概率论

In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…

Based on their earlier studies of the arcsine law, Pitman and Yor in \cite{PY97} constructed a widely adopted PD($\alpha, \theta)$ family of random mass-partitions with parameters $\alpha \in [0,1),\ \theta+\alpha>0$. We propose an…

We study stationary solutions of McKean-Vlasov equations on the circle. Our main contributions stem from observing an exact equivalence between solutions of the stationary McKean-Vlasov equation and an infinite-dimensional quadratic system…

We develop a variant of Stein's method of comparison of generators to bound the Kolmogorov, total variation, and Wasserstein-1 distances between distributions on the real line. Our discrepancy is expressed in terms of the ratio of reverse…

Consider $F$ an element of the $p$-th Wiener chaos $\WW_p$, and denote by $\prob_F$ its law. For a positive integer $m$, let $\boldsymbol{\gamma}_{F,m}$ be the Radon measure with density $x \mapsto \frac{e^{-x^2/2}}{\sqrt{2\pi}} \left(1 +…

We prove the large deviation principle for the conditional Gibbs measure associated with the focusing Gross Pitaevskii equation in the low temperature regime. This conditional measure is of mixed type, being canonical in energy and…

In this article, we look at a hat-guessing game, in which each player must guess the color of their own hat while only seeing the hats of the other players. We focus on the case of two hat colors and a countably infinite number of players.…

Reversible Markov chains play a central role in stochastic modelling and in algorithms such as Markov chain Monte Carlo (MCMC). Motivated by the fundamental importance of reversibility in classical settings, this paper develops a…

We study the phenomenon of explosion in general (Crump-Mode-Jagers) branching processes, which refers to the event where an infinite number of individuals are born in finite time. In a critical setting where the expected number of immediate…

In this article, we study the McKean-Vlasov neutral stochastic differential delay equations driven by fractional Brownian motion with super-linearly growing coefficients, where the Hurst exponent $H\in(1/2,1)$. The existence and uniqueness…

In this note, we present a novel connection between a multi-type (vector) multiplicative coalescent process and a multi-type branching process with Poisson offspring distributions. More specifically, we show that the equations that govern…

We study the optimal control of path-dependent piecewise deterministic processes. An appropriate dynamic programming principle is established. We prove that the associated value function is the unique minimax solution of the corresponding…

We focus on the partial sum $S_{n}=X_{1}+\cdots+X_{n}$ of the critical branching process with immigration $\{X_{n}\}$, when the offspring $\xi$ is regularly varying with index $\nu+1$ and the immigration $\eta$ is regularly varying with…

In this paper we prove a scaling limit result for the component of the root in the Wired Minimal Spanning Forest (WMSF) of the Poisson-Weighted Infinite Tree (PWIT), where the latter tree arises as the local weak limit of the Minimal…

We study random walks on metric spaces with contracting isometries. In this first article of the series, we establish sharp deviation inequalities by adapting Gou\"ezel's pivotal time construction. As an application, we establish the…

We consider a little-known abstract decomposition result for positive measures due to Dellacherie, and show that it yields many decompositions of measures, several of which are new. We then extend Dellacherie's result to (controlled) vector…

Probability boxes, also known as $p$-boxes, correspond to sets of probability distributions bounded by a pair of distribution functions. They fall into the class of models known as imprecise probabilities. One of the central questions…

We prove the conjecture about the probability that Pn of Bernulli +- 1 square matrix to be singular and asymptotic expansion of Pn.

We consider sufficiently spread-out Bernoulli percolation in dimensions ${d>6}$. We present a short and simple proof of the up-to-constants estimate for the one-arm probability in both the full-space and half-space settings. These results…

Using a stochastic control approach we establish couplings of the Liouville field and the sinh-Gordon field with the Gaussian free field in dimension $d=2$, such that the difference is in a Sobolev space of regularity $\alpha>1$. The…