概率论
We establish sharp asymptotic bounds for the critical intensity of the Finitary Random Interlacements (FRI) model in four and higher dimensions with general trajectory length distributions. Our proof reveals that the construction of…
We consider a pure jump process $\{X_t\}_{t\ge 0}$ with values in a finite state space $S= \{1, \ldots, d\}$ for which the jump rates at time instant $t$ depend on the occupation measure $L_t \doteq t^{-1} \int_0^t \delta_{X_s}\,ds$. Such…
This is a free textbook suitable for a one-semester course on Markov chains, covering basics of finite-state chains, many classical models, asymptotic behavior and mixing times, Monte Carlo methods, and martingales and harmonic functions.…
This paper studies high-order partial differential equations with random initial conditions that have both long-memory and cyclic behavior. The cases of random initial conditions with the spectral singularities, both at zero (representing…
In this paper we consider $\phi$-mixing measures and show that the limiting return times distribution is compound Poisson distribution as the target sets shrink to a zero measure set. The approach we use generalises a method given by Galves…
The purpose of this note is to prove the celebrated Discrete Renewal Theorem in a common special case. We use only very elementary methods from real analysis, rather than markov chain theory, complex analysis, or generating functions.…
The aim of this paper is to investigate the spectral theory of unimodular random graphs and graphings representing them. We prove that Bernoulli graphings are relatively Ramanujan with respect to their skeleton Markov chain. That is, the…
Tournaments are competitions between a number of teams, the outcome of which determines the relative strength or rank of each team. In many cases, the strength of a team in the tournament is given by a score. Perhaps, the most striking…
A random planar quadrangulation process is introduced as an approximation for certain cellular automata in terms of random growth of rays from a given set of points. This model turns out to be a particular (rectangular) case of the…
We discuss equivalent formulations of the control of conditional processes introduced by Lions. In this problem, a controlled diffusion process is killed once it hits the boundary of a given domain and the controller's reward is computed…
We build and study a recursive algorithm based on the occupation measure of an Euler scheme with decreasing step for the numerical approximation of the quasistationary distribution (QSD) of an elliptic diffusion in a bounded domain. We…
We investigate three types of Internal Diffusion Limited Aggregation (IDLA) models. These models are based on simple random walks on $\mathbf{Z}^2$ with infinitely many sources that are the points of the vertical axis…
The method of 'coupling from the past' permits exact sampling from the invariant distribution of a Markov chain on a finite state space. The coupling is successful whenever the stochastic dynamics are such that there is coalescence of all…
The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation. It is known that under some technical assumptions, a Gaussian convergence can be…
Internal Diffusion Limited Aggregation is an interacting particle system that describes the growth of a random cluster governed by the boundary harmonic measure seen from an internal point. Our paper studies IDLA in $\mathbb{Z}^d$ driven by…
In the mating-of-trees approach to Schramm-Loewner evolution (SLE) and Liouville quantum gravity (LQG), it is natural to consider two pairs of correlated Brownian motions coupled together. This arises in the scaling limit of…
We affirmatively resolve the energy image density conjecture of Bouleau and Hirsch (1986). Beyond the original framework of Dirichlet structures, we establish the energy image density property in several related settings. In particular, we…
We prove a generalised second-order Boltzmann-Gibbs principle for conservative interacting particle systems on a lattice whose stationary measures are not of product type and not invariant under particle jumps. The result, which requires…
We consider stochastic 2D Euler equations with $L^2$-initial vorticity and driven by L\'evy transport noise in the Marcus sense. Under a suitable scaling limit of the noises, we prove that the weak solutions converge weakly to the unique…
We study the qualitative properties of solutions to the 2D stochastic Navier-Stokes equations with forcing that is white in time and coloured in space. Our main result shows that the unique invariant measure of this system is equivalent to…