@NHWK profile picture
Probability Papers @NHWK

New Probability papers from arxiv.org: central limit theorems, large deviations. Thank you to arXiv for use of its open access interoperability.

Joined December 2010
  • Tweets 9,897
  • Following 2
  • Followers 60
Photos and videos
Trivariate Hypergeometric Series Formulas for Pure Partition Functions of Multiple 3-SLEΞΊ Dapeng Zhan arxiv.org/abs/2606.14038 [πš–πšŠπšπš‘.π™Ώπš]

Trivariate Hypergeometric Series Formulas for Pure Partition...

Pure partition functions of multiple SLE are characterized by null-state partial differential equations, MΓΆbius covariance, and boundary asymptotics. After quotienting by MΓΆbius covariance,...

arxiv.org
2
Stochastic dominations for FK percolation and sharp thinning thresholds for the Ising energy field Paul Cahen, Avelio SepΓΊlveda arxiv.org/abs/2606.13648 [πš–πšŠπšπš‘.π™Ώπš]

Stochastic dominations for FK percolation and sharp thinning...

At first glance, one would imagine that the energy field of the Ising model, the set of edges whose endpoints share the same spin, is stochastically monotone as a function of the coupling...

arxiv.org
1
24
Data-driven subsampling rates for diffusion parameter estimation of SDEs Felix Lindner, Andre Schmeißer, Felipe Trolldenier, Raimund Wegener arxiv.org/abs/2606.13615 [πš–πšŠπšπš‘.π™Ώπš 𝚜𝚝𝚊𝚝.𝙼𝙴]

Data-driven subsampling rates for diffusion parameter estimation of SDEs

We study the problem of diffusion parameter estimation for stochastic differential equation (SDE) models in scenarios where data and model are compatible only on specific scales that have yet to...

arxiv.org
16
Branching-selection particle systems and inverse first passage problems Jacob Mercer arxiv.org/abs/2606.13487 [πš–πšŠπšπš‘.π™Ώπš πš–πšŠπšπš‘.𝙰𝙿]

Branching-selection particle systems and inverse first passage problems

A generalised inverse first passage problem asks whether, given a probability measure $p$ on $[0,\infty]$, one can find a boundary $b:[0,\infty]\to \mathbb{R}$ such that the stopping...

arxiv.org
1
10
Symmetric Cooperative Motion in Higher Dimensions Louigi Addario-Berry, Gavin Barill, Hannah Cairns, Jessica Lin arxiv.org/abs/2606.13459 [πš–πšŠπšπš‘.π™Ώπš]

Symmetric Cooperative Motion in Higher Dimensions

We prove a distributional convergence result for a multidimensional version of symmetric cooperative motion which was introduced and studied in one dimension in \cite{HRW, SCM1}. Our approach...

arxiv.org
10
Scaling limit of additive functionals for reversible non-gradient exclusion process: critical cases Chenlin Gu, Linzhi Yang, Linjie Zhao arxiv.org/abs/2606.13442 [πš–πšŠπšπš‘.π™Ώπš]

Scaling limit of additive functionals for reversible non-gradient...

For the reversible speed-change exclusion process $(Ξ·_t)_{t \geq 0}$ in $\mathbb{Z}^d$, we study the scaling limit of additive functionals ${Ξ“_t(f) = \int_0^t f(Ξ·_s)\, \mathrm{d} s}$....

arxiv.org
17
Interference Queueing Networks: A Replica Mean-Field Approach in the Symmetric Setting Philippe Sarotte, Nahuel Soprano-Loto, FranΓ§ois Baccelli arxiv.org/abs/2606.13264 [πš–πšŠπšπš‘.π™Ώπš πš–πšŠπšπš‘-πš™πš‘]

Interference Queueing Networks: A Replica Mean-Field Approach in...

We propose a model for evaluating the performance of wireless communication networks beyond the ubiquitous full-buffer assumption, under which every transmitter is always active. The network is...

arxiv.org
7
Scaling limits of the single-curve interface and outermost loops in the planar random field Ising model Fenglin Huang, LΓ©onie Papon, Aoteng Xia arxiv.org/abs/2606.13147 [πš–πšŠπšπš‘.π™Ώπš πš–πšŠπšπš‘-πš™πš‘]

Scaling limits of the single-curve interface and outermost loops...

We prove that the interface separating $ 1$ and $-1$ spins in the near-critical planar random field Ising model (RFIM) with Dobrushin boundary conditions has a scaling limit, whose law is...

arxiv.org
24
Averaging principles for nonautonomous multiscale McKean-Vlasov stochastic systems Jie Xiang, Huijie Qiao arxiv.org/abs/2606.12820 [πš–πšŠπšπš‘.π™Ώπš]

Averaging principles for nonautonomous multiscale McKean-Vlasov...

This paper investigates a class of nonautonomous multiscale McKean-Vlasov stochastic systems. By leveraging the nonautonomous Poisson equation, we rigorously establish both strong and weak...

arxiv.org
12
On McDiarmid's Inequality under Dependence via Approximate Tensorization of Entropy Valentin Roth arxiv.org/abs/2606.12720 [πš–πšŠπšπš‘.π™Ώπš πš–πšŠπšπš‘.πš‚πšƒ 𝚜𝚝𝚊𝚝.𝙼𝙻]

On McDiarmid's Inequality under Dependence via Approximate...

