概率论

Let $X:=\{X(t)\}_{t\ge0}$ be a generalized fractional Brownian motion given by $$ \{X(t)\}_{t\ge0}\overset{d}{=}\left\{ \int_{\mathbb R} \left((t-u)_+^{\alpha}-(-u)_+^{\alpha} \right) |u|^{-\gamma/2} B(du) \right\}_{t\ge0}, $$ with…

We study a system of interacting particles in the presence of the relativistic kinetic energy, external confining potentials, singular repulsive forces as well as a random perturbation through an additive white noise. In comparison with the…

We present the first iterative spectral algorithm to find near-optimal solutions for a random quadratic objective over the discrete hypercube, resolving a conjecture of Subag [Subag, Communications on Pure and Applied Mathematics, 74(5),…

This paper assumes a robust, in general not dominated, probabilistic framework and provides necessary and sufficient conditions for a bipolar representation of subsets of the set of all quasi-sure equivalence classes of non-negative random…

We study the random conductance model on the lattice $\Z^d$, i.e. we consider a linear, finite-difference, divergence-form operator with random conductances $a$. We allow the conductances $a$ to be unbounded and degenerate. Assuming the…

In this article, we aim to further clarify certain subtle aspects of processes that exhibit long memory in the second-order sense. We construct a long-memory stochastic sequence, in the sense that the series of absolute autocovariances…

We study local quasihelix and generalized quasihelix properties of several Gaussian Volterra processes with tempered, power-weighted, and logarithmic kernels, including tempered fractional Brownian motions and generalized fractional…

Stochastic infection processes are continuous-time Markov chains on graphs that assign each vertex one of multiple states, such as susceptible, infected, or recovered. Depending on the model, vertices change their state based on random…

Motivated by multimodal estimation, we study a multi-view spiked Wigner model in which several noisy matrix observations contain correlated latent spikes. We derive a spectral estimator for the latent spikes by linearizing approximate…

The SIRS process is a continuous-time process for how infections spread on a graph. In this model, each vertex is in one of the following three states: susceptible (to the infection; S), infected (I), or recovered (R) and thus immune to the…

We study the local geometry of the three-dimensional uniform spanning tree and its connection with the Abelian sandpile model. We obtain sharp tail exponents, up to subpolynomial errors, for the past of the origin in the three-dimensional…

This paper studies limit profiles for the separation distance. A limit profile records the limiting shape of the distance to stationarity inside the cutoff window, at times of the form $t_n+cw_n$. We start with two famous card shuffles, a…

We study finite probability theory through a category of finite probability schemes and probability-preserving maps, called \emph{bundles}. A bundle simultaneously records a quotient of a sample space, an algebra of random variables, and…

We give a polynomial-time algorithm to sample from the Gibbs measure of the Sherrington-Kirkpatrick model with negligible total-variation distance (TVD) error up to inverse temperature $\beta < 1/2$. Prior work obtained TVD error guarantees…

In this paper we consider the Toda lattice $(\mathbf{p}(t);\mathbf{q}(t))$ at thermal equilibrium, meaning that its variables $(p_j)$ and $(e^{q_j-q_{j+1}})$ are independent Gaussian and Gamma random variables, respectively. We show under…

Consider a finite system of diffusing particles coupled through a reactive boundary. Each particle is reflected, but may react with the boundary according to a killing mechanism which depends on the current reactivity of the boundary and…

We study the laws of the two-dimensional vector-valued Dirichlet Gaussian free field and its massive lattice counterpart, conditioned to avoid a ball at every site of a subdomain. We prove that, under this conditioning, the norm of the…

Let $[q] = \{0,1,\ldots,q-1\}$, let $\Delta[q]$ denote the simplex of probability measures on $[q]$, and let $\gamma$ denote the Lebesgue measure normalized on $\Delta[q]$. We prove that for any symmetric monotone function $f \colon[q]^n…

We study the representation of stationary Gaussian Markov random fields as factors of i.i.d. processes, with a focus on their approximation by finitely dependent distributions. Our model is a Gaussian field on $\mathbf{Z}^d$ such that the…

This paper considers a finite horizon optimal stopping problem for a sequence of independent and identically distributed random variables, where the objective is to design stopping rules that attempt to select the random variable with the…