概率论
We continue the study of the geometry of infinite geodesics in first passage percolation (FPP) on Gromov-hyperbolic groups G, initiated by Benjamini-Tessera and developed further by the authors. It was shown earlier by the authors that,…
We provide a novel characterization of the $n$-th degree bounded stochastic dominance (BSD) order, linking it to the risk tolerance of decision-makers and providing a decision-theoretic foundation for these stochastic orders. Our results…
We establish the first existence and uniqueness result for mild solutions of abstract stochastic evolution equations driven by arbitrary cylindrical L\'evy processes in Hilbert spaces. The coefficients are assumed to satisfy global…
Given a (possibly infinite) subset $A$ of the natural numbers, we ask how many times a fair six-sided die must be rolled until the rolled numbers add up to an element of $A$. Using a one-dimensional dynamic programming recursion together…
We study a class of interacting nonlinear Hawkes point processes on the integer lattice in which each component is reset after its own jumps. The intensity of a component depends on the post-reset activity of its nearest neighbours, which…
The small mass $\mu$ limit of an inertial system driven by an Ornstein Uhlenbeck fluid force, with correlation time $\epsilon$ going to zero, leads to a first order system with an additional drift, which we call inertial-It\^{o}-drift,…
We develop a hydrodynamic theory for a height-dependent version of the totally asymmetric simple exclusion process in which the jump rate at a growth site is sampled from a macroscopic two-dimensional speed function evaluated at the spatial…
We establish the existence of probabilistically weak, renormalized kinetic solutions to the Dean--Kawasaki equation with singular interaction kernels, including those of Biot--Savart and Keller--Segel type. Under a suitable regularization…
It is well-known that additive interacting particle systems with a local state space of cardinality two have a percolation representation in terms of open paths in a graphical representation. In this paper, it is shown how such a…
We give an online algorithm that keeps a symmetric random walk inside a convex body by discarding some of its steps. The expected number of discarded steps is controlled by a Fisher-information-type quantity associated with the body. For…
We study what remains detectable about one-sided Poisson cluster processes after cluster orientation is erased. We construct matched reversible cluster nulls preserving intensity and the full Bartlett spectrum, showing that second-order…
This paper establishes mesoscopic rates of convergence in the $L^1$-Wasserstein distance for eigenvalue determinantal point processes (DPPs) derived from the Laguerre Unitary Ensemble (LUE) to the corresponding limiting point process (Airy…
For the low-temperature two-dimensional Ising model, the two pure Gibbs phases exhaust the extremal equilibrium states, but not the pathwise absorbing structure of the Glauber dynamics. Let \[ P^\pm=\{\sigma:M_n(\sigma)\to \pm…
We study a class of interacting particle systems on $\mathbb{R}$ with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump rates $v_+$, $v_-$ and stochastic type switching driven by…
We study the sample complexity of empirical plug-in estimation for the powered even-order Gromov-Wasserstein functional between compactly supported probability measures on $\mathbb{R}^{d_x}$ and $\mathbb{R}^{d_y}$. For every fixed pair of…
The duality $L^{\infty}\simeq (L^{1})'$ frequently breaks down in the presence of model uncertainty, where a single reference measure $P$ is replaced by a non-dominated family of probability measures $\mathcal{P}$. The unavailability of…
We study the Ising model on a two-community stochastic block model, where $n$ spins are split into two equal groups with inter-community interaction parameter $\alpha_n\in[0,1]$. We provide a complete characterization of the phase diagram…
We investigate the martingale Schr\"odinger bridge, recently introduced by Nutz and Wiesel as a distinguished martingale transport plan between two probability measures in convex order. We show that this construction extends naturally to…
Special functions have always played a central role in physics and in mathematics, arising as solutions of nonlinear differential equations, as well as in the theory of branching processes, which extensively uses probability generating…
In this paper we consider the expansion of the Feller semigroup of a one-dimensional It\^o diffusion as a power series in time. Taking our moves from previous results on expansions labelled by exotic trees, we derive an explicit expression…