概率论

It is well known that square matrices with independent and identically distributed (iid) random entries are typically well conditioned. A natural question is whether this favorable behavior persists for random matrices whose entries obey…

Consider the following process whereby $n$ balls are distributed into $k$ bins. Repeatedly, a ball is removed from a non-empty bin chosen uniformly at random. The process ends when a single non-empty bin remains. Will Ma…

We investigate the strong approximation of stochastic differential equations whose drift is square-integrable in time and Dini continuous in space, while the diffusion coefficient is non-constant and uniformly elliptic. Using a refined…

We consider an Ising model on the Cayley tree $\Gamma_k$ of arbitrary order $k\ge1$ with three spin species of values $(\tfrac12,1,\tfrac32)$ distributed deterministically with period three along the generations. Within the framework of…

We establish sample complexity guarantees for estimating the covariance matrix of a strongly log-concave smooth distribution using the unadjusted Langevin algorithm (ULA). We quantitatively compare our complexity estimates on single-chain…

We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…

We present a multifractal formalism for measures on infinite dimensional metric spaces, in terms of scales instead of dimensions in the classical multifractal analysis. We prove a multifractal formalism with a suitable scaling, called…

In this paper, we establish the law of the iterated logarithm for a wide class of non-stationary, continuous-time Markov processes evolving on Polish spaces. Specifically, our result applies to certain additive functionals of processes…

We study a generalisation of the one-dimensional Rademacher random walk introduced in Bhattacharya and Volkov (2023) to $\mathbb{Z}^2$ (for $d\ge 3$, the Rademacher random walk is always transient, as follows from Theorem 8.8 in Englander…

We consider the problem of sampling from the ferromagnetic $q$-state Potts model on the random $d$-regular graph with parameter $\beta>0$. A key difficulty that arises in sampling from the model is the existence of a metastability window…

In this paper, we study the Entropic Martingale Optimal Transport (EMOT) problem on \mathbb{R}. The investigation of the EMOT problem arises in the calibration problem of the Stochastic Volatility Models, where martingale constraints…

We prove that the spectral radius of a large random matrix $X$ with independent, identically distributed complex entries follows the Gumbel law irrespective of the distribution of the matrix elements. This solves a long-standing conjecture…

For $\mu$ an edge percolation measure on the infinite square lattice, let $\mu_{\textit{hp}}$ (respectively, $\mu^*_{hp}$) denote its marginal (respectively, the marginal of its planar dual process) on the upper half-plane. We show that if…

We study Langevin dynamics with noise projected onto the directions orthogonal to an isometric group action. This mathematical model is introduced to shed new light on the effects of symmetry on stochastic gradient descent for…

We analyze increasing propagation of chaos in the high temperature regime of a disordered mean-field model, the Hopfield model. We show that for $\beta<1$ (the true high temperature region) we have increasing propagation of chaos as long as…

We present a novel approach to the proof of Peng's maximum principle for McKean-Vlasov stochastic differential equations (SDE). The main step is the introduction of a third adjoint equation, a conditional McKean-Vlasov backward SDE, to…

We present an analysis of optimal quantization of probability measures with nonuniform densities on spherical curves. We begin by deriving the centroid condition, followed by a high-resolution asymptotic analysis to establish the…

Starting from a subinvariant positive definite kernel under a branching pullback, we attach to the resulting kernel tower a canonical electrical network on the word tree whose edge weights are the diagonal increments. This converts diagonal…

We analyse several constructions of random point sets on the sphere $\mathbb{S}^{3}\subset\mathbb{R}^4$ evaluating and comparing them through their discrete logarithmic energy: \begin{equation*} E_0(\omega_N) = \sum_{\substack{i, j=1\\ i…

This paper investigates how the structure of the underlying graph influences the behavior of stochastic partial differential equations (SPDEs) on finite tree graphs, where each edge is driven by space-time white noise. We first introduce a…