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A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…

概率论 · 数学 2015-04-28 Alexander Iksanov , Andrey Pilipenko

We consider the self-repelling Brownian polymer, introduced in [APP83], which is formally defined as the solution of a singular SDE. The singularity comes from the drift term, which is given by the negative gradient of the local time. We…

概率论 · 数学 2025-09-08 Harry Giles , Lukas Gräfner

The scaled Brownian motion (SBM) is regarded as one of the paradigmatic random processes, featuring the anomalous diffusion property characterized by the diffusion exponent. It is a Gaussian, self-similar process with independent…

概率论 · 数学 2024-04-29 Hubert Woszczek , Aleksei Chechkin , Agnieszka Wylomanska

We endow the $\sqrt{8/3}$-Liouville quantum gravity sphere with a metric space structure and show that the resulting metric measure space agrees in law with the Brownian map. Recall that a Liouville quantum gravity sphere is a priori…

概率论 · 数学 2021-04-20 Jason Miller , Scott Sheffield

We study the optimal rectangular-discrepancy approximation of permutons by finite permutations. We transfer bounds from discrepancy theory to this more restricted setup. Moreover, we show that superlinear approximation can occur only for…

组合数学 · 数学 2026-05-05 Balázs Maga

We prove sandwich theorems and a Tauberian theorem in the space of compact metric measure spaces, endowed with the Gromov-Hausdorff-Prokhorov (GHP) topology. These results hold with respect to a close relative of Gromov's Lipschitz order.…

概率论 · 数学 2025-10-08 William Fleurat

We determine the scaling limit for permutations conditioned to have longest decreasing subsequence of length at most $d$. These permutations are also said to avoid the pattern $(d+1)d \cdots 2 1$ and they can be written as a union of $d$…

概率论 · 数学 2023-01-09 Christopher Hoffman , Douglas Rizzolo , Erik Slivken

In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…

概率论 · 数学 2024-04-04 Sara Mazzonetto

Kenyon, Miller, Sheffield, and Wilson (2015) showed how to encode a random bipolar-oriented planar map by means of a random walk with a certain step size distribution. Using this encoding together with the mating-of-trees construction of…

概率论 · 数学 2025-11-07 Ewain Gwynne , Nina Holden , Xin Sun

The ``Brownian bees" model describes an ensemble of $N$ independent branching Brownian particles. When a particle branches into two particles, the particle farthest from the origin is eliminated so as to keep a constant number of particles.…

统计力学 · 物理学 2021-11-29 Maor Siboni , Pavel Sasorov , Baruch Meerson

A record in a permutation is a maximum or a minimum, from the left or from the right. The entries of a permutation can be partitioned into two types: the ones that are records are called external points, the others are called internal…

概率论 · 数学 2021-12-22 Jacopo Borga , Enrica Duchi , Erik Slivken

Flexible models for probability distributions are an essential ingredient in many machine learning tasks. We develop and investigate a new class of probability distributions, which we call a Squared Neural Family (SNEFY), formed by squaring…

机器学习 · 计算机科学 2023-10-27 Russell Tsuchida , Cheng Soon Ong , Dino Sejdinovic

Liouville conformal field theory describes a random geometry that fluctuates around a deterministic one: the unique solution of the problem of finding, within a given conformal class, a Riemannian metric with prescribed scalar and geodesic…

数学物理 · 物理学 2025-12-02 Baptiste Cerclé

We consider random genus-0 hyperbolic surfaces $\mathcal{S}_n$ with $n + 1$ punctures, sampled according to the Weil-Petersson measure. We show that, after rescaling the metric by $n^{-1/4}$, the surface $\mathcal{S}_n$ converges in…

概率论 · 数学 2025-08-27 Timothy Budd , Nicolas Curien

We establish the first connection between $2d$ Liouville quantum gravity and natural dynamics of random matrices. In particular, we show that if $(U_t)$ is a Brownian motion on the unitary group at equilibrium, then the measures $$…

概率论 · 数学 2025-07-10 Paul Bourgade , Hugo Falconet

We introduce a four-parameter extended family of distributions related to the wrapped Cauchy distribution on the circle. The proposed family can be derived by altering the settings of a problem in Brownian motion which generates the wrapped…

统计理论 · 数学 2013-02-04 Shogo Kato , M. C. Jones

For $\gamma \in (0,2)$, the quantum disk and $\gamma$-quantum wedge are two of the most natural types of Liouville quantum gravity (LQG) surfaces with boundary. These surfaces arise as scaling limits of finite and infinite random planar…

概率论 · 数学 2020-05-12 Morris Ang , Ewain Gwynne

We set the foundation for a series of works aimed at proving strong relations between uniform random planar maps and Liouville quantum gravity (LQG). Our method relies on a bijective encoding of site-percolated planar triangulations by…

概率论 · 数学 2021-06-03 Olivier Bernardi , Nina Holden , Xin Sun

We provide a new construction of the Brownian disks, which have been defined by Bettinelli and Miermont as scaling limits of quadrangulations with a boundary when the boundary size tends to infinity. Our method is very similar to the…

概率论 · 数学 2017-10-23 Jean-François Le Gall

By analogy with Carleson's observation on Cardy's formula describing crossing probabilities for the scaling limit of critical percolation, we exhibit ``privileged geometries'' for Stochastic Loewner Evolutions with various parameters, for…

概率论 · 数学 2007-05-23 Julien Dubedat