概率论

We develop finite free information theory for real-rooted polynomials, establishing finite free analogues of entropy and Fisher information monotonicity, as well as the Stam and entropy power inequalities. These results resolve conjectures…

In this article we use Gaussian measure on $\mathbb{R}^N$ to define the coefficients of an elliptic diffusion on an open cone of $\mathbb{R}^2$. We prove the existence and uniqueness of a stationary distribution for this diffusion. In a…

In this article we consider a stationary $N$-dimensional Galerkin-Navier-Stokes type evolution with Brownian forcing and random stirring (of arbitrarily small strength). We show that the stationary diffusion in an open two-dimensional cone…

The depth-weighted tree DWT($f$) with weight function $f:\{0,1,2,\ldots\}\to (0,\infty)$ is a dynamic random tree grown from a root $r$ where vertices arrive consecutively and every new vertex attaches to a parent $u$ with probability…

Let $x_1,\dots,x_{n}$ be a fixed sequence of real numbers. At each stage, pick $k$ integers $\{I_{i}\}_{1\leq i \leq k}$ uniformly at random without replacement and then for each $i \in \{1,2,\dots,k\}$ replace $x_{I_i}$ by…

We establish a criterion for the Liouville property for Schr\"odinger operators via the conservativeness of time changed processes. Using this criterion, we obtain necessary and sufficient conditions for the Liouville property for some…

We consider the $\ell_p$-minimisation, which consists of finding the vector $x\in\mathbb{R}^N$ which minimises $\|x\|_p$ subject to the linear constraint $y=Ax$, where $y\in\mathbb{R}^m$ is given and $A$ is a $m\times N$ random matrix with…

We derive an Ito-type change-of-variables formula for Volterra Gaussian processes (including fractional Brownian motion with any Hurst parameter), based on the operator factorization framework. The Ito correction is expressed as a Stieltjes…

We introduce a new kind of free independence, called real infinitesimal freeness. We show that independent orthogonally invariant with infinitesimal laws are asymptotically real infinitesimally free. We introduce new cumulants, called real…

Since the work of Mirzakhani and Petri on random hyperbolic surfaces of large genus, length statistics of closed geodesics have been studied extensively. We focus on the case of random hyperbolic surfaces with cusps, the number of which…

We analyze the invariant distributions of continuous-time and discrete-time random walks on randomly weighted complete digraphs. These distributions correspond to the principal left eigenvectors of the associated random Markov generators…

We compute the leading order asymptotic of the maximum of the characteristic polynomial for i.i.d. matrices with real or complex entries. In particular, this result is new even for real Ginibre matrices, which was left as an open problem in…

The article is devoted to the expansion of iterated Stratonovich stochastic integrals of second multiplicity into the double series of products of standard Gaussian random variables. The proof of expansion is based on the application of…

A random geometric graph (RGG) with kernel $K$ is constructed by first sampling latent points $x_1,\ldots,x_n$ independently and uniformly from the $d$-dimensional unit sphere, then connecting each pair $(i,j)$ with probability $K(\langle…

We explore extreme value phenomena in spatial scale-free random graphs in a continuum setting based on a homogeneous Poisson point process in $\mathbb{R}^d$. Vertices carry i.i.d. weights $(W_x)$ and, conditionally on the vertex set and the…

Following Assiotis (2020), we study general $\beta$-Hua-Pickrell diffusions of $N$ particles on $\mathbb R$ as solutions of the stochastic differential equations (SDEs) $$dX_{j,t}=\sqrt{2(1+X_{j,t}^2)}\,dB_{j,t}+\beta\left[b-a…

We study the stochastic Burgers equation driven by a multiplicative Rosenblatt noise with Hurst parameter $H \in (1/2,1)$. Using a fixed-point argument in a Malliavin--Sobolev space that controls the solution and its first two Malliavin…

We consider Susceptible-Infected-Recovered (SIR) models on dense dynamic random graphs, in which the joint dynamics of vertices and edges are co-evolutionary, i.e., they influence each other bidirectionally. In particular, edges appear and…

The equivalence classes of irreducible representations of wreath product $\mathfrak{S}_n(T) = T^n \rtimes \mathfrak{S}_n$ of finite group $T$ with respect to symmetric group $\mathfrak{S}_n$ are parametrized by $\mathbb{Y}_n(\widehat{T})$,…

We study a class of $d$-dimensional random walks, including the two-dimensional simple random walk, reweighted by a self-repelling Gibbsian pair potential. We prove lower bounds on the diffusion constant for short-range interactions, and…