概率论

We study the clusters of loops in a Brownian loop soup in some bounded two-dimensional domain with subcritical intensity $\theta \in (0,1/2]$. We obtain an exact expression for the asymptotic probability of the existence of a cluster…

We introduce a multi-colour multi-urn generalisation of the Bernoulli-Laplace urn model, consisting of $d$ urns, $m$ colours, and $dmn$ balls, with $dn$ balls of each colour and $mn$ balls in each urn. At each step, one ball is drawn…

We study the occurrence of number rigidity and deletion singularity in a class of point processes that we call {\it projected perturbed lattices}. These are generalizations of processes of the form…

We prove delocalization for the Anderson model on an infinite regular tree (or Cayley graph or Bethe lattice) at low disorder. This extends earlier results of Klein and Aizenman--Warzel by filling in the previously missing parts of the…

We prove that the empirical law of eigenvalues of Brownian motion on the Lie Group $\mathrm{GL}(N,\mathbb{C})$ converges almost surely to a deterministic probability measure, characterized by a free stochastic differential equation. This…

We consider a class of Crump-Mode-Jagers processes with interaction, constructed by removing a newly born offspring with a probability that depends on the age structure of the population at its birth time. We prove a law of large numbers…

In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative to the classical overdamped Langevin diffusion. Our goal is…

We propose a novel Black-Scholes model under which the stock price processes are modeled by stochastic differential equations driven by sub-diffusions. The new framework can capture the less financial activity phenomenon during the bear…

This paper investigates functional limit theorems for the Elephant Random Walk (ERW) on general periodic structures, extending the Bertenghi's results on $\mathbb{Z}^d$. Our results reveal new structure-dependent quantities that do not…

We investigate the smoothness of the densities of the finite-dimensional distributions of the Rosenblatt process. Within the Malliavin calculus framework, we prove that Rosenblatt random vectors are nondegenerate in the Malliavin sense. As…

We consider the classical two-dimensional Rosenzweig-MacArthur prey-predator model with a degenerate noise, whereby only the prey variable is subject to small environmental fluctuations. This model has already been introduced in…

We study a local thinning $T_r$ that retains a point with probability $p(n_r)$, where $n_r$ counts neighbors within radius $r$. For Poisson input with spatially varying intensity, we obtain an exact intensity via a Poisson--mixture formula…

We establish a general analytic framework for determining the AF-martingale dimension of diffusion processes associated with strongly local regular Dirichlet forms on metric measure spaces. While previous approaches typically relied on…

We prove that the non-covered set in Dvortezky random covering is a set of multiplicity, by showing that the natural multiplicative chaotic measure is a Rajchman measure.

We show that for non-degenerate $k$-Markovian random fields with finite state space over a bounded degree graph with exponential growth rate $\theta$ uniform $\phi$-mixing with exponential decay rate $\lambda > 3\theta$ implies uniform…

In this paper we determine quantitative stability bounds for the Hessian of entropic potentials, \ie, the dual solution to the entropic optimal transport problem. To the authors' knowledge this is the first work addressing this second-order…

We prove the Gibbs variational principle for the Asakura--Oosawa model in which particles of random size obey a hardcore constraint of non-overlap and are additionally subject to a temperature-dependent area interaction. The particle size…

This work provides complete description of Quasistationary Distributions (QSDs) for Markov chains with a unique absorbing state and an irreducible set of non-absorbing states. As is well-known, every QSD has an associated absorption…

We study Brownian motion perturbed by a long range self-interaction. We provide variance bounds in terms of the spatial interaction strength and the order of time decay.

In this paper, we derive the Onsager-Machlup functional for stochastic differential equations driven by time-varying fractional noise of the form X(t) = x0 + integral from 0 to t b_s(X(s)) ds + integral from 0 to t sigma_s dB^H(s), where…