Probability

Authors and titles for math.PR in Mar 2023

[1]  arXiv:2303.00136 [pdf, other]

Title: On the tightness of graph-based statistics

Authors: Lynna Chu, Hao Chen

Subjects: Probability (math.PR); Statistics Theory (math.ST)

[2]  arXiv:2303.00227 [pdf, ps, other]

Title: Non-Asymptotic Concentration of Magnetization in the Curie-Weiss Model at Subcritical Temperatures

Authors: Yingdong Lu

Subjects: Probability (math.PR)

[3]  arXiv:2303.00230 [pdf, ps, other]

Title: Minimal solutions of master equations for extended mean field games

Authors: Chenchen Mou, Jianfeng Zhang

Comments: 32 pages

Subjects: Probability (math.PR); Analysis of PDEs (math.AP); Optimization and Control (math.OC)

[4]  arXiv:2303.00353 [pdf, other]

Title: Annealed quantitative estimates for the quadratic 2D-discrete random matching problem

Authors: Nicolas Clozeau, Francesco Mattesini

Comments: Comments very welcome!

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

[5]  arXiv:2303.00398 [pdf, ps, other]

Title: Wasserstein geometry and Ricci curvature bounds for Poisson spaces

Authors: Lorenzo Dello Schiavo, Ronan Herry, Kohei Suzuki

Comments: 45 pages, comments are welcome

Subjects: Probability (math.PR); Functional Analysis (math.FA)

[6]  arXiv:2303.00504 [pdf, ps, other]

Title: Transportation of random measures not charging small sets

Authors: Martin Huesmann, Bastian Müller

Comments: comments welcome

Subjects: Probability (math.PR)

[7]  arXiv:2303.00671 [pdf, ps, other]

Title: Full $Γ$-expansion of reversible Markov chains level two large deviations rate functionals

Authors: Claudio Landim, Ricardo Misturini, Federico Sau

Comments: 36 pages

Subjects: Probability (math.PR); Statistical Mechanics (cond-mat.stat-mech); Analysis of PDEs (math.AP)

[8]  arXiv:2303.00674 [pdf, other]

Title: First Order Linear Marcus SPDEs

Authors: Lena-Susanne Hartmann, Ilya Pavlyukevich

Comments: 25 pages, 1 figure

Subjects: Probability (math.PR)

[9]  arXiv:2303.00702 [pdf, ps, other]

Title: A Karhunen-Loève Theorem for Random Flows in Hilbert spaces

Authors: Leonardo V. Santoro, Kartik G. Waghmare, Victor M. Panaretos

Subjects: Probability (math.PR); Statistics Theory (math.ST)

[10]  arXiv:2303.00712 [pdf, other]

Title: Cluster-size decay in supercritical long-range percolation

Authors: Joost Jorritsma, Júlia Komjáthy, Dieter Mitsche

Comments: 36 pages, minor revision: to appear in Electronic Journal of Probability

Subjects: Probability (math.PR)

[11]  arXiv:2303.00724 [pdf, other]

Title: Cluster-size decay in supercritical kernel-based spatial random graphs

Authors: Joost Jorritsma, Júlia Komjáthy, Dieter Mitsche

Comments: 41 pages, 12 pages appendix, 3 figures

Subjects: Probability (math.PR)

[12]  arXiv:2303.00784 [pdf, other]

Title: Intrinsic dimensional functional inequalities on model spaces

Authors: Alexandros Eskenazis, Yair Shenfeld

Subjects: Probability (math.PR); Functional Analysis (math.FA)

[13]  arXiv:2303.00869 [pdf, ps, other]

Title: The Power of Two Choices with Load Comparison Errors

Authors: Sanidhay Bhambay, Arpan Mukhopadhyay, Thirupathaiah Vasantam

Subjects: Probability (math.PR); Performance (cs.PF)

[14]  arXiv:2303.01088 [pdf, ps, other]

Title: The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences

Authors: Zhijun Ning, Zhongquan Tan

Comments: 16 pages

Subjects: Probability (math.PR)

