Probability

Authors and titles for math.PR in Apr 2019

[1]  arXiv:1904.00059 [pdf, other]

Title: Nonzero-sum stochastic differential games between an impulse controller and a stopper

Authors: Luciano Campi, Davide De Santis

Comments: 12 figures

Subjects: Probability (math.PR); Optimization and Control (math.OC)

[2]  arXiv:1904.00075 [pdf, ps, other]

Title: Optimal stopping for the exponential of a Brownian bridge

Authors: Tiziano De Angelis, Alessandro Milazzo

Comments: 22 pages, 6 figures

Journal-ref: J. Appl. Probab. 57 (2020) 361-384

Subjects: Probability (math.PR); Optimization and Control (math.OC); Mathematical Finance (q-fin.MF)

[3]  arXiv:1904.00082 [pdf, ps, other]

Title: F-KPP Scaling limit and selection principle for a Brunet-Derrida type particle system

Authors: Pablo Groisman, Matthieu Jonckheere, Julián Martínez

Comments: 17 pages

Subjects: Probability (math.PR)

[4]  arXiv:1904.00086 [pdf, other]

Title: Real zeros of random Dirichlet series

Authors: Marco Aymone

Comments: 10 pages

Journal-ref: Electronic Communications in Probability, 2019

Subjects: Probability (math.PR)

[5]  arXiv:1904.00100 [pdf, ps, other]

Title: Intermittency and infinite variance: the case of integrated supOU processes

Authors: Danijel Grahovac, Nikolai N. Leonenko, Murad S. Taqqu

Subjects: Probability (math.PR)

[6]  arXiv:1904.00299 [pdf, ps, other]

Title: Semilinear stochastic partial differential equations: central limit theorem and moderate deviations

Authors: Rangrang Zhang, Jie Xiong

Subjects: Probability (math.PR)

[7]  arXiv:1904.00334 [pdf, other]

Title: Some recent progress in singular stochastic PDEs

Authors: Ivan Corwin, Hao Shen

Comments: 41 pages

Subjects: Probability (math.PR); Analysis of PDEs (math.AP)

[8]  arXiv:1904.00394 [pdf, ps, other]

Title: Equi-Energy sampling does not converge rapidly on the mean-field Potts model with three colors close to the critical temperature

Authors: Mirko Ebbers, Matthias Löwe

Comments: 15 pages

Subjects: Probability (math.PR)

[9]  arXiv:1904.00397 [pdf, ps, other]

Title: The semicircle law for matrices with ergodic entries

Authors: Matthias Löwe

Comments: 7 pages. arXiv admin note: text overlap with arXiv:1108.3479

Journal-ref: Statistics & Probability Letters, Volume 141, October 2018, Pages 90-95

Subjects: Probability (math.PR)

[10]  arXiv:1904.00426 [pdf, ps, other]

Title: Vertex degree distribution and arc endpoints degree distribution of graphs with a linear rule of preferential attachment and Pennock graphs

Authors: V.N. Zadorozhnyi, E.B. Yudin

Comments: 12 pages, 8 figures, the article is unpublished. We are looking for a journal now

Subjects: Probability (math.PR)

[11]  arXiv:1904.00567 [pdf, ps, other]

Title: Asymptotics for stochastic Burgers equation with jumps

Authors: Shulan Hu, Ran Wang

Subjects: Probability (math.PR)

[12]  arXiv:1904.00578 [pdf, ps, other]

Title: On the circle, $GMC^γ= \varprojlim CβE_n$ for $γ= \sqrt{\frac{2}β}, $ $( γ\leq 1 )$

Authors: Reda Chhaibi, Joseph Najnudel

Comments: 60 pages, no figures. v2: Added comments on the supercritical phase, and more bibliographic references

Subjects: Probability (math.PR); Mathematical Physics (math-ph); Spectral Theory (math.SP)

[13]  arXiv:1904.00595 [pdf, ps, other]

Title: Integral representations for the Hartman--Watson density

Authors: Yuu Hariya

Comments: 21 pages; this is an abridged version of the previous one, accepted for publication in the Journal of Theoretical Probability, with shortened Section 4

Subjects: Probability (math.PR)

[14]  arXiv:1904.00718 [pdf, ps, other]

Title: The partial duplication random graph with edge deletion

Authors: Felix Hermann, Peter Pfaffelhuber

Subjects: Probability (math.PR)

[15]  arXiv:1904.00723 [pdf, ps, other]

Title: Gaussian self-similar random fields with distinct stationary properties of their rectangular increments

Authors: Vitalii Makogin, Yuliya Mishura

Subjects: Probability (math.PR)

[16]  arXiv:1904.00725 [pdf, other]

Title: On the longest common subsequence of independent random permutations invariant under conjugation

Authors: Mohamed Slim Kammoun

Subjects: Probability (math.PR); Combinatorics (math.CO)

[17]  arXiv:1904.00848 [pdf, ps, other]

Title: The bead process for beta ensembles

Authors: Joseph Najnudel, Bálint Virág

Journal-ref: Probab. Theory Relat. Fields (2021)

Subjects: Probability (math.PR)

[18]  arXiv:1904.00849 [pdf, ps, other]

Title: Individual-level randomness in a nonatomic population

Authors: Edward J. Green

Comments: 12 pages

Subjects: Probability (math.PR)

[19]  arXiv:1904.00858 [pdf, ps, other]

Title: Uniform point variance bounds in classical beta ensembles

Authors: Joseph Najnudel, Bálint Virág

Journal-ref: Random Matrices: Theory and ApplicationsVol. 10, No. 04, 2150033 (2021)

Subjects: Probability (math.PR)

[20]  arXiv:1904.00881 [pdf, ps, other]

Title: Multivariate Normal Approximation for functionals of random polytopes

Authors: Jens Grygierek

Subjects: Probability (math.PR)

[21]  arXiv:1904.00894 [pdf, ps, other]

Title: Quantum $SL_2$, Infinite curvature and Pitman's 2M-X theorem

Authors: François Chapon, Reda Chhaibi

Comments: 41 pages, 6 figures ; v1: Draft version. v2: Greatly expanded version of the paper and presentation has been reworked out. v3: Minor changes. v4: Journal version

Journal-ref: Probab. Theory Relat. Fields (2020)

Subjects: Probability (math.PR); Quantum Algebra (math.QA); Representation Theory (math.RT); Symplectic Geometry (math.SG)

[22]  arXiv:1904.01088 [pdf, other]

Title: Mixing time of the adjacent walk on the simplex

Authors: Pietro Caputo, Cyril Labbé, Hubert Lacoin

Journal-ref: Ann. Probab., Volume 48, Number 5 (2020), 2449-2493

Subjects: Probability (math.PR)

[23]  arXiv:1904.01220 [pdf, other]

Title: Avalanches in an excitable network

Authors: Reza Rastegar, Alexander Roitershtein

Subjects: Probability (math.PR); Disordered Systems and Neural Networks (cond-mat.dis-nn)

[24]  arXiv:1904.01255 [pdf, ps, other]

Title: Large deviations and Wschebor's theorems

Authors: Jose R. Leon (IMERL), José León (UCV), Alain Rouault (LMV)

Subjects: Probability (math.PR)

[25]  arXiv:1904.01263 [pdf, ps, other]

Title: On some estimates for Erdös-Rènyi random graph

Authors: Nikolay Kazimirow

Subjects: Probability (math.PR)