概率论

We consider a uniform spanning tree in a $\delta$-square grid approximation of a planar domain $\Omega$. For given integer $n\ge 2$, we condition the tree on the following $n$-arm event: we pick $n$ branches, emanating from $n$ points…

The Keller--Segel PDE is a model for chemotaxis known to exhibit possible finite-time blow-up. Following a seminal work by Tello and Winkler, a logistic damping term is added in this PDE and local well-posedness of mild solutions is proven.…

We extend the usual hydrodynamic description of the symmetric exclusion process by keeping track of collision events corresponding to jumps into already occupied sites, thereby quantifying the dissipated part of the microscopic activity…

We identify the scaling limit of full-plane Kadanoff-Ceva fermions on generic, non-degenerate $s$-embeddings. In this broad setting, the scaling limits are described in terms of solutions to conjugate Beltrami equations with prescribed…

An up-down chain is a Markov chain in which each transition is a two-step process that moves up to a larger object and then back down to an object of the original size. The first goal of this paper is to present a general framework for…

In this work, we investigate the multidimensional Skorokhod problem for c\`adl\`ag processes, where the reflection is subject to a minimality condition depending on the law of the solution. We then apply these results to establish existence…

We investigate the size of the convoy in the speed process in the multi-species asymmetric simple exclusion process (ASEP). Through a coupling argument, we obtain an exact formula for the expected convoy size by relating it to a…

In this paper we study the number of returns to the coordinate hyperplanes for multidimensional nearest-neighbour random walks. While one-dimensional results on returns are classical, much less is known in higher dimensions. We analyse the…

This paper investigates the martingale characterizations of non-homogeneous counting processes and their fractional generalizations. We show that the weighted sum of non-homogeneous Poisson processes (NPPs) is the non-homogeneous…

We study biased variable-speed random walks in dynamical random conductances. Assuming that the conductances are upper-bounded, we prove that the walk has strictly positive speed for every bias $\lambda>0$. We then give an explicit…

For Poisson particle processes in hyperbolic space we introduce and study concepts analogous to the intersection density and the mean visible volume, which were originally considered in the analysis of Boolean models in Euclidean space. In…

For the one-dimensional Facilitated Exclusion Process with initial state a product measure of density $\rho=1/2-\delta$, $\delta\ge0$, there exists an infinite-time limiting state $\nu_\rho$ in which all particles are isolated and hence…

Toda Conformal Field Theories (CFTs hereafter) are generalizations of Liouville CFT where the underlying field is no longer scalar but takes values in a finite-dimensional vector space induced by a complex simple Lie algebra. The goal of…

We study the properties of a subclass of stochastic processes called discrete time nonlinear Markov chains with an aggregator, which naturally appear in various topics such as strategic queueing systems, inventory dynamics, opinion…

Estimating the number of natural disasters benefits the insurance industry in terms of risk management. However, the estimation process is complicated due to the fact that there are many factors affecting the number of such incidents. In…

We prove concentration inequalities of the form $P(Y \ge t) \le \exp(-B(t))$ for a random variable $Y$ with mean zero and variance $\sigma^2$ using a coupling technique from Stein's method that is so-called approximate zero bias couplings.…

We consider percolation on the discrete torus $\mathbb{Z}_n^d$ at $p_c(\mathbb{Z}^d)$, the critical value for percolation on the corresponding infinite lattice $\mathbb{Z}^d$, and within the scaling window around it. We assume that $d$ is a…

We prove the small-noise large deviation principle for the three-dimensional primitive equations with transport noise and turbulent pressure. Transport noise is important for geophysical fluid dynamics applications, as it takes into account…

We consider a one-dimensional piecewise deterministic Markov process (PDMP) on $[0,1]$ with resetting at $0$ and depending on a small parameter $\varepsilon>0$. In the singular vanishing limit $\varepsilon \to 0$ we prove that the ``…

We prove the small-noise large deviation principle (LDP) for stochastic evolution equations in an $L^2$-setting. As the coefficients are allowed to be non-coercive, our framework encompasses a much broader scope than variational settings.…