Related papers: Rate of Convergence in Multiple SLE using Random M…
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…
In this paper we give a physical interpretation of the probability of a Stochastic Loewner Evolution (SLE) trace approaching a marked point in the upper half plane, e.g. on another trace. Our approach is based on the concept of fusion of…
We study the rate of convergence of some recursive procedures based on some "exact" or "approximate" Euler schemes which converge to the invariant measure of an ergodic SDE driven by a L\'{e}vy process. The main interest of this work is to…
Drift analysis aims at translating the expected progress of an evolutionary algorithm (or more generally, a random process) into a probabilistic guarantee on its run time (hitting time). So far, drift arguments have been successfully…
In recent years, an intensive study of strong approximation of stochastic differential equations (SDEs) with a drift coefficient that may have discontinuities in space has begun. In many of these results it is assumed that the drift…
Using the estimate of the difference between the discrete harmonic function and its corresponding continuous version we derive a rate of convergence of the Loewner driving function for the harmonic explorer to the Brownian motion with speed…
SDE driven by an $\alpha $-stable process, $\alpha \in \lbrack 1,2),$ with Lipshitz continuous coefficient and $\beta $-H\"older drift is considered. The existence and uniqueness of a strong solution is proved when $\beta >1-\alpha /2$ by…
In this notes we shall describe the relation of a certain class of simple random curves arising in 2D statistical mechanics models in the scaling limit, which can be described dynamically by Stochastic L{\oe}wner Evolutions (SLE), and the…
We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…
The double scaling limit of a new class of the multi-matrix models proposed in \cite{MMM91}, which possess the $W$-symmetry at the discrete level, is investigated in details. These models are demonstrated to fall into the same universality…
We study the scaling limits of looptrees associated with Bienaym\'e--Galton--Watson (BGW) trees, that are obtained by replacing every vertex of the tree by a "cycle" whose size is its degree. First, we consider BGW trees whose offspring…
We investigate the multivariate central limit theorem for nonlinear statistics by means of Stein's method and Slepian's smart path interpolation method. Based on certain difference operators in theory of concentration inequalities, we…
The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…
In this work we propose a batch version of the Greenkhorn algorithm for multimarginal regularized optimal transport problems. Our framework is general enough to cover, as particular cases, some existing algorithms like Sinkhorn and…
Investigating the dynamics of learning in machine learning algorithms is of paramount importance for understanding how and why an approach may be successful. The tools of physics and statistics provide a robust setting for such…
This article employs Schramm-Loewner Evolution to obtain intersection exponents for several chordal $SLE_{8/3}$ curves in a wedge. As $SLE_{8/3}$ is believed to describe the continuum limit of self-avoiding walks, these exponents correspond…
Uniform and nonuniform Berry--Esseen (BE) bounds of optimal orders on the closeness to normality for general abstract nonlinear statistics are given, which are then used to obtain optimal bounds on the rate of convergence in the delta…
Schramm-Loewner evolution (SLE$_\kappa$) is classically studied via Loewner evolution with half-plane capacity parametrization, driven by $\sqrt{\kappa}$ times Brownian motion. This yields a (half-plane) valued random field $\gamma = \gamma…
Schramm-Loewner Evolutions (SLEs) have proved an efficient way to describe a single continuous random conformally invariant interface in a simply-connected planar domain; the admissible probability distributions are parameterized by a…
Standard stochastic Loewner evolution (SLE) is driven by a continuous Brownian motion, which then produces a continuous fractal trace. If jumps are added to the driving function, the trace branches. We consider a generalized SLE driven by a…