概率论

We introduce a stochastic optimal transport for the Langevin dynamics with positive mass and study its zero--mass limit. The new aspect of this paper is that we only fix the initial and terminal probability distributions of the positions of…

Let $1\le k\le n$ and $M$ be a random $n\times n$ matrix with independent uniformly random $\{\pm 1\}$-entries. We show that there exists an absolute constant $c > 0$ such that \[\mathbf{P}[\operatorname{rank}(M)\le n-k]\le \exp(-c nk).\]

We explicitly connect (discrete-time) quantum walks on Z with a four-state Markov additive process via a Feynman-type formula (2.5). Using this representation, we derive a relation between the spectral decomposition of the Markov additive…

We take scaling limits of the Bouchaud and Dean trap model on Parisi's tree in time scales where the dynamics is either ergodic (close to equilibrium) or aging (far from equilibrium). These results follow from a continuity theorem…

We give a substitute to Feller property for semigroups of time-changed processes; under some conditions this leads to establish sufficient (new) conditions for the semigroups to be Feller. Moreover, given a standard process and a sequence…

In this paper, we prove in a very weak regularity setting existence and uniqueness of quasi-stationary distributions as well as exponential conver- gence towards the quasi-stationary distribution for the generalized Langevin and the…

Two-pointed quantum disks with a weight parameter $W>0$ is a canonical family of finite-volume random surfaces in Liouville quantum gravity. We extend the conformal welding of quantum disks in [AHS23] to the non-simple regime, and give a…

In this paper, we present an almost sure central limit theorem (ASCLT) for the hyperbolic Anderson model (HAM) with a L\'evy white noise in a finite-variance setting, complementing a recent work by Balan and Zheng…

We prove that the diameter of threshold (zero temperature) Geometric Inhomogeneous Random Graphs (GIRG) is $\Theta(\log n)$. This has strong implications for the runtime of many distributed protocols on those graphs, which often have…

We study two different types of vector point processes with interacting components, introducing a migration-type effect. The first case concerns two groups which modify their states with rate functions depending on time only. This yields a…

A family of random matrices is said to converge strongly to a limiting family of operators if the operator norm of every noncommutative polynomial of the matrices converges to that of the limiting operators. Recent developments surrounding…

We define cyclic $U$-statistics as a variant of $U$-statistics based on variables $X_1,\dots,X_n$ that are assumed to be cyclically ordered. We also define alternating $U$-statistics where in the definition terms are summed with alternating…

We study the singular stochastic wave equation on $\mathbb T^2$, with a cubic nonlinearity and Gaussian rough Mat\'ern forcing (a Fourier multiplier of order $\alpha>0$ applied to space-time white noise) and establish local well-posedness…

These are lecture notes for a mini-course on stochastic sewing, taught at the University of Edinburgh and Beijing Institute of Technology in Spring/Summer 2025. The aim is to introduce the reader to stochastic sewing techniques and to show…

We study the critical centered branching random walk with offspring and displacement distributions having finite variance, under minimal assumptions on its structure. We show that the probability that the position of the right-most particle…

We study the asymptotic behavior of random dimer coverings of the one-periodic Aztec diamond in random environment. We investigate quenched limit theorems for the height function and we extend annealed limit theorems that were recently…

In this paper, we develop a general law of large numbers and central limit theorem for cumulative reward processes associated with finite state Markov jump processes with non-stationary transition rates. Such models commonly arise in…

In this paper we present the distribution of the telegraph meander, a random function obtained by conditioning the telegraph process to stay above the zero level. The reflection principle for finite-velocity random motions allows the law of…

We prove two results concerning percolation on general graphs. - We establish the converse of the classical Peierls argument: if the critical parameter for (uniform) percolation satisfies $p_c<1$, then the number of minimal cutsets of size…

Hermite and Laguerre $\beta$-ensembles are important and well studied models in random matrix theory with special cases $\beta=1,2,4$ corresponding to eigenvalues of classical random matrix ensembles. It is well known that the largest…