概率论

For stochastic Hamilton-Jacobi (SHJ) equations, instability points are the space-time locations where two eternal solutions with the same asymptotic velocity differ. Another fundamental structure in such equations is shocks, which are the…

The so-called SAGA-LD algorithm is used for efficient sampling from high-dimensional distributions in machine learning. Its intricate dynamics resists standard approaches of Markov chain theory. We prove, using a model-specific method, that…

We study additive mixtures of Markov kernels of the form $A_\alpha = \alpha P + (1-\alpha)G$, where $\alpha \in [0,1]$, $P$ is a baseline sampler and $G$ is a Gibbs kernel induced by a partition of the state space. We first motivate the…

In this paper, we establish the existence of weak solutions for distribution-dependent stochastic differential equations (DDSDEs) driven by a broad class of L\'{e}vy noises, where the drift coefficients satisfy specific integrability…

We study large $N\times N$ power-law random band matrices $H=(H_{ij})$ with centered complex Gaussian entries, where the variances satisfy a power-law decay $\mathbb{E}|H_{ij}|^2\propto (|i-j|/W+1)^{-1-\alpha}$, for some exponent…

Let $M$ be an $n\times n$ random matrix with entries in $\{0, 1\}$, where each row is independently and uniformly sampled from the set of all vectors in $\{0, 1\}^n$ containing exactly $d$ ones, with $d=pn$ for some fixed constant $p\in…

We introduce a class of multispecies exclusion processes with long-range swap interactions, incorporating species-dependent interpolation between TASEP-type and drop--push-type dynamics: each species $i$ is assigned a parameter $\mu_i$…

We show that in the Sherrington-Kirkpatrick model at inverse temperature $\beta$ with uniform external field $h>0$, replica symmetry holds in the regime $ \beta^2\mathrm{E}[ \mathrm{sech}^4(\beta\sqrt{q}Z+h)] \le 1$, where $Z$ is a standard…

We construct the canonical Brownian motion on the gasket of conformal loop ensembles (CLE$_\kappa$) for $\kappa \in (4,8)$ (which is the range of parameter values in which loops of the CLE$_\kappa$ can intersect themselves, each other, and…

We establish explicit, universal, and distribution-free bounds for the $n$-th cumulant, $\kappa_n(X)$, of a scalar random variable, controlled solely by an $n$-th order absolute moment functional $M_n(X)$. The bounds take the form…

We introduce a generalisation of Sch\"{u}tz and Trimper's elephant random walk to finitely generated groups. We focus on the simplest non-abelian setting, i.e. groups whose Cayley graphs are homogeneous trees of degree $d \ge 3$. We show…

In this paper, we study the random field solution to the stochastic nonlinear wave equation (SNLW) with constant initial conditions and multiplicative noise $\sigma(u)\dot{L}$, where the nonlinearity is encoded in a Lipschitz function…

For the directed polymer in a random environment (DPRE), two critical inverse-temperatures can be defined. The first one, $\beta_c$, separates the strong disorder regime (in which the normalized partition function $W^{\beta}_n$ tends to…

We investigate a novel first-passage percolation model, referred to as the Brochette first-passage percolation model, where the passage times associated with edges lying on the same line are equal. First, we establish a point-to-point…

Statistical mechanics explains the properties of macroscopic phenomena based on the movements of microscopic particles such as atoms and molecules. Movements of microscopic particles can be represented by large-scale interacting systems. In…

We study the process of $2K-B$, where $B$ is a standard one-dimensional Brownian motion and $K$ is its concave majorant. In light of Pitman's $2M-B$ theorem, it was recently conjectured by Ouaki and Pitman \cite{OP} that $2K-B$ has the law…

We consider partial exclusion processes~(PEPs) on the one-dimensional square lattice, that is, a system of interacting particles where each particle random walks according to a jump rate satisfying an exclusion rule that allows up to a…

We propose a change in focus from the prevalent paradigm based on the branching property as a tool to analyze the structure of population models, to one based on the self-similarity property, which we also introduce for the first time in…

We study some systems of interacting fields whose evolution is given by some singular stochastic partial differential equations of mean field type. We provide a robust setting for their study and prove a well-posedness result and a…

We obtain an explicit formula for the variance of the number of $k$-peaks in a uniformly random permutation. This is then used to obtain an asymptotic formula for the variance of the length of longest $k$-alternating subsequence in random…