Mathematics

In the article the $mm$-entropy (an entropy of a metric measure space) introduced by C. Shannon is evaluated for an $\alpha$-stable L\'evy process. For $\alpha<1$ the double-sided estimates of the same order are obtained for process…

We establish scaling limit results for fluid dynamics equations driven by pseudo-transport noise. The behaviour of noise at small scales is governed by a parameter a. This extends previous results by Flandoli and Luo (2020) and Galeati…

We investigate the connection between Gaussian processes and Gaussian random elements in reproducing kernel Banach spaces. We show that the covariance operator of a weak second-order Radon probability measure on such a space is uniquely…

In this paper, we study discrete approximations of semi-Dirichlet forms obtained by adding non-symmetric drift terms, expressed in terms of mutual energy measures, to resistance forms whose associated resistance metric spaces are compact.…

In this paper, we investigate the asymptotic behavior of continuous-state branching processes in a Brownian random environment (CBBRE) conditioned on non-extinction. For the subcritical case, we prove the existence of the Yaglom limit and…

We study a system of $N$ inertial particles on a two-dimensional torus $\T^2$, evolving under a second-order stochastic dynamics with position-dependent friction $\lambda$ and noise amplitude $\sigma$, and undergoing coalescence at rate…

We derive a multidimensional Stein's method for asymptotic independence in the case of a general target $\mu$ with a density, being invariant measure of a diffusion process. It allows us to give a general bound in Wasserstein distance…

We prove precise almost sure lower path regularity results for a wide class of stochastic processes in all space dimensions $d\geq 1$. Examples include Gaussian processes, in particular, fractional Brownian motions with Hurst index $H\in…

This short note presents a dimension-independent subgaussian concentration bound for Gaussian vectors under coordinate-wise nonlinear mappings. Discovered by Gemini 3.5 Flash, this result applies to any bounded function under a…

We show that the fields emerging from the log-determinant and the eigenvalue counting function of smooth Wigner matrices converge in law to centered Gaussian, logarithmically correlated, random elements in every negative Sobolev space…

In this paper, we study the convergence rate between reflected backward stochastic differential equations with quadratic generators and their penalized BSDEs. Using techniques of BMO martingales, we prove the convergence rate is at order…

This note records a common threshold/surplus decomposition for single-threshold stopping rules in the classical prophet inequality. The same decomposition is used to certify several deterministic thresholds, including the median, half-mean,…

We study stochastic Burgers equation driven by a rough noise $(-\Delta)^{\gamma} dW_t$, where $\Delta$ is the Laplacian in one dimension with Dirichlet boundary conditions, and $\gamma \in [0,1/4)$. We prove exponential estimates for the…

We study $p$-colored top-$m$-to-random on the wreath product $G_{n,p}=C_p\wr S_n$, with $m$ fixed. Using the Nakano-Sadahiro-Sakurai basis elements $B_m$, we obtain exact nested-set occupancy mixtures and reduce the likelihood ratio to the…

In this paper, we investigate the limiting spectral distribution of the sample correlation matrix, whose sample vectors are $k$-fold tensor products of $n$-dimensional vectors with i.i.d. entries. We focus on the limiting regime $n,k \to…

Both Hawkes processes and autoregressive processes rely on linear functionals of their past, while modeling different types of data. Since datasets arising from observations of the same phenomenon may be heterogeneous and sampled at…

This paper investigates the transient probabilistic responses of nonlinear single-degree-of-freedom oscillators subjected to external fractional Gaussian noise (FGN) excitation. Owing to the inherent long-range correlations and memory…

We study branching Brownian motion in hyperbolic space. As hyperbolic Brownian motion is transient, the normalised empirical measure of branching Brownian motion converges to a random measure $\mu_\infty$ on the boundary. We show that the…

We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…

We study a percolation model on $\mathbb R^d$ called the random connection model. For $d$ large, we use the lace expansion to prove that the critical two-point connection probability decays like $|x|^{-(d-2)}$ as $|x| \to \infty$, with…