement algorithm due to H.A. Simon, and on properties of random recursive trees and Eulerian numbers, which may be of independent interest. The method can be adapted to the situation where the step distribution $\mu$ belongs to the domain of attraction of a stable law. - Open Access
- 4 August 2021
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 181 (1-3) , 291-310
Correction to: How linear reinforcement affects Donsker’s theorem for empirical processes
- 4 August 2021
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 181 (1-3) , 291-310
Open AccessCorrection to: How linear reinforcement affects Donsker’s theorem for empirical processes
- 4 November 2020
- Published by Springer Nature
- p. 147-161
Universality of Noise Reinforced Brownian Motions
- 4 November 2020
- Published by Springer Nature
- p. 147-161
Universality of Noise Reinforced Brownian Motions
- Open Access
- 9 October 2020
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 179 (1-2) , 295-315
Scaling exponents of step-reinforced random walks
Let $$X_1, X_2, \ldots $$ be i.i.d. copies of some real random variable X. For any deterministic $$\varepsilon _2, \varepsilon _3, \ldots $$ in $$\{0,1\}$$ , a basic algorithm introduced by H.A. Simon yields a reinforced sequence $$\hat{X}_1, \hat{X}_2 , \ldots $$ as follows. If $$\varepsilon _n=0$$ , then $$ \hat{X}_n$$ is a uniform random sample from $$\hat{X}_1, \ldots , \hat{X}_{n-1}$$ ; otherwise $$ \hat{X}_n$$ is a new independent copy of X. The purpose of this work is to compare the scaling exponent of the usual random walk $$S(n)=X_1+\cdots + X_n$$ with that of its step reinforced version $$\hat{S}(n)=\hat{X}_1+\cdots + \hat{X}_n$$ . Depending on the tail of X and on asymptotic behavior of the sequence $$(\varepsilon _n)$$ , we show that step reinforcement may speed up the walk, or at the contrary slow it down, or also does not affect the scaling exponent at all. Our motivation partly stems from the study of random walks with memory, notably the so-called elephant random walk and its variations.- 9 October 2020
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 179 (1-2) , 295-315
Open AccessScaling exponents of step-reinforced random walks
Let $$X_1, X_2, \ldots $$ be i.i.d. copies of some real random variable X. For any deterministic $$\varepsilon _2, \varepsilon _3, \ldots $$ in $$\{0,1\}$$ , a basic algorithm introduced by H.A. Simon yields a reinforced sequence $$\hat{X}_1, \hat{X}_2 , \ldots $$ as follows. If $$\varepsilon _n=0$$ , then $$ \hat{X}_n$$ is a uniform random sample from $$\hat{X}_1, \ldots , \hat{X}_{n-1}$$ ; otherwise $$ \hat{X}_n$$ is a new independent copy of X. The purpose of this work is to compare the scaling exponent of the usual random walk $$S(n)=X_1+\cdots + X_n$$ with that of its step reinforced version $$\hat{S}(n)=\hat{X}_1+\cdots + \hat{X}_n$$ . Depending on the tail of X and on asymptotic behavior of the sequence $$(\varepsilon _n)$$ , we show that step reinforcement may speed up the walk, or at the contrary slow it down, or also does not affect the scaling exponent at all. Our motivation partly stems from the study of random walks with memory, notably the so-called elephant random walk and its variations.