概率论

Zabrodin recently proposed a generalization of Dyson Brownian motion to a setting where the particles are confined to a smooth Jordan curve in the plane. In this paper, we discuss a rigorous construction of such a process on a rectifiable…

We investigate the extreme values of a sparse and equicorrelated Gaussian field on a triangle: the correlations on every vertical or horizontal line are all equal to a parameter $r \in [0,1/2]$ and are zero everywhere else. This problem is…

We consider drift parameter estimation in a model driven by the sum of two independent fractional Brownian motions with different Hurst indices. Although the maximum likelihood estimator (MLE) for this model is known theoretically, its…

The purpose of this paper is to estimate the limiting variance of asymptotically stationary Gaussian processes observed at high frequency, using the second moment estimator (SME). We study rates of convergence of the central limit theorem…

We develop quantitative error estimates connecting microscopic fluctuation of interacting particle systems with the mobilities of their hydrodynamic limits. Focusing on the Symmetric Simple Exclusion Process and systems of independent…

We present an example of a linear partial differential equation whose Cauchy problem becomes well-posed when perturbed by noise. Specifically, we make clear how a suitable multiplicative Stratonovich perturbation of Brownian type renders a…

In this paper we consider a population process evolving on a dynamic random graph. The dynamic random graph is an Erd\H{o}s--R\'enyi graph that is resampled every time unit, independently of the previous ones, with `edge existence…

Liouville quantum gravity (LQG) is, heuristically, a theory of random Riemannian geometry with Riemannian metric tensor $e^{\gamma h} (\mathrm{d} x^2 + \mathrm{d} y^2)$, where $h$ is a variant of the Gaussian free field and $\gamma > 0$ is…

In this paper, we prove two-sided heat kernel estimates on what we call "book-like" graphs. These are graphs consisting of pieces that satisfy the parabolic Harnack inequality that are glued together in a sufficiently nice way over a…

Motivated by an open question going back to P.Malliavin and P.-A.Meyer (and closely related to the foundational work of S.Watanabe) on whether Malliavin-Watanabe-Sobolev regularity admits a characterization in terms of a holomorphic Laplace…

Benford's law is the statement that in many real world data sets, the probability of having digit $d$ in base $B$ as the first digit is \log_{B}\!\left(\frac{d+1}{d}\right) for all $1 \leq d \leq B$. We sometimes refer to this as weak…

We prove a standard Central Limit Theorem for the (normalized) number of triangles in a class of Exponential Random Graphs derived from a slight modification of the edge-triangle model. Our main theorem covers the whole analyticity region…

In this paper, we derive identities for the upward and downward exit problems and resolvents for a process whose motion changes between two L\'evy processes if it is above (or below) a barrier $b$ and coincides with a Poissonian arrival…

We introduce an empirical functional $\Psi$ that is an optimal uniform mean estimator: Let $F\subset L_2(\mu)$ be a class of mean zero functions, $u$ is a real valued function, and $X_1,\dots,X_N$ are independent, distributed according to…

We consider large uniform random trees where we fix for each vertex its degree and height. We prove, under natural conditions of convergence for the profile, that those trees properly renormalized converge. To this end, we study the paths…

The independent cascade model is a widely used framework for simulating the spread of influence in social networks. In this model, activations propagate stochastically through the network, with each edge having a probability of transmitting…

This paper is concerned with numerical solutions of one-dimensional SDEs with the drift being a generalised function, in particular belonging to the H\"older-Zygmund space $C^{-\gamma}$ of negative order $-\gamma<0$ in the spatial variable.…

We give a new, short computation of pairing probabilities for multiple chordal interfaces in the critical Ising model, the harmonic explorer, and for multiple level lines of the Gaussian free field. The core of the argument are the known…

The minimum action method (MAM) is an effective approach to numerically solving minimums and minimizers of Freidlin--Wentzell (F-W) action functionals, which is used to study the most probable transition path and probability of the…

We show that the height function of the six-vertex model, in the parameter range $\mathbf a=\mathbf b=1$ and $\mathbf c\ge1$, is delocalized with logarithmic variance when $\mathbf c\le 2$. This complements the earlier proven localization…