概率论
We derive large- and moderate-deviation results in random networks given as planar directed navigations on homogeneous Poisson point processes. In this non-Markovian routing scheme, starting from the origin, at each consecutive step a…
The family $\mathcal{P}_{d}^{\lambda_{d-1}}$ of all probability measures on $[0,1]^d$ whose $(d-1)$-dimensional marginals are all equal to the Lebesgue measure $\lambda_{d-1}$ on $[0,1]^{d-1}$ contains remarkably pathological elements:…
Consider critical Bernoulli percolation on $\mathbb{Z}^d$ for $d$ large; let $y_0, \dots, y_{k-1}$ be $k$ distinct points in $\mathbb{R}^d$. We prove that the probability that $\{\lfloor n y_i\rfloor\}_{i=0}^{k-1}$ all lie in the same open…
This work is inspired by a remark of de Gennes about polyelectrolytes, which are charged polymers. A common model for a polymer is a self-avoiding or self-repelling random walk or Brownian motion. For polyelectrolytes, the repelling…
We study the property of hitting points for a class of $\mathbb{R}^d$-valued continuous Gaussian random fields on $\mathbb{R}^N$ with stationary increments, i.i.d. coordinates, and a regularly varying variance function $\sigma$ of index…
In this paper, we consider a class of stochastic differential equations driven by symmetric non-degenerate $\alpha$-stable processes (including cylindrical ones) with $\alpha \in (1,2)$. We first establish a quantitative estimate for the…
We prove an explicit finite-sample version of the Borel--Cantelli lemma under $m$-dependence. Given any $m$-dependent sequence of events $(A_k)_{1\leq k\leq N}$, we show that \[ \mathbb{P}\Bigl(\bigcup_{k=1}^N A_k\Bigr) \ge 1 -…
We study a random partial covering model on the $(d-1)$-dimensional unit sphere, where $N$ spherical caps are placed independently and uniformly at random, each covering a surface fraction of $1/N$. This model provides a continuous…
Consider the following nonlinear one-dimensional stochastic fractional heat equation $$\frac{\partial }{\partial t}u(t, x)= -(-\Delta)^{\alpha/2}u(t, x) +\sigma(t,x,u(t,x)) \dot{W}(t, x), $$ where $-(-\Delta)^{\alpha/2}$ is the fractional…
We introduce two probabilistic models of random log-concave polynomials, the uniform model and the beta model, and study the asymptotic distribution of their zeros in the complex plane. In the uniform model, we show that the empirical root…
We prove central limit theorems (CLTs) for topological functionals of Bernoulli bond percolation on infinite graphs beyond the Euclidean lattice $\mathbb{Z}^{d}$. For quasi-transitive graphs of subexponential growth, we show that the number…
We study the three-dimensional stochastic electron magnetohydrodynamics (EMHD) system with fractional dissipation on the torus, driven by Stratonovich transport noise acting through divergence-free first-order operators. The noise generates…
We study the mixing time of the Rook's Walk Markov chain on a $d$-dimensional chess board of side length $n\geq 3$, where a rook moves by first selecting an axis uniformly at random and then selecting a new position along that axis…
In this article, we study the convergence of the empirical spectral measure of twisted Toeplitz matrices subject to small random perturbations. We show that the empirical spectral measure converges weakly in probability to the push-forward…
The aim of this paper is to provide a comprehensive analysis of the path-dependent Stochastic Volterra Integral Equations (SVIEs), in which both the drift and the diffusion coefficients are allowed to depend on the whole trajectory of the…
We prove limit theorems for the number of fixed points, descents, and inversions of iterated random-to-top shuffles in two asymptotic regimes. Our proofs are analytic, and they utilize new combinatorial decompositions that represent each…
In this paper, we study the existence of solutions to sweeping processes in the presence of stochastic perturbations, where the moving set takes uniformly prox-regular values and varies continuously with respect to the Hausdorff distance,…
We investigate the problem of identifying planted cliques in random geometric graphs, focusing on two distinct algorithmic approaches: the first based on vertex degrees (VD) and the other on common neighbors (CN). We analyze the performance…
A method for the numerical simulation of signed probability distributions for the case of tossing $1/n$-th of a coin is presented and illustrated by examples.
In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…