A depiction of the losing probability for a 3-player betting game.

    Mark Holmes

    (Room 209, Peter Hall Building)

    School of Mathematics and Statistics

    University of Melbourne

    Vic 1010, Australia

    Phone: +61 3 83441310
    Fax:     +649 3737018  

    holmes.m {fat-f} unimelb.edu.au           





     Useful Links

Coupled connected clusters of the origin for the 2-dimensional orthant model as p changes from 0 to 1.

The (random) set of vertices that the origin can reach is green.
The set of vertices that can reach the origin is red.
The intersection of the two is blue.

Research interests:
random walks,
random media (e.g. percolation models),
interacting particle systems,
reinforcement models,
measure-valued processes,
and applications of probability.

I am a member of the Probability Research Cluster at U. Melbourne



Beaton, N., Holmes, M. and Huang, X. Chemical distance for the half-orthant model (pdf)

Holmes, M. and Salisbury, T. Percolation of terraces, and enhancements for the orthant model. (pdf)

Hirsch, C., Holmes, M., and Kleptsyn, V. WARM percolation on a regular tree in the strong reinforcement regime. (pdf)


(50) Holmes, M., Holroyd, A., and Ramírez, A. Cyclic products and optimal traps in cyclic birth and death chains. Electronic Journal of Combinatorics 30(2), (2023) (pdf)

(49) Fralix, B., Holmes, M., and Löpker, A. A Markovian Arrival Stream Approach to Stochastic Gene Expression in Cells. Journal of Mathematical Biology 86, Article number: 79 (2023) (pdf)

(48) Hirsch, C., Holmes, M., and Kleptsyn, V. Infinite WARM graphs III: strong reinforcement regime. Nonlinearity 36: 3013-3042, (2023) (pdf)

(47) Holmes, M., Kojadinovic, I., and Verhoijsen, A. Multi-purpose open-end monitoring procedures for multivariate observations based on the empirical distribution function. Journal of Time Series Analysis 45(1):27-56, (2024). (pdf)

(46) Angel, O., Holmes, M., and Ramírez, A. Balanced excited random walk in 2 dimensions. Annals of Probability 51(4): 1421-1448, (2023) (pdf)

(45) Cabezas, M., Fribergh, A., Holmes, M., and Perkins, E. Historical lattice trees. Comm. Math. Phys. 401, pages 435-496 (2023). (pdf)

(44) Beaton, N. and Holmes, M. The mean square displacement of random walk on the Manhattan lattice. Statistics and Probability Letters, Volume 193, (2023), 109706 (pdf)

(43) Holmes, M., and Kious, D. Coexistence of lazy frogs on Z. J. Applied Probability, 59(3): 702-713, (2022). (pdf)

(42) Holmes, M., and Kojadinovic, I. Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic. Elect. J. Stat. Vol. 15, No. 1, 2288-2335, (2021). (pdf)

(41) Holmes, M. and Salisbury, T. Phase transitions for degenerate random environments. ALEA, Lat. Am. J. Probab. Math. Stat. 18, 707-725 (2021). (pdf)

(40) Beaton, N., Grimmett, G. and Holmes, M. Alignment Percolation. Mathematical Physics, Analysis, and Geometry 24:3 (2021). (pdf)

(39) Brydges, D., Helmuth, T, and Holmes, M. The continuous-time lace expansion. Communications on Pure and Applied Math. 74(11) pages 2251-2309 (2021). (pdf)

(38) Holmes, M. and Salisbury, T. A shape theorem for the orthant model. Annals of Probability 49:3, 1237-1256, (2021). (pdf)

(37) Henze, N, and Holmes, M. Curiosities regarding waiting times in Polya's urn model. Transactions of A. Razmadze Math. Inst. (special issue in honour of E. Khmaladze) 174, 2:149-154, (2020).(pdf)

(36) Hirsch, C., Holmes, M., and Kleptsyn, V. Absence of WARM percolation in the very strong reinforcement regime. Ann. Appl. Probab. 31 (1), 199-217, (2021). (pdf)

(35) Grimmett, G. and Holmes, M. Non-coupling from the past. In Progress in Probability: In and out of Equilibrium 3 - Celebrating Vladas Sidoravicius (2021). (pdf)

(34) Holmes, M. and Taylor, P. A paradox for expected hitting times. Stochastic Models 36:365-377, (2020) (pdf)

