概率论

We study mixing times for the totally asymmetric simple exclusion process (TASEP) on a circle of length $N$ with $k$ particles. We show that the mixing time is of order $N^2 \min(k,N-k)^{-1/2}$, and that the cutoff phenomenon does not…

We consider semi-coherent binary systems that are subject to simultaneous failures of its components. These are systems whose components can be either working or failed; the system can also be working or failed depending on the state of the…

Consider $M_n$ the maximal position at generation $n$ of a supercritical branching random walk. A\"id\'ekon (2013) obtained and described the convergence in law, as time $n$ goes to infinity, of $M_n-m_n$, where $m_n$ is an explicit…

We show how the robustness of gamma hedging can be understood without using rough-path theory. Instead, we use the concepts of $p^{th}$ variation along a partition sequence and Taylor's theorem directly, rather than defining an integral and…

The Radial Spanning Tree (RST) in dimension $d\geq2$ is a random geometric graph constructed on a homogeneous Poisson point process $\mathcal N$ in $\mathbb R^d$ augmented by the origin, with edges connecting each $x\in\mathcal N$ to the…

We study the free energy for pure and mixed spherical $p$-spin models with i.i.d.\ disorder. In the mixed case, each $p$-interaction layer is assumed either to have regularly varying tails with exponent $\alpha_p$ or to satisfy a finite…

This article gives a formula for associated Stirling numbers of the second kind based on the moment of a sum of independent random variables having a beta distribution. From this formula we deduce, using probabilistic approaches, lower and…

We study in this paper the weak propagation of chaos for McKean--Vlasov diffusions with branching, whose induced marginal measures are nonnegative finite measures but not necessary probability measures. The flow of marginal measures…

We establish two-sided weighted integrability estimates, often referred to as a norm equivalence result, for stochastic differential equations (SDEs) with locally Lipschitz coefficients. As a key ingredient in our approach, we also derive…

In many applications, it becomes necessary for a set of distributed network nodes to agree on a common value or opinion as quickly as possible and with minimal communication overhead. The classical 2-choices rule is a well-known distributed…

We compute the asymptotic empirical eigenvalue distribution of the matrix $M = \bigodot_{i=1}^k \frac{1}{d_i}X^{(i)}{X^{(i)}}^\top$ where $X^{(i)}\in\mathbb{R}^{n\times d_i}$ are independent matrices with independent rows but general…

This work extends the studies on the minimum and extremal process of a supercritical branching random walk outside the boundary case which cannot be reduced to the boundary case. We study here the situation where the log-generating function…

We study evolutionary dynamics on graphs in which each step consists of one birth and one death, also known as the Moran processes. There are two types of individuals: residents with fitness $1$ and mutants with fitness $r$. Two standard…

We introduce and study a class of generalized Meixner-type free gamma distributions $\mu_{t,\theta,\lambda}$ ($t,\theta>0$ and $\lambda\ge 1$), which includes both the free gamma distributions introduced by Anshelevich and certain scaled…

Negative dependence in tournaments has received attention in the literature. The property of negative orthant dependence (NOD) was proved for different tournament models with a special proof for each model. For general round-robin…

In this paper, we study the limiting behavior of the generalized Zagreb indices of the classical Erd\H{o}s-R\'{e}nyi (ER) random graph $G(n,p)$, as $n\to\infty$. For any integer $k\ge1$, we first give an expression for the $k$-th order…

The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…

QuickSelect (aka Find), introduced by Hoare (1961), is a randomized algorithm for selecting a specified order statistic from an input sequence of $n$ objects, or rather their identifying labels usually known as keys. The keys can be numeric…

An upper bound for the Kantorovich transport distance between probability measures on multidimensional Euclidean spaces is given in terms of transport distances between one dimensional projections. This quantifies the Cram\'er-Wold…

In this article, we give explicit bounds on the Wasserstein and the Kolmogorov distances between random variables lying in the first chaos of the Poisson space and the standard Normal distribution, using the results proved by Last, Peccati…