概率论

Expressions for scaling limits of random walks, such as those obtained in several areas of the Probability theory literature, are of great significance in characterizing long term, stationary behavior of random processes. Presumably, in the…

We define various higher-order Markov properties for stochastic processes $(X(t))_{t\in \mathbb{T}}$, indexed by an interval $\mathbb{T} \subseteq \mathbb{R}$ and taking values in a real and separable Hilbert space $U$. We furthermore…

We discuss the equivalence of definitions for conditional Poisson processes, Cox processes, and stochastic intensities of point processes on the real line. We show that Watanabe's characterisation of conditional Poisson processes in terms…

In this paper we introduce a topology under which the pair empirical measure of a large class of random walks satisfies a strong Large Deviation principle. The definition of the topology is inspired by the recent article by Mukherjee and…

A new class of fractional-order stochastic evolution equations of the form $(\partial_t + A)^\gamma X(t) = \dot{W}^Q(t)$, $t\in[0,T]$, $\gamma \in (0,\infty)$, is introduced, where $-A$ generates a $C_0$-semigroup on a separable Hilbert…

In a famous paper, Bezuidenhout and Grimmett demonstrated that the contact process dies out at the critical point.Their proof technique has often been used to study the growth of population patterns. The present text is intended as an…

We study the topological stability of Voronoi percolation in higher dimensions. We show that slightly increasing p allows a discretization that preserves increasing topological properties with high probability. This strengthens a theorem of…

In economics, construction of perfect models in a way that would be comparable to the standards customary in physical sciences is generally not feasible. In particular, the observed value for an economic equilibrium may deviate…

In this short note we prove ``effective" geometric ergodicity (i.e a Perron-Frobenius theorem) for Markov chains in random mixing dynamical environment satisfying a random non-uniform version of the Doeblin condition. Effectivity here means…

A popular question in Bernoulli percolation models is if the probability of connection between two vertices in a transitive graph decays monotonically with the distance between these two vertices. For example, on the square lattice is an…

Chemical reaction networks are a widely accepted modeling framework for diverse science phenomena stemming from all disciplines of science, such as biochemistry, ecology, epidemiology, social and political science. In this paper we prove…

We study the size and structure of the largest common subtree (LCS) between two independent Bienaym\'e trees conditioned to have size $n$. When the trees are critical with finite $2$nd and $(2+\kappa)$th moment respectively for some…

It is well known that the weak limit of a suitably scaled continuous-time random walk (CTRW) is the Brownian motion. We investigate the convergence of certain patterned random matrices whose entries are independent CTRWs and their…

In 2020, F. Cesi introduced a random walk on the hyperoctahedral group $B_n$ and analysed its spectral gap when the allowed generators are transpositions and diagonal elements corresponding to singletons. In this paper we extend the allowed…

A step-graphon has the strong (resp., weak) $H$-property if a directed, random graph sampled from it has a Hamilton cycle (resp., a node-wise disjoint cycle cover) asymptotically almost surely. The weak/strong $H$-property is essentially a…

We consider a family of Pfaffian Schur processes whose first coordinate marginal relates to the half--space geometric last passage percolation. We show that the line ensembles corresponding to the Pfaffian Schur processes with geometric…

The shot-down process is a strong Markov process which is annihilated, or shot down, when jumping over or to the complement of a given open subset of a vector space. Due to specific features of the shot-down time, such processes suggest new…

In this paper, we study a multivariate gamma subordinator whose components are independent gamma processes subject to a random time governed by an independent negative binomial process. We derive the explicit expressions for its joint…

We study fixed point biased involutions that avoid a pattern. For every pattern of length three we obtain limit theorems for the asymptotic distribution of the (appropriately centered and scaled) number of fixed points of a random fixed…

We prove that the local limit of the weighted spanning trees on any simple connected high degree almost regular sequence of electric networks is the Poisson(1) branching process conditioned to survive forever, by generalizing [NP22] and…