概率论

We study the gambler's ruin problem for a biased random walk on $\{0,1,\dots,a\}$ under multi-site geometric resetting: at each time step, the walker is reset with probability $\gamma\in(0,1)$ to a random position drawn from a distribution…

We investigate the saturation regime of the condensing symmetric inclusion process on the discrete one-dimensional torus in the thermodynamical limit. In this regime, the total mass concentrates on a finite number of sites, forming…

We revisit Royen's proof of the Gaussian correlation inequality from a supersymmetric point of view. Many key elements in Royen's proof of this inequality have natural geometric interpretations in terms of supersymmetric dimensional…

Can a local disaster lead to extinction? We answer this question in this work. In the paper \cite{PZ-PPI} we considered contact processes on locally compact metric spaces with state dependent birth and death rates and formulated sufficient…

We study the asymptotic behavior of ``true" self-avoiding random walks on general infinite locally finite trees. In this model, the walk starts at the root and, at each step, from its current vertex chooses a neighboring edge to traverse…

We study once-excited random walks on general trees, modeled by placing a single "cookie" at each vertex. Each cookie acts as a metaphorical reward that is consumed upon the first visit to the vertex where the cookie is placed. On that…

We study invariant random fields of nonlinear multiplicative stochastic heat equations in the weak disorder regime. Under a natural second-moment condition, we show that positive invariant fields are in one-to-one correspondence with…

We prove that under the heat semigroup $(P_\tau)$ on the Boolean hypercube, any nonnegative function exhibits a uniform tail bound that is better than Markov's inequality. Specifically, for any $\tau > 0$, $n \geq 1$, $\eta > e^3$, and $f:…

The article is devoted to the systematic derivation of new representations of the Hu-Meyer formulas. The formula expressing a multiple Wiener stochastic integral through the sum of multiple Stratonovich stochastic integrals and the formula…

The minimum information copula principle initially suggested in \cite{MeeBed97} is a maximum entropy-like approach for finding the least informative copula, if it exists, that satisfies a certain number of expectation constraints specified…

We extend Stein's method to include independence with respect to an auxiliary random variable, for any law for which a Stein characterization does exist. This extends the current literature on the problem. Using tools from the Malliavin…

This paper establishes a Transition Path Theory (TPT) for L\'{e}vy-type processes, addressing a critical gap in the study of the transition mechanism between meta-stabile states in non-Gaussian stochastic systems. A key contribution is the…

We construct the least superharmonic majorant of a continuous function $g$ on the $d$-dimensional unit ball ($d \geq 2$) via a canonical sequential scheme. While classical theory identifies this majorant with the value function of the…

The book is devoted to the strong approximation of iterated stochastic integrals (ISIs) in the context of numerical integration of Ito SDEs and non-commutative semilinear SPDEs with nonlinear multiplicative trace class noise. The monograph…

Last passage percolation and directed polymer models on $\mathbb Z^2$ are invariant under translation and certain reflections. When these models have an integrable structure coming from either the RSK correspondence or the geometric RSK…

We study how long the SIRS process persists or how quickly it reaches extinction across various network topologies. Our results provide a three-part characterization of this process: In finite sparse graphs, we prove the existence of a…

We investigate the dynamics of dissipative systems with stochastic forcing and focus in particular on mean-square stability. First we show, under a natural condition on the drift and diffusion, that the stochastic system is mean-square…

This paper investigates the heat equation on a bounded domain with a Robin boundary condition, where the reactivity parameter (or killing rate) is modeled as a continuous-time Markov chain. We analyze the system under two stochastic…

Let $X_1,\ldots,X_n$ be independent random points in the closed unit ball of $\mathbb{R}^d$. Assume that each $X_i$ has a beta distribution with parameter $\beta_i \ge -1$: if $\beta_i>-1$, then $X_i$ has Lebesgue density proportional to…

The fractional stable motion is a prototypical stochastic process exhibiting both heavy tails and long-range dependence, parameterized via a stability index $\alpha$ and a Hurst exponent $H$. We consider a nonstationary extension where the…