概率论
The aim of the book is to present some recent results in the theory of stochastic It\^o equations with singular deterministic part (drift) and its applications to second-order elliptic and parabolic equations with singular first-order…
We investigate the giant component formed via high-dimensional paths in the multi-parameter random simplicial complex (MRSC) model. For a $d$-dimensional simplicial complex, we define $d$-dimensional connectivity through incidence between…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
We revisit Marcus' finite free analogue of Voiculescu $R$-transform from an analytic viewpoint. By relating the finite free Fourier transform to the Laplace transform, we study the finite $R$-transform through logarithmic potentials and…
We study a bottleneck spin model with $N$ spins, split into two Curie-Weiss models at low temperature with a bottleneck between them. We propose multiple ways of how to realize such a bottleneck and study its influence on the phase…
We consider extremal processes and random walks generated by heavy-tailed random vectors taking values in $\mathbb{R}^d$ endowed with the $\ell_p$ metric. We establish limit theorems for the associated paths in the triangular array setting…
We consider a new class $\boldsymbol{Q}$ of distribution functions $F$ that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions $F_1$ and $F_2$ such that $F_1=F*F_2$. A…
We investigate how asymmetric information affects equilibrium price formation in an economy with many interacting agents. Motivated by a finite-player model with two populations of asymmetrically informed agents, we study its mean-field…
Liouville field theory has long been a cornerstone of two-dimensional quantum field theory and quantum gravity, which has attracted much recent attention in the mathematics literature. Timelike Liouville field theory is a version of…
In this paper we consider two-opinion voter models on dynamic random graphs, in which the joint dynamics of opinions and graphs acts as one-way feedback, i.e., edges appear and disappear over time depending on the opinions of the two…
We establish new instances of the cutoff phenomenon for geodesic paths and for the Brownian motion on compact hyperbolic manifolds. We prove that for any fixed compact hyperbolic manifold, the geodesic path started on a spatially localized…
We consider the Schramm-Loewner evolution (SLE$_\kappa$) for $\kappa \in (4,8)$, which is the regime that the curve is self-intersecting but not space-filling. We let ${\mathcal K}$ be the set of $\kappa \in (4,8)$ for which the adjacency…
Given a random text over a finite alphabet, we study the frequencies at which fixed-length words occur as subsequences. As the data size grows, the joint distribution of word counts exhibits a rich asymptotic structure. We investigate all…
In this note, we develop some of the basic theory of s-finite (measures and) kernels, a little-studied class that Staton has recently argued convincingly to be precisely the semantic counterpart of (first-order) probabilistic programs. We…
We consider the infinite-width limit of a fully connected deep neural network with general weights, and we prove quantitative general bounds on the $2$-Wasserstein distance between the network and its infinite-width Gaussian limit, under…
We establish a genealogical framework for an existing analytical moment duality between a Wright--Fisher type SDE and a counting process with interaction. To achieve this, we construct a finite-population Moran model featuring interactive…
We study a branching random walk (BRW) taking its values in a random tree $\bT$ (seen as a family tree) with an infinite line of ancestors that is a variant of a supercritical Galton--Watson (GW) tree with offspring distribution $\nu$. The…
We study large time behavior of critical marked Hawkes processes and related branching particle systems. In case of marked Hawkes processes we assume that the kernel function has multiplicative form and the marks corresponding to the events…
The existence of stationary finitely dependent processes on combinatorial models like $\mathbb Z^d$ subshifts can be quite mysterious. For instance, Holroyd and Liggett constructed such processes on proper $4$-colorings of $\mathbb Z^d$ for…
This paper develops a geometric reinterpretation of probability in which expectation arises from averaging in probability coordinates rather than in value space. By interpreting the cumulative distribution functions as coordinate maps, a…