概率论

This paper is devoted to investigating the random dynamics of stochastic discrete long-wave-short-wave resonance equations, which are characterized by the following features: $(1)$ the equations contain locally Lipschitz nonlinear coupling…

Let $U_1,\ldots,U_n$ be independent random vectors uniformly distributed on the unit sphere $\mathbb S^{d-1}\subseteq\mathbb R^d$, where $n\ge d$, and consider the random polyhedral cone \[ \mathcal W_{n,d}:=\mathop{\mathrm{pos}}…

We investigate fluctuation phenomena for the graph distance and the number of cut points associated with random media arising from the range of a random walk. Our results demonstrate a sequence of dimension-dependent phase transitions in…

Eldan's stochastic localization is a probabilistic construction that has proved instrumental to modern breakthroughs in high-dimensional geometry and the design of sampling algorithms. Motivated by sampling under non-Euclidean geometries…

For Bernoulli site percolation on an infinite, connected, locally finite graph $G=(V,E)$, we obtain quantitative upper bounds on the supercritical disconnection probability \[ \mathbb{P}_p(S\nleftrightarrow\infty) \] for arbitrary finite or…

We study the computation of lower and upper probabilities of hitting a target set of states for imprecise Markov chains, where transition uncertainty is modelled by a convex set of transition matrices. In the precise case, hitting…

We describe the formalization of the Ionescu-Tulcea theorem, showing the existence of a probability measure on the space of trajectories of a Markov chain, in the proof assistant Lean using the integrated library Mathlib. We first present a…

Since its introduction by J. Karamata, regular variation has evolved from a purely mathematical concept into a cornerstone of theoretical probability and data analysis. It is extensively studied and applied in different areas. Its…

We study linear backward stochastic Volterra integral equations (BSVIEs) on the infinite time horizon. By introducing weighted function spaces with exponential decay, we establish existence and uniqueness of adapted M-solutions. We…

In this paper, we investigate a class of Mean Field Games (MFGs) in which the state dynamics are governed by multidimensional reflected stochastic differential equations (SDEs). We establish the existence of an equilibrium and show that it…

In this paper, we analyze a multiserver Markovian queue with customer abandonment i.e. the Erlang-A queue uder a novel framework, i.e. the random impulsive differential equations (RIDEs). This framework captures systems that evolve…

In this paper, we study the spectral heat content for isotropic stable processes on fractal drums (namely, open sets with fractal boundaries). The spectral heat content for subordinate killed Brownian motions by stable subordinators was…

Let $\xi$ be the stationary occupation field generated by a Poisson system of independent simple symmetric random walks on $\mathbb Z$ in space--time dimension $1+1$. For a finite set $A\subset\mathbb Z$, we consider the classical…

We study the correlations of the celebrated Sine$_\beta$ point process. This point process arises as the bulk scaling limit of $\beta$-ensembles and has a geometric description through the Brownian carousel, as shown by Valk\'o and Vir\'ag…

In [17], we introduced the discounted infinite-time mean field games. Subsequently, in [18], we studied the connection between infinite-time mean field FBSDEs and elliptic master equations. In this paper, we further investigate the…

In this paper we define a class of coverage processes with infinitely divisible finite dimensional distributions and a particular type of correlation structure that can be thought of as generalizations of the classical Ornstein--Uhlenbeck…

In this paper, we study a non-Markovian generalized relativistic Langevin equation (GRLE). We show that when the memory kernel is a sum of exponentials, the GRLE is equivalent to a Markovian system with added variables. We establish the…

We study the persistence properties of a fractional Brownian motion whose Hurst exponent is a random variable instead of a fixed constant. For each fixed $H \in (0,1)$, it is well known that the persistence probability of an FBM below a…

Assuming the dynamical convergence $P_t^\varepsilon\to\bar P_t$ for singular limits of time-homogeneous Markov diffusion semigroups, we develop a semigroup-level framework that upgrades this convergence into four levels of thermodynamic…

We present a novel way of constructing the Gaussian Free Field on a weighted graph via a dynamical expansion of the Green function along an expanding family of subgraphs. Along the way we obtain the discrete analogue of the classical…