概率论
This article investigates the question of disorder relevance for the continuous-time Random Walk Pinning Model (RWPM) and completes the results of our companion paper. The RWPM considers a continuous time random walk $X=(X_t)_{t\geq 0}$,…
In this article, we are interested in convexity properties of the free energy for stationary point processes on $\mathbb R$ w.r.t.\ a new geometry inspired by optimal transport. We will show for a rich class of pairwise interaction energies…
Brox's diffusion is a typical one-dimensional singular diffusion, which was introduced by Brox (1986) as a continuous analogue of Sinai's random walk. In this paper, we will establish quenched heat kernel estimates for short time and…
Given $u$ and $v$ in $\mathbb{Z}^d$, say that $u$ is visible from $v$ if the segment from $u$ to $v$ contains exactly two elements, which are $u$ and $v$. Take $X$ "uniformly at random in $\mathbb{Z}^d$" and colour each vertex $u$ of…
We consider the rank-1 inhomogeneous random graph in the Brownian regime in the critical window. Aldous studied the weights of the components, and showed that this ordered sequence converges in the $\ell^2$-topology to the ordered…
We study an interacting particle system of a finite number of labelled particles on the integer lattice, in which particles have intrinsic masses and left/right jump rates. If a particle is the minimal-label particle at its site when it…
We extend the theory of regularity structures [Hai14] to allow processes belonging to locally $m$-convex topological algebras. This extension includes processes in the locally $C^{*}$-algebras of [CHP25] used to localise singular stochastic…
We derive some rather general, but complicated, formulae to compute the survival function and the first passage time distribution of the $n^\text{th}$ coordinate of a many-body stochastic process in the presence of a killing barrier. First…
Given $d \in {\bf N}, \lambda >0$, the random connection model in a region $A \subseteq {\bf R}^d$ is a graph with vertex set given by a homogeneous Poisson point process of intensity $\lambda $ in $A$, with an edge placed between each pair…
This paper investigates the entropy production rate and time-reversibility for general jump diffusions (L\'{e}vy processes) on $\mathbb{R}^n$. We first formulate the entropy production rate and explore its associated thermodynamic relations…
Suppose $\{X_{t}:t\ge 0\}$ is a supercritical superprocess on a Luzin space $E$, with a non-local branching mechanism and probabilities $\mathbb{P}_{\delta_{x}}$, when initiated from a unit mass at $x\in E$. By ``supercritical", we mean…
In this paper, we introduce a spatial model for dormancy in random environment via a two-type branching random walk in continuous-time, where individuals can switch between dormant and active states through spontaneous switching independent…
In this paper, we simulate diffusion bridges by using an approximation of the Wiener-chaos expansion (WCE), or a Fourier-Hermite expansion, for a related diffusion process. Indeed, we consider the solution of stochastic differential…
We study independent long-range percolation on $\mathbb{Z}^d$ where the nearest-neighbor edges are always open and the probability that two vertices $x,y$ with $\|x-y\|>1$ are connected by an edge is proportional to…
We introduce and study a two-player zero-sum game between a probabilist and Nature defined by a convex function $f$, a finite collection $\mathcal{B}$ of Markov generators (or its convex hull), and a target distribution $\pi$. The…
The expected signature kernel arises in statistical learning tasks as a similarity measure of probability measures on path space. Computing this kernel for known classes of stochastic processes is an important problem that, in particular,…
A well-known theorem due to Fefferman provides a characterization of Fourier multipliers from $H^1(\mathbb{T})$ to $\ell^1$, i.e. sequences $\left(\lambda_n\right)_{n=0}^\infty$ such that \[\sum_{n=0}^\infty \left|\lambda_n…
The branching rule for the tower of wreath products of a finite group by the symmetric groups induces a stochastic process on the set of multiple Young diagrams through random transitions of boxes of the diagrams between one another. We…
In this paper, we study the edge eigenvalues of random geometric graphs (RGGs) generated by multivariate Gaussian samples in the sparse regime under a broad class of distance metrics. Previous work on edge eigenvalues under related setups…
We consider the new class $\boldsymbol{Q}$ of rational-infinitely (or quasi-infinitely) divisible distribution functions on the real line. By definition, $F\in \boldsymbol{Q}$ if there are some infinitely divisible distribution functions…