概率论

In this work, we study vector-valued functional equations with multiple recursive terms that arise naturally when we are dealing with vector-valued multiplicative Lindley-type recursions. We provide a detailed framework for the solution of…

The symmetric random walk is known to be recurrent in one and two dimensions, and becomes transient in three or higher dimensions. We compare the symmetric random walk to walks driven by certain \polya\ urns. We show that, in contrast, if…

In this paper we extend the theory of energy solutions for singular SPDEs, focusing on equations driven by highly irregular noise with bilinear nonlinearities, including scaling critical examples. By introducing Gelfand triples and…

We establish a large deviation principle for the smallest eigenvalue of a random matrix model composed of the sum of a GOE matrix and a diagonal matrix with an outlier. Our result generalizes and unifies previously studied cases.

An adapted, right-continuous, non-decreasing, integer-valued process with unit jumps and starting at zero has a minimal predictable intensity if and only if it is a standard Poisson process under an absolutely continuous transformation of…

We prove that, in the FK-percolation model, the probabilities of local events are uniformly analytic in the percolation parameter $p$ under suitable mixing assumptions on the measure, and satisfy a uniform exponential growth bound. This…

In the article by Edward et al. \cite{Sudbury2025}, it was shown that the probability that no three sticks randomly chosen from the unit interval can form a triangle equals the reciprocal of the product of the first $n$ Fibonacci numbers.…

We develop the first exact and computationally tractable method for simulating from tempered stable distributions in the infinite variation case, which corresponds to $\alpha\in[1,2)$. A small simulation study shows that the approach works…

We study convergence rates of the annealed importance sampling algorithm (Neal '01) combined with Langevin Monte Carlo when the target is a multimodal Gibbs measure. The main result shows that for a fixed error threshold, the time…

In this paper we study detailed fluctuation results for a class of non-equilibrium steady states. The main example is the boundary driven harmonic model \cite{frassek2022exact}. In this model, the non-equilibrium steady state (NESS) is a…

We study a model of market economics wherein the $(n+1)$-st customer, for each $n\geqslant N$, with $N$ being a prespecified positive integer, draws a sample of (random) size $K_{n}$, either with replacement or without, from the customers…

We study the cubic weakly nonlinear Schr\"odinger equation with randomized spatially quasi-periodic initial data in higher dimensions. Under a polynomial decay assumption in Fourier space, we establish a {\em Large Deviations Principle} for…

A CaTherine wheel is a space-filling curve $f : S^1\to S^2$ such that for every closed interval $J\subset S^1$, $f(J)$ is homeomorphic to a closed disk and $f(\partial J)$ is contained in $\partial f(J)$. A CaTherine wheel gives rise to a…

We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…

We study long-time behaviors for branching-diffusion process corresponding to the drifted Schr\"odinger operator $\mathcal{L} = \frac{1}{2} \Delta + \langle \nabla V,\nabla \rangle - K$, where $K$ represents the reduction rate of a…

Consider time-homogeneous discrete-time Markov chains $X$, $Y$, and $Z$ on countable state spaces, considered as stochastic processes with specified initial distributions. Suppose for maps $f$ and $g$ that $(f(X_t))_{t \ge 0}$ and…

We study a stochastic branching model for a population structured by a quantitative phenotypic trait and subject to births, deaths, and mutations. In a regime of large population and small mutations, and in logarithmic scales of size and…

On the $Z^2$ lattice, vertices are assigned random weights $W(i,j)$. The point-to-point last passage percolation (LPP) time $S_{M,N+1-M}$ between $(1,1)$ and $(M,N+1-M)$ is the maximum total weight among all upward/right-oriented paths…

We prove that among all unit-speed paths, a straight line minimises the expected escape time from a ball in $\mathbf{R}^n$, solving the min-mean variant of Bellman's Lost~in~a~Forest problem for ball-shaped forests. The proof uses the…

Non-asymptotic central limit theorem (CLT) rates play a central role in modern machine learning and operations research. In this paper, we study CLT rates for multivariate dependent data in Wasserstein-$p$ ($W_p$) distance, for general…