概率论

We consider the stochastic heat equation with multiplicative white noise: $\partial_t u =\partial_x^2u + b(u) +\sigma(u) \dot W$, both on $[0,1]$ and $\mathbf{R}$. In the case of $[0,1]$ we show that the finite Osgood criterion on $b$ is a…

This paper develops a novel operator theoretic framework to study the contraction properties of Markov semigroups with respect to a general class of Kantorovich semi-distances, which notably includes Wasserstein distances. The rather simple…

We consider a diffusion equation in $\mathbb{R}^d$ with drift equal to the gradient of a homogeneous potential of degree $1+\gamma$, with $0<\gamma<1$, and local variance equal to $\varepsilon^2$ with $\varepsilon\to 0$. The associated…

The Airy line ensemble is a random collection of continuous ordered paths that plays an important role within random matrix theory and the Kardar-Parisi-Zhang universality class. The aim of this paper is to prove a universality property of…

In this paper, we study the self-normalized Cram\'er-type moderate deviation of the empirical measure of the stochastic gradient Langevin dynamics (SGLD). Consequently, we also derive the Berry-Esseen bound for SGLD. Our approach is by…

For stochastic Hamilton-Jacobi (SHJ) equations, instability points are the space-time locations where two eternal solutions with the same asymptotic velocity differ. Another crucial structure in such equations is shocks, which are the…

We study the eigenvalue distribution and resolvent of a Kronecker-product random matrix model $A \otimes I_{n \times n}+I_{n \times n} \otimes B+\Theta \otimes \Xi \in \mathbb{C}^{n^2 \times n^2}$, where $A,B$ are independent Wigner…

Let $A$ be a permutation invariant random matrix and $B$ another random matrix. We give a quantitative bound on the difference between the diagonal of the resolvent of $A+B$ and the diagonal of the resolvent of the free sum with…

This paper aims to derive accurate asymptotic estimates for the exit time probabilities of scalar Ornstein-Uhlenbeck (OU) bridges. The exit time probabilities are expressed as an asymptotic series in powers of a small parameter that…

We study a block mean-field Ising model with $N$ spins split into $s_N$ blocks, with Curie-Weiss interaction within blocks and nearest-neighbor coupling between blocks. While previous models deal with the block magnetization for a fixed…

We consider the periodic totally asymmetric simple exclusion process with a general initial condition that properly approximates a periodic upper-semicontinuous function. We find the large time limit of the rescaled space-time multipoint…

We provide non-asymptotic bounds and asymptotic limits for convex transport costs between the distribution of partial sums of independent and identically distributed square integrable and centered random variables and the normal…

This work lies at the intersection of Gibbs models and hyperuniform point processes. Classical Gibbs models, whether defined on lattices or in continuous space, provide flexible tools to describe interacting particle systems but are…

We study the mild Skorohod solution to the following fractional stochastic heat equation on $\mathbb{R}$: \begin{equation} \begin{cases} \partial_t u(t,x)=-(-\Delta)^{\rho/2} u(t,x) +\beta u(t,x)\delta_0(x)\xi(t),\\ u(0,\cdot)=u_0(x),…

We investigate the limiting behavior of discrete determinantal point processes (DPPs) towards continuous DPPs when the size of the set to sample from goes to infinity. We propose a non-asymptotic characterization of this limit in terms of…

We propose and analyse a mechanism by which $\mathrm{CO}_2$-driven radiative forcing can increase Arctic temperature variability in a stochastic Sellers-type energy-balance model. Starting from a fast-slow formulation in which insolation is…

We show that color symmetry is preserved at high temperatures in the Potts spin glass model with $\kappa \ge 3$ colors. Our proof employs the second moment method applied to the balanced model with a suitable centering of the Hamiltonian,…

In this paper, we study cokernels of random $n\times n$ matrices over $\mathbb Z$ with symmetry conditions determined by fixed alternating bilinear forms on $\mathbb Z^n$. These include perturbations of random symmetric matrices at a very…

We study the number of triangles $T_n$ in the sparse $\beta$-model on $n$ vertices, a random graph model that captures degree heterogeneity in real-world networks. Using the norms of the heterogeneity parameter vector, we first determine…

In the freezing regime where the system size N is fixed and the inverse temperature beta tends to infinity, the eigenvalues of Gaussian beta ensembles converge to zeros of the Nth Hermite polynomial. That law of large numbers has been…