概率论

We establish an It\^o-type formula for finite $p$-variation paths with jumps for arbitrary $p\geq 1$. The formula is stated in a fully pathwise form and separates the reduced rough integral from explicit left- and right-jump correction…

We construct the multilevel correlation kernel for the rising GUE eigenvalue process starting from a fixed initial configuration $x^{(m)}$, and show that it converges on short time scales (as quickly as $\text{polylog}(m)$) to the extended…

Motivated by an optimal-matching problem (Leighton-Shor) and the random-field Ising model (Aizenman-Wehr, Ding-Wirth), we consider a variational problem for graphs in $1+1$ dimension maximizing an action that is the difference of a field…

Let $Z=\{Z(t): t\in \mathbb R\}$ be a stochastic process with trajectories in space $\mathbb D (\mathbb R)$. It is assumed that there exists an essentially smooth function $A:\mathbb R\to (-\infty, \infty] $ such that, for all $\alpha \in…

We study the effective estimation of the diffusivity and Hurst parameter for the homogenized limit of a class of slow/fast systems. Depending on the system parameters, this limit solves a stochastic differential equation driven by either a…

Upon the introduction of the Metropolis algorithm, the question of how many steps in the Markov chain were needed to achieve convergence to stationarity became apparent. The convergence was rather slow, i.e. for a process on $n$ states the…

Random matrices now play a role in many parts of computational mathematics. To advance these applications, it is desirable to have tools that are flexible, easy to use, and powerful. Over the last 25 years, researchers have developed a…

Stochastic reaction networks with mass-action kinetics provide a useful framework for understanding processes -- biochemical and otherwise -- in homogeneous environments. However, cellular reactions are often compartmentalized, either at…

We show that the spatial increments of the KPZ fixed point starting from arbitrary initial data, exhibit strong quantitative comparison against rate two Brownian motion on compacts. The above estimates are uniform in the initial data…

We establish a density variant of the Frankl-R\"{o}dl theorem on the sphere $\mathbb{S}^{n-1}$, which concerns avoiding pairs of vectors with a specific distance, or equivalently, a prescribed inner product. In particular, we establish…

We consider processing networks where multiple dispatchers are connected to single-server queues by a bipartite compatibility graph, modeling constraints that are common in data centers and cloud networks due to geographic reasons or data…

In the spirit of [M. Biskup & O. Louidor, Adv. Math. 330 (2018)], we study the local structure of $\star$-scale invariant fields -- a class of log-correlated Gaussian fields -- around their extremal points by characterising the law of the…

We consider a multi-pivot QuickSort algorithm using $K\in\mathbb{N}$ pivot elements to partition a nonsorted list into $K+1$ sublists in order to proceed recursively on these sublists. For the partitioning stage, various strategies are in…

We derive and prove the path-kernel formula for the linear response (parameter-derivative of averaged statistics) of SDEs. The parameter may affect the drift coefficient, the diffusion coefficient, and the initial condition. The formula…

We give tightness criteria for random variables taking values in the space of all compact sets of cadlag real-valued paths, in terms of both the Skorohod J1 and M1 topologies. This extends earlier work motivated by the study of the Brownian…

We consider the Brown measure of $a+\mathfrak{c}$, where $a$ lies in a commutative tracial von Neumann algebra $\mathcal{B}$ and $\mathfrak{c}$ is a $\mathcal{B}$-valued circular element. Under certain regularity conditions on $a$ and the…

We show non-asymptotic exponential convergence of Sinkhorn iterates to the Schr\"odinger potentials, solutions of the quadratic Entropic Optimal Transport problem on $\mathbb{R}^ d$. Our results hold under mild assumptions on the marginal…

We study a random matching problem on closed compact $2$-dimensional Riemannian manifolds (with respect to the squared Riemannian distance), with samples of random points whose common law is absolutely continuous with respect to the volume…

This text considers the discrete height functions associated with the Berezinskii--Kosterlitz--Thouless transition (BKT) at slope zero. Our main results are as follows. * Sharpness: If the model is localised, then the two-point function…

Zeros of entire functions can be found using either the Fourier methods of Riemann-Polya or the Generalized Gamma Convolution (GGC) methods of Thorin-Bondesson. This connection is based on a duality between the Hadamard-Weierstrass…