概率论

This paper derives normal approximation results for subgraph counts written as multiparameter stochastic integrals in a random-connection model based on a Poisson point process. By combinatorial arguments we express the cumulants of general…

In this paper, we study consistent and partially exchangeable sequences of Markov chains on a finite state space. We provide a characterisation of the admissible transition rates via a decomposition into individual and coordinated motion of…

Random geometric graphs are random graph models defined on metric measure spaces. A random geometric graph is generated by first sampling points from a metric space and then connecting each pair of sampled points independently with a…

A Poisson line process is a random set of straight lines contained in the plane, as the image of the map $(x,v)\mapsto (x+vt)_{t\in\mathbb{R}}$, for each point $(x,v)$ of a Poisson process in the space-velocity plane. By associating a step…

We introduce and analyze a nonlinear exchange dynamics for Ising spin systems with arbitrary interactions. The evolution is governed by a quadratic Boltzmann-type equation that conserves the mean magnetization. Collisions are encoded…

Using the inner product formula of the canonical Hilbert space of fractional Brownian motion on an interval $[0,T]$ with Hurst parameter $H\in (0,1)$ given by Alazemi et al., we show the asymptotic expansion of the norm of…

We investigate the hitting times of random walks on graphs, where a hitting time is defined as the number of steps required for a random walker to move from one node to another. While much of the existing literature focuses on calculating…

Consider the following $p$-dimensional system of It\^o type stochastic PDEs, \begin{align*}\left[\begin{aligned} &\partial_t u(t\,,x) = \partial^2_x u(t\,,x) + b(u(t\,,x)) + \sigma(u(t\,,x)) \xi(t\,,x)\\ &\text{for…

In this article, we construct and analyse a renormalisation group (RG) map for the weakly coupled $n$-component $|\varphi|^4$ model under periodic boundary conditions in dimension $d \ge 4$. Both short-range and long-range interactions with…

Over the past 50 years, spin glass models have generated a broad range of literature in mathematics, physics, and computer science. There has been much progress in characterizing and proving the limiting free energy of various models,…

This paper explores a geometric approach to constructing quasi-sure solutions for $G$-stochastic differential equations (G-SDEs) under model uncertainty. We propose a pathwise patching methodology that systematically combines…

We investigate variance bounds under symmetry constraints in classical, free, and Boolean probability, focusing on Bernoulli distributions and their noncommutative analogues, projections with trace \(p\). We show that symmetrizers under…

From the study of the high order freeness of random matrices, it is known that the order $r$ cumulant of the trace of a polynomial of $N$-dimensional GUE/GOE is of order $N^{2-r}$ if $r$ is fixed. In this work, we extend the study along…

In this paper, we consider the decay property of a special class of $d$-dimensional Markov processes, which can be viewed as a stopped network with the external customer being blocked to empty nodes. The exact value of the decay parameter…

We define two families of determinantal random spanning subgraphs of a finite connected graph, one supported by acyclic spanning subgraphs (spanning forests) with fixed number of connected components, the other by connected spanning…

This paper develops an It\^o-type fractional pathwise integration theory for fractional Brownian motion with Hurst parameters \( H \in (\frac{1}{3}, \frac{1}{2}] \), using the Lyons' rough path framework. This approach is designed to fill…

These lecture notes give an introduction to the theory of interacting particle systems. The main subjects are the construction using generators and graphical representations, the mean field limit, stochastic order, duality, and the relation…

Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment governed by a Gaussian noise $W=\{W(t, x),t\geq 0,x\in\mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g$. We consider the occupation time process…

We develop a unified geometric framework for coadapted Brownian couplings on radially isoparametric manifolds (RIM)--spaces whose geodesic spheres have principal curvatures $\kappa_1(r),\dots,\kappa_{n-1}(r)$ depending only on the geodesic…

In this study, a new and natural way of constructing a stochastic Susceptible-Infected-Susceptible (SIS) model is proposed. This approach is natural in the sense that the disease transmission rate, $\beta$, is substituted with a generic,…