概率论
The mixed fractional Brownian motion - the sum of independent fractional and standard Brownian motions - is known to be a semimartingale if the Hurst exponent $H$ of its fractional component satisfies $H > 3/4$. The question posed in the…
In this short note, we characterize stability of the Kim--Milman flow map -- also known as the probability flow ODE -- with respect to variations in the target measure in relative Fisher information.
We describe large deviations for normalized multiple iterated sums and integrals of the form $\bbS_N^{(\nu)}(t)=N^{-\nu}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…
We consider the problem of estimating the partition function $Z(\beta)=\sum_x \exp(\beta(H(x))$ of a Gibbs distribution with the Hamiltonian $H:\Omega\rightarrow\{0\}\cup[1,n]$. As shown in [Harris & Kolmogorov 2024], the log-ratio $q=\ln…
We introduce a novel approximation to the same marginal Schr\"{o}dinger bridge using the Langevin diffusion. As $\varepsilon \downarrow 0$, it is known that the barycentric projection (also known as the entropic Brenier map) of the…
Local solutions to the 3D stochastic quantisation equations of Yang-Mills-Higgs were constructed in (arXiv:2201.03487), and it was shown that, in the limit of smooth mollifications, there exists a mass renormalisation of the Yang-Mills…
We consider a one-dimensional dyadic branching Brownian motion on $\mathbb{R}$ with positive drift $\beta \in (0,1)$, branching rate $1/2$, reflected at $0$ and killed at a boundary $L > 0$. The killing boundary $L$ is chosen so that the…
The spectral dimension $d_s$ of a weighted graph is an exponent associated with the asymptotic behavior of the random walk on the graph. The Ahlfors regular conformal dimension $\dim_\mathrm{ARC}$ of the graph distance is a quasisymmetric…
Quasisymmetry is a well-studied property of homeomorphisms between metric spaces, and Ahlfors regular conformal dimension is a quasisymmetric invariant. In the present paper, we consider the Ahlfors regular conformal dimension of metrics on…
We study the Schr\"odinger-Bass problem, a one-parameter family of semimartingale optimal transport problems indexed by $\beta>0$, whose limiting regimes interpolate between the classical Schr\"odinger bridge, the Brenier-Strassen problem,…
This paper introduces a way of modeling the epidemic transmission rate using a stochastic process of the form $(\beta_t = \varphi(t)P_t : t \ge 0)$, where the positive deterministic function $\varphi(t)$ models the impact of a public health…
This article deals with the realisation of constraints in underdamped Langevin dynamics via soft-constrained dynamics. Specifically, we study systems with a large (or small) parameter that controls the constraint mechanisms, e.g. the…
We study a random model of deep multi-head self-attention in which the weights are resampled independently across layers and heads, as at initialization of training. Viewing depth as a time variable, the residual stream defines a…
We consider Erd\H{o}s-R\'enyi-type random hypergraphs that are non-uniform, in the sense that hyperedges of different sizes may coexist, and inhomogeneous, in that connection probabilities may depend on the hyperedge size. All parameters…
We define what we call an on/off Brownian snake. We use this to construct on/off super Brownian motion recently introduced to the literature by Blath and Jacobi and which is a measure-valued branching process with a dormant state and an…
In this paper, we establish the low-temperature asymptotics of the Poincar\'e inequality constant for a class of convex potentials satisfying a {\L}ojasiewicz inequality. In addition, we disprove a conjecture previously posed by Chewi and…
Let $S = (S(n))$ be a simple random walk on $\mathbb{Z}^{d}$ started at the origin. We study a loop-erasing procedure of $S[0,n]$ that differs from Lawler's chronological loop-erasure. Specifically, we remove loops from $S[0,n]$ in…
Lecture notes as per the title. In the first part, the concepts of a measurable space, measurable maps between measurable spaces and that of a measure on a measurable space are introduced, after which the fundamentals of the theory of…
Within i.i.d. multiplicative cascades, a single axiom -- the hierarchical symmetry, a linear contraction on incremental scaling exponents -- is shown to be necessary and sufficient for the cascade multiplier to be log-Poisson. We establish…
In this paper, we apply rough paths techniques to provide an approximation of the solution of stochastic functional differential equations driven by fractional Brownian motion with Hurst parameter $H>1/2$. Here, the involved stochastic…