概率论

We introduce a new perspective on positive continuous additive functionals (PCAFs) of Markov processes, which we call space--time occupation measures (STOMs). This notion provides a natural generalization of classical occupation times and…

Interacting random matrix systems are fundamental to modern theoretical physics and data science, yet a unified framework for their analysis has been lacking. This work introduces such a universal framework, built upon two novel concepts:…

The adapted Wasserstein ($AW$) distance refines the classical Wasserstein ($W$) distance by incorporating the temporal structure of stochastic processes. This makes the $AW$-distance well-suited as a robust distance for many dynamic…

In this paper, we study a multidimensional risk model with a common renewal process and in the presence of a constant interest force. The claim sizes are independent and identically distributed random vectors, with the distribution of…

We define the log-gamma sheet and the log-gamma landscape in terms of the 2-parameter and 4-parameter free energy of the log-gamma polymer model and prove that they converge to the Airy sheet and the directed landscape, which are central…

We study stochastic optimal control of rough stochastic differential equations (RSDEs). This is in the spirit of the pathwise control problem (Lions--Souganidis 1998, Buckdahn--Ma 2007; also Davis--Burstein 1992), with renewed interest and…

Let $H_n$ be the row space of a signed adjacency matrix of a $C_4$-free bipartite bi-regular graph in which one part has degree $d(n)\to\infty$ and the other part has degree $k+1$ where $k\geq 1$ is a fixed integer. We show that the local…

We investigate multivariate regular variation in the context of time-homogeneous Markov chains on general vector spaces and in random coefficient linear models. In the first part, we show that the regular variation of the stationary…

We consider the Busemann process in planar directed first passage percolation. We extend existing techniques to establish the existence of the process in our setting and determine its distribution in a number of integrable models. As…

Many results in probability (most famously, Strassen's theorem on stochastic domination), characterize some relationship between probability distributions in terms of the existence of a particular structured coupling between them. Optimal…

We provide a simpler proof of a sharp concentration inequality for subgaussian simple tensors obtained recently by Al-Ghattas, Chen and Sanz-Alonso. Our approach uses a matrix deviation inequality for $\ell^p$ norms and a basic chaining…

We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…

We consider a random connection model (RCM) on a general space driven by a Poisson process whose intensity measure is scaled by a parameter $t\ge 0$. We say that the infinite clusters are deletion stable if the removal of a Poisson point…

Consider the stationary measure of open asymmetric simple exclusion process (ASEP) on the lattice $\{1,\dots,n\}$. Taking $n$ to infinity while fixing the jump rates, this measure converges to a measure on the semi-infinite lattice. In the…

In this paper, we study a broad class of McKean-Vlasov stochastic variational inequalities (MVSVIs), where both the drift coefficient $b$ and the diffusion coefficient $\sigma$ depend on time $t$, the state $X_t$ and its distribution…

We prove large deviation principles for the distribution of the empirical measure of the eigenvalues of Lax matrices following the Generalized Gibbs ensembles of the classical Toda chain introduced in [10]. We deduce the almost sure…

Motivated by questions in social networks, distributed computing and probabilistic combinatorics, the last few years have seen increasing interest in network evolution models where new vertices entering the system need to make decisions…

In this paper, we consider the Ising model on the complete graph, also known as the Curie-Weiss model, and establish the limit profile of the Glauber dynamics in the high-temperature regime. Our strategy is a two-dimensional analog of the…

We prove that the probability the frog model with death and drift on the $d$-ary tree is recurrent can be made positive and thus is not monotone in the drift parameter.

This survey explores the foundational theory and recent developments in the study of hyperuniformity. We present a comprehensive mathematical framework in the context of weakly stationary random measures, emphasizing spectral…