概率论
A recent paper due to Duminil-Copin and Tassion from $2019$ introduces a novel argument for obtaining estimates on horizontal crossing probabilities of the Random-Cluster model, in which a range of four possible behaviors, through a…
Indicator variograms and madograms are structural tools used in many disciplines of the natural sciences and engineering to describe random sets and random fields. To date, several necessary conditions are known for a function to be a valid…
This work studies the $O(N)$ Linear Sigma Model on $\mathbb{R}^{2}$ under a scaling dictated by the formal $1/N$ expansion. We show that in the large $N$ limit, correlations decay exponentially fast, where the acquired mass decays…
Consider a logarithmically-correlated Gaussian field $X$ in $d$ dimensions. For all $\gamma \in (-\sqrt{2d},\sqrt{2d})$, we show that the derivatives $\frac{\partial^k}{\partial\gamma^k} :e^{\gamma X_\epsilon}:$ of the regularised Gaussian…
We study the interface of covered and vacant sets in the subcritical phase of a scale-invariant Poisson stick soup on the plane. This model is a natural candidate for scaling limit of some planar models and has connections with long-range…
This paper assumes a robust stochastic model where a set $\mathcal{P}$ of probability measures replaces the single probability measure of dominated models. We introduce and study $\mathcal{P}$-sensitive functions defined on robust function…
We prove Gaussian concentration inequalities for maximal displacement of compactly supported random walks on a compactly generated locally compact group with polynomial growth. Concentration inequalities with different exponents hold for…
It is often asserted in the literature that one should expect positive autocorrelation for random walk Metropolis-Hastings (RWMH), especially if the typical proposal step-size is small relative to the variability in the target density. In…
Motivated by infinite-dimensional ecological and biological models such as reaction-diffusion SPDEs and stochastic functional differential equations, we develop a general criteria for stochastic persistence (coexistence) in terms of an…
In this paper we study the classical solution to the master equation arising from mean-field games (MFGs) driven by jump-diffusion processes. The master equation, a nonlinear partial differential equation on Wasserstein space, characterizes…
We establish a general version of the strong KPZ universality conjecture near the axis for random walks in a random environment (RWRE) on $\mathbb{Z}^2$. For an i.i.d. elliptic random environment, we consider the quenched large deviations…
The Ewens-Pitman model defines a distribution on random partitions of $\{1,\ldots,n\}$, with parameters $\alpha \in [0,1)$ and $\theta > -\alpha$; the case $\alpha=0$ reduces to the classical Ewens model from population genetics. We…
We develop a self contained stochastic perturbation theory for discrete generation and multivariate Ensemble Kalman filters. Unlike their continuous-time counterparts, discrete EnKF algorithms are defined through a two steps prediction…
We consider individuals of two species distributed over m patches, each with a hosting capacity $d_i N$ , where $d_i \in (0, 1]$. We assume that all the patches are linked by the dispersal of individuals. This work examines how the…
We develop a novel stability theory for Sinkhorn semigroups based on Lyapunov techniques and quantitative contraction coefficients, and establish exponential convergence of Sinkhorn iterations on weighted Banach spaces. This…
Let $\{Z_n\}_{n\geq 0 }$ be a critical $d$-dimensional branching random walk started from a Poisson random measure whose intensity measure is the Lebesgue measure on $\mathbb{R}^d$. Denote by…
We consider a sequence of finite irreducible Markov chains with exponentially small transition rates: the transition graph is a fixed, finite, strongly connected directed graph; the transition rates decay exponentially on a paramenter N…
We study positivity and probabilistic properties arising from the Young--Fibonacci lattice $\mathbb{YF}$, a 1-differential poset on binary (Fibonacci) words of 1's and 2's, graded by digit sum. Building on Okada's theory of clone Schur…
The Elo rating system is a popular and widely adopted method for measuring the relative skill levels of players or teams in various sports and competitions. It assigns players numerical ratings and dynamically updates them based on game…
Super-tree random measures (STRMs) were introduced by Allouba, Durrett, Hawkes and Perkins as a simple stochastic model which emulates a superprocess at a fixed time. A STRM $\nu$ arises as the a.s. limit of a sequence of empirical measures…