概率论

We continue the study of adapted optimal transport in the discrete-time Gaussian setting. To this end, we introduce a space of filtered Gaussian processes where both the randomness and the flow of information are driven by a Gaussian white…

In this paper, we study the reflected stochastic differential equations driven by G-Brownian motion (reflected G-SDEs) with two nonlinear constraints. With the help of the Skorokhod problem with nonlinear constraints, we first study the…

We investigate the Brown measures of compressions of $R$-diagonal random variables, extending previous results to include unbounded cases. For random variables with finite variance, we demonstrate that the Brown measures of their…

We derive upper bounds for probabilities of the form $P(g(\mathbf{X})\geq t)$ using the southwest boundary (recently introduced in our previous work) $\partial_{\mathrm{SW}} Q(g^{-1}[t,\infty))$, where $Q$ is a reflection to the first…

In this paper, we introduce a new type of backward stochastic differential equations (BSDEs), called conditional expectation BSDEs, whose drivers depend not only on the value of the solutions but also on their conditional expectations with…

We develop a probabilistic framework to approximate Nash equilibria in symmetric $N$-player games in the large population regime, via the analysis of associated mean field games (MFGs). The approximation is achieved through the analysis of…

In this article, we consider fractional derivatives of local time for $d-$dimensional centered Gaussian processes satisfying certain strong local nondeterminism property. We first give a condition for existence of fractional derivatives of…

We consider the Widom--Rowlinson model in which hard balls of two possible colors are constrained to a hard-core repulsion between particles of different colors, in quenched random environments. These random environments model spatially…

I generalize a theorem of Predd, et al.~(2009) on domination and strictly proper scoring rules to the case of non-additive scoring rules.

The $q$-state Potts model is an archetypical model for various types of phase transitions. We consider it on the square grid and focus on the regime where it undergoes a discontinuous transition, that is $q>4$. At the transition point…

We establish the weak large deviations principle for empirical measures of Markov chains on $\mathbb R^d$ under mild assumptions. In particular, no irreducibility is assumed and the initial measure may be arbitrary. The proof is entirely…

This paper investigates the long-time dynamics of solutions for an abstract nonlinear stochastic hydrodynamic-type equation driven by multiplicative L\'{e}vy noise. The framework encompasses several key hydrodynamical models, including the…

We study existence and uniqueness for one-dimensional generalized stochastic differential equations with singular coefficients, including distributional drift and degenerate, possibly discontinuous, diffusion coefficients. Such…

We study some geometric properties of the excursion set of a slope field alpha associated to a smooth, planar, centered, Gaussian field f. That, is we consider the set of all points such that the value of alpha is at most l where l is a…

In this paper, we study the stochastic homogenization for a class of symmetric random walks in random conductance model, whose one-step transition probability from $x$ to $y$ is proportional to $|x-y|^{-d-2}$. As the associated jumping…

We consider the long-range random conductance model on $\mathbb{Z}^d$ at the critical exponent: the jump rate between sites $x$ and $y$ decays as $\mathbf{a}(x,y) |x-y|^{-(d+2)}$, where $\mathbf{a}(x,y)$ are i.i.d. uniformly elliptic…

Internal DLA is a discrete random growth model describing growing clusters of particles. Its limiting shape and fluctuations are well understood when the underlying graph is the $d$-dimensional lattice or the cylinder $\mathbb{Z}_N \times…

We study the complexity of the Thouless-Anderson-Palmer (TAP) free energy for Ising spin glasses with a general mixed p-spin covariance, working with the generalized TAP functional of Chen, Panchenko, and Subag. We formulate three…

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

We derive the Euler (hyperbolic) hydrodynamic limit for the directed exclusion process (DEP), a one-dimensional conservative interacting particle system that preserves particle-hole symmetry while breaking left-right symmetry. The proof…