Probability

Authors and titles for math.PR in Feb 2023

[1]  arXiv:2302.00097 [pdf, ps, other]

Title: Wiener densities for the Airy line ensemble

Authors: Duncan Dauvergne

Subjects: Probability (math.PR)

[2]  arXiv:2302.00157 [pdf, other]

Title: Eigenstate Thermalization Hypothesis for Generalized Wigner Matrices

Authors: Arka Adhikari, Sofiia Dubova, Changji Xu, Jun Yin

Comments: 33 pages Added References

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

[3]  arXiv:2302.00296 [pdf, ps, other]

Title: Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials

Authors: Bao Jianhai, Fang Rongjuan, Wang Jian

Comments: 21 pages

Subjects: Probability (math.PR)

[4]  arXiv:2302.00502 [pdf, ps, other]

Title: A support theorem for parabolic stochastic PDEs with nondegenerate Hölder diffusion coefficients

Authors: Yi Han

Comments: 12 pages. To appear in Stochastics and Partial Differential Equations: Analysis and Computations

Subjects: Probability (math.PR)

[5]  arXiv:2302.00547 [pdf, ps, other]

Title: Upper bounds on the fluctuations for a class of degenerate convex $\nabla φ$-interface models

Authors: Paul Dario

Comments: Revised version, to appear in ALEA, 40 pages

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

[6]  arXiv:2302.00562 [pdf, other]

Title: Local weak limits for collapsed branching processes with random out-degrees

Authors: Sayan Banerjee, Prabhanka Deka, Mariana Olvera-Cravioto

Comments: 23 pages, 3 figures

Subjects: Probability (math.PR)

[7]  arXiv:2302.00602 [pdf, ps, other]

Title: Tail Bounds for Tensor-valued Random Process

Authors: Shih-Yu Chang

Subjects: Probability (math.PR); Operator Algebras (math.OA)

[8]  arXiv:2302.00760 [pdf, other]

Title: Random walks on regular trees can not be slowed down

Authors: Omer Angel, Jacob Richey, Yinon Spinka, Amir Yehudayoff

Comments: 17 pages

Subjects: Probability (math.PR)

[9]  arXiv:2302.00822 [pdf, ps, other]

Title: Quantitative stochastic homogenization of elliptic equations with unbounded coefficients

Authors: Tomohiro Aya

Comments: 36 pages

Subjects: Probability (math.PR)

[10]  arXiv:2302.00971 [pdf, ps, other]

Title: Couplings and attractiveness for general exclusion processes

Authors: Thierry Gobron (LPP, CNRS), Ellen Saada (MAP5 - UMR 8145, CNRS)

Subjects: Probability (math.PR)

[11]  arXiv:2302.00982 [pdf, other]

Title: Stochastic optimal transport in Banach Spaces for regularized estimation of multivariate quantiles

Authors: Bernard Bercu, Jérémie Bigot, Gauthier Thurin

Comments: 32 pages, 5 figures

Subjects: Probability (math.PR); Machine Learning (stat.ML)

[12]  arXiv:2302.01001 [pdf, ps, other]

Title: QMC strength for some random configurations on the sphere

Authors: Víctor De La Torre, Jordi Marzo

Subjects: Probability (math.PR); Classical Analysis and ODEs (math.CA)

[13]  arXiv:2302.01087 [pdf, ps, other]

Title: A Cluster Expansion Proof That The Stochastic Exponential Of A Brownian Motion Is A Martingale

Authors: Steven D Miller

Comments: 8 Pages

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

[14]  arXiv:2302.01138 [pdf, other]

Title: Spatial Markov property in Brownian disks

Authors: Jean-François Le Gall, Armand Riera

Comments: 46 pages, 3 figures

Subjects: Probability (math.PR)

[15]  arXiv:2302.01156 [pdf, ps, other]

Title: No smooth Phase Transition for the Nodal Length of Band-limited Spherical Random Fields

Authors: Anna Paola Todino

Subjects: Probability (math.PR)

[16]  arXiv:2302.01362 [pdf, other]

Title: Signature SDEs from an affine and polynomial perspective

Authors: Christa Cuchiero, Sara Svaluto-Ferro, Josef Teichmann

Subjects: Probability (math.PR); Mathematical Finance (q-fin.MF)

[17]  arXiv:2302.01509 [pdf, ps, other]

Title: Double-exponential susceptibility growth in Dyson's hierarchical model with $|x-y|^{-2}$ interaction

Authors: Philip Easo, Tom Hutchcroft, Jana Kurrek

Comments: 17 pages

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

[18]  arXiv:2302.01625 [pdf, other]

Title: Stability of local tip pool sizes

Authors: Sebastian Müller, Isabel Amigo, Alexandre Reiffers-Masson, Santiago Ruano-Rincón

