概率论

This paper investigates the ergodicity of stochastic functional differential equations with jumps under the Wasserstein distance by the generalized coupling method. Two key conditions are verified. The first is verified by establishing an…

We consider a reflected backward stochastic differential equations with default time and an optional barrier in a filtration generated by a one-dimensional Brownian motion and a defaultable process. We suppose that the barrier have…

This paper develops a framework for the error analysis in nonparametric model fitting of fractional stochastic differential equations based on discrete observations. We identify and quantify the main error sources -- time discretization,…

We study a class of branching processes in which the offspring distribution is not specified directly but is induced by a cycle of internal colony growth, catastrophic reduction and structured dispersal. The parameters governing growth,…

We prove a functional limit theorem for a pair of nearly unstable Hawkes processes coupled through a triangular cross-excitation mechanism, when the two kernels have distinct heavy-tail exponents. This heterogeneous regime produces two…

We derive new Gaussian approximation for finite martingale difference sequences in $\mathbb{R}^d$ with respect to the Kolmogorov distance. Under appropriate conditions, our bounds exhibit a dependence of order $n^{-1/4}$ on the length of…

We consider bond percolation on the $d$-dimensional binary hypercube with $p=c/d$ for fixed $c>1$. We prove that the typical diameter of the giant component $L_1$ is of order $\Theta(d)$, and the typical mixing time of the lazy random walk…

As the world grows increasingly connected, infectious disease transmission and outbreaks have become a pressing global concern for public health officials and policymakers. While policy interventions to contain and prevent the spread of…

We analyze the efficiency of parallelization and restart mechanisms for stochastic simulations in model-free settings, where the underlying system dynamics are unknown. Such settings are common in Reinforcement Learning (RL) and rare event…

We characterize some asymptotic properties of edge exchangeable random graphs in terms of the measure used to generate them. In particular, we give a necessary and sufficient condition for eventual forever connectedness, a sufficient…

Recent work on random growth models with light-tailed Markov-modulated additive shocks has shown that irreducible modulation yields tail behavior resembling an exponential distribution. We show that with reducible modulation the tail…

We consider an interacting particle system where equal-sized populations of two types of particles move by random walk steps on a graph, the two types may have different speeds, and meetings of opposite-type particles result in…

We consider an infinitely-many neutral allelic model of population genetics where all alleles are divided into a finite number of classes, and each class is characterized by its own mutation rate. For this model the allelic composition of a…

We study the forgetting properties of the particle filter when its state - the collection of particles - is regarded as a Markov chain. Under a strong mixing assumption on the particle filter's underlying Feynman-Kac model, we find that the…

On a finite weighted graph, the dimer model is a probability measure on its dimer covers, that assigns to any cover a probability proportional to the product of the weights of its edges. For planar bipartite graphs, dimer correlations are…

In a recent work (Lee, Baccelli $'25$), a one dimensional stochastic geometry model was introduced to study Line of Sight (LoS) connections using Reconfigurable Intelligent Surfaces (RIS), in the context of non terrestrial networks. In this…

This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the…

Let $\Sym{n}$ denote the set of all permutations on $n$ labels. Let $c:[0, 1]^2\to [0, \infty)$ be a twice continuously differentiable function. A subfamily of the Mallows model is the Gibbs probability measures on $\Sym{n}$ such that…

We establish inequalities that compare the p-Wasserstein distance to distances which are built as suprema of box measures. More precisely, when the measures are supported on $[0,1]^d$, we obtain sharp upper-bounds of the $p$-Wasserstein…

Quantum Loewner evolution (QLE)$(\gamma^2, \eta)$ is a family of growth processes in random environments, introduced by Miller and Sheffield (arXiv:1312.5745) as candidate scaling limits of growth processes (such as diffusion-limited…