概率论

We study the saddlepoint approximation (SPA) for sums of $n$ i.i.d. random vectors $X_i\in\mathbb R^d$ in growing dimensions. SPA provides highly accurate approximations to probability densities and distribution functions via the moment…

A Backward Stochastic Differential Equation (BSDE) with a Peano-type generator, is known to have infinitely many solutions when the terminal value is vanishing, and is shown to have possibly multiple solutions even when the terminal value…

We consider a slow-fast stochastic process where the slow component is a jump process on a measurable index set whose transition rates depend on the position of the fast component. Between the jumps, the fast component evolves according to…

The contact process with an asymptomatic state, introduced in [Belhadji, Lanchier and Mercer, Stochastic Process. Appl., 176:104417, 2024], is a natural variant of the basic contact process that distinguishes between asymptomatic (state 1)…

In this note we examine the relationship between two-dimensional Coulomb systems and the thermal equilibrium measure, such as defined in the lecture notes [arXiv:2407.21194v1], pointing out some of its discrepancies with respect to the…

We develop Brenier theorems on iterated Wasserstein spaces. For a separable Hilbert space $H$ and $N\geq 1$, we construct a full-support probability $\Lambda$ on $P_2^{N}(H)= P_2(... P_2(H)...)$ that is transport regular: for every $Q$ with…

We investigate real eigenvalues of real elliptic Ginibre matrices of size $n$, indexed by the parameter of asymmetry $\tau \in [0,1]$. In both the strongly and weakly non-Hermitian regimes, where $\tau \in [0,1)$ is fixed or…

In [arXiv:1701.00018, arXiv:2107.07984] an explicit biorthogonalization method was developed that applies to a class of determinantal measures which describe the evolution of several variants of classical interacting particle systems in the…

We study independent long-range percolation on $\mathbb{Z}^d$ where the vertices $u$ and $v$ are connected with probability asymptotic to $\frac{\beta}{\|u-v\|^{2d}}$ for $\|u-v\|_\infty\geq 2$ and with probability 1 for $\|u-v\|_\infty=1$,…

We study the behaviour of the rightmost occupied site in two models: the Spont process and the contact process with inherited sterility, in dimension 1. Both can be viewed as contact processes evolving in dynamic random environments, where…

Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…

In this note, we study a condition introduced by Gordin and Lif{\v s}ic in 1981 to establish the Central Limit Theorem for additive functionals of stationary Markov chains with normal transition operator. In the more general setting of…

This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…

Kinetically constrained models (KCMs) are interacting particle systems introduced in the '80s by physicists to have accessible stochastic models with glassy-type dynamics. The key mechanism behind the complex evolution of these otherwise…

We introduce a novel approach for studying random k-coverage, using Morse theory for the k-nearest neighbor (k-NN) distance function. We prove a sharp phase transition for the number of critical points of the k-NN distance function, from…

We asked GPT-5 Pro to look for counterexamples among a public list of open problems (the Simons ``Real Analysis in Computer Science'' collection). After several numerical experiments, it suggested a counterexample for the Non-Interactive…

Continuous-time Markov chains on non-negative integers can be used for modeling biological systems, population dynamics, and queueing models. Qualitative behaviors of birth-and-death models, typical examples of such one-dimensional…

This paper presents a unified geometric framework for Brownian motion on manifolds, encompassing intrinsic Riemannian manifolds, embedded submanifolds, and Lie groups. The approach constructs the stochastic differential equation by…

In this paper we study the mixing time of the simple random walk on the giant component of supercritical $d$-dimensional random geometric graphs generated by the unit intensity Poisson Point Process in a $d$-dimensional cube of volume $n$.…

We study the random walk on a finite dihedral group $G$ driven by the uniform measure on $k$ independently and uniformly chosen elements. We show that the walk exhibits cutoff with high probability throughout nearly the entire regime $1 \ll…