概率论

We investigate the moderate and large deviations in first-passage percolation (FPP) with bounded weights on $\mathbb{Z}^d$ for $d \geq 2$. Write $T(\mathbf{x}, \mathbf{y})$ for the first-passage time and denote by $\mu(\mathbf{u})$ the time…

In this note, we extend a recent result on the uniqueness of the maximum score in a classical round-robin tournament to general round-robin tournament models with equally strong players, where the scores take values in $[0,\,1]$.

We introduce a multi-parameter family of random edge weights on the Aztec diamond graph, given by certain Gamma variables, and prove several results about the corresponding random dimer measures. Firstly, we show there is no phase…

We consider additive functionals of systems of random measures whose initial configuration is given by a Poisson point process, and whose individual components evolve according to arbitrary Markovian or non-Markovian measure valued…

We consider the Hastings--Levitov HL(0) model in the small particle scaling limit and prove a large deviation principle. The rate function is given by the relative entropy of the driving measure $\rho$ for the Loewner--Kufarev equation: \[…

We extend the exact coarse-graining result of Disertori, Merkl and Rolles~\cite{MR4517733} for the random field of $H^{2|2}$-model to the random Schr\"odinger operator representation of the $H^{2|2}$-model. We also introduce a fine-graining…

We study the mixing properties of a Brownian motion whose movements are hindered by semipermeable barriers. Our setting assumes that the process takes values in a smooth planar domain and that the barriers are one-dimensional closed curves.…

We give a concise presentation of the construction of the Liouville quantum gravity (LQG) eigenvalues and eigenfunctions, i.e., the spectrum associated to the infinitesimal generator of Liouville Brownian motion, the canonical diffusion in…

Ursell functions $U_n$ are higher-order generalizations of the covariance function, which capture the interactions between $n$ random variables. In the classical Ising model, as shown by Shlosman, when considering the spins at some…

We present the transition probability for the asymmetric simple exclusion process on the half-space for general initial conditions and particle insertion at the boundary. In the limit of total asymmetry, where particles only jump to the…

Brownian motion is a building block in modern probability theory. In this paper, we describe a formalization of Brownian motion using the Lean theorem prover. We build on the existing measure-theoretic foundations in Lean's mathematical…

We prove that the $\varphi^4_3$ model satisfies a version of Segal's axioms in the special case of three-dimensional tori and cylinders. As a consequence, we give the first proof that this model satisfies a Markov property and we…

We establish a limit theorem for a new model of 3-dimensional random walk in an inhomogeneous lattice with random orientations. This model can be seen as a 3dimensional version of the Matheron and de Marsily model [12]. This new model leads…

In the article, we find the asymptotic distribution of the derivative of the taut string accompanying a Wiener process in a strip of fixed width on long time intervals. This enables to find explicit expressions for minimal energy (averaged…

In this paper, we study the evolution of the zero-temperature random field Ising model as the mean of the external field $M$ increases from $-\infty$ to $\infty$. We focus on two types of evolutions: the ground state evolution and the…

Gaussian universality results assert that the properties of many estimators remain unchanged when the input data are replaced by Gaussians. Such results have gained popularity in high-dimensional statistics and machine learning, as…

We study the asymptotic distribution of random walks on $\mathbb Z^d$ ($d\ge1$) in deterministic reversible environments defined by an assignment of a positive conductance to each edge of $\mathbb Z^d$. We identify a deterministic set of…

Mossel and Ross (2019) introduce the shotgun assembly problem for random graphs: what radius $R$ ensures that the random graph $G$ can be uniquely recovered from its list of rooted $R$-neighborhoods, with high probability? Here we consider…

In this paper, we study solutions of the heterogeneous diffusion process with power-law nonlinearity governed by the stochastic differential equation $\mathrm{d}X_t= |X_t|^\alpha\,\mathrm{d}B_t + \alpha\lambda…

L. Klebanov proved the following theorem. Let $\xi_1, \dots, \xi_n$ be independent random variables. Consider linear forms $L_1=a_1\xi_1+\cdots+a_n\xi_n,$ $L_2=b_1\xi_1+\cdots+b_n\xi_n,$ $L_3=c_1\xi_1+\cdots+c_n\xi_n,$…