概率论

A density-dependent branching process is a particle system in which individuals reproduce independently, but in a way that depends on the current population size. This feature can model a wide range of ecological interactions at the cost of…

The discrepancy between two independent samples \(X_1,\dots,X_n\) and \(Y_1,\dots,Y_n\) drawn from the same distribution on $\mathbb{R}^d$ typically has order \(O(\sqrt{n})\) even in one dimension. We give a simple online algorithm that…

Dynamic space filling (DSF) is a stochastic process defined on any connected graph. Each vertex can host an arbitrary number of particles forming a pile, with every arriving particle landing on the top of the pile. Particles in a pile,…

We find optimal (up to constant) bounds for the following measures for the regularity of the Schramm-Loewner evolution (SLE): variation regularity, modulus of continuity, and law of the iterated logarithm. For the latter two we consider the…

Let $X$ be a finite set and let $G$ be a finite group acting on $X$. The group action splits $X$ into disjoint orbits. The Burnside process is a Markov chain on $X$ which has a uniform stationary distribution when the chain is lumped to…

This study investigates a stochastic version of a class of non-Newtonian fluids governed by third-grade fluid equations, which exhibit complex and highly nonlinear dynamics. In particular, we address the random dynamics and asymptotic…

In this article, we investigate the long-term dynamics of a class of two- and three-dimensional non-Newtonian fluids of differential type, known as third-grade fluids. We first show that when the external forcing is sufficiently small, the…

We introduce a notion of non-commutative joint independence for multiple algebras in a non-commutative probability space. The pairwise relationships between these algebras are encoded by a graph with two edge sets -- a combinatorial…

We study the effect of the choice of embedding geometry on the entropy of random geometric graph ensembles with soft connection functions. First we show that when the connection range is small, the entropy is dependent only on the dimension…

This article aims to develop the uniformization and boundary theory of random infinite ideal hyperbolic polyhedra (abbr. IHP) and their dual 1-skeleton, i.e., ideal angled graphs (abbr. IAG) from multiple perspectives, including…

The Marcinkiewicz--Zygmund theorem is a fundamental result in probability theory that establishes rates of convergence in the strong law of large numbers (SLLN). Although numerous extensions have been developed for dependent sequences, many…

Let $\{Z_n^i = (Z_n^i(r))_{1 \le r \le d}: n \ge 0\}$ be a supercritical $d$-type branching process in an i.i.d. environment $\xi = (\xi_0, \xi_1, \dots)$, starting from a single particle of type $i$. The offspring distribution at…

We study iterated weighted residual (WR) splittings generated by a positive operator $R_{0}\in B\left(H\right)_{+}$ and a finite family of contractions $C_{1},\dots,C_{m}$ in $B\left(H\right)$. The associated residual update $R\mapsto…

We show that cutoff in separation occurs for Brownian motion in some families of compact harmonic manifolds. We compute the cutoff time and windows in four families of compact harmonic manifold namely S n , CP n , HP n and RP n (the first…

Let $(X, \mfA,P)$ and $(Y, \mfB,Q)$ be two probability spaces, $R$ be their skew product on the product $\sigma$-algebra $\mfA\otimes\mfB$ and $\{(\mfA_y,S_y)\colon y\in{Y}\}$ be a $Q$-disintegration of $R$. Then let $\mfA\dd\mfB$ be the…

We establish an invariance principle connecting boundary random walks on $\mathbb N$ with Feller's Brownian motions on $[0,\infty)$. A Feller's Brownian motion is a Feller process on $[0,\infty)$ whose excursions away from the boundary $0$…

In this paper, we study independent (Bernoulli) bond percolation in dimensions $d \ge 2$, focusing on the maximum diameter of finite clusters in the non-critical regime ($p\neq p_c$). We prove that the maximum diameter $R_n$ satisfies $R_n…

We examine the Langevin diffusion confined to a closed, convex domain $D\subset\mathbb{R}^d$, represented as a reflected stochastic differential equation. We introduce a sequence of penalized stochastic differential equations and prove that…

We study moderate deviations of suprema of parametrized sequences of sample bounded Gaussian processes $\{X _x(t), t\in T _x\}$, and first present recent sharp bounds in simple cases. In the almost periodic case, we prove an approximation…

Stochastic models with fractional Brownian motion as source of randomness have become popular since the early 2000s. Fractional Brownian motion (fBm) is a Gaussian process, whose covariance depends on the so-called Hurst parameter $H\in…