概率论

We present a detailed study of the evolution of the number of connected components in sub-critical multiplicative random graph processes. We consider a model where edges appear independently after an exponential time at rate equal to the…

Let $\nu$ be a probability distribution over the semi-group of square matrices of size $d \ge 2$ over a locally compact field $\mathbb{K}$, \textit{e.g.} $\mathbb{R}$. We consider the random walk $\overline{\gamma}_n :=…

Sticky diffusion processes on bounded domains spend finite time (and finite mean time) on the lower-dimensional space given by the boundary. Once the process hits the boundary, then it starts again after a random amount of time. While on…

Let $G$ be a finite group acting on a finite set $X$. This group action splits $X$ into disjoint orbits. The Burnside process is a Markov chain on $X$ which has a uniform stationary distribution when the chain is projected to orbits. We…

We make rigorous the physics prediction that lattice Yang-Mills theories with gauge groups which have trivial centers do not satisfy Wilson's criterion for quark confinement. Specifically we prove that $\mathrm{SO}(3)$ lattice Yang-Mills…

We establish the joint $*$-convergence of a random circulant matrix and a specific deterministic diagonal matrix. We also show that the empirical spectral distributions of skew-circulant and left skew-circulant random matrices converge…

We study downward deviations of the maximum local time of the discrete-time simple random walk on $\mathbb{Z}^d$, $d\ge 3$. In our previous paper \cite{li2026ldmaxlocal}, the corresponding upper bound was established, while the matching…

We develop a stochastic integration theory for predictable integrands with respect to a L\'evy basis. Our approach is based on decoupling inequalities for tangent sequences and reduces the construction of the stochastic integral essentially…

The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…

We consider multiple and set-indexed sums of random vectors taking values in Euclidean space of growing dimension. It is shown that, when viewed as finite metric spaces, the sets of values of such sums converge in probability. The limit is…

In this paper, we investigate mean-field backward stochastic differential equation (MFBSDE) with double mean reflections and nonlinear resistance. Specifically, the constraints are formulated in terms of the expectation of the solution, and…

We investigate the stretching mechanism of Finitely Extensible Nonlinear Elastic (FENE) model of polymers in a random turbulent flow. The turbulent model includes a dominant space-scale $\ell\sim N^{-1}$, a dominant time-scale $\tau$, and…

This paper continues our survey about the mean-field derivation of the two-dimensional signal-dependent Keller-Segel system studied in [1]. Therefore, we consider the same system of moderately interacting particles as before. The difference…

The study of the Ornstein--Zernike decay of subcritical two-point functions in equilibrium statistical mechanics has a history going back over a century. Despite this, the crossover from Ornstein--Zernike decay to critical power-law decay…

We investigate the obstacle problem for generalized Dean--Kawasaki equations driven by correlated conservative noise, establishing the existence, uniqueness, and $L^1$-stability of stochastic kinetic solutions. Our core strategy combines a…

We resolve two questions left open by Bladt and Nielsen (2010) concerning multivariate families of matrix-exponential and phase-type distributions. First, in the matrix-exponential case, the projection-defined class MVME coincides with…

Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…

Let $\{B_H(t);t\ge 0\}$ be a fractional Brownian motion of order $H\in (0,1)$, and $J_{m,\alpha}(B_H)$ be the $m$-fold weighted integrals of $B_H$ defined as $$ J_{m,\bm\alpha}(B_H)(t) =\int_0^ts_m^{-\alpha_m}\int_0^{s_m}\cdots…

We provide a new approach for proving the indistinguishability of connected components of random one-or-two-ended oriented forests on unimodular random graphs. In particular, this approach leads to a new and simpler proof for the wired…

This paper investigates random walks and diffusion limits on a broad class of fractal graphs generated by Edge Iterated Graph Systems (EIGS). We prove that the rescaled simple random walks converge in the…