Mathematics

Currently, there is no general theory for deriving diffusion approximations of queueing systems with high- or infinite-dimensional state descriptors. In this paper, we explore one path for deriving diffusion limit equations of queueing…

We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

We consider the convolution equation $(\delta - J) * G = g$ on $\mathbb R^d$, $d>2$, where $\delta$ is the Dirac delta function and $J,g$ are given functions. We provide conditions on $J, g$ that ensure the deconvolution $G(x)$ to decay as…

The Airy$_\beta$ line ensemble is an infinite sequence of random curves. It is a natural extension of the Tracy-Widom$_\beta$ distributions, and is expected to be the universal edge scaling limit of a range of models in random matrix theory…

We study percolation of two-sided level sets for the discrete Gaussian free field (DGFF) in 2D. For a DGFF $\varphi$ defined in a box $B_N$ with side length $N$, for $C$ large enough, there exist low crossings in the set of vertices $z$…

By using white noise analysis, we study the integral kernel $\xi(x)$, $x\in\mathbb{R}^{d}$, of stochastic currents corresponding to fractional Brownian motion with Hurst parameter $H\in(0,1)$. For $x\in\mathbb{R}^{d}\backslash\{0\}$ and…

Weakly self-avoiding walk (WSAW) is a model of simple random walk paths that penalizes self-intersections. On $\mathbb{Z}$, Greven and den Hollander proved in 1993 that the discrete-time weakly self-avoiding walk has an asymptotically…

In Diaconis and Saloff-Coste (1996), the authors introduced the simple ``transvection" walk on $\mathrm{GL}_n(\mathbb F_2)$: at each step, choose two distinct rows and add one to the other. In Ben-Hamou (2025), the author recently proved…

We study a random walk driven by a particle system from a generic class, and establish a law of large numbers for the walk for almost all densities of the environment. To do so, we exploit the finite-ranged approximations of the environment…

In this article we establish a large deviation principle for the empirical measures of a simple spatially inhomogeneous random walk on $\overline{\mathbb{Z}}$, the two-point compactification of $\mathbb{Z}$. The classical Donsker--Varadhan…

We prove the open question posed by Zhuang and Hu in Remark 3.1. More generally, we consider symmetric joint probability mass functions and joint densities whose associated quadratic form is non-negative. In this class, for every \(r>0\),…

This paper considers a two-color, single-draw urn model with two types of balls, denoted type $1$ and type $2$, with initial counts $Y^1_0\in N^+$ and $Y^2_0\in N^+$, respectively. At each discrete time step, a ball is drawn uniformly at…

We prove that the continuous-time, single-flip Glauber dynamics for lozenge tilings of the size-$N$ hexagon mix in time $N^{2+o(1)}$. This was predicted to hold on fairly general domains of diameter $N$ (on the basis of the ``Lifshitz law''…

We study dynamic large deviations for the Kipnis--Marchioro--Presutti process on the discrete torus $\mathbb{T}_N^d$. By recasting the candidate rate function in terms of a linear hyperbolic-parabolic equation with rough drift, we show that…

This note studies the 1D stochastic heat equation driven by a one-dimensional Brownian motion. We prove that the associated Markov process satisfies the strong Feller property under mild non-degeneracy conditions. The approach combines…

We study the fluctuations of the number of real roots of random polynomials with independent, nonzero-mean coefficients. Such non-centered ensembles arise naturally in signal-plus-noise models and in random perturbations of deterministic…

We study systems of reaction-diffusion equations perturbed by multiplicative noise, where the reaction terms satisfy quasipositivity, a triangular mass-control structure, and polynomial growth. Our results apply to a broad class of…

We study the behaviour of the leftmost particle in a semi-infinite particle system on $\mathbb{Z}$, where each particle performs a continuous-time nearest-neighbour random walk, with particle-specific jump rates, subject to the exclusion…

Measure-valued P\'{o}lya sequences (MVPS) are processes whose dynamics are governed by generalized P\'{o}lya urn schemes with infinitely many colors. Assuming a general reinforcement rule, exchangeable MVPSs can be viewed as extensions of…

Given $a,b\ge 0$ and $t>0$, let $\rho =\{ \rho _{s}\} _{0\le s\le t}$ be a three-dimensional Bessel bridge from $a$ to $b$ over $[0,t]$. In this paper, based on a conditional identity in law between Brownian bridges stemming from Pitman's…