概率论

When can a unimodular random planar graph be drawn in the Euclidean or the hyperbolic plane in a way that the distribution of the random drawing is isometry-invariant? This question was answered for one-ended unimodular graphs in…

We consider a structural stochastic volatility model for the loss from a large portfolio of credit risky assets. Both the asset value and the volatility processes are correlated through systemic Brownian motions, with default determined by…

We consider $M/G/\infty$ queues with gated service and obtain results on the distribution of the stage length and the number of customers served in a stage when the system is stationary. The stage length density is expressed as an infinite…

Let $\mathbf{R}$ be the sample correlation matrix constructed from $\mathbf{X}\in \mathbb{R}^{p\times n}$, whose entries are independent and identically distributed random variables with mean zero and tail probability condition…

We study a discrete-time asynchronous midpoint dynamics on the circle in which, at each step, a uniformly chosen neighboring pair moves to the midpoint along the shortest arc. Although the update rule is locally contractive, we show that…

Many biological processes exhibit oscillatory behavior. Among these, glycolytic oscillations have been extensively studied due to their well-characterized biochemical reaction networks. However, the complexity of these networks necessitates…

We investigate the behaviour of five classical centrality measures--Jordan, rumor, betweenness, degree, and closeness centralities--in the setting of uniform random recursive trees. Motivated by applications in network archaeology, we focus…

We introduce a site-wise domination criterion for local percolation models, which enables the comparison of one-arm probabilities even in the absence of stochastic domination. The method relies on a local-to-global principle: if, at each…

This work studies certain notions of entropy that can be associated to (i) a representation of a separable, unital C*-algebra $\mathfrak{A}$ and (ii) an auxiliary random sequence $(\pi_n)_{n\ge 1}$ of finite-dimensional representations of…

This paper establishes sharp concentration inequalities for simple random tensors. Our theory unveils a phenomenon that arises only for asymmetric tensors of order $p \ge 3:$ when the effective ranks of the covariances of the component…

We consider renewal-type processes whose positive inter-renewal times may be dependent, non-identically distributed, and may have mixed distributions. We introduce a generalised intensity measure extending the classical hazard-rate…

In this paper, we extend some classical results of the Szego theory of orthogonal polynomials on the unit circle to the infinite-dimensional case, and we establish the corresponding Szego limit theorem.

We prove a nonuniqueness theorem for Bernoulli site percolation on properly embedded planar graphs, and we obtain a general connectivity principle beyond planarity. Let $G$ be an infinite connected graph properly embedded in $\RR^2$ with…

We establish upper bounds for the weak and strong error resulting from a perturbation of the noise driving the stochastic Burgers equation, where we assume the noise to be additive and of trace class and the initial value to be sufficiently…

Consider a finite graph $G=(V(G),E(G))$ and two continuous weight distributions $\omega$ and $\xi$, for which we only assume that $\xi$ is lower bounded. Next, independently draw weights $(w(e))_{e \in E(G)}$ with distribution $\omega$ on…

We consider $n$ independent random points uniformly distributed in the $d_n$-dimensional unit cube and study Pareto points, that is, points that do not coordinatewise dominate any other point. We identify the critical growth rate of $d_n$…

Consider a parabolic SPDE \[ \partial_t u = \Delta u + \sigma(u)\eta, \] on $(0\,,\infty)\times\mathbb{R}^d$, where $\eta$ is a centered, generalized Gaussian noise with $\text{Cov}[\eta(t\,,x)\,,\eta(s\,,y)]=\delta_0(t-s)\Lambda(x-y)$ for…

This paper presents a global, coordinate-free formulation of the Fokker-Planck equation on Riemannian manifolds. In the Stratonovich formulation, the infinitesimal generator is expressed intrinsically through Lie derivatives, and its…

The object of study in this paper is the expected $2$-Wasserstein distance between the empirical measures of several point processes and their respective limit. For this, the main tool developed is a smoothing procedure in Euclidean spaces…

We determine the phase diagram of the Anderson tight-binding model on random regular graphs with Gaussian disorder and sufficiently large degree. In particular, we prove that if the degree is fixed and the number of vertices goes to…