概率论

We derive stationary measures for certain zero-temperature random polymer models, which we believe are new in the case of the zero-temperature limit of the beta random polymer (that has been called the river delta model). To do this, we…

We survey recent work that relates Pitman's transformation to a variety of classical integrable systems, including the box-ball system, the ultra-discrete and discrete KdV equations, and the ultra-discrete and discrete Toda lattice…

We construct the dynamics of the box-ball system with box capacity $J$ and carrier capacity $K$, which we abbreviate to BBS($J$,$K$), in the case of infinite initial configurations, and show that this system is dual to the analogous…

The box-ball system (BBS) is a simple model of soliton interaction introduced by Takahashi and Satsuma in the 1990s. Recent work of the authors, together with Tsuyoshi Kato and Satoshi Tsujimoto, derived various families of invariant…

We consider a one-dimensional infinite chain of coupled charged har- monic oscillators in a magnetic field with a small stochastic perturbation of order $\epsilon$. We prove that for a space-time scale of order $\epsilon$^{-1} the density…

The box-ball system (BBS), introduced by Takahashi and Satsuma in 1990, is a cellular automaton that exhibits solitonic behaviour. In this article, we study the BBS when started from a random two-sided infinite particle configuration. For…

High order discretization schemes of SDEs by using free Lie algebra valued random variables are introduced by Kusuoka, Lyons-Victoir, Ninomiya-Victoir and Ninomiya-Ninomiya. These schemes are called KLNV methods. They involve solving the…

We consider two-species exclusion processes on the d-dimensional discrete torus taking the effects of exchange, creation and annihilation into account. The model is, in general, of nongradient type. We prove that the (charged) particle…

We construct dynamics of two-dimensional Young diagrams, which are naturally associated with their grandcanonical ensembles, by allowing the creation and annihilation of unit squares located at the boundary of the diagrams. The…

Let $M_n$ be an $n\times n$ signed random combinatorial matrix whose rows are independent and uniformly distributed over the set of $\{-1,0,1\}$-vectors with exactly $n/2$ zero coordinates. Despite the dependence induced by the row…

General first-order methods (GFOM) are a flexible class of iterative algorithms which update a state vector by matrix-vector multiplications and entrywise nonlinearities. A long line of work has sought to understand the large-n dynamics of…

In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…

We analyse the eigenvectors of the adjacency matrix of a random inhomogeneous graph constructed from a specified degree sequence. We assume that the empirical degree sequence has bounded mean and variance. We show that near the edges of the…

In the present paper, we derive Berry-Esseen bounds for the estimation of diversity indices on countable alphabets. A general non-asymptotic convergence rate is established for the plug-in estimator of a wide class of indices, including…

We construct stationary max-infinitely divisible (max-id) processes from systems of randomly time-changed L\'evy particles. Classical examples without time change, such as the Brown-Resnick process, are, up to marginal transformations,…

In this paper, we investigate the limiting dynamics of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by the Stratonovich noise defined on the entire space $\R^2$. We first prove the set of all invariant measures…

This paper builds upon the methods developed in [22] and [15] to investigate the large population behavior of non exchangeable systems of N diffusive particles when the interaction matrix converges (in some sense) to a graphon. We first…

Sofic measures, also known as hidden Markov measures, have been extensively studied. In this paper, we survey some equivalent definitions of this notion and improve a bound for deciding whether a sofic measure is~$k$-step Markov. We prove…

In this paper, we consider the M/GI/1 queue with single vacations under the gated service discipline. We obtain the probability generating function of the stationary queue length, the Laplace-Stieltjes transform of the system delay…

This paper studies a finite reversible lumpable Markov chain for which relaxed spectral compression yields a larger determinant than partition-constrained compression. For a symmetric six-state lumpable chain and the positive operator…