概率论

Using the generic chaining method, we derive upper bounds for the \(L^q\) process of sub-Gaussian classes when \(1 \le q \le 2\), thereby resolving an open problem posed by Al-Ghattas, Chen, and Sanz-Alonso in arXiv:2502.16916. Combined…

The $n$-component weakly coupled $|\varphi|^4$ model on the $\Z^d$ lattice ($d\ge 4$) exhibits a critical two-point correlation function with an exact polynomial decay in infinite volume, regardless of whether the interaction is short- or…

The fluctuations of the passage time in first passage percolation are of great interest. We show that the non-random fluctuations in planar FPP are at least of order $\log(n)^\alpha$ for any $\alpha<1/2$ under some conditions that are known…

The Schr\"odinger bridge problem (SBP) aims at finding the measure $\hat{\mathbf{P}}$ on a certain path space which possesses the desired state-space distributions $\rho_0$ at time $0$ and $\rho_T$ at time $T$ while minimizing the KL…

We consider an inhomogeneous symmetric simple exclusion process on a one-dimensional lattice with open boundary conditions. The time scale is continuous. Particles of different types arrive to the utmost left and the utmost right site. If a…

We study the zeros and critical points of different indices of the standard Gaussian entire function on the complex plane (whose zero set is stationary). We provide asymptotics for the second order correlations of all the corresponding…

Classical filtrations in probability theory formalize the accumulation of information along a linear time axis: the past is unique and the present evolves into an uncertain future. In reality, however, this linearity may itself be an…

We derive the asymptotic behaviour of the genealogy of a logistic branching process in the setting where the equilibrium population size is large. In three regimes on the tail of the offspring distribution we recover the Kingman,…

We prove a moderate deviation principle for the capacity of the range of random walk in $\mathbb{Z}^5$. Depending on the scale of deviation, we get two different regimes. We observe Gaussian tails when the deviation scale is smaller than…

In this paper, we establish the It\^o-Wentzell-Lions formulae for flows of both full and conditional measures on general semimartingales. This generalizes the existing works on flows of measures on It\^o processes. The key technical…

It is known from Bramson (1983) that the maximum of branching Brownian motion at time $t$ is asymptotically around an explicit function $m_t$, which involves a first ballistic order and a logarithmic correction. In this paper, we give an…

This paper considers the probabilistic representation of the solutions of ordinary differential equations (ODEs) by the generation of marked random trees in which marks can be interpreted as mutant types in population genetics models. We…

In 1966, Konheim and Weiss [33] introduced a now classical parking protocol. The deterministic process and its resultant objects, known as parking functions, have since become a favorite object of study in enumerative combinatorics. In our…

An infinite population of point entities dwelling in the habitat $X=\mathds{R}^d$ is studied. Its members arrive at and depart from $X$ at random. The departure rate has a term corresponding to a logistic-type interaction between the…

We consider the limiting behavior of the count of subgraphs isomorphic to a graph $G$ with $m\geq 0$ fixed endpoints (or roots) in the random-connection model, as the intensity $\lambda$ of the underlying Poisson point process tends to…

We examine the role of boundaries and the structure of nontrivial duality functions for three non conservative interacting particle systems in one dimension that model epidemic spreading: (i) the diffusive contact process (DCP), (ii) a…

We show that if the normalized partition function $W^{\beta}_n$ of the directed polymer model on $\mathbb Z^d$ converges to zero, then it does so exponentially fast. This implies that there exists a critical value $\beta_c$ for the inverse…

It is well known that a Lorenz curve, derived from the distribution function of a random variable, can itself be viewed as a probability distribution function of a new random variable (Arnold, 2015). We prove the surprising result that a…

This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a generic family of particular solutions and some constants…

We present a lookdown construction for a Moran seed-bank model with variable active and inactive population sizes and we show that the empirical measure of our model coincides with that of the Seed-Bank-Moran Model with latency of Greven,…