概率论

We study the evolution of zeros of high polynomial powers under the heat flow. For any fixed polynomial $P(z)$, we prove that the empirical zero distribution of its heat-evolved $n$-th power converges to a distribution on the complex plane…

Given $N$ i.i.d. samples from a probability measure $\mu$ on $\mathbf{R}^d$, we study the rate of convergence of the empirical measure $\mu_N \to \mu$ in the negative Sobolev space $W^{-\alpha, p}$. When $W^{-\alpha, p}$ contains point…

Given $n \in \mathbb{N}$ and $\mu \in \mathbb{R}$, a $\textit{$\mu$-height-biased tree of size $n$}$ is a random plane tree $\mathbf{\mathbf{T}}_n$ with $n$ vertices with law given by $\mathbb{P}(\mathbf{T}=t) \propto e^{-\mu h(t)}$, where…

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…

We study the stochastic transport equation with globally $\beta$-H\"older continuous and bounded vector field driven by a non-degenerate pure-jump L\'evy noise of $\alpha$-stable type. Whereas the deterministic transport equation may lack…

We show that the maximizing point and the supremum of the standardized uniform empirical process converge in distribution. Here, the limit variable (Z, Y ) has independent components. Moreover, Z attains the values zero and one with equal…

We study the rescaled nodal volume field $\xi_R$ associated with a smooth, stationary Gaussian field on $[0,R]^d$, whose covariance satisfies adequate integrability conditions. Our main theorem shows that, as $R \to \infty$, the process…

We prove that the critical inverse temperatures $\beta_c^{\mathbb N}(\alpha)$ and $\beta_c^{\mathbb Z}(\alpha)$ for the one- and two-sided Dyson models are the same when the power of the interaction strength $\alpha$ satisfies $1<\alpha<2$.…

We study a game of resource extraction of a common good under one-dimensional diffusive dynamics with player actions corresponding to singular stochastic control up to absorption at $0$, implying a trade-off between profitable resource…

We study some aspects of the absorption time of the Beta$(a,b)$-Coalescent starting with $n$ blocks. More precisely, when $a>1$, the absorption time is known to converge to infinity as $n$ goes to infinity, and we prove that it satisfies a…

In this paper, we establish the propagation of chaos and Euler-Maruyama method of DDSDE driven by multiplicative fractional Brownian motion with Hurst parameter $H\in (\frac{\sqrt{5}-1}{2},1)$. We have not only obtained an upper bound for…

A vast literature over the past fifteen years has been devoted to the study of the geometric properties of Gaussian random waves. In this work, we investigate the geometric behavior of \emph{uniform random waves}, a much less studied…

This work develops a comprehensive mathematical theory for a class of stochastic processes whose local regularity adapts dynamically in response to their own state. We first introduce and rigorously analyze a time-varying fractional…

The Rademacher random walk associated with a deterministic sequence $(a_n)_{n \geq 1}$ is the walk which starts at zero and, at step $i$, independently steps either up or down by $a_i$ with equal probability. We continue the study begun by…

We study the singular values and Lyapunov exponents of non-stationary random matrix products subject to small, absolutely continuous, additive noise. Consider a fixed sequence of matrices of bounded norm. Independently perturb the matrices…

In this article, we show necessary and sufficient conditions for a function to transform a continuous Markov semimartingale to a semimartingale. As a result, the no-arbitrage principle guarantees the differentiability of asset prices with…

We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…

Let $f:\mathbb{R}^d \to \mathbb{R}^k$ be a smooth centered stationary Gaussian field and $\mathcal{B} \subset \mathbb{R}^d$ be a bounded Borel set. In this paper, we determine the asymptotics as $R \to \infty$ of all the cumulants of the…

We study the half-space KPZ equation with a Neumann boundary condition, starting from stationary Brownian initial data. We derive a variance identity that links the fluctuations of the height function to the transversal fluctuations of a…

The {\em resilience} of a Rademacher chaos is the maximum number of adversarial sign-flips that the chaos can sustain without having its largest atom probability significantly altered. Inspired by probabilistic lower-bound guarantees for…