概率论

N. Fournier and A. Guillin obtained in their 2015 PTRF paper some bounds of the L^p-mean rate of convergence in Wasserstein distance of empirical distributions for a class of stationary mixing processes. In this paper, we propose to extend…

Motivated by the connection between the Kyle equilibrium with static private signal and the Brownian bridge, we study a much broader class of bridges that allow one to consider more general equilibrium models, for example ones including…

We classify the several classes of the set of smooth measures from the perspective of the denseness and the locality, and consider their relationships, in particular, that of the Kato class and Radon measures of finite energy integrals. We…

We study the behavior of the elastic polymer, a model of a directed polymer in a continuous Gaussian random environment that is independent in time and correlated in space, as the dimension of the environment is taken to infinity. We give…

On metric measure spaces with sub-Gaussian heat kernel behavior in small time, we obtain a sufficient condition to solve Wick renormalized stochastic quantization equations with polynomial interaction. Given the power of the nonlinearity,…

In this paper, we study boundary-value problems describing the exit distribution of finite-velocity random motions from prescribed domains. For the standard telegraph process, with and without drift, we derive the Dirichlet problems…

The study of random walks has increasingly been popular across diverse disciplines such as statistics, mathematics, quantum physics, where they are used to model paths consisting of successive random steps in a mathematical space. A…

We prove that the classical Efron--Stein inequality holds for independent exchangeable pairs \((X_i,Y_i)\). The same inequality fails for independent identically distributed pairs; a simple trigonometric counterexample shows that the…

We prove that the occupation measures of Brownian motions conditioned to have large intersections converge weakly, up to spatial shifts, to the measure whose density is the square of an optimizer of the Gagliardo-Nirenberg inequality. We do…

Let $X_1,\dots,X_n$ be independent normal random variables with $X_i\sim N(\mu_i,\sigma_i^2)$, and set $Z=\prod_{i=1}^n X_i$. We derive asymptotic approximations for the right tail probability $\mathbb{P}(Z>x)$ as $x\to\infty$. When at…

We prove that embedded infinite planar maps in ergodic scale-free environments are close to their circle packing and Riemann uniformization embedding on a large scale, as long as suitable moment and connectivity conditions are satisfied.…

This paper proposes a novel numerical method for computing the density of the limit random variable associated with a supercritical Galton-Watson process. This random variable captures the effect of early demographic fluctuations and…

Let $A$ be an $n\times n$ random symmetric matrix with independent identically distributed subgaussian entries of unit variance. We prove the following large deviation inequality for the rank of $A$: for all $1\leq k\leq c\sqrt{n}$,…

Benthic algae as a primary producer in riverine ecosystems develop biofilms on the riverbed. Their population dynamics involve growth and decay processes, the former owing to the balance between biological proliferation and mortality, while…

We consider an outward degenerate drifted Brownian motion in the quarter plane with oblique reflections on the boundaries. In this article, we explicitly compute the Laplace transforms of the Green's functions associated with the process.…

In 2000, Cohn, Kenyon and Propp studied uniformly random perfect matchings of large induced subgraphs of $\mathbb Z^2$ (a.k.a. dimer configurations or domino tilings) and developed a large deviation theory for the associated height…

In this note, we report five mathematical discoveries made in collaboration with Grok, all of which have been subsequently verified by the authors. These include an improved lower bound on the maximal Gaussian perimeter of convex sets in…

We show that information on the first server influences the expected total number of games and margin in a tennis match under the standard assumption that each player's serve point win probability remains constant, and identify the exact…

We consider a family of branching-selection particle systems in which particles branch at time dependent rate $r$ and are killed with a probability which is dependent on their rank via some function $\psi$. We show that, under fairly…

It has been widely acknowledged that probabilistic independence and logical independence cannot be coherently reconciled. By bridging these two notions, this paper addresses three long-standing problems that have puzzled the field of…