概率论

We consider nonlinear functionals of discrete Gaussian free fields with ergodic random conductances on a class of random subgraphs of $\mathbb{Z}^{2}$, including i.i.d. supercritical percolation clusters, where the conductances are possibly…

One of the classical results of mathematical population genetics states that the frequency of a beneficial mutant's offspring, on its way to fixation in a large population, looks like a logistic curve. A logarithmic scaling (both in height…

We study the existence and uniqueness, the regularity, and the long-time behavior of strong solutions to stochastic curve shortening flow driven by a transport-type pure jump L\'evy noise. To obtain the existence and uniqueness of strong…

We study cyclically monotone transport plans between measures in $\mathrm{M}_0(\mathbb{R}^d)$, the class of Borel measures on $\mathbb{R}^d \setminus \{0\}$ that are finite on sets bounded away from the origin but may have infinite total…

Fix a subset $S \subset \mathbb{R}^n$ of volume at most $c n$ that satisfies $S \cap (-S) = \emptyset$. We consider two point processes in $S$: the first is the Poisson point process of intensity one, and the second is the restriction of a…

We analyze the secretary problem in the case that the $n$ ranked items arrive not in uniformly random order but rather according to a certain type of Luce distribution or according to a Mallows distribution on the set $S_n$ of permutations…

We investigate the limit shape of the single-source model for stochastic sandpiles on the integer line subject to $p$--topplings. In this model, an initial configuration of $n\in\mathbb{N}$ particles is placed at the origin and stabilized…

We investigate the global well-posedness and asymptotic behavior of $L^2$-solutions to stochastic nonlinear Schr\"odinger equations with multiplicative noise driven by continuous square integrable martingales with density. Our approach…

The goal of these notes is to provide an introduction to rough partial differential equations. For this purpose, we will present the theory of rough paths to the extend as it is required. Applications to stochastic partial differential…

Wright's delay differential equation is one of the prime examples of a fully nonlinear equation without an explicit solution and whose dynamics can be understood by analytic means. In this paper, we introduce stochastic perturbations by…

We study the two-player coupon-collector competition in which two independent collectors draw one coupon each per round from a set of $d$ equally likely coupon types. Myers and Wilf gave finite formulae for several two-player events and…

Achlioptas processes such as the Bohman--Frieze process are much harder to analyse than the classical Erd\H{o}s--R\'enyi process, due to the dependence between edges added at different stages. This dependence means that most analysis so far…

We consider the branching interlacement model introduced by Zhu as an analog of Sznitman's random interlacement for branching random walks. We show that two points of the interlacement are connected via at most $\lceil d/4 \rceil$…

We consider a continuous-time simple symmetric random walk on the integer lattice $\mathbb{Z}^d$ in dimension $d \geq 3$, subject to a random potential given by a field of two-sided Wiener processes. In the high-temperature regime, we prove…

This paper is devoted to the study of quantitative weighted norm estimates for martingale square functions in both scalar-weighted and matrix-weighted settings. In particular, we introduce the martingale square functions $S_W$ via matrix…

We study the critical free Bose gas from a probabilistic vantage with a focus on the three-dimensional case. We obtain the critical exponents. These exponents and the occurrence of macroscopic loops subtly depend on the geometry of the…

In this article we derive a self-normalized functional limit theorem for strictly stationary linear processes with i.i.d. heavy-tailed innovations and random coefficients under the condition that all partial sums of the series of…

We develop a rough-path framework for two-parameter rough differential equations on rectangular and simplicial domains, motivated by the signature kernel and Schwinger--Dyson kernel equations. The theory is formulated in spaces of jointly…

We study the edge-averaging process on a finite, connected graph $G = (V, E)$. Initially, the vertices in $V$ are endowed with i.i.d.\ real-valued opinions $(f_0(v))_{v \in V}$. Edges are activated according to i.i.d.\ Poisson clocks of…

The final proportion of ignorants in the classical Maki--Thompson rumour model is known to satisfy the law of large numbers, the central limit theorem, and the large deviation principle. In this note, we establish the corresponding moderate…