概率论

A gambler with an initial fortune $x$ starts by betting a dollar, then doubles the bet after every win and halves the bet after every loss. Let $p\in (0,1)$ be the probability of winning for each round. We show that the gambler survives…

This article investigates the phenomenon of maximal rigidity in spatial processes, where perfect interpolation of the process is possible from partial information, specifically, from its restriction to a strict subdomain, often resulting in…

For some discrete parameters $k\ge0$, multivariate (Dunkl-)Bessel processes on Weyl chambers $C$ associated with root systems appear as projections of Brownian motions without drift on Euclidean spaces $V$, and the associated transition…

We prove local convergence of the $t$-PNG model with zero boundary to the stationary $t$-PNG model, confirming a recent conjecture of Drillick and Lin (2024). The stationary $t$-PNG model is the one with both left and bottom boundaries of…

This study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic differential equation and the fast component is described by a…

We study the frog model on $\mathbb{Z}$ with particle-wise random geometric lifetimes: each particle has a survival parameter $\pi\in(0,1)$ sampled i.i.d., whose density near $1$ satisfies $f_\pi(u)\sim (1-u)^{\beta-1}L\big((1-u)^{-1}\big)$…

We show on non-flat but critical s-embeddings the celebrated convergence of the interface curves of the critical FK Ising model to an $\operatorname{SLE}_{16/3}$ curve, using discrete complex analytic techniques first used in…

Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for…

We consider the stochastic nonlinear Schr\"odinger equation driven by linear multiplicative noise in the mass-supercritical case. Given arbitrary $K$ solitary waves with distinct speeds, we construct stochastic multi-solitons pathwisely in…

We study a stochastic model of a copolymerization process that has been extensively investigated in the physics literature. The main questions of interest include: (i) what are the criteria for transience, null recurrence, and positive…

We consider a long-range percolation model on homogeneous oriented trees with several lengths. We obtain the critical surface as the set of zeros of a specific polynomial with coefficients depending explicitly on the lengths and the degree…

We study the singularity probability of n*n random matrices with i.i.d. entries from highly biased discrete distributions. We obtain sharp non-asymptotic bounds for this probability and derive estimates on the least singular values. Our…

Let $\{(X_t)_{t\geq 0}, \mathbb{P}_{\delta_x}, x\in E\}$ be a supercritical branching Markov process (which is not necessary symmetric) on a locally compact metric measure space $(E,\mu)$ with spatially dependent local branching mechanism.…

The goal of this note is twofold: first, we explain the relation between the isomorphism theorems in the context of vertex reinforced jump process discovered in [BHS19, BHS21] and the standard Markovian isomorphism theorems for Markovian…

For the $\beta$-Hermite, Laguerre, and Jacobi ensembles of dimension $N$ there exist central limit theorems for the freezing case $\beta\to\infty$ such that the associated means and covariances can be expressed in terms of the associated…

In this paper we show that the random degree constrained process (a time-evolving random graph model with degree constraints) has a local weak limit, provided that the underlying host graphs are high degree almost regular. We, moreover,…

After some normalization, the logarithms of the ordered singular values of Brownian motions on $GL(N,\mathbb F)$ with $\mathbb F=\mathbb R, \mathbb C$ form Weyl-group invariant Heckman-Opdam processes on $\mathbb R^N$ of type $A_{N-1}$. We…

Abstract polymer models are systems of weighted objects, called polymers, equipped with an incompatibility relation. An important quantity associated with such models is the partition function, which is the weighted sum over all sets of…

True Volterra equations are inherently non stationary and therefore do not admit $\textit{genuine stationary regimes}$ over finite horizons. This motivates the study of the finite-time behavior of the solutions to scaled inhomogeneous…

This paper establishes a comprehensive concentration theory for truncated signatures of Gaussian rough paths. The signature of a path, defined as the collection of all iterated integrals, provides a complete description of its geometric…