概率论

We investigate a model of a parasite population invading spatially distributed immobile hosts on a graph, which is a modification of the frog model. Each host has an unbreakable immunity against infection with a certain probability $1-p$…

We study the probability distribution of the number of common zeros of a system of $m$ random $n$-variate polynomials over a finite commutative ring $R$. We compute the expected number of common zeros of a system of polynomials over $R$.…

In this work, we introduce explicit formulae for the coproducts at play for multi-indices in ODEs and in singular SPDEs. The two coproducts described correspond to versions of the Butcher-Connes-Kreimer and extraction/contraction coproducts…

The embedding problem of Markov transition matrices into continuous-time Markov semigroups is a classic problem that regained a lot of impetus and activities in recent years. We consider it here for the following generalisation of the…

We solve the classical conformal welding problem for a composition of two random homeomorphisms generated by independent Gaussian multiplicative chaos measures with small parameter values. In other words, given two such measures on the…

This paper establishes universal formulas describing the global asymptotics of two distinct discrete versions of $\beta$-ensembles in the high, low and fixed temperature regimes. Our results affirmatively answer a question posed by the…

We give a proof of the convergence of the BHZ renormalized model associated with the generalized (KPZ) equation that does not require the full strength of the BPHZ renormalisation. Our approach is based on a convenient form of chaos…

We introduce a new class of numerical schemes which allow for low regularity approximations to the expectation $ \mathbb{E}(|u_{k}(\tau, v^{\eta})|^2)$, where $u_k$ denotes the $k$-th Fourier coefficient of the solution $u$ of the…

In this paper we consider the Erd\H{o}s-R\'enyi random graph in the sparse regime in the limit as the number of vertices $n$ tends to infinity. We are interested in what this graph looks like when it contains many triangles, in two…

Let $\mathscr{T}$ be the regularity structure associated with a given system of singular stochastic PDEs. The paracontrolled representation of the $\sf \Pi$ map provides a linear parametrization of the nonlinear space of admissible models…

Hairer's regularity structures transformed the solution theory of singular stochastic partial differential equations. The notions of positive and negative renormalisation are central and the intricate interplay between these two…

Many applications, such as systems of interacting particles in physics, require the simulation of diffusion processes with singular coefficients. Standard Euler schemes are then not convergent, and theoretical guarantees in this situation…

Spatial Poisson point processes on finite-dimensional Euclidean space provide fundamental mathematical tools for modeling random spatial point patterns. In this paper, we introduce and analyze several Poisson-type spatial point processes.…

Penney's Ante exhibits non-transitivity when two target strings race to appear in a shared stream of coin tosses. We study instead independent string races, where each player observes their own independent and identically distributed…

We consider a random walk $(Y_N)_{N\geq 0}$ on $\mathbb{R}^2$ generated by successively applying independent random isometries, drawn from a fixed measure $\mu$, to the point $0$. When the support of $\mu$ is finite and includes an…

We show that any positive, continuous, and bounded function can be realised as the diffusion coefficient of an evolution equation associated with a gradient interacting particle system. The proof relies on the construction of an appropriate…

We study a class of nonlinear Burgers-type stochastic partial differential equations driven by additive space-time white noise in one spatial dimension. Building on the rough path framework initiated by Hairer, which provides a pathwise…

We derive new Hanson-Wright-type inequalities tailored to the quadratic forms of random vectors with sparse independent components. Specifically, we consider cases where the components of the random vector are sparse $\alpha$-subexponential…

This paper investigates aliasing effects emerging from the reconstruction from discrete samples of spin spherical random fields defined on the two-dimensional sphere. We determine the location in the frequency domain and the intensity of…

We consider random matrices whose shape is the dilation $N\lambda$ of a self-conjugate Young diagram $\lambda$. In the large-$N$ limit, the empirical distribution of the squared singular values converges almost surely to a probability…