We argue that dependent versions of McDiarmid's inequality are a useful but underutilized tool in mathematical statistics, learning theory and theoretical computer science. To make this point, we...

arxiv.org
1
152
The censored stochastic six-vertex model and parabolic Kazhdan–Lusztig R-polynomials Hindy Drillick, Levi Haunschmid-Sibitz arxiv.org/abs/2606.12670 [πš–πšŠπšπš‘.π™Ώπš πš–πšŠπšπš‘-πš™πš‘ πš–πšŠπšπš‘.𝙲𝙾]

The censored stochastic six-vertex model and parabolic...

We introduce a censored version of the stochastic six-vertex model. We show that for parameters $b_1 < b_2$, this model started from the initial condition ${1}_{x>0}$ is stochastically dominated...

arxiv.org
10
Markov property and path regularity for the solutions to SPDEs driven by cylindrical-martingale valued measures Santiago Cambronero, David Campos, C. A. Fonseca-Mora, DarΓ­o Mena arxiv.org/abs/2606.12381 [πš–πšŠπšπš‘.π™Ώπš]

Markov property and path regularity for the solutions to SPDEs...

In this paper we prove the Markov property for the solution to stochastic partial differential equations driven by a cylindrical orthogonal martingale-valued measure. We assume our coefficients...

arxiv.org
1
27
Matrix Discrepancy for Representations of Finite Groups Afonso S. Bandeira, Helmut BΓΆlcskei arxiv.org/abs/2606.12181 [πš–πšŠπšπš‘.π™Ώπš πš–πšŠπšπš‘.𝙲𝙾 πš–πšŠπšπš‘.π™Άπš πš–πšŠπšπš‘.πšπšƒ]

Matrix Discrepancy for Representations of Finite Groups

Given a finite group $G$, we prove that there exist signs $\varepsilon\in\{\pm1\}^G$ such that $$\left\| \sum_{g\in G} \varepsilon_gρ(g) \right\|\leq C\, \sqrt{|G|},$$ where $ρ$ is the left...

arxiv.org
1
2
73
Continuous stochastic flows driven by white noise and their duals Yaolin Yu arxiv.org/abs/2606.12143 [πš–πšŠπšπš‘.π™Ώπš]

Continuous stochastic flows driven by white noise and their duals

We study a class of continuous stochastic flows driven by a space-time white noise and characterize their dual flows by explicit stochastic differential equations. A key ingredient of the proof is...

arxiv.org
14
Mean-field theory via dissociated arrays for particle systems interacting through noisy weights Nicolas Fournier, Datong Zhou arxiv.org/abs/2606.12135 [πš–πšŠπšπš‘.π™Ώπš]

Mean-field theory via dissociated arrays for particle systems...

We study a mean-field limit for a $N$-particle system in which each particle follows a diffusion and interacts with other particles through a weight on each directed edge. Each weight evolves...

arxiv.org
1
13
Sample Path Properties of the Fractional Wiener–Weierstrass Bridge II Alexander Schied, Zhenyuan Zhang arxiv.org/abs/2606.11994 [πš–πšŠπšπš‘.π™Ώπš]

Sample Path Properties of the Fractional Wiener--Weierstrass Bridge II

Fractional Wiener--Weierstrass bridges are a class of Gaussian processes obtained by replacing trigonometric functions in the construction of classical Weierstrass functions by fractional Brownian...

arxiv.org
15
On Skorokhod Problems for Reflected and Singular Stochastic Heat Equations Martin Grothaus, Nicolas Renner arxiv.org/abs/2606.11951 [πš–πšŠπšπš‘.π™Ώπš]

On Skorokhod Problems for Reflected and Singular Stochastic Heat Equations

We prove a Skorokhod decomposition for the Markov processes $X^a$ and $X$ associated to the gradient Dirichlet forms with respect to the measures $ρ^aμ^β$ and $ρμ^β$,...

arxiv.org
6
Stochastic epidemic model with varying infectivity and waning immunity: the law of large numbers with unbounded infectivity RaphaΓ«l Forien, Γ‰tienne Pardoux arxiv.org/abs/2606.11845 [πš–πšŠπšπš‘.π™Ώπš]

Stochastic epidemic model with varying infectivity and waning...

We revisit the large population limit of our epidemic model with infection age dependent infectivity and progressive immunity waning, under the assumption that the supremum in $t$ of the random...

arxiv.org
8
Martingale Solutions to a Stochastic Keller-Segel System with nonlocal Source and Super-linear Noise Qian Li, Li Chen, Jinhuan Wang arxiv.org/abs/2606.11774 [πš–πšŠπšπš‘.π™Ώπš πš–πšŠπšπš‘.𝙰𝙿]

Martingale Solutions to a Stochastic Keller-Segel System with...

Global nonnegative martingale solutions are shown to exist for a stochastic Keller-Segel system with a nonlocal Fisher-KPP source and super-linear multiplicative noise. The result is obtained for...

arxiv.org
16
Exact Fourier dimensions of dyadic Mandelbrot cascades on curves of nonvanishing curvature under minimal integrability Yin Cai, Xiang Fang, Hongdou Qu arxiv.org/abs/2606.11758 [πš–πšŠπšπš‘.π™Ώπš]

Exact Fourier dimensions of dyadic Mandelbrot cascades on curves...

We prove an exact Fourier-dimension formula for scalar dyadic Mandelbrot cascades pushed forward to fixed C^2 Jordan curves with nonvanishing curvature. Let W be in the minimal Kahane-Peyriere...

arxiv.org
70
Load more