概率论

We prove Russo-Seymour-Welsh type crossing estimates for the FK-Ising model on general s-embeddings whose origami map has an asymptotic Lipschitz constant strictly smaller than $1$, provided a mild non-degeneracy assumption is satisfied.…

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

The asymptotic behavior for fully coupled multiscale stochastic systems becomes much complicated when the fast processes do not locate in a compact space. An example is constructed to show that the averaged coefficients may become…

We introduce a generalization of Kingman's coalescent on $[n]$ that we call the Kingman coalescent on a graph $G = ([n],E)$. Specifically, we generalize a forest valued representation of the coalescent introduced in Addario-Berry and Eslava…

Markov chains in random environments (MCREs) have recently attracted renewed interest, as these processes naturally arise in many applications, such as econometrics and machine learning. Although specific asymptotic results, such as the law…

We show that each of the regularity properties of regular conditional distributions of correspondences (convexity, closedness, compactness, and preservation of closed graphs) is equivalent to the condition of nowhere equivalence. This…

This work analyzes and compares the asymptotic properties of the covariance matrices of vectors of volume power functionals of random Vietoris-Rips complexes, as the intensity of the underlying homogeneous Poisson point process grows.…

We study an extension of the Cox-Ingersoll-Ross (CIR) process that incorporates jumps at deterministic dates, referred to as stochastic discontinuities. Our main motivation stems from short-rate modelling in the context of overnight rates,…

In this paper, we obtain a local limit theorem for the Kemperman's model of oscillating random walk on $\mathbb{Z}$; it extends the existing results for classical random walks on $\mathbb Z$ or reflected random walks on $\mathbb N_0$. The…

This work focuses on a class of functional stochastic Hamiltonian systems with singular coefficients and state-dependent switching, in which the switching process has a countably infinite state space. First, by Girsanov's transformation, we…

We show that the law of the $\gamma$-LQG metric (appropriately renormalized) is continuous in $\gamma \in (0,2)$ with respect to the local uniform topology of metrics on $\mathbf{C} \times \mathbf{C}$ whenever $\gamma$ lies on compact…

We study the Sine$_\beta$ process, the bulk point process scaling limit of beta-ensembles. We provide a representation of its pair correlation function for all $\beta>0$ via a stochastic differential equation. We show that the pair…

We study settings in which mixture and joint distributions satisfy a Poincar\'{e} (or log-Sobolev) inequality induced by a marginal and a collection of conditional distributions that are assumed to satisfy Poincar\'{e} (or log-Sobolev,…

This work focuses on a class of stochastic Hamiltonian type jump diffusion systems with state-dependent switching, in which the switching component has countably infinite many states. First,the existence and uniqueness of the underlying…

This study proposes a new stochastic model where the diffusion coefficient involves a state-dependent variable exponent function $p(\cdot)$. This new theoretically flexible framework generalizes the classical Cox-Ingersol-Ross model. The…

The present work is concerned with Gaussian integrals on simply connected non-positively curved Riemannian symmetric spaces. It is motivated by the aim of explicitly finding the high-rank limit of these integrals for each of the eleven…

We study the dynamics of gradient flow in high dimensions for the multi-spiked tensor problem, where the goal is to estimate $r$ unknown signal vectors (spikes) from noisy Gaussian tensor observations. Specifically, we analyze the maximum…

In this work, we propose a large-graph limit estimate of the matching coverage for several matching algorithms, on general graphs generated by the configuration model. For a wide class of {\em local} matching algorithms, namely, algorithms…

We consider the $\phi^4_1$ measure in an interval of length $\ell$, defined by a symmetric double-well potential $W$ and inverse temperature $\beta$. Our results concern its asymptotic behavior in the joint limit $\beta, \ell \to \infty$,…

In this paper, we prove pathwise uniqueness for stochastic differential equations in infinite dimension. Under our assumptions, we are able to consider the stochastic heat equation up to dimension $3$, the stochastic damped wave equation in…