概率论
The coexistence of sparsity and clustering (non-vanishing average fraction of triangles per node) is one of the few structural features that, irrespective of finer details, are ubiquitously observed across large real-world networks. This…
We investigate the Martin boundary of the space-time Markov chain associated to a finitely supported random walk $(\Gamma, \mu)$ with spectral radius $\rho$ and relate it to several classical compactifications of $\Gamma$. Assuming the…
This paper establishes a comparison theorem for the maximum eigenvalue of a sum of independent random symmetric matrices. The theorem states that the maximum eigenvalue of the matrix sum is dominated by the maximum eigenvalue of a Gaussian…
We study a time-inhomogeneous nonlinear SDE with drift and diffusion governed by state-dependent variable exponents. This framework generalizes models like the geometric Brownian motion (GBM) and the constant elasticity of variance (CEV),…
We study distributionally robust Expected Shortfall when the distribution of the underlying is perturbed by a size quantified with optimal transport distance based on the quadratic cost function. In the dual version of the robust…
We continue the study of the Fourier coefficients of Gaussian multiplicative chaos (GMC) recently initiated by Garban and Vargas. We show that if $\{c_n\}_{n\geq 1}$ are the Fourier coefficients of critical GMC on the unit interval, then…
From the perspective of the large deviations theory of occupational measures, the paper considers Probabilistic Cellular Automata (PCA) as Markov chains on infinite dimensional space. It turns out that for a wide range of PCA, the…
Consider a random geometric graph $G$ with a vertex set defined by a Poisson point process with intensity $t>0$ in a convex body. We can generate a drawing of the graph by projecting the construction onto some plane $L$. Choosing different…
We compute the correlation of analytic functions of general Gaussian fields in terms of multigraphs and Feynman diagrams on the lattice Z^d. Then, we connect its scaling limit to tensors of the correlation functionals of Fock space fields.…
Binary search trees (BSTs) are fundamental data structures whose performance is largely governed by tree height. We introduce a block model for constructing BSTs by embedding internal BSTs into the nodes of an external BST -- a structure…
We study the contact process on the long-range percolation cluster on $\mathbb{Z}$ where each edge $\langle i,j \rangle$ is open with probability $|i-j|^{-s}$ for $s> 2$. Using a renormalization procedure we apply Peierls-type argument to…
In this paper, we consider standard processes that admit dual processes and satisfy the absolute continuity condition, i.e., processes possess transition densities. For such processes, the Revuz correspondence relates positive continuous…
The Stochastic Heat Flow (SHF) emerges as the scaling limit of directed polymers in random environments and the noise-mollified Stochastic Heat Equation (SHE), specifically at the critical dimension of two and near the critical temperature.…
Euclidean branching Brownian motion (BBM) has been intensively studied during many decades by renowned researchers. BBM on hyperbolic space has received less attention. A profound study of Lalley and Sellke (1997) provided insight on the…
We consider the community recovery problem on a one-dimensional random geometric graph where every node has two independent labels: an observed location label and a hidden community label. A geometric kernel maps the locations of pairs of…
We consider the problem of maximizing $\langle c,x \rangle$ subject to the constraints $Ax \leq \mathbf{1}$, where $x\in R^n$, $A$ is an $m\times n$ matrix with mutually independent centered subgaussian entries of unit variance, and $c$ is…
We introduce a class of Markov coalescent processes on the continuous $d$-dimensional torus, in the most general setting of simultaneous multiple mergers, called the Brownian spatial coalescent. It is axiomatically defined through a…
In this article, we provide detailed analysis of the long-time behavior of the underdamped Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise dynamical system converges to its unique attractor. We…
We study (plane) tree-valued Markov chains $(T_n,n \geq 1)$ with uniform backward dynamics and show that they can be obtained by sampling from a real tree. As non--plane trees, every such Markov chain is represented by a weighted real tree.…
Understanding the stochastic behavior of random projections of geometric sets constitutes a fundamental problem in high dimension probability that finds wide applications in diverse fields. This paper provides a kinematic description for…