[15]  arXiv:2303.01210 [pdf, other]

Title: Asymptotics of generalized Pólya urns with non-linear feedback

Authors: Thomas Gottfried, Stefan Grosskinsky

Comments: 61 pages, 7 Figures

Subjects: Probability (math.PR)

[16]  arXiv:2303.01270 [pdf, ps, other]

Title: On the spectral radius of the $(L,κ)$-lazy Markov chain

Authors: Li Qian, Zhenyao Sun

Subjects: Probability (math.PR)

[17]  arXiv:2303.01499 [pdf, ps, other]

Title: Time-inhomogeneous KPZ equation from non-equilibrium Ginzburg-Landau SDEs

Authors: Kevin Yang

Comments: Introduction and abstract rewritten. Comments welcome!

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

[18]  arXiv:2303.01578 [pdf, ps, other]

Title: An injective martingale coupling

Authors: David Hobson, Dominykas Norgilas

Comments: 40 pages, 4 figures

Subjects: Probability (math.PR)

[19]  arXiv:2303.01715 [pdf, ps, other]

Title: The central limit theorem for stochastic Volterra equations with singular kernels

Authors: Huijie Qiao

Subjects: Probability (math.PR)

[20]  arXiv:2303.01790 [pdf, other]

Title: New combinatorial identity for the set of partitions and limit theorems in finite free probability theory

Authors: Octavio Arizmendi, Katsunori Fujie, Yuki Ueda

Comments: 40 pages, 1 figure

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

[21]  arXiv:2303.01900 [pdf, ps, other]

Title: Central limit theorem for components in meandric systems through high moments

Authors: Svante Janson, Paul Thévenin

Comments: 18 pages, 2 figures

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

[22]  arXiv:2303.01918 [pdf, ps, other]

Title: Moment characterization of the weak disorder phase for directed polymers in a class of unbounded environments

Authors: Ryoki Fukushima, Stefan Junk

Comments: 8 pages

Subjects: Probability (math.PR)

[23]  arXiv:2303.02027 [pdf, ps, other]

Title: Inhomogeneous long-range percolation in the weak decay regime

Authors: Christian Mönch

Comments: 31 pages, v2: typo fixed in metadata

Subjects: Probability (math.PR)

[24]  arXiv:2303.02150 [pdf, ps, other]

Title: Concentration Inequalities for Sums of Markov Dependent Random Matrices

Authors: Joe Neeman, Bobby Shi, Rachel Ward

Subjects: Probability (math.PR)

[25]  arXiv:2303.02363 [pdf, ps, other]

Title: Global existence and non-uniqueness for the Cauchy problem associated to 3D Navier-Stokes equations perturbed by transport noise

Authors: Umberto Pappalettera

Comments: 25 pages

Journal-ref: Stoch. Partial Differ. Equ. Anal. Comput. (2023)

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

[26]  arXiv:2303.02380 [pdf, other]

Title: Asymptotics of noncolliding q-exchangeable random walks

Authors: Leonid Petrov, Mikhail Tikhonov

Comments: 34 pages, 9 figures

Subjects: Probability (math.PR); Mathematical Physics (math-ph); Combinatorics (math.CO); Quantum Algebra (math.QA)

[27]  arXiv:2303.02465 [pdf, ps, other]

Title: Threshold for the expected measure of the convex hull of random points with independent coordinates

Authors: Minas Pafis

Subjects: Probability (math.PR); Functional Analysis (math.FA); Metric Geometry (math.MG)

[28]  arXiv:2303.02529 [pdf, other]

Title: The Critical Beta-splitting Random Tree II: Overview and Open Problems

Authors: David J. Aldous

Comments: Somewhat informal exposition, intended as background for technical paper arXiv:2302.05066 with which it has some deliberate overlap. Not intended for formal publication in this format

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

[29]  arXiv:2303.02541 [pdf, ps, other]

