概率论

We develop a fractional extension of the classical binomial distribution and the associated Bernstein operator, formulated within the framework of the generalized binomial theorem (Hara and Hino [Bull.\ London Math.\ Soc. \textbf{42}…

We study perfect matchings on the rail-yard graphs in which the right boundary condition is given by the empty partition and the left boundary can be divided into finitely many alternating line segments where all the vertices along each…

We study the limiting spectral measure of large random Helson matrices and large random matrices of certain patterned structures. Given a real random variable $X \in L^{2+ \varepsilon}(\mathbb{P}) $ for some $\varepsilon > 0$ and…

We introduce a broad class of families of branching random walks on a set $X$. The processes in each family are parametrized by a positive parameter $\lambda$ and they are monotonically increasing in $\lambda$ with respect to the germ…

Consider a $n\times n$ sparse non-Hermitian random matrix $X_n$ defined as the Hadamard product between a random matrix with centered independent and identically distributed entries and a sparse Bernoulli matrix with success probability…

The classification of probability measures that satisfy both conformal invariance and domain Markov property is equivalent to characterizing solutions to the Belavin--Polyakov--Zamolodchikov (BPZ) equations, as established by…

This paper establishes a functional stable central limit theorem for a class of superdiffusive solutions to stochastic differential equations driven by an $\alpha$-stable process.

Consider the point process (in $\mathbb{R}^d$) of local maxima of smooth Gaussian fields, with sufficient decay of correlation at infinity, above a level $u$. We show that this point process, rescaled appropriately, converges weakly to a…

We consider a sequence of random vectors on \(\mathbb{R}^d, \ d\geq 1\). We consider the record values based on the simultaneous strict inequality of the coordinates. The indicator record variable (irv) of the j-th observation is the…

We construct a new class of infinite-dimensional diffusions taking values in a generalized Kingman simplex. Our model describes the temporal evolution of the relative frequencies of infinitely-many types which are "labeled" by an arbitrary…

We study an analogue of the large deviation principle for mixed measures associated with a class of $\log$-concave probability measures whose densities depend on the gauge function of a convex body. For convex bodies in $\mathbb{R}^n$, we…

We prove that the point process of the eigenvalues of real or complex non-Hermitian matrices $X$ with independent, identically distributed entries is hyperuniform: the variance of the number of eigenvalues in a subdomain $\Omega$ of the…

Affine processes play an important role in mathematical finance and other applied areas due to their tractable structure. In the present article, we derive probabilistic representations and integration by parts (IBP) formulas for…

We consider reflected generalized backward doubly stochastic differential equations driven by a non-homogeneous L\'evy process. Under stochastic conditions on the coefficients, we prove the existence and uniqueness of a solution.…

While classical concentration inequalities are typically restricted to two special cases -- independence and martingale difference sequences -- we extend concentration inequalities to a much broader class of stochastic processes by relaxing…

We consider the simple random walk on the infinite cluster of a general class of percolation models on $\mathbb{Z}^d$, $d\geq 3$, including Bernoulli percolation as well as models with strong, algebraically decaying correlations. For almost…

Permutons are probability measures on the unit square with uniform marginals that provide a natural way to describe limits of permutations. We are interested in the permuton limits for permutations sampled uniformly from certain…

We consider the path-integral representation of the ideal Bose gas under various boundary conditions. We show that Bose--Einstein condensation occurs at the famous critical density threshold, by proving that its $1$-particle-reduced density…

The contact process on dynamic edges (CPDE) is a contact process evolving on a dynamic environment given by a dynamical percolation on the edges of Z d\,: each edge updates its state to open or closed with respective rates vp and v(1 -p).…

We present a novel procedure where a stationary point process is regularized through the convolution with a continuous random field with stationary increments, in the sense that the dependency between distant points is weakened; and the…