概率论

This article introduces and solves a general class of fully coupled forward-backward stochastic dynamics by investigating the associated system of functional differential equations. As a consequence, we are able to solve many different…

It is a fundamental question in epidemiology to estimate, model and predict the growth rate of a pandemic. Analogously, analysing the diffusion of innovation, (fake) news, memes, and rumours is of key importance in the social sciences. The…

We prove pathwise convergence of the layerwise evolution of tokens in a finite-depth, finite-width transformer model with MultiLayer Perceptron (MLP) blocks to a continuous-time stochastic interacting particle system. We also identify the…

We prove that any random variable $X$ whose moment generating function is point-wise upper bounded by that of $ G \sim \mathcal{N}(0,1) $ must be dominated by $ G/\mathbb{E}[|G|] $ in convex order, meaning $ \mathbb{E}[f(X)] \le…

In this work, we investigate the well-posedness of a stochastic heat equation with an arbitrary (but polynomial) nonlinearity in any dimension $d\geq 1$ perturbed by a multiplicative white noise in the Stratonovich form, subject to an…

In this work we investigate the phenomenon of pathwise non-uniqueness for the stochastic incompressible Euler equations with a passive tracer on the whole Euclidean space. The stochastic perturbations are interpreted as a transport noise…

We study the central limit theorem (CLT) for linear eigenvalue statistics of several types of matrix models, whose entries are having exploding moments, i.e., moments of the entries are increasing with the size of the matrix. In particular,…

We consider the symmetric Markov random flight $\bold X(t), \; t>0,$ in the Euclidean space $\Bbb R^m, \; m\ge 3$, performed by a particle that moves in $\Bbb R^m$ with constant finite speed and changes its directions at Poisson-distributed…

We study random matrices whose entries are obtained by applying consistent rank correlations, such as Hoeffding's $D$, pairwise to a high-dimensional random vector with mutually independent components. Prior work has shown that, in the…

In this article, we study the smallest distances between the zeros of Gaussian analytic functions over compact Riemann surfaces. Our main result is that, after appropriate rescaling, the point process of the smallest distances converge to a…

Near-deterministic positive delays require highly concentrated distributions, but phase-type models are constrained by the Erlang variance limit. While matrix-exponential distributions can empirically bypass this barrier, prior low-variance…

We study the coupon collector with deterministic expiration: one coupon is drawn at each time, and each coupon remains active for exactly $M$ draws. Completion occurs when all $n$ coupon types are simultaneously active. Equivalently, the…

We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean…

We develop a terminal-defect method for the double Dixie cup problem and use it to prove the finite-variance extremality conjecture of Doumas and Papanicolaou. For every \(m\ge1\) and \(N\ge2\), among all positive coupon probability vectors…

We study robust nonlinear filtering for stochastic models driven by L\'evy processes, where the signal and observation processes are coupled through common Brownian and jump noise. Robustness, defined as the continuous dependence of the…

The one-dimensional Dickman distribution arises in various stochastic models across number theory, combinatorics, physics, and biology. Recently, a definition of the multidimensional Dickman distribution has appeared in the literature,…

We study the almost sure convergence of the occupation measure of evolution models where mutation rates decrease over time. We show that if the mutation parameter vanishes at a controlled rate, then the empirical occupation measure…

We consider deformed sparse random matrices of the form $H= W+ \lambda V$, where $W$ is a real symmetric sparse random matrix, $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$, and $\lambda = O(1)…

We show that every sequence $f_1, f_2, \cdots$ of real-valued random variables with $\sup_{n \in \N} \E (f_n^2) < \infty$ contains a subsequence $f_{k_1}, f_{k_2}, \cdots$ converging in \textsc{Ces\`aro} mean to some $\,f_\infty \in…

We show that a locally finite, connected graph has a coarse embedding into a Hilbert space if and only if there exist bond percolations with arbitrarily large marginals and two-point function vanishing at infinity. We further show that the…