概率论

We solve constrained optimal transport problems in which the marginal laws are given by the laws of solutions of stochastic differential equations (SDEs). We consider SDEs with irregular coefficients, making only minimal regularity…

We consider two interacting particles on the circle. The particles are subject to stochastic forcing, which is modeled by white noise. In addition, one of the particles is subject to friction, which models energy dissipation due to the…

We analyze dynamic random network models where younger vertices connect to older ones with probabilities proportional to their degrees as well as a propensity kernel governed by their attribute types. Using stochastic approximation…

Let $c$ be the constant such that the expected length of the Euclidean minimum spanning tree of $n$ random points in the unit square is $c \sqrt{n}$ in the limit, when $n$ goes to infinity. We improve the prior best lower bound of $0.6008…

We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…

Let $\{Z_{n}\}_{n\geq0}$ be a critical Galton--Waston branching process with finite variance $\sigma^{2}$. Spitzer (unpublished), Lamperti and Ney (1968) proved that for any fixed $0<t<1$,…

We study a labeled variant of the classical Coupon Collector Problem (CCP), recently introduced by Tan et al., where coupons arrive in groups and only the set of labels is revealed. The goal is to determine the expected number of group…

We develop a Malliavin calculus for nonlinear Hawkes processes in the sense of Carlen and Pardoux. This approach, based on perturbations of the jump times of the process, enables the construction of a local Dirichlet form. As an…

We consider random vectors $X$ that satisfy the equation in law $X=AX+B$, where $A$ is a given random diagonal matrix and $B$ a given random vector, both independent of $X$. It is well known by the works of Kesten and Goldie that the…

The decoupled standard random walk is a sequence of independent random variables $(\hat S_n)_{n\geq 1}$, in which $\hat S_n$ has the same distribution as the position at time $n$ of a standard random walk with nonnegative jumps. Denote by…

We study a $d$-dimensional random walk with zero mean and finite variance in the Weyl chambers of type C and D. Under optimal moment assumptions we construct positive harmonic functions for random walks killed on exiting Weyl chambers. We…

We establish a mass gap, prove the existence of a unique infinite volume limit, and give a new proof of the large $N$ limit for $\mathrm{U}(N)$ lattice Yang-Mills theory in the 't Hooft regime. These results were previously obtained for…

A Gilbert-Shannon-Reeds (GSR) shuffle is performed on a deck of $N$ cards by cutting the top $n\sim Bin(N,1/2)$ cards and interleaving the two resulting piles uniformly at random. The celebrated "Seven shuffles suffice" theorem of…

Two sets of objects of size $n$ are to be matched to each other based on i.i.d. costs associated to every pair of objects. Objects prefer to be matched as cheaply as possible, and a matching is said to be stable if there is no pair of…

This paper studies long range random walks on ${\mathbb{Z}_q}^d$. $X_{t+1} = X_t + Z_t \mod q$, with $(Z_t)$ independent and identically distributed. Multiple entries of $Z_t$ can be non-zero in a transition. An emphasis is on finding the…

We study locally interacting processes in discrete time, often called probabilistic cellular automata, indexed by locally finite graphs. For infinite regular trees and certain generalized Galton-Watson trees, we show that the marginal…

Path-dependence is a defining feature of many real-world systems, with applications ranging from population dynamics to rough volatility models and electricity spot prices. In stochastic Volterra equations (SVEs), such dependence is encoded…

In this paper we construct scalar cumulants for stable random matrix models with single trace interactions of arbitrarily high even order by Weingarten calculus. We obtain explicit and convergent expansions for these scalar cumulants in the…

This paper investigates a class of slow--fast systems of rough partial differential equations defined over a monotone family of interpolation Hilbert spaces. By employing the controlled rough path framework tailored to a monotone family of…

We consider the random field defined by the layering numbers of the Brownian loop soup in a bounded simply connected domain in the complex plane. We call this the layering field and show that, after a suitable renormalization, it converges…