概率论

We study the symmetric simple exclusion process in two or higher dimensions. We prove the invariance principles for the occupation time when the process starts from nonequilibrium measures. Our proof combines the martingale method and…

Let $G$ be a compact Lie group and $P_{e,a}(G)=C([0,1]\to G~|~\gamma(0)=e, \gamma(1)=a)$ be the pinned path space with a pinned Brownian motion measure $\nu_{\lambda,a}$ defined by the heat kernel $p(\lambda^{-1}t,x,y)$, where $\lambda$ is…

This paper investigates fractional Riesz-Bessel equations with random initial conditions. The spectra of these random initial conditions exhibit singularities both at zero frequency and at non-zero frequencies, which correspond to the cases…

$\gamma$-Liouville quantum gravity ($\gamma$-LQG) constitutes a family of planar random geometries whose geodesics exhibit intricate fractal behaviour. As is observed in various planar models of random geometry as part of the phenomenon of…

We define the Uniform Random Walk (URW) on a connected, locally finite graph as the weak limit of the uniform walk of length $n$ starting at a fixed vertex. When the limit exists, it is necessarily Markovian and is independent of the…

Extensions of the Boole--Frechet inequalities give sharp bounds for the probabilities of compound events, particularly when only the probabilities of atomic events (that make up the compound events) are known. We present a constructive…

We consider two independent branching random walks that start next to each other on the $d$-dimensional hypercubic lattice and that carry two different colors. Vertices of the lattice are colored according to the color of the walker cloud…

We consider a two-dimensional diffusion process in a two-layered plane, governed by distinct covariance matrices in the upper and lower half-planes and by two drift vectors pointed away from the $x$-axis. We first analyze the case where the…

Given a finite collection of probability measures defined on subsets of a measurable space, how can we determine if they are compatible, in the sense that they can be realized as conditional distributions of a single probability measure on…

We study graph bootstrap percolation on the Erd\H{o}s-R\'enyi random graph ${\mathcal G}_{n,p}$. For all $r \ge 5$, we locate the sharp $K_r$-percolation threshold $p_c \sim (\gamma n)^{-1/\lambda}$, solving a problem of Balogh, Bollob\'as…

We derive the adjoint path-kernel method for computing parameter-gradients (linear responses) of SDEs. Its cost is almost independent of the number of parameters, and it works for non-hyperbolic systems with parameter-controlled…

We first survey some open questions concerning stochastic interacting particle systems with open boundaries. Then an asymmetric exclusion process with open boundaries that generalizes the lattice gas model of Katz, Lebowitz, and Spohn (KLS)…

By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…

We slightly modify the proof of Hanson-Wright inequality (HWI) for concentration of Gaussian quadratic chaos where we tighten the bound by increasing the absolute constant in its formulation from the largest known value of 0.125 to at least…

We study the law of a random field $f_N(\boldsymbol{\sigma})$ evaluated at a random sample from the Gibbs measure associated to a Gaussian field $H_N(\boldsymbol{\sigma})$. In the high-temperature regime, we show that bounds on the…

For the Moran model with strong or moderately strong selection we prove that the fluctuations around the deterministic limit of the line counting process of the ancestral selection graph converge to an Ornstein-Uhlenbeck process. To this…

We consider a random growth model based on the IDLA protocol with sources in a hyperplane of $Z^d$ . We provide a stabilization result and a shape theorem generalizing [7] in any dimension by introducing new techniques leading to a rough…

We give a characterization of the percolation threshold for a multirange model on oriented trees, as the first positive root of a polynomial, with the use of a multi-type Galton-Watson process. This gives in particular the exact value of…

We give a general Green formula for the planar Brownian motion, which we apply to study the Aharonov--Bohm effect induced by Poisson distributed magnetic impurities on a Brownian electron in the presence of an inhomogeneous magnetic field.

Memory-driven stochastic dynamics arise naturally in many applications, and stochastic Volterra equations (SVEs) offer a flexible framework for modeling such systems. Their convolution structure with Volterra kernels endows the dynamics…