概率论
This paper considers the orthogonal expansion of the fractional Brownian motion relative to the Legendre polynomials. Such an expansion has not only theoretical but also practical interest, since it can be applied to approximate and…
In Hazra, den Hollander and Parvaneh (2025) we analysed the friendship paradox for sparse random graphs. For four classes of random graphs we characterised the empirical distribution of the friendship biases between vertices and their…
The mathematical essence in life insurance spins around the search of the nu\-me\-ri\-cal characteristics of the random variables $T_x$, $\nu^{T_x}$, $T_x\nu^{T_x}$, etc., where $\nu$ (deterministic) denotes the discount multiplier and…
This paper investigates additive processes with respect to several different independences in non-commutative probability in terms of the convolution hemigroups of the distributions of the increments of the processes. In particular, we…
This paper focuses on the mathematical framework for reducing the complexity of models using path signatures. The structure of these signatures, which can be interpreted as collections of iterated integrals along paths, is discussed and…
This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…
In these notes, uniform convergence on compacta is studied on the space of functions taking values in the set of finite Borel measures. Related limit theorems, including L\'evy's continuity theorem and functional limit theorems for…
We establish Tracy-Widom asymptotics for the partition function of a random polymer model with gamma-distributed weights recently introduced by Sepp\"al\"ainen. We show that the partition function of this random polymer can be represented…
We relate a continuous-time version of the geometric RSK correspondence to the Toda lattice, in a way which can be viewed as a semi-classical limit of a recent result by the author which relates the continuous-time geometric RSK mapping,…
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…
We prove strong well-posedness results for the stochastic 2D Euler equations in vorticity form and generalized SQG equations, with $L^p$ initial data and driven by a spatially rough, incompressible transport noise of Kraichnan type.…
Edge expansion is a parameter indicating how well-connected a graph is. It is useful for designing robust networks, analysing random walks or information flow through a network and is an important notion in theoretical computer science.…
We study the large-scale behaviour of a class of driven diffusive systems modelled by a Stochastic Partial Differential Equation, the Stochastic Burgers Equation (SBE) with general nonlinearity, at the critical dimension and in infinite…
We prove an invariance principle for a general class of continuous time critical branching processes with finite variance (non-local) branching mechanism. We show that the genealogical trees, viewed as random compact metric measure spaces,…
We establish a diffusion approximation for a class of multi-agent controlled queueing systems, demonstrating their convergence to a system of interacting reflected Ornstein--Uhlenbeck (OU) processes. The limiting process captures essential…
We study existence of solutions in the variational sense for a class of stochastic phase-field models describing moving boundary problems. The models consist of stochastic reaction-diffusion equations with singular diffusion forced by a…
The Fourier restriction problem asks when it is meaningful to restrict the Fourier transform of a function to a given set. Many of the key examples are smooth co-dimension 1 manifolds, although there is increasing interest in fractal sets.…
The \emph{Imry-Ma phenomenon} refers to the dramatic effect that disorder can have on first-order phase transitions for two-dimensional spin systems. The most famous example is the absence of a phase transition for the two-dimensional…
In this paper, we consider the multi-parameter random simplicial complex model, which generalizes the Linial-Meshulam model and random clique complexes by allowing simplices of different dimensions to be included with distinct…
We introduce a new Ising-type framework for opinion dynamics that explicitly separates private preferences from publicly expressed binary opinions and naturally incorporates neutral agents. Each individual is endowed with an immutable…