Comments: 6 figures

Subjects: Probability (math.PR); Distributed, Parallel, and Cluster Computing (cs.DC)

[19]  arXiv:2302.01663 [pdf, ps, other]

Title: Adversarial blockchain queues and trading on a CFMM

Authors: Andrew W. Macpherson

Comments: 20 pages. Keywords: queue, blockchain, mempool, cfmm, mev, dex, priority discipline, model, sandwich, slippage

Subjects: Probability (math.PR); Computer Science and Game Theory (cs.GT); Trading and Market Microstructure (q-fin.TR)

[20]  arXiv:2302.01723 [pdf, other]

Title: A phase transition in block-weighted random maps

Authors: William Fleurat, Zéphyr Salvy

Comments: 71 pages, 24 figures

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

[21]  arXiv:2302.01919 [pdf, other]

Title: Critical numerosity in collective behavior

Authors: Jacob Calvert

Comments: 35 pages, 7 figures

Subjects: Probability (math.PR); Adaptation and Self-Organizing Systems (nlin.AO)

[22]  arXiv:2302.01963 [pdf, ps, other]

Title: Formulas for Hitting Times and Cover Times for Random Walks on Groups

Authors: Christopher Zhang

Comments: This is old work from 2017 that I never intended to publish, but it has been on my website for a number of years. I'm adding it to arXiv at the request of others who would like to cite it. Unfortunately the original tex source code has been lost long ago, so I am not able to make any corrections to it. I apologize for any errors

Subjects: Probability (math.PR)

[23]  arXiv:2302.02225 [pdf, ps, other]

Title: Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process (LD-QBD)

Authors: Małgorzata M. O'Reilly, Zbigniew Palmowski, Anna Aksamit

Subjects: Probability (math.PR)

[24]  arXiv:2302.02227 [pdf, ps, other]

Title: Sensitivity analysis of Quasi-Birth-and-Death processes

Authors: Anna Aksamit, Małgorzata M. O'Reilly, Zbigniew Palmowski

Subjects: Probability (math.PR)

[25]  arXiv:2302.02256 [pdf, other]

Title: Almost-Sure Stability of the Single Mode Solution of a Noisy Nonlinear Autoparametric System

Authors: Peter H. Baxendale, N. Sri Namachchivaya

Comments: 39 pages, 3 figures

Subjects: Probability (math.PR); Dynamical Systems (math.DS)

[26]  arXiv:2302.02358 [pdf, other]

Title: Brownian loops on non-smooth surfaces and the Polyakov-Alvarez formula

Authors: Minjae Park, Joshua Pfeffer, Scott Sheffield

Subjects: Probability (math.PR); Mathematical Physics (math-ph); Differential Geometry (math.DG)

[27]  arXiv:2302.02602 [pdf, other]

Title: Random matching in 2D with exponent 2 for gaussian densities

Authors: Emanuele Caglioti, Francesca Pieroni

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

[28]  arXiv:2302.02753 [pdf, ps, other]

Title: Critical and near-critical level-set percolation of the Gaussian free field on regular trees

Authors: Jiří Černý, Ramon Locher

Subjects: Probability (math.PR)

[29]  arXiv:2302.02773 [pdf, other]

Title: Weaves, webs and flows

Authors: Nic Freeman, Jan Swart

Comments: 65 pages, 4 figures

Subjects: Probability (math.PR)

[30]  arXiv:2302.02826 [pdf, other]

Title: Extinction time in growth models subject to binomial catastrophes

Authors: F. Duque, V. V. Junior, F. P. Machado, A. Roldan-Correa

Comments: 16 pages, 2 figures. arXiv admin note: substantial text overlap with arXiv:2109.10997

Subjects: Probability (math.PR); Populations and Evolution (q-bio.PE)

[31]  arXiv:2302.02847 [pdf, other]

Title: Large deviations for the largest eigenvalue of generalized sample covariance matrices

Authors: Jonathan Husson, Benjamin McKenna

Subjects: Probability (math.PR)

[32]  arXiv:2302.02932 [pdf, ps, other]

Title: Benford's law and the C$β$E

Authors: Nedialko Bradinoff, Maurice Duits

Comments: 28 pages, references added, parts are rewritten, Theorem 1.3 added

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

[33]  arXiv:2302.02943 [pdf, ps, other]

Title: Asymptotic expansion of smooth functions in deterministic and iid Haar unitary matrices, and application to tensor products of matrices

Authors: Félix Parraud

Subjects: Probability (math.PR); Operator Algebras (math.OA)

[34]  arXiv:2302.02960 [pdf, ps, other]

Title: Universality classes for the coalescent structure of heavy-tailed Galton-Watson trees

