概率论

We construct a family of invariant measures from the perspective of a shock in the KPZ fixed point. These measures are parameterized by a positive number $\theta > 0$, and are supported on functions $f$ satisfying $\lim_{|x| \to \infty}…

We introduce a family of particle systems on sparse graphs where local interactions occur via hitting times, providing a dynamic and tractable model for default cascades in large sparsely-connected financial networks. Building on the…

The MandM Game involves two players who begin with I1 and I2 MandM's. During each round, each player tosses a fair coin: if the coin lands heads, that player eats one MandM, and if it lands tails, the player does not eat. If, at the end of…

The paper is concerned with a McKean-Vlasov type SDE with drift in anisotropic Besov spaces with negative regularity and with degenerate diffusion matrix under the weak H{\"o}rmander condition. The main result is of existence and uniqueness…

Optimal paths for the classical Onsager-Machlup function determining most probable paths between points on a manifold are only explicitly identified for specific processes, for example the Riemannian Brownian motion. This leaves out large…

We consider time-continuous Markovian discrete-state dynamics on random networks of interacting agents and study the large population limit. The dynamics are projected onto low-dimensional collective variables given by the shares of each…

We introduce a model for directed spatial networks. Starting from an age-based preferential attachment model in which all arcs point from younger to older vertices, we add \emph{reciprocal} connections whose probabilities depend on the age…

We study non-stationary averaging processes, where each term of a sequence is a weighted average of previous terms, namely $a_{n+1} = \sum_{j=1}^n p_n(j) a_j$. Our results extend classical theory in two distinct regimes. First, we prove a…

In the present paper, we investigate the relationship between hitting times and hitting probabilities in discrete-time imprecise Markov chains (IMCs). We define lower and upper hitting times and probabilities for IMCs whose set of…

In this paper, we extend hitting times for imprecise Markov chains to the framework of weighted imprecise Markov chains (WIMCs), in which each transition is associated with a strictly positive weight encoded by a matrix $W$. Given a convex…

Recently introduced and studied in arXiv:2407.07888, a self-similar Markov tree (ssMt) is a random decorated tree that vastly generalises the fragmentation tree. We study here the critical case that was left aside in arXiv:2407.07888.…

In this paper, we study a linear control system with a given state feedback law. The system is influenced by rapid random sampling occurring at frequency $\frac 1n, n \in \mathbb N$, as well as by white noise of small intensity $\varepsilon…

We consider the elliptic Ginibre ensembles in the real, complex and symplectic symmetry classes. As the matrix size tends to infinity, we derive the asymptotic behaviour of the upper tail large deviation probabilities for both the spectral…

The study of the phase transition in planar FK-percolation on the square lattice has seen significant recent breakthroughs. The model undergoes a change in the nature of its phase transition at $q = 4$, transitioning from a continuous to a…

We prove a version of Nagaev's theorem for the branching random walk with heavy-tailed associated random walk. For a branching random walk on $\mathbb{R}$ we consider the random measure $Z_n = \sum_{|u|=n} e^{-V_u} \delta_{V_u}$ where…

We consider the stochastic sandpile model with uniform toppling rule on the integer line. During a uniform toppling, with probability $1/3$ one particle is sent to the right of the toppled vertex, with probability $1/3$ one particle is sent…

In this paper, we study a two-dimensional process arising as the unique nonnegative solution to a system of two stochastic differential equations (SDEs) with mutually enhancing two-way interactions driven by independent Brownian motions and…

This paper introduces and studies a new uncertainty measure, the cumulative residual interval entropy (CRIE). Defined as the cumulative residual entropy of a doubly truncated (interval) continuous random variable, this measure has several…

Fr\'echet means are a popular type of average for non-Euclidean datasets, defined as those points which minimise the average squared distance to a set of data points. We consider the behaviour of sample Fr\'echet means on normed spaces…

We investigate an anisotropic vanishing viscosity limit of the 3D stochastic Navier-Stokes equations posed between two horizontal plates, with Dirichlet no-slip boundary condition. The turbulent viscosity is split into horizontal and…