概率论

Variable-length Markov chains on finite quivers provide a natural framework for context-dependent stochastic growth under incidence constraints. I study quiver-valued variable-length Markov chains observed through finite boundary windows…

Motivated by extending the functional stochastic calculus, to important functionals to which it does not apply, a notion of functional derivative along a curve is introduced. This new setting is developed by incorporating path-dependent…

We study time-fractional stochastic Navier-Stokes equations on a bounded domain of $\R^2$ (the restriction to dimension two is essential for the bilinear estimates via Sobolev embeddings) driven by a Hermite process $Z_H^k$ of order $k\ge1$…

We study the symmetric simple exclusion process with Glauber dynamics. When the process starts from a nonequilibrium measure, we prove central limit theorems for the occupation time in dimension two, and sample path moderate deviation…

Let $\log^{2+\varepsilon} n \le d \le n/2$ for some fixed $\varepsilon \in (0,1)$, and let $M_n$ 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…

The Cram\'er-Wold device characterises weak convergence of probability measures on $\mathbb{R}^d$ through convergence of all one-dimensional projected laws. We prove that, if the target projected laws are moment-determinate for…

In this article we study a class of singular stochastic differential equations driven by fractional Brownian motion with Hurst parameter H<1/2. The solution is constructed as the limit of a family of approximating processes, and its…

This work focuses on a class of regime-switching neutral stochastic functional differential equations (RNSFDEs) with infinite delay, in which the switching component can possess finite or countably infinite many states. To ensure the…

The voter model with anti-voter bonds is a variant of the classical voter model in which the edges of the underlying graph are assigned signs. At each update, a voter chooses a neighbour according to a transition kernel; interactions across…

We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…

Motivated by mean-field games (MFG) with common noise on the one hand and pathwise stochastic control theory on the other, we formulate here a linear-quadratic (LQ) MFG with rough common noise, along with a satisfactory well-posedness…

This article studies regularity properties of multiplicative stochastic processes on infinite-dimensional Lie groups. We investigate conditions under which these processes admit c\`adl\`ag modifications and derive bounds on their local…

We obtain a Gessel-type expansion in Jack polynomials for the expectations of multiplicative functionals in the circular $\beta$-ensemble. As a consequence, we establish a Szeg\H{o}-type limit theorem for all $H^{1/2}(\mathbb{T})$ functions…

Let $Z_1, \cdots, Z_n$ denote the eigenvalues of the product $\prod_{j=1}^{k_n} \boldsymbol{A}_j$, where $\{\boldsymbol{A}_j\}_{1 \le j \le k_n}$ are independent $n\times n$ complex Ginibre matrices. Define $\alpha = \lim\limits_{n \to…

The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…

This note proves a law of large numbers for predicting several steps ahead, which, in the case of uniformly bounded random variables, generalizes the standard law of large numbers for martingales; the standard law of large numbers…

We study spatio-temporal increments of the solutions to nonlinear parabolic SPDEs on a bounded interval with Dirichlet, Neumann, or Robin boundary conditions. We identify the exact local and uniform spatio-temporal moduli of continuity for…

This paper investigates asymptotic estimates for the entrance probability of the discounted aggregate claim vector from a multivariate renewal risk model into some rare set. We provide asymptotic results for the entrance probability on both…

This article develops a general framework for Laplace duality between positive Markov processes in which the one-dimensional Laplace transform of one process can be represented through that of another. We show that a process admits a…

In this note, the time reversible case of a general theorem of Bhattacharya is shown to imply the Kipnis-Varadhan functional central limit theorem for ergodic Markov processes. To this end, a few results from semigroup theory, including the…