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We derive probabilistic limit theorems that reveal the intricate structure of the phase transitions in a mean-field version of the Blume-Emery-Griffiths model. These probabilistic limit theorems consist of scaling limits for the total spin…
The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…
We study the homological properties of random simplicial complexes. In particular, we obtain the asymptotic behavior of lifetime sums for a class of increasing random simplicial complexes; this result is a higher-dimensional counterpart of…
Given two independent Poisson point processes $\Phi^{(1)},\Phi^{(2)}$ in $R^d$, the continuum AB percolation model is the graph with points of $\Phi^{(1)}$ as vertices and with edges between any pair of points for which the intersection of…
We prove an almost sure central limit theorem on the Poisson space, which is perfectly tailored for stabilizing functionals emerging in stochastic geometry. As a consequence, we provide almost sure central limit theorems for $(i)$ the total…
The disjointness problem - where Alice and Bob are given two subsets of $\{1, \dots, n\}$ and they have to check if their sets intersect - is a central problem in the world of communication complexity. While both deterministic and…
We study the asymptotic relations between certain singular and constrained control problems for one-dimensional diffusions with both discounted and ergodic objectives. By constrained control problems we mean that controlling is allowed only…
The study of the number of collisions in a Poisson-Dirichlet coalescent leads to the analysis of the following version of a stochastic leader-elec\-tion algorithm. Consider an infinite family of persons, labeled by $1,2,3,\ldots$, who…
We study persistent Betti numbers and persistence diagrams obtained from time series and random fields. It is well known that the persistent Betti function is an efficient descriptor of the topology of a point cloud. So far, convergence…
The two parameter Poisson-Dirichlet distribution $PD(\alpha,\theta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-Dirichlet distribution. The two parameter Dirichlet…
We study the orientational ordering in systems of self-propelled particles with selective interactions. To introduce the selectivity we augment the standard Vicsek model with a bounded-confidence collision rule: a given particle only aligns…
Our first result concerns a characterisation by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalised version of Mecke's formula. En passant, it also allows to…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…
Consider a family of Boolean models, indexed by integers $n \ge 1$, where the $n$-th model features a Poisson point process in ${\mathbb{R}}^n$ of intensity $e^{n \rho_n}$ with $\rho_n \to \rho$ as $n \to \infty$, and balls of independent…
We study Bose-Einstein condensation (BEC) in one-dimensional noninteracting Bose gases in Poisson random potentials on $\mathbb R$ with single-site potentials that are nonnegative, compactly supported, and bounded measurable functions in…
We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…
Multivariate Bessel processes are classified via associated root systems and positive multiplicity constants. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type. Recently, Andraus, Katori, and…
For the enhancement of the transient stability of power systems, the key is to define a quantitative optimization formulation with system parameters as decision variables. In this paper, we model the disturbances by Gaussian noise and…