(33) Croydon, D. and Holmes, M. Biased random walk on the trace of biased random walk on the trace of... Comm. Math. Phys. , 375(2):1341-1372, (2020)(pdf)

(32) Holmes, M. and Perkins, E. On the range of lattice models in high dimensions. Prob. Th. Rel. Fields 176:941-1009, (2020). (pdf)

(31) Angel, O. and Holmes, M. Kemeny's constant for infinite DTMCs is infinite. J. Applied Probability 56:1269-1270, (2019)(pdf)

(30) Holmes, M. and Kious, D. A monotonicity property for once reinforced biased random walk on Zd. In Sojourns in Probability and Statistical Physics III, A Festschrift for Charles M. Newman. Pages 255-273, (2019). (pdf)

(29) Collevecchio, A., Holmes, M., and Kious, D. On the speed of once reinforced biased random walk on trees. Electronic J.~Prob. 23:1-32,(2018). (pdf)

(28) Holmes, M., and Salisbury, T.S.    Ballisticity and invariance principle for random walk in non-elliptic random environment. Electron. J. Probab. Volume 22, paper no. 81 (2017) (pdf)

(27) Holmes, M., and Kleptsyn, V.    Proof of the WARM whisker conjecture for neuronal connections. Chaos. Apr;27(4):043104 (2017). (pdf)

(26) Holmes, M., and Salisbury, T.S.    Forward clusters for degenerate random environments. Combinatorics, Probability, and Computing 25(5):744-765 (2016). (pdf)

(25) Holmes, M.    Backbone scaling for critical lattice trees in high dimensions. Journal of Physics A: Mathematical and Theoretical, 49 (2016) 314001 (26pp) (Special issue in honour of Tony Guttmann)(pdf)

(24) Hofstad, R.v.d., Holmes, M., Kuznetsov, A., and Ruszel, W.    Strongly reinforced Polya urns with graph-based competition. Annals of Applied Probability 26(4):2494-2539 (2016). (pdf)

(23) Holmes, M.    On strict monotonicity of the speed for excited random walks in one dimension. Electron. Commun. Probab. 20:1-7 (2015) (pdf)

(22) Holmes, M., Mohylevskyy, Y., and Newman, C.    The voter model chordal interface in two dimensions. Journal of Statistical Physics 159:937-957, (2015) (pdf)

(21) Hofstad, R.v.d., Holmes, M., and Perkins, E.    A criterion for convergence to super-Brownian motion on path space. The Annals of Probability 45:278-376, (2017).(pdf)

(20) Holmes, M., and Salisbury, T.S.    Random walks in degenerate random environments. Canad. J. Math. 66:1050-1077, (2014)(pdf)

(19) v.d. Hofstad, R. and Holmes, M.,    The survival probability and r-point functions in high dimensions. Annals of Mathematics 178(2): 665-685, (2013). (pdf)

(18) Holmes, M., Kojadinovic, I., Quessy, J.-F.   Nonparametric tests for change-point detection a la Gombay and Horvath. (pdf) J. of Multivariate Analysis 115, pages 16-32, 2013

(17) Holmes, M., and Salisbury, T.S.    Degenerate random environments. Random Structures and Algorithms 45:111-137, (2014) (pdf)

(16) Holmes, M., Sun, R.   A monotonicity property for random walk in a partially random environment. Stochastic Processes and their Applications 122: 1369-1396, 2012. (pdf)

(15) Galbraith, S., and Holmes, M.,   A non-uniform birthday problem with applications to discrete logarithms. Discrete Applied Mathematics 160:1547-1560, 2012. (pdf)

(14) Holmes, M., and Salisbury, T.S.    A combinatorial result with applications to self-interacting random walks. Journal of Combinatorial Theory, Series A 119:460-475, 2012(pdf)

(13) Holmes, M.,   Excited against the tide: A random walk with competing drifts. Annales de l'Institut Henri Poincare Probab. Statist. 48: 745-773, 2012. (pdf)

(12) Wang, Y., Ziedins, I., Holmes, M. and Challands, N.    Tree-structured Models for Difference and Change Detection in a Complex Environment. Annals of Applied Statistics, 6, 1162-1184. 2012.(pdf)

