概率论
We investigate delocalization phenomena for eigenvectors of real random matrices that are invariant by orthogonal transformations. A specific phenomenon with these ensembles is that an eigenvector is typically more localized when its…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
We establish the first scaling limit for FK($q$)-weighted planar maps in the critical case $q=4$, resolving a problem that has remained open since Sheffield's seminal work arXiv:1108.2241. In that work, Sheffield proved a scaling limit for…
We show that the Busemann process indexed by tilts in the super-differential of the limit shape exists and is unique in the strong sense in the i.i.d.\ planar corner growth model. This means that every probability space that supports the…
In a seminal 2005 paper, Haagerup and Thorbj{\o}rnsen discovered that the norm of any noncommutative polynomial of independent complex Gaussian random matrices converges to that of a limiting family of operators that arises from…
In sequential design strategies, common in geostatistics and Bayesian optimization, the selection of a new observation point $X_{n+1}$ of a random function $\mathbf f$ is informed by past data, captured by the filtration $\mathcal…
The Join-the-Shortest-Queue (JSQ) policy is among the most widely used load balancing algorithms and has been extensively studied. However, an exact characterization of the system behavior remains challenging. Most prior research has…
We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…
We consider supercritical branching random walks on transitive graphs and we prove a law of large numbers for the mean displacement of the ensemble of particles, and a Stam-type central limit theorem for the empirical distributions, thus…
Subcritical population processes are attracted to extinction and do not have non-trivial stationary distributions, which prompts the study of quasi-stationary distributions (QSDs) instead. In contrast to what generally happens for…
In two-time-scale stochastic approximation (SA), two iterates are updated at different rates, governed by distinct step sizes, with each update influencing the other. Previous studies have demonstrated that the convergence rates of the…
We investigate for which Gaussian processes there do or do not exist reproducing kernel Hilbert spaces (RKHSs) that contain almost all of their paths. In particular, we establish a new result that makes it possible to exclude the existence…
Since the celebrated paper by El Karoui, Peng and Quenez [Mathematical Finance, 7 (1997), 1--71], backward stochastic differential equations have found wide applications in stochastic control, financial technology and machine learning. In…
Markov categories have recently turned out to be a powerful high-level framework for probability and statistics. They accommodate purely categorical definitions of notions like conditional probability and almost sure equality, as well as…
The article is devoted to the mean-square approximation of iterated Ito and Stratonovich stochastic integrals in the context of the numerical integration of Ito stochastic differential equations. The expansion of iterated Ito stochastic…
We derive unique Banach-valued solutions to stochastic Volterra equations with random coefficients that may depend on pure chance and involve singular kernels. In particular, for controlled and distribution-dependent coefficients these…
The directed landscape is a random directed metric on the plane that arises as the scaling limit of metric models in the KPZ universality class. For a pair of points p, q, the disjointness gap G(p; q) measures the shortfall when we optimize…
This paper studies the workload distribution of a finite-capacity queue driven by a spectrally one-sided Markov additive process (MAP). Our main result provides the Laplace-Stieltjes transform of the workload at an exponentially distributed…
The paper studies multifractal random measures on the sphere $\mathbb{S}^d$ constructed via multifractal products of random fields. It presents new limit theorems for multifractal products of spherical fields and conditions for the…
That Dirichlet processes are discrete with probability 1 is demonstrated once more. And yes, these two pages spent fifty years in Norwegian.