概率论

We consider Jack measures on partitions with homogeneous defining specializations. For each of the six distinct classes of measures obtained this way we prove a global law of large numbers with an explicit limiting particle density. We also…

Let $W_t(\theta)$ be the Biggins martingale of a supercritical branching L\'evy process with non-local branching mechanism, and denote by $W_\infty(\theta)$ its limit. In this paper, we first study moment properties of $W_t(\theta)$ and…

We investigate noise sensitivity beyond the classical setting of binary random variables, extending the celebrated result by Benjamini, Kalai, and Schramm to a wide class of functions of general random variables. Our approach yields…

In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…

We consider the East model in $\mathbb Z^d$, an example of a kinetically constrained interacting particle system with oriented constraints, together with one of its natural variant. Under any ergodic boundary condition it is known that the…

We show how Langevin diffusions can be interpreted in the context of stochastic Hamiltonian systems with structure-preserving noise and dissipation on reductive Lie groups. Reductive Lie groups provide the setting in which the Lie group…

In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…

We establish the scaling limit of the geodesics to the root for the first passage percolation distance on random planar maps. We first describe the scaling limit of the number of faces along the geodesics. This result enables us to compare…

We consider the simple random walk on $\mathbb{Z}^d$ killed with probability $p(|x|)$ at site $x$ for a function $p$ decaying at infinity. Due to recurrence in dimension $d=2$, the killed random walk (KRW) dies almost surely if $p$ is…

We prove quantitative homogenization results for harmonic functions on supercritical continuum percolation clusters--that is, Poisson point clouds with edges connecting points which are closer than some fixed distance. We show that, on…

Consider balls $\Lambda_n$ of growing volumes in the $d$-dimensional hierarchical lattice, and place edges independently between each pair of vertices $x\neq y\in\Lambda_n$ with probability $1-\exp(-\beta J(x, y) )$ where $J(x, y) \asymp \|…

We study FK-percolation where the edge parameters are chosen as independent random variables in the near-critical regime. We show that if these parameters satisfy a natural centering condition around the critical point, then the quenched…

Using the formalism of differential equations, we introduce a new method to continuously deform the $s$-embeddings associated with a family of Ising models as their coupling constants vary. This provides a geometric interpretation of the…

We introduce the notion of a Young generating function for a probability measure on integer partitions. We use this object to characterize probability distributions over integer partitions satisfying a law of large numbers and those that…

We consider the filtering and smoothing problems for an infinite-dimensional diffusion process X, observed through a finite-dimensional representation at discrete points in time. At the heart of our proposed methodology lies the…

This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…

We consider a large class of bullet models that contains, in particular, the colliding bullet model with creations and a new loop model. For this large class of bullet models, we give sufficient conditions on their parameter to be…

Spin glass models with quadratic-type Hamiltonians are disordered statistical physics systems with competing ferromagnetic and anti-ferromagnetic spin interactions. The corresponding Gibbs measures belong to the exponential family…

In the broadcasting problem on trees, a $\{-1,1\}$-message originating in an unknown node is passed along the tree with a certain error probability $q$. The goal is to estimate the original message without knowing the order in which the…

The Random Walk Pinning Model (RWPM) is a statistical mechanics model in which the trajectory of a continuous time random walk $X=(X_t)_{t\geq 0}$ is rewarded according to the time it spends together with a moving catalyst. More…