Related papers: Strong convergence of partial match queries in ran…

We extend some known results relating the distribution tails of a continuous local martingale supremum and its quadratic variation to the case of locally square integrable martingales with bounded jumps. The predictable and optional…

The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…

In the paper, a mean-square minimization problem under terminal wealth constraint with partial observations is studied. The problem is naturally connected to the mean-variance hedging problem under incomplete information. A new approach to…

A tanglegram consists of two binary rooted trees with the same number of leaves and a perfect matching between the leaves of the trees. We show that the two halves of a random tanglegram essentially look like two independently chosen random…

We propose a novel algorithm which allows to sample paths from an underlying price process in a local volatility model and to achieve a substantial variance reduction when pricing exotic options. The new algorithm relies on the construction…

We give a detailed asymptotic analysis of the profiles of random symmetric digital search trees, which are in close connection with the performance of the search complexity of random queries in such trees. While the expected profiles have…

In this paper, we study the functional convergence in law of the fluctuations of the derivative martingale of branching random walk on the real line. Our main result strengthens the results of Buraczewski et. al. [Ann. Probab., 2021] and is…

We consider Gibbs distributions on finite random plane trees with bounded branching. We show that as the order of the tree grows to infinity, the distribution of any finite neighborhood of the root of the tree converges to a limit. We…

We study a random fragmentation process and its associated random tree. The process has earlier been studied by Dean and Majumdar (J. Phys. A: Math. Gen., vol. 35, L501--L507), who found a phase transition: the number of fragmentations is…

Freedman's inequality is a supermartingale counterpart to Bennett's inequality. This result shows that the tail probabilities of a supermartingale is controlled by the quadratic characteristic and a uniform upper bound for the…

We perform numerical studies including Monte Carlo simulations of high rotational symmetry random tilings. For computational convenience, our tilings obey fixed boundary conditions in regular polygons. Such tilings are put in correspondence…

We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable randomness associated with interval, rather than precise,…

Given a set S of n \geq d points in general position in R^d, a random hyperplane split is obtained by sampling d points uniformly at random without replacement from S and splitting based on their affine hull. A random hyperplane search tree…

Let M be a matroid on ground set E. A subset l of E is called a `line' when its rank equals 1 or 2. Given a set L of lines, a `fractional matching' in (M,L) is a nonnegative vector x indexed by the lines in L, that satisfies a system of…

Query plans are compared according to multiple cost metrics in multi-objective query optimization. The goal is to find the set of Pareto plans realizing optimal cost tradeoffs for a given query. So far, only algorithms with exponential…

An important question for a probabilistic program is whether the probability mass of all its diverging runs is zero, that is that it terminates "almost surely". Proving that can be hard, and this paper presents a new method for doing so; it…

We study random walks on a family of treelike regular fractals with a trap fixed on a central node. We obtain all the eigenvalues and their corresponding multiplicities for the associated stochastic master equation, with the eigenvalues…

We study the statistics of the largest eigenvalues of real symmetric and sample covariance matrices when the entries are heavy tailed. Extending the result obtained by Soshnikov in \cite{Sos1}, we prove that, in the absence of the fourth…

We propose a monotone, and consistent numerical scheme for the approximation of the Dirichlet problem for the normalized Infinity Laplacian, which could be related to the family of so--called two--scale methods. We show that this method is…

We study the joint laws of a continuous, uniformly integrable martingale, its maximum, and its minimum. In particular, we give explicit martingale inequalities which provide upper and lower bounds on the joint exit probabilities of a…