概率论

In this paper, we study systems of $N$ interacting particles described by the classical and relativistic Langevin dynamics with singular forces and multiplicative noises. For the classical model, we prove the ergodicity, obtaining an…

We study the steady-state delay performance of load balancing in large-scale systems with heterogeneous servers in the heavy-traffic regimes. The system consists of $N$ servers, each with a local buffer of size $b-1$, serving jobs in the…

We consider the half-space geometric Last Passage Percolation model starting with stationary measures. We obtain exact formulas for LPP value along the diagonal $(N,N)$ across the entire phase diagram. We also obtain the limits of these…

Many results on the convex order in the literature were stated for random variables with finite mean. For instance, a fundamental result in dependence modeling is that the sum of a pair of random random variables is upper bounded in convex…

We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…

We study small-time central limit theorems for stochastic Volterra integral equations with H\"older continuous coefficients and general locally square integrable Volterra kernels. We prove the convergence of the finite-dimensional…

The $i$-dimensional Potts lattice Higgs model is a random assignment of spins in $\mathbb{Z}_q$ to the $i$-dimensional cells of a cell complex induced by a Hamiltonian with a Potts interaction on the $(i+1)$-cells and an additional term…

We study two-dimensional Coulomb gases in the presence of $m\in\mathbb{N}_{>0}$ outposts. An outpost is a connected component of the coincidence set that lies outside the droplet. The case $m=1$ was previously investigated by Ameur,…

We consider a dynamic network in continuum time and space in which nodes, with initial locations given by a Poisson point process, move according to i.i.d. isotropic $\alpha$-stable processes. Each node is additionally equipped with an…

The conditions under which stochastic systems of infinitely many interacting particles can maintain sufficient spatial order to move coherently along a time-periodic orbit, thereby breaking the time-translation invariance of the underlying…

For several physically relevant SPDEs, it is known that global weak solutions coexist with local strong ones. Typically, weak-strong uniqueness results are known, and ensure that the global and strong solutions coincide as long as the…

We study the total variation distance (TV) between two $n$-fold Bernoulli product measures parametrized by $\vec p=(p_1,\ldots,p_n)$ and $\vec q=(q_1,\ldots,q_n)$, respectively, in the \emph{tiny} and \emph{small} regimes. In the tiny…

In this note, we compute the probability that a two-dimensional symmetric random walk visits more vertices than expected, for deviations on scales between the mean behavior and linear growth.

The true self-repelling motion is a continuous-time random process which was introduced by T\'oth and Werner in 1998 to be a limit for the "true" self-avoiding random walk defined by T\'oth in 1995. The construction of the true…

We consider the (compact) abelian lattice Higgs model with charge \( k \geq 1 \) and show, using charged Wilson~loop observables and charged versions of the Marcu--Fredenhagen ratio, that this model exhibits several distinct phase…

We derive a scaling limit in law for the cover time of a simple random walk on a lattice version of a scaled-up planar domain with wired boundary conditions. The limiting distribution is that of a Gumbel Random Variable shifted randomly by…

In this paper, we establish the strong well-posedness of SDEs with merely integrable time-dependent drifts driven by fractional Brownian motions with Hurst parameter H<1/2. Our result holds over the entire subcritical regime and can be…

We study the total variation distance under two information-erasing maps on inhomogeneous Bernoulli product measures: summation and homogenization. While summation is a Markov kernel and hence satisfies the usual data processing inequality,…

Many classical objects of study related to the geometry/topology of smooth Gaussian fields (e.g., the volume, surface area or Euler characteristic of excursion sets) have a `locality' property which is crucial to their analysis. More…

We study a density-dependent Markov jump process describing a population where each individual is characterized by a type, and reproduces at rates depending both on its type and on the population type distribution. We are interested in the…