概率论
We study the asymmetric simple exclusion process (ASEP) on a segment $\{1,\ldots,b_N\}$ and are interested in its total variation distance to equilibrium when started from an initial configuration $\xi^{N}$. We provide a general result…
This set of five lectures provides an introduction to regularity structures and their use for the study of singular stochastic partial differential equations. Two appendices provide some additional informations that enter in the main text…
We consider four prototypes of variational problems and prove the existence of fractal minimizers through the direct method in the calculus of variations. By design these minimizers are H\"older curves or H\"older parametrizations of…
We study the persistence probabilities of a moving average process of order one with innovations that follow a Laplace distribution. The persistence probabilities can be computed fully explicitly in terms of classical combinatorial…
We obtain bounds for probabilities of deviations of the truncated variation functional of fractional Brownian motions (fBm) of any Hurst index $H \in (0,1)$ from their expected values. Obtained bounds are optimal for large values of…
In this article, we show that, in the free-fermion regime of the six-vertex model, all $k$-point correlation functions of vertex types admit a determinantal representation: \begin{align*} \mathbb{P}\Bigg( \bigcap_{p=1}^k \{ \text{vertex at…
We study the probability that the origin is connected to the boundary of the box of size $n$ (the one-arm probability) in several percolation models related to the Ising model. We prove that different universality classes emerge at…
We consider sequences of homogeneous sums based on independent random variables and satisfying a central limit theorem (CLT). We address the following question: "In which cases is it not possible to reduce such an asymptotic result to the…
This article studies the temporal law of the KPZ fixed point. For the stationary geometry, we find the two-time law, which extends the single time law due to Baik-Rains and Ferrari-Spohn. For the droplet geometry, we find a relatively…
Let $\mathbb{T}$ be the two-dimensional triangular lattice, and $\mathbb{Z}$ the one-dimensional integer lattice. Let $\mathbb{T}\times \mathbb{Z}$ denote the Cartesian product graph. Consider the Ising model defined on this graph with…
A Large Deviation Principle (LDP) is established for the stationary distribution of the number of customers in a many--server queue in heavy traffic for a moderate deviation scaling akin to the Halfin--Whitt regime. The interarrival and…
On a closed Riemannian manifold, we construct a family of intrinsic Gaussian noises indexed by a regularity parameter $\alpha\geq0$ to study the well-posedness of the parabolic Anderson model. We show that with rough initial conditions, the…
This paper investigate the sparse multi-type Erd\H{o}s R\'enyi random graphs studied in S\"{o}derberg~\cite{soderberg2002general} and also Bollob\'as et al.~\cite{bollobas2007phase}. Although the corresponding central limit results are…
In this article, we consider the multiplicative chaos measure associated to the log-correlated random Fourier series, or random wave model, with i.i.d. coefficients taken from a general class of distributions. This measure was shown to be…
We explore the connection between tasep-like interacting particle systems and last passage percolation type polymer models, focusing on three models: Geometric, Exponential and Brownian last passage percolation and their associated tasep…
We develop a method to prove that certain percolation processes on amenable random rooted graphs are factors of iid (fiid), given that the process is a monotone limit of random finite subgraphs that satisfy a certain independent stochastic…
In this paper, we establish a general convergence theorem for solutions of multivariate stochastic differential equations with countably many singular terms expressed as integrals with respect to local times. The processes under…
We investigate the notion of Gaussian domination for the spin $O(N)$ model on general finite graphs. We begin by proving a general inequality for spin correlations under the assumption of Gaussian domination, which directly implies…
We compute the second order asymptotics of the maximum of the absolute value of the log-characteristic polynomial of random Jacobi matrices whose coefficients satisfy some exponential integrability condition. In particular, by the…
The purpose of this paper is twofold. First, we introduce the notion of a $\Gamma$-martingale on a Euclidean manifold with a boundary (i.e., the closure of an open connected domain in R d ), we provide its equivalent characterization…