(11) Chen, Y., Holmes, M., and Ziedins, I.    Monotonicity properties of user equilibrium policies for parallel batch systems. Queueing Systems 70: 81-103, 2012.(pdf)

(10) van der Hofstad, R.,   and    Holmes, M.P.,   An expansion for self-interacting random walks. Brazilian Journal of Probability and Statistics 26:1-55, 2012(pdf)

(9) Kojadinovic, I., Yan, J. and Holmes, M.   Fast large-sample goodness-of-fit tests for copulas. Statistica Sinica 21:841-871, 2011. (pdf)

(8) van der Hofstad, R.,   and    Holmes, M.P.,   Monotonicity for excited random walk in high dimensions. Probability Theory and Related Fields 147:333-348, 2010(pdf)

(7) Holmes, M.P.   The scaling limit of senile reinforced random walk. Electronic Communications in Probability 14:104-115 (2009).(pdf)

(6) Kojadinovic, I. and Holmes, M.  Tests of independence among continuous random vectors based on Cramer-von Mises functionals of the empirical copula process.. J. of Multivariate Analysis 100:1137-1154 (2009)(pdf)

(5) van der Hofstad, R.   Holmes, M.P.   and   Slade, G. An extension of the inductive approach to the lace expansion. Electronic Communications in Probability 13:291--301, (2008).(pdf)

(4) Holmes, M.P.,     Convergence of lattice trees to super-Brownian motion above the critical dimension. Electronic J. of Probability 13 (2008) pp671-755(pdf)

(3) Holmes, M.P.,   Sakai, A.,     Senile reinforced random walks. Stochastic Processes and their Applications 117 (2007) pp1519-1539 (pdf)

(2) Holmes, M.P.,   Perkins, E.,   Weak convergence of measure-valued processes and r-point functions.  Annals of Probability 35 (2007) pp1769--1782 (pdf)

(1) Holmes, M.P.,   Jarai, A.A.,   Sakai, A., and Slade, G.   High dimensional graphical networks of self-avoiding walks.  Canad. J. Math. 56:77--114, (2004).(pdf)


van der Hofstad, R.,   Holmes, M.,   and   Slade, G.,   Extension of the generalized inductive approach to the lace expansion  (full version in pdf)

Holmes, M.,  and Salisbury, T.S., Speed calculations for random walks in degenerate random environments   (pdf)

A discussion document about the "Sleeping Beauty Problem" pdf

Webpages of some Coauthors/collaborators

Omer Angel Nick Beaton David Brydges Manuel Cabezas Andrea Collevecchio
David Croydon Brian Fralix Alex Fribergh Steven Galbraith Geoffrey Grimmett
Tyler Helmuth Christian Hirsch Remco van der Hofstad Ander Holroyd Antal Jarai
Daniel Kious Victor Kleptsyn Ivan Kojadinovic Alexey Kuznetsov Andreas Löpker
Chuck Newman Ed Perkins Alejandro Ramirez Wioletta Ruszel Akira Sakai
Tom Salisbury Gordon Slade Rongfeng Sun Peter Taylor Ilze Ziedins


Probvic website

Probability and its Applications Research Cluster

Google scholar profile

Math genealogy page


A random walk in a random galaxy far far away

An excited cookie monster

If I have seen less far than others, it is because there are %$#@ing giants with people on their shoulders blocking my view.

ZZZ = the slumber of the beast

The problem with quotes on the internet is that it's hard to verify their authenticity (Abraham Lincoln)

A witch goes into a shop on knockturn alley to purchase a bag of thumbs. ``I reaaaally don't think you want thumbs'' says the shopkeeper, handing over the bag. The next day the witch returns to the shop and says ``It turns out that you were right, the thumbs were useless''. Looking sheepish the shopkeeper replies ``I hate to say I sold you toe, but I sold you toe''.

Three literalists walk into a bar. They all sustain minor injuries.

3.14 mathematicians walk into a bakery.

The electricity in our house stopped the other day. My wife asked me to call an electrician, but I refused.

Construction worker: ``I think we need to cover this drain.'' Council official: ``Sounds like a grate idea to me.''

If we ever travel thousands of light years to a planet inhabited by intelligent life, let's just make patterns in their crops and leave.

Two rules to live by: 1) Never tell all that you know

How would you describe the following sequence: abdabdabdabdabdabdabdabd?

Long time no c