概率论

We establish finite-dimensional central limit theorems for local, additive, interaction functions of temporally evolving point processes. The dynamics are those of a spatial Poisson process on the flat torus with points subject to a…

In the edge-2star model with hard constraints we prove the existence of an open set of constraint parameters, bisected by a line segment on which there are nonunique entropy-optimal graphons related by a symmetry. At each point in the open…

We provide an alternative proof of the recent result by Park and Pham (2022) on the expected suprema of positive selector and empirical processes. We extend it to positive infinitely divisible processes.

We consider a discrete-time TASEP, where each particle jumps according to Bernoulli random variables with particle-dependent and time-inhomogeneous parameters. We use the combinatorics of the Robinson-Schensted-Knuth correspondence and…

We study a discrete-time Markov process on triangular arrays of matrices of size $d\geq 1$, driven by inverse Wishart random matrices. The components of the right edge evolve as multiplicative random walks on positive definite matrices with…

We establish analogues of the geometric Pitman $2M-X$ theorem of Matsumoto and Yor and of the classical Dufresne identity, for a multiplicative random walk on positive definite matrices with Beta type II distributed increments. The Dufresne…

We present new probabilistic and combinatorial identities relating three random processes: the oriented swap process on $n$ particles, the corner growth process, and the last passage percolation model. We prove one of the probabilistic…

We construct a geometric lifting of the Burge correspondence as a composition of local birational maps on generic Young-diagram-shaped arrays. We establish its fundamental relation to the geometric Robinson-Schensted-Knuth correspondence…

We study a one dimensional directed polymer model in an inverse-gamma random environment, known as the log-gamma polymer, in three different geometries: point-to-line, point-to-half line and when the polymer is restricted to a half space…

We study a system of Forward-Backward Stochastic Differential Equations (FBSDEs) with time-delayed generators. The forward process includes a reflection component expressed via a Stieltjes integral, while the backward process takes the form…

Spherical spin glasses are canonical models for smooth random functions in high dimensions. In this review, we survey several interrelated lines of research on their geometric structure. We begin with results concerning critical points and…

In this paper, we consider a class of stochastic impulse control problem when there is a fixed delay $\Delta$ between the decision and execution times. The dynamics of the controlled system between two impulses is an arbitrary adapted…

We introduce supCARMA processes, defined as superpositions of L\'evy-driven CARMA processes with respect to a L\'evy basis, as a natural extension of the superpositions of Ornstein-Uhlenbeck type processes. We then focus on supCAR$(2)$…

We study a mathematical model of a compressible viscous fluid driven by stochastic forces under slip boundary conditions of friction type. We introduce a notion of a weak solution that is analytically and probabilistically consistent with…

We study tandem queueing systems in which servers work more efficiently in teams than on their own and customers are impatient in that they may leave the system while waiting for service. Our goal is to determine the server assignment…

Motivated by the article [M. Takei, Electron. J. Probab. 26 (2021), article no. 104], we study the limit behavior of linearly edge-reinforced random walks on the half-line $\mathbb{Z}_+$ with reinforcement parameter $\delta>0$, and each…

We study the frog model on $\mathbb{Z}$ with particle wise discrete Weibull lifetimes. Each particle has an i.i.d. survival parameter $\pi\in(0,1)$; conditionally on $\pi=p$, its lifetime $\Xi$ satisfies \[ P(\Xi\ge k\mid…

We consider a complete bipartite graph of size $n$ endowed with i.i.d. uniform edge weights and run Prim's Algorithm to obtain a ranking of its vertices. Let $\rho^{(n)}_k$ be the proportion of black vertices among the first $k$ vertices in…

We establish analogs of Cheeger's inequality for probability measures with heavy tails. As one of the principal applications, suppose $\lambda > 3$ and define the (Pareto) probability measure $\mu_{\lambda}$ on $[1,\infty)$ by…

We investigate threshold phenomena for random polytopes $K_N=\conv\{X_1,\dots,X_N\}$ generated by i.i.d.\ samples from an atomic law $\mu$. We identify and provide a missing justification in the discrete-hypercube threshold argument of…