Related papers: Upper bounds for the maximum deviation of the Pear…
We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…
The upper bounds for the rate of fluctuation growth of an observable in both open and closed quantum systems have been studied actively recently. In our recent work we showed that the rate of fluctuation growth for an observable in a closed…
We bound the variance and other moments of a random vector based on the range of its realizations, thus generalizing inequalities of Popoviciu (1935) and Bhatia and Davis (2000) concerning measures on the line to several dimensions. This is…
Given a supercritical branching random walk $\{Z_n\}_{n\geq 0}$ on $\mathbb{R}$, let $Z_n([y,\infty))$ be the number of particles located in $[y,\infty)\subset\mathbb{R}$ at generation $n$. Let $m$ be the mean of the offspring law of…
We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann--Hilbert approach (different from the standard one) whereby the asymptotic analysis for large gap/large time of the Pearcey process is shown to…
For a given positive integer $n$, how long can the process $x \mapsto n\text{ }(\text{mod } x)$ last before reaching $0$? We improve Erd\H{o}s and Shallit's upper bound of $O(n^{\frac{1}{3}+\varepsilon})$ to…
We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…
We consider the precise upper large deviations estimates for the maximal displacement of a branching random walk. In addition, we obtain a description of the extremal process of the branching random walk conditioned on this large deviations…
Max-stable processes are increasingly widely used for modelling complex extreme events, but existing fitting methods are computationally demanding, limiting applications to a few dozen variables. $r$-Pareto processes are mathematically…
Fix a subset $S \subset \mathbb{R}^n$ of volume at most $c n$ that satisfies $S \cap (-S) = \emptyset$. We consider two point processes in $S$: the first is the Poisson point process of intensity one, and the second is the restriction of a…
We study the universality of superconcentration for the free energy in the Sherrington-Kirkpatrick (SK) model. In arXiv:0907.3381, Chatterjee showed that when the system consists of $N$ spins and Gaussian disorders, the variance of this…
The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…
In a domain of the Euclidean space, we estimate from below the distance to the boundary of global maximum points of solutions of elliptic and parabolic equations with homogeneous Dirichlet boundary values. As reference cases, we first…
We obtain several exact results for universal distributions involving the maximum of the Airy$_2$ process minus a parabola and plus a Brownian motion, with applications to the 1D Kardar-Parisi-Zhang (KPZ) stochastic growth universality…
We obtain upper bounds for the total variation distance between the distributions of two Gibbs point processes in a very general setting. Applications are provided to various well-known processes and settings from spatial statistics and…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…
An upper bound for the critical probability of long range bond percolation in $d=2$ and $d=3$ is obtained by connecting the bond percolation with the SIR epidemic model, thus complementing the lower bound result in Frei and Perkins…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.…
It is well understood that if one is given a set $X \subset [0,1]$ of $n$ independent uniformly distributed random variables, then $$ \sup_{0 \leq x \leq 1} \left| \frac{\# X \cap [0,x]}{\# X} - x \right| \lesssim \frac{\sqrt{\log{n}}}{…