概率论

This paper establishes a comprehensive theory of geometric rough paths for mixed fractional Brownian motion (MFBM) and its generalized multi-component extensions. We prove that for a generalized MFBM of the form $M_t^H(a) = \sum_{k=1}^N a_k…

We study the expansion of the limiting free energy density of the random field Ising chain with centered IID disorder and homogeneous coupling parameter, when the latter goes to infinity. We extend the first order result of [Collin, 2025]…

We develop a unified approach to universality of local scaling limits for eigenvalues of random normal matrices, or equivalently for planar Coulomb gases at inverse temperature $\beta=2$. The approach is direct in that it does not rely on…

In this paper, we show that the replica symmetry of the Gibbs measure of spherical spin systems is a property of the eigenvalue spacing at the edge of the interaction matrix. In particular, our interaction matrix has \textbf{two} large…

For a fixed dimension $k\ge 1$, let us consider the randomly growing simplical complex on the vertex set $\{1,2,\dots,n\}$ defined as follows: We start with the empty complex, and for each $k+1$-element subset $\sigma$ of $\{1,2,\dots,n\}$,…

This paper analyzes key properties of networks generated by geometric preferential attachment. We establish that the expected number of triangles is proportional to that of the standard preferential attachment model, with a proportionality…

We prove a functional central limit theorem for subgraph counts in a dynamic version of the random connection model. To establish tightness, we develop a dynamic extension of the cumulant method.

In this paper, we obtain an explicit total variation bound in the central limit theorem for the sums of non-i.i.d. random variables. Our results show that, under suitable assumptions, Lindeberg's condition is sufficient and necessary for…

We prove a sharpness result for the dynamics of finite-range Interacting Particle Systems (IPS) on $\{0,1\}^{\Z^d}$, which generalizes to a whole class of IPS the sharpness result for the phase transition of the contact process obtained by…

We study the phase transition of the Parisi formula for the free energy in the multi-species Sherrington--Kirkpatrick model with a centered Gaussian external field and a positive-semidefinite variance profile matrix. We show that in terms…

We consider scale-free percolation on a discrete torus $\mathbf{V}_N$ of size $N$. Conditionally on an i.i.d. sequence of Pareto weights $(W_i)_{i\in \mathbf{V}_N}$ with tail exponent $\tau-1>0$, we connect any two points $i$ and $j$ on the…

We establish the existence of both optimal relaxed controls and strict optimal controls for systems driven by Reflected Stochastic Differential Equations RSDEs. Our approach is based on weak convergence techniques for the associated RSDEs…

In this work, we investigate a theory of stochastic integration for operator-valued processes with respect to semimartingales taking values in the dual of a nuclear space. Our construction of this particular stochastic integral relies on…

Markovian projections arise in problems where we aim to mimic the one-dimensional marginal laws of an It\^o semimartingale by using another It\^o process with Markovian dynamics. In applications, Markovian projections are useful in…

In this paper, we study a model of long-range site percolation on graphs of bounded degree, namely the Boolean percolation model. In this model, each vertex of an infinite connected graph is the center of a ball of random radius, and…

We consider a $d$-dimensional stochastic differential equation (SDE) of the form $d U_t = b(U_t) dt + \sigma\,d Z_t$, let $X_t$ be the solution if the driving noise $Z_t$ is a $d$-dimensional rotationally symmetric $\alpha$-stable process…

In this article, we study concave recursions on trees, which appear widely in information theory through algorithms such as belief propagation, and in statistical mechanics through models on tree-like graphs, including the Ising model,…

We prove the existence of a liquid-gas phase transition for continuous Gibbs point process in $\mathbb{R}^d$ with Quermass interaction. The Hamiltonian we consider is a linear combination of the volume $\mathcal{V}$, the surface measure…

We prove new Lipschitz properties for transport maps along heat flows, constructed by Kim and Milman. For (semi)-log-concave measures and Gaussian mixtures, our bounds have several applications: eigenvalues comparisons, dimensional…

Contraction properties of transport maps between probability measures play an important role in the theory of functional inequalities. The actual construction of such maps, however, is a non-trivial task and, so far, relies mostly on the…