概率论

The two-dimensional one-component plasma (OCP) is a model of electrically charged particles which are embedded in a uniform background of the opposite charge, and interact through a logarithmic potential. More than 30 years ago, Jancovici,…

The study of first passage percolation (FPP) for the random interlacements model has been initiated in arXiv:2112.12096, where it is shown that on $\mathbb{Z}^d$, $d\geq 3$, the FPP distance is comparable to the graph distance with high…

This work studies the tail exponents for the height function of the stationary stochastic six vertex model in the moderate deviations regime. For the upper tail of the height function we find upper and lower bounds of matching order, with a…

We consider the multiple quantile hedging problem, which is a class of partial hedging problems containing as special examples the quantile hedging problem (F{\"o}llmer \& Leukert 1999) and the PnL matching problem (introduced in Bouchard…

We revisit the classical phenomenon of duality between random integer-valued height functions with positive definite potentials and abelian spin models with O(2) symmetry. We use it to derive new results in quite high generality including:…

In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional…

We provide error bounds for the N-intertwined mean-field approximation (NIMFA) for local density-dependent Markov population processes with a well-distributed underlying network structure showing NIMFA being accurate when a typical vertex…

For a large class of amenable transient weighted graphs $G$, we prove that the sign clusters of the Gaussian free field on $G$ fall into a regime of strong supercriticality, in which two infinite sign clusters dominate (one for each sign),…

The present paper is devoted to the study of mean-field backward stochastic differential equations (MFBSDEs) with double mean reflections whose generators are not Lipschitz continuous. With the help of the Skorokhod problem and some a…

This paper investigates $L^{1}$ solutions for mean-field backward stochastic differential equations (MFBSDEs) under different weak assumptions in both one-dimensional and multi-dimensional settings, whose generator $f(\omega,t,y,z,\mu)$…

In this paper, we study a class of unbalanced step-reinforced random walks that unifies the elephant random walk, the positively step-reinforced random walk, and the negatively step-reinforced random walk. By establishing a connection with…

A matrix random walk is a stochastic process of the form $B_k = (I+A_1)\cdots(I+A_k)$ where $A_j$ are independent ``step'' matrices in $\mathrm{M}_N(\mathbb{C})$. With the right entry-covariance, a rescaled matrix random walk converges to…

Given a metric measure space $M:=(X,d,\mu)$ the Onsager-Machlup (OM) functional is a real valued function that has been seen as a generalized notion of a probability density function. The effect of reweighting the measure on OM functionals…

The Zagreb index, which is defined as the sum of squares of degrees of the nodes of a tree, was studied in previous works by martingale techniques for random non-plane recursive trees and classes of random trees which are close to random…

Sparse graphs with bounded average degree form a rich class of discrete structures where local geometry strongly influences global behavior. The Benjamini-Schramm (BS) convergence offers a natural framework to describe their asymptotic…

In this note we prove that the Fourier dimension of the graph $G(B)$ of a fractional Brownian motion $B$ with Hurst parameter $H\in(0,1/2)$ is equal to 1. This finishes to solve a conjecture by Fraser and Sahlsten. It also yields an exact…

We prove central limit theorems, Berry-Esseen type theorems, almost sure invariance principles, large deviations and Livsic type regularity for partial sums of the form $S_n=\sum_{j=0}^{n-1}f_j(...,X_{j-1},X_j,X_{j+1},...)$, where $(X_j)$…

In this article, we prove the cutoff phenomenon for a general class of the discrete-time nonlinear recombination models. This system models the evolution of a probability measure on a finite product space $S^n$ representing the state of…

We study the speed of convergence of the Swendsen-Wang (SW) dynamics for the $q$-state ferromagnetic Potts model on the $n$-vertex complete graph, known as the mean-field model. The SW dynamics was introduced as an attractive alternative to…

We consider the Schramm-Loewner evolution (SLE$_\kappa$) for $\kappa \in (4,8)$, which is the regime where the curve is self-intersecting but not space-filling. We show that there exists $\delta_0>0$ such that for $\kappa \in (8 -…