Authors: Simon C. Harris, Samuel G. G. Johnston, Juan Carlos Pardo

Comments: 47 pages

Subjects: Probability (math.PR)

[35]  arXiv:2302.02963 [pdf, other]

Title: Polyharmonic Fields and Liouville Quantum Gravity Measures on Tori of Arbitrary Dimension: from Discrete to Continuous

Authors: Lorenzo Dello Schiavo, Ronan Herry, Eva Kopfer, Karl-Theodor Sturm

Comments: 33 pages, 5 figures

Subjects: Probability (math.PR)

[36]  arXiv:2302.03010 [pdf, ps, other]

Title: Universality of Poisson-Dirichlet law for log-correlated Gaussian fields via level set statistics

Authors: Shirshendu Ganguly, Kyeongsik Nam

Comments: 78 pages; new title, explanations and references added

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

[37]  arXiv:2302.03082 [pdf, other]

Title: Extremal shot noise processes and random cutout sets

Authors: Clément Foucart, Linglong Yuan

Comments: Small corrections/adaptations for a future related work to come

Subjects: Probability (math.PR)

[38]  arXiv:2302.03091 [pdf, other]

Title: Comparison Theorems for Stochastic Chemical Reaction Networks

Authors: Felipe A. Campos, Simone Bruno, Yi Fu, Domitilla Del Vecchio, Ruth J. Williams

Comments: Compared to the first version, the Supplementary Information (SI) file has been added

Journal-ref: Bull Math Biol 85, 39 (2023)

Subjects: Probability (math.PR)

[39]  arXiv:2302.03125 [pdf, ps, other]

Title: On oscillating sticky Brownian motion

Authors: Wajdi Touhami

Subjects: Probability (math.PR)

[40]  arXiv:2302.03300 [pdf, ps, other]

Title: A mean-field version of Bank-El Karoui's representation of stochastic processes

Authors: Xihao He, Xiaolu Tan, Jun Zou

Comments: 46 pages, 0 figures

Subjects: Probability (math.PR)

[41]  arXiv:2302.03345 [pdf, ps, other]

Title: Existence of density for the solution of stochastic delay differential equations with reflection driven by a fractional Brownian motion

Authors: Mireia Besalú, David Márquez-Carreras, Carles Rovira

Subjects: Probability (math.PR)

[42]  arXiv:2302.03372 [pdf, ps, other]

Title: Optimal Wasserstein-$1$ distance between SDEs driven by Brownian motion and stable processes

Authors: Changsong Deng, Rene L. Schilling, Lihu Xu

Subjects: Probability (math.PR)

[43]  arXiv:2302.03412 [pdf, ps, other]

Title: Distribution dependent BSDEs driven by Gaussian processes

Authors: Xiliang Fan, Jiang-Lun Wu

Comments: 29 pages

Subjects: Probability (math.PR)

[44]  arXiv:2302.03467 [pdf, other]

Title: $1/f^{3/2}$ noise in heavy traffic M/M/1 queue

Authors: Thomas Vanderbruggen

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

[45]  arXiv:2302.03569 [pdf, ps, other]

Title: Label propagation on binomial random graphs

Authors: Marcos Kiwi, Lyuben Lichev, Dieter Mitsche, Paweł Prałat

Comments: 36 pages

Subjects: Probability (math.PR); Computational Complexity (cs.CC)

[46]  arXiv:2302.03762 [pdf, ps, other]

Title: Fluctuations of Schensted row insertion

Authors: Mikołaj Marciniak, Piotr Śniady

Comments: 73 pages, 29 figures

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

[47]  arXiv:2302.03912 [pdf, ps, other]

Title: An approach to asymptotic error distributions of rough differential equations

Authors: Shigeki Aida, Nobuaki Naganuma

Subjects: Probability (math.PR)

[48]  arXiv:2302.03973 [pdf, ps, other]

Title: Improved Langevin Monte Carlo for stochastic optimization via landscape modification

Authors: Michael C. H. Choi, Youjia Wang

Comments: 30 pages

Subjects: Probability (math.PR); Machine Learning (cs.LG); Optimization and Control (math.OC); Computation (stat.CO); Machine Learning (stat.ML)

[49]  arXiv:2302.04115 [pdf, ps, other]

Title: Deviation frequencies of Brownian path property approximations

Authors: Michael A. Högele, Alexander Steinicke

Comments: Correction of constants and adjustments of some examples

Subjects: Probability (math.PR)

[50]  arXiv:2302.04158 [pdf, ps, other]

Title: Universality of Superconcentration in the Sherrington-Kirkpatrick Model

Authors: Wei-Kuo Chen, Wai-Kit Lam

Comments: 19 pages

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