概率论
In this paper, we are concerned with the long-range voter model on lattices. We prove a stationary fluctuation theorem for the occupation time of the model under a proper time-space scaling. In several cases, the fluctuation limits are…
In this paper, we study equations with nonlinearity in the form of a double-well potential, randomised by a velocity-switching (telegraph) stochastic process. If the speed parameters of the randomisation are small, then this dynamics has…
This is the second part of a series of papers where we consider questions related to the tail profile of the bulk/boundary quotients of Gaussian multiplicative chaos measures appearing in boundary Liouville conformal field theory. In this…
This paper is a follow-up work of arxiv.org/abs/2101.05949. We study a non-directed polymer model in random environments. The polymer is represented by a simple symmetric random walk $S$ on $\mathbb{Z}^d$ with $d\geq2$ and the random…
This paper focuses on the invariant measure of McKean-Vlasov (MV) stochastic differential equations (SDEs) with common noise (wCN) whose coefficients depend on both the state and the measure. Using the existence of the unique solution of…
We study the maximum of the random assignment process on rectangular matrices. We derive first-order asymptotics for the expected maximum, prove a law of large numbers under mild tail assumptions, and obtain exponential upper bounds for the…
In this paper, we construct a Feller-Dynkin boundary process by applying the method of intertwiners to the coherent family, introduced in our previous work, of Laguerre processes with a fixed parameter. The corresponding boundary process is…
A synthetic study of Pitman's and L\'evy's theorems for one-dimensional Brownian bridges with arbitrary endpoints is provided.
We introduce and study two variants of two-stage growth dynamics in $\mathbb{Z}^2$ with state space $\{0,1,2\}^{\mathbb{Z}^2}$. In each variant, vertices in state $0$ can be changed irreversibly to state $1$, and vertices in state $1$ can…
We introduce a collection of nonlinear integrable partial differential-difference equations that are satisfied by the one-point distribution functions of some classical integrable KPZ models. Moreover, these equations can be regarded as…
The density conjecture for activated random walk on the interval was recently resolved using a new tool called layer percolation. As a step towards understanding how layer percolation extends to activated random walk on more complex graphs,…
We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type…
In this paper, we study reflecting Brownian motion with Poissonian resetting. After providing a probabilistic description of the phenomenon using jump diffusions and semigroups, we analyze the time-reversed process starting from the…
We consider the Monte-Carlo first visit algorithm, of which the goal is to find the optimal control in a Markov decision process with finite state space and finite number of possible actions. We show its convergence when the discount factor…
We determine the asymptotic size of the largest gap between bulk eigenvalues in complex Ginibre matrices.
In this paper, we investigate the cumulative distribution functions (CDFs) of the maximum and minimum of multivariate Poisson distributions with three dependence structures, namely, the common shock, comonotonic shock and…
This work introduces a new, explicit bound on the Hellinger distance between a continuous random variable and a Gaussian with matching mean and variance. As example applications, we derive a quantitative Hellinger central limit theorem and…
This paper introduces the Non-homogeneous Generalized Skellam process (NGSP) and its fractional version NGFSP by time changing it with an independent inverse stable subordinator. We study distributional properties for NGSP and NGFSP…
In this paper, we study the limiting behavior of the perimeter and diameter functionals of the convex hull spanned by the first $n$ steps of two planar random walks. As the main results, we obtain the strong law of large numbers and the…
Considering the damped wave equation with a Gaussian noise $F$ where $F$ is white in time and has a covariance function depending on spatial variables, we will see that this equation has a mild solution which is stationary in time $t$. We…