概率论

This paper studies the limiting behavior of a closed queueing network with multiple single-server and infinite-server stations. Under a heavy traffic asymptotic regime$\unicode{x2014}$where the number of jobs and single-server service rates…

In this paper, we study the stochastic heat equation driven by a multiplicative space-time $G$-white noise within the framework of sublinear expectations. The existence and uniqueness of the mild solution are proved. By generalizing the…

For a random variable $X$ define $Q(X) = \sup_{x \in \mathbb{R}} \mathbb{P}(X=x)$. Let $X_1, \dots, X_n$ be independent integer random variables. Suppose $Q(X_i) \le \alpha_i \in (0,1]$ for each $i \in \{1, \dots, n\}$. Ju\v{s}kevi\v{c}ius…

We establish the sharp rate of propagation of chaos for McKean-Vlasov equations with coefficients that are non-linear in the measure argument, i.e., not necessarily given by pairwise interactions. Results are given both on bounded time…

We study some properties of the random interlacement model on a transient weighted graph, which was introduced by A. Teixeira in ["Interlacement percolation on transient weighted graphs", Augusto Teixeira, Electronic Journal of Probability…

We investigate the pairwise negative correlation (p-NC) property for uniform probability measures on several families of spanning subgraphs of the complete graph $K_n$. Motivated by conjectured negative dependence properties of the…

Rate-induced tipping is an instability that occurs in a system when its time-dependent rate parameter becomes larger than a threshold value. We investigate a Pearson diffusion process, a diffusion process having solutions staying in a…

We study the problem of selecting optimal two-block partitions to accelerate the mixing of finite Markov chains under group-averaging transformations. The main objectives considered are the Kullback-Leibler (KL) divergence and the Frobenius…

Let $(M,g)$ be a compact connected two-dimensional Riemannian manifold without boundary. In this note, we answer a question posed by Steinerberger: can one remove the $\sqrt{\log n}$ factor in the two-dimensional Green--Wasserstein…

We develop the theory of the discrete periodic Pitman transform, first introduced by Corwin, Gu, and the fifth author. We prove that the discrete periodic Pitman transform satisfies the same braid relations that are satisfied for the…

In this work, we consider, in a general setting, multiparameter multidimensional Markov processes that are time-changed by an independent additive subordinator. By extending Phillips theorem, we show that the resulting process is a Feller…

We study a three-dimensional Boussinesq-type temperature-velocity system on a bounded smooth domain $\mathcal D\subset\mathbb R^3$, where the velocity $u^\varepsilon$ solves the Navier-Stokes equations and the temperature…

We study a self-similar fragmentation process with dislocation measure $\nu$ and self-similarity index $\alpha > 0$. Let $e^{-m_t}$ denote the size of the largest fragment at time $t \geq 0$. For dislocation measures satisfying a regularity…

We study a discrete and continuous version of the spectral Dirichlet problem in an open bounded connected set $\Omega\subset \mathbb{R}^d$, in dimension $d\geq 2$. More precisely, consider the simple random walk on $\mathbb{Z}^d$ killed…

We study ``V-shaped'' solutions to the KPZ equation, those having opposite asymptotic slopes $\theta$ and $-\theta$, with $\theta>0$, at positive and negative infinity, respectively. Answering a question of Janjigian, Rassoul-Agha, and…

For $R>0$, we give a rigorous probabilistic construction on the cylinder $\mathbb{R} \times (\mathbb{R}/(2\pi R\mathbb{Z}))$ of the (massless) Sinh-Gordon model. In particular we define the $n$-point correlation functions of the model and…

This paper studies the zero-noise limit of high-dimensional small-noise diffusion processes governed by the stochastic differential equation (SDE): \[ dX_{t}^{\varepsilon }=b(X_{t}^{\varepsilon })\,dt+\varepsilon \,dW_{t}, \quad…

We establish global universal approximation theorems on spaces of piecewise linear paths, stating that linear functionals of the corresponding signatures are dense with respect to $L^p$- and weighted norms, under an integrability condition…

We consider the dilute Curie-Weiss model of size $N$, which is a generalization of the classical Curie-Weiss model where the dependency structure between the spins is not encoded by the complete graph but via the (directed)…

We study the overshoot \(R_b=S_{\tau(b)}-b\) of a random walk with independent identically distributed increments from a standardised one-parameter exponential family, with primary emphasis on the small-drift regime \(\theta\downarrow0\).…