Title: Continuous Ergodic Capacities

Authors: Yihao Sheng, Yongsheng Song

Subjects: Probability (math.PR)

[30]  arXiv:2303.02628 [pdf, ps, other]

Title: Superconvergence phenomenon in Wiener chaoses

Authors: Ronan Herry, Dominique Malicet, Guillaume Poly

Comments: Final version to appear in AOP

Subjects: Probability (math.PR); Functional Analysis (math.FA)

[31]  arXiv:2303.02740 [pdf, other]

Title: Homogenization of a multivariate diffusion with semipermeable interfaces

Authors: Olga Aryasova, Ilya Pavlyukevich, Andrey Pilipenko

Comments: 25 pages, 1 figure; minor editorial corrections. To appear in the Journal of Theoretical Probability

Subjects: Probability (math.PR)

[32]  arXiv:2303.02742 [pdf, other]

Title: On the size of earthworm's trail

Authors: Krzysztof Burdzy, Shi Feng, Daisuke Shiraishi

Subjects: Probability (math.PR)

[33]  arXiv:2303.02771 [pdf, ps, other]

Title: Boundary Approximation for Sticky Jump-Reflected Processes on the Half-Line

Authors: Andrey Pilipenko, Andrey Sarantsev

Comments: 21 pages, 3 figures

Subjects: Probability (math.PR)

[34]  arXiv:2303.02942 [pdf, other]

Title: Does the first-serving team have a structural advantage in pickleball?

Authors: Daryl R. DeFord, Stewart N. Ethier

Comments: 25 pages, 10 figures

Subjects: Probability (math.PR)

[35]  arXiv:2303.02977 [pdf, ps, other]

Title: Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions

Authors: Zbigniew Palmowski, Hristo Sariev, Mladen Savov

Subjects: Probability (math.PR)

[36]  arXiv:2303.03016 [pdf, ps, other]

Title: The calculation of the probability density of a strictly stable law at large $X$

Authors: Viacheslav V. Saenko

Subjects: Probability (math.PR); Statistics Theory (math.ST); Computation (stat.CO)

[37]  arXiv:2303.03047 [pdf, ps, other]

Title: Optimal Rate of Convergence for Vector-valued Wiener-Ito Integral

Authors: Huiping Chen

Subjects: Probability (math.PR)

[38]  arXiv:2303.03528 [pdf, other]

Title: Using Bernoulli maps to accelerate mixing of a random walk on the torus

Authors: Gautam Iyer, Ethan Lu, James Nolen

Comments: 31 pages, 2 figures

Subjects: Probability (math.PR)

[39]  arXiv:2303.03606 [pdf, other]

Title: On the moments of the Ulam-Kac adder

Authors: Gage Bonner

Comments: Fixed typos, updated references/end matter. Removed citation of a conjecture which has actually been decided (in the negative.)

Subjects: Probability (math.PR)

[40]  arXiv:2303.03650 [pdf, other]

Title: Systematic approaches to generate reversiblizations of Markov chains

Authors: Michael C.H. Choi, Geoffrey Wolfer

Comments: 33 pages, 1 figure. To appear in IEEE Trans. Inform. Theory

Subjects: Probability (math.PR); Information Theory (cs.IT); Computation (stat.CO)

[41]  arXiv:2303.03735 [pdf, ps, other]

Title: An approximation of populations on a habitat with large carrying capacity

Authors: N.Bauman, P.Chigansky, F.Klebaner

Journal-ref: J. Math. Biol. 88, 44 (2024)

Subjects: Probability (math.PR)

[42]  arXiv:2303.03782 [pdf, other]

Title: Crossing exponent in the Brownian loop soup

Authors: Antoine Jego, Titus Lupu, Wei Qian

Comments: 36 pages, 1 figure. v2: extended introduction with extra references

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

[43]  arXiv:2303.04069 [pdf, other]

Title: Site frequency spectrum of a rescued population under rare resistant mutations

Authors: Céline Bonnet, Hélène Leman

Subjects: Probability (math.PR)

[44]  arXiv:2303.04127 [pdf, ps, other]

Title: From quenched invariance principle to semigroup convergence with applications to exclusion processes

Authors: Alberto Chiarini, Simone Floreani, Federico Sau

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

[45]  arXiv:2303.04224 [pdf, ps, other]

Title: Differentiability of the Shape Function for Directed Polymers in Continuous Space

Authors: Yuri Bakhtin, Douglas Dow

Comments: Minor changes in this version, corrected a few misprints. 28 pages

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

[46]  arXiv:2303.04230 [pdf, other]

Title: Theta-positive branching in varying environment

Authors: Serik Sagitov, Alexey Lindo, Yerakhmet Zhumayev

Subjects: Probability (math.PR)

[47]  arXiv:2303.04239 [pdf, ps, other]

Title: Yet Another Quantitative Harris Theorem

Authors: Christopher DuPre

Comments: 12 pages, in progress and open to criticism

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

[48]  arXiv:2303.04282 [pdf, ps, other]

Title: Function-measure kernels, self-integrability and uniquely-defined stochastic integrals

Authors: Ricardo Carrizo Vergara

Subjects: Probability (math.PR); Functional Analysis (math.FA); Statistics Theory (math.ST)

[49]  arXiv:2303.04369 [pdf, ps, other]

Title: Coupling by Change of Measure for Conditional McKean-Vlasov SDEs and Applications

Authors: Xing Huang

Comments: 26 pages

Subjects: Probability (math.PR)

[50]  arXiv:2303.04401 [pdf, other]

Title: Limit of the Wulff crystal when approaching criticality for isoperimetry in 2D percolation

Authors: Chang-Long Yao

Comments: 20 pages, 6 figures. To appear in Electronic Journal of Probability

Journal-ref: Electronic Journal of Probability 28, no. 165, 1-20 (2023)

Subjects: Probability (math.PR)

[51]  arXiv:2303.04558 [pdf, ps, other]

Title: Remarks on Differential Inclusion limits of Stochastic Approximation

Authors: Vivek Borkar, Dhruv Shah

Subjects: Probability (math.PR)

[52]  arXiv:2303.04680 [pdf, ps, other]

Title: Multifractional Hermite processes: definition and first properties

Authors: Laurent Loosveldt

Subjects: Probability (math.PR)

[53]  arXiv:2303.04736 [pdf, other]

Title: Rigidity of harmonic functions on the supercritical percolation cluster

Authors: Ahmed Bou-Rabee, William Cooperman, Paul Dario

Comments: 73 pages, 25 figures; v2 minor revisions

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

[54]  arXiv:2303.04752 [pdf, other]

Title: Eve, Adam and the Preferential Attachment Tree

Authors: Alice Contat, Nicolas Curien, Perrine Lacroix, Etienne Lasalle, Vincent Rivoirard

Comments: 11 pages, comments are welcome !

Subjects: Probability (math.PR); Statistics Theory (math.ST)

[55]  arXiv:2303.04899 [pdf, other]

Title: Stochastic Partial Differential Equation SEIRS Epidemic Models: Well-posedness and Longtime Behavior

Authors: Yuqi Li, Lihua Zhang

Subjects: Probability (math.PR)

[56]  arXiv:2303.04943 [pdf, other]

Title: The Spherical Mixed $p$-Spin Glass At Zero Temperature

Authors: Yuxin Zhou

Comments: 26 pages, 5 figures

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

[57]  arXiv:2303.04981 [pdf, ps, other]

Title: Modulation analysis of the stochastic Camassa-Holm equation with pure jump noise

Authors: Yong Chen, Jinqiao Duan, Hongjun Gao, Xingyu Guo

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

[58]  arXiv:2303.05011 [pdf, ps, other]

Title: Scaling limits of stationary determinantal shot-noise fields

Authors: Takumi Aburayama, Naoto Miyoshi

Comments: 15pages

Subjects: Probability (math.PR)

[59]  arXiv:2303.05137 [pdf, ps, other]

Title: On the Existence of Balancing Allocations and Factor Point Processes

Authors: Ali Khezeli, Samuel Mellick

Subjects: Probability (math.PR); Group Theory (math.GR)

[60]  arXiv:2303.05320 [pdf, ps, other]

Title: Wavelet-Type Expansion of Generalized Hermite Processes with rate of convergence

Authors: Antoine Ayache, Julien Hamonier, Laurent Loosveldt

Subjects: Probability (math.PR)

[61]  arXiv:2303.05346 [pdf, ps, other]

Title: Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient

Authors: Simon Ellinger

Journal-ref: Journal of Complexity 81 (2024)

Subjects: Probability (math.PR)

[62]  arXiv:2303.05450 [pdf, other]

Title: Uniqueness of First Passage Time Distributions via Fredholm Integral Equations

Authors: Sören Christensen, Simon Fischer, Oskar Hallmann

Subjects: Probability (math.PR)

[63]  arXiv:2303.05477 [pdf, ps, other]

Title: Alpha-stable branching and beta-Frequency processes, beyond the IID assumption

Authors: Adrián González Casanova, Imanol Nuñez, J.-L. Pérez

Subjects: Probability (math.PR)

[64]  arXiv:2303.05478 [pdf, other]

Title: Real roots of random polynomials: asymptotics of the variance

Authors: Yen Q. Do, Nhan D. V. Nguyen

Comments: 41 pages, 6 figures, intro rewritten, main results unchanged, new references added

Subjects: Probability (math.PR)

[65]  arXiv:2303.05482 [pdf, other]

Title: Errata to Stochastic explosion and non-uniqueness for $α$-Riccati equation

Authors: Radu Dascaliuc, Tuan N. Pham, Enrique A. Thomann, Edward C. Waymire

Subjects: Probability (math.PR)

[66]  arXiv:2303.05702 [pdf, other]

Title: Explicit approximation of the invariant measure for SDDEs with the nonlinear diffusion term

Authors: Li Xiaoyue, Mao Xuerong, Song guoting

Comments: 31 pages, 2 figures

Subjects: Probability (math.PR); Numerical Analysis (math.NA)

[67]  arXiv:2303.05832 [pdf, ps, other]

Title: Well-posedness of the martingale problem for super-Brownian motion with interactive branching

Authors: Lina Ji, Jie Xiong, Xu Yang

Subjects: Probability (math.PR)

[68]  arXiv:2303.05838 [pdf, ps, other]

Title: Rosenthal-type inequalities for linear statistics of Markov chains

Authors: Alain Durmus, Eric Moulines, Alexey Naumov, Sergey Samsonov, Marina Sheshukova

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

[69]  arXiv:2303.05939 [pdf, ps, other]

Title: Gaussian Limits for Scheduled Traffic with Super-Heavy Tailed Perturbations

Authors: Victor F. Araman, Peter W. Glynn

Subjects: Probability (math.PR)

[70]  arXiv:2303.05942 [pdf, ps, other]

Title: Probabilistic aspects of Jacobi theta functions

Authors: Paavo Salminen, Christophe Vignat

Subjects: Probability (math.PR)

[71]  arXiv:2303.06084 [pdf, other]

Title: Some Rigorous Results on the Lévy Spin Glass Model

Authors: Wei-Kuo Chen, Heejune Kim, Arnab Sen

Comments: Results are generalized to general heavy-tailed distributions

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

[72]  arXiv:2303.06225 [pdf, ps, other]

Title: Stochastic evolution equations with multiplicative noise

Authors: Tijana Levajkovic, Stevan Pilipovic, Dora Selesi, Milica Zigic

Journal-ref: Electron. J. Probab. 20(19) (2015) 1-23

Subjects: Probability (math.PR); Functional Analysis (math.FA)

[73]  arXiv:2303.06229 [pdf, ps, other]

Title: Stochastic evolution equations with Wick-polynomial nonlinearities

Authors: Tijana Levajkovic, Stevan Pilipovic, Dora Selesi, Milica Zigic

Journal-ref: Electron. J. Probab. 23(116) (2018) 1-25

Subjects: Probability (math.PR); Functional Analysis (math.FA)

[74]  arXiv:2303.06412 [pdf, ps, other]

Title: A PDMP to model the stochastic influence of quiescence dynamics in blood cancers

Authors: Céline Bonnet

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

[75]  arXiv:2303.06461 [pdf, ps, other]

Title: Weak Quenched Invariance Principle for Random Walk with Random Environment in Time

Authors: You Lv, Wenming Hong

Comments: 13 pages, 0 figures

Subjects: Probability (math.PR)

[76]  arXiv:2303.06489 [pdf, ps, other]

Title: Weighted Sums and Berry-Esseen type estimates in Free Probability Theory

Authors: Leonie Neufeld

Comments: 55 pages; in v2: Theorem 1.8 added

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

[77]  arXiv:2303.06533 [pdf, ps, other]

Title: Talagrand's transportation inequality for SPDEs with locally monotone drifts

Authors: Ruinan Li, Xinyu Wang

Subjects: Probability (math.PR)

[78]  arXiv:2303.06626 [pdf, ps, other]

Title: Large deviation principle for slow-fast system with mixed fractional Brownian motion

Authors: Yuzuru Inahama, Yong Xu, Xiaoyu Yang

Subjects: Probability (math.PR)

[79]  arXiv:2303.06699 [pdf, other]

Title: PageRank Nibble on the sparse directed stochastic block model

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

Comments: PageRank Nibble, directed stochastic block model, local weak convergence, community detection

Subjects: Probability (math.PR)

[80]  arXiv:2303.06756 [pdf, ps, other]

Title: Limit laws for random walks in a dynamic path-cone mixing random environment

Authors: Stein Andreas Bethuelsen, Florian Völlering

Comments: 17 pages

Subjects: Probability (math.PR)

[81]  arXiv:2303.06916 [pdf, other]

Title: Brownian motion with asymptotically normal reflection in unbounded domains: from transience to stability

Authors: Miha Brešar, Aleksandar Mijatović, Andrew Wade

Comments: Theorem 1.2(b) strengthened and its proof restructured, new references added, 50 pages, 3 figures, for a short YouTube video describing the results, see this https URL

Subjects: Probability (math.PR)

[82]  arXiv:2303.06971 [pdf, ps, other]

Title: Exit time and principal eigenvalue of non-reversible elliptic diffusions

Authors: Dorian Le Peutrec (IDP), Laurent Michel (IMB), Boris Nectoux (LMBP)

Subjects: Probability (math.PR); Spectral Theory (math.SP)

[83]  arXiv:2303.07252 [pdf, ps, other]

Title: On nondegenerate Itô processes with moderated drift

Authors: N.V. Krylov

Comments: 25 pages. arXiv admin note: text overlap with arXiv:2102.10694

Subjects: Probability (math.PR)

[84]  arXiv:2303.07348 [pdf, ps, other]

Title: Stochastic evolution equations with Wick-analytic nonlinearities

Authors: Tijana Levajkovic, Stevan Pilipovic, Dora Selesi, Milica Zigic

Comments: arXiv admin note: text overlap with arXiv:2303.06229

Subjects: Probability (math.PR); Functional Analysis (math.FA)

[85]  arXiv:2303.07534 [pdf, ps, other]

Title: Stochastic nutrient-plankton models

Authors: Alexandru Hening, Nguyen Trong Hieu, Dang Hai Nguyen, Nhu Ngoc Nguyen

Comments: 26 pages

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

[86]  arXiv:2303.07567 [pdf, ps, other]

Title: Fukushima subspaces of quasidiffusions

Authors: Liping Li, Jiangang Ying

Subjects: Probability (math.PR)

[87]  arXiv:2303.07571 [pdf, ps, other]

Title: On generalization of quasidiffusions

Authors: Liping Li

Comments: arXiv admin note: substantial text overlap with arXiv:2208.02719

Subjects: Probability (math.PR)

[88]  arXiv:2303.07574 [pdf, ps, other]

Title: Dirichlet form approach to diffusions with discontinuous scale

Authors: Liping Li

Comments: arXiv admin note: substantial text overlap with arXiv:2208.02719

Subjects: Probability (math.PR)

[89]  arXiv:2303.07743 [pdf, ps, other]

Title: Lévy Langevin Monte Carlo

Authors: David Oechsler

Subjects: Probability (math.PR)

[90]  arXiv:2303.07776 [pdf, ps, other]

Title: Random walks conditioned to stay non-negative and branching processes in non-favorable random environment

Authors: Congzao Dong, Elena Dyakonova, Vladimir Vatutin

Comments: 35 pages, 27 references

Subjects: Probability (math.PR)

[91]  arXiv:2303.07823 [pdf, ps, other]

Title: A covariance formula for the number of excursion set components of Gaussian fields and applications

Authors: Dmitry Beliaev, Michael McAuley, Stephen Muirhead

Subjects: Probability (math.PR)

[92]  arXiv:2303.07921 [pdf, other]

Title: The stochastic renormalized mean curvature flow for planar convex sets

Authors: Marc Arnaudon (IMB), Koléhè Coulibaly-Pasquier (IECL), Laurent Miclo (TSE-R)

Subjects: Probability (math.PR)

[93]  arXiv:2303.07996 [pdf, other]

Title: Mean field game of mutual holding with defaultable agents, and systemic risk

Authors: Mao Fabrice Djete, Gaoyue Guo, Nizar Touzi

Subjects: Probability (math.PR); Risk Management (q-fin.RM)

[94]  arXiv:2303.08041 [pdf, ps, other]

Title: On multipliers into martingale $SL^\infty$ spaces for arbitrary filtrations

Authors: Anton Tselishchev

Comments: 17 pages

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

[95]  arXiv:2303.08382 [pdf, other]

Title: Homogenization theory of random walks among deterministic conductances

Authors: Marek Biskup

Comments: 49 pages

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

[96]  arXiv:2303.08408 [pdf, ps, other]

Title: Asymptotics of densities of first passage times for spectrally negative Lévy processes

Authors: Shunsuke Kaji, Muneya Matsui

Comments: 16 pages, presented at the annual workshop "Infinitely divisible processes and related topics" held in Dec. 2022

Subjects: Probability (math.PR)

[97]  arXiv:2303.08451 [pdf, ps, other]

Title: Heat kernel estimates for stable-driven SDEs with distributional drift

Authors: Mathis Fitoussi

Subjects: Probability (math.PR)

[98]  arXiv:2303.08477 [pdf, other]

Title: Classification and calibration of affine models driven by independent Lévy processes

Authors: Michał Barski, Rafał Łochowski

Comments: arXiv admin note: substantial text overlap with arXiv:2204.07245

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

[99]  arXiv:2303.08596 [pdf, other]

Title: On the duality between height functions and continuous spin models

Authors: Diederik van Engelenburg, Marcin Lis

Comments: 31 pages

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

[100]  arXiv:2303.08788 [pdf, ps, other]

Title: Asymptotic results for compound sums in separable Banach spaces

Authors: Claudio Macci, Barbara Pacchiarotti

Comments: 18pages

Subjects: Probability (math.PR)

[101]  arXiv:2303.09016 [pdf, ps, other]

Title: Chaos processes as rough paths

Authors: Guang Yang

Comments: 34 pages

Subjects: Probability (math.PR)

[102]  arXiv:2303.09110 [pdf, ps, other]

Title: Stationary fluctuations for a multi-species zero range process with long jumps

Authors: Linjie Zhao

Comments: 21pages

Subjects: Probability (math.PR)

[103]  arXiv:2303.09163 [pdf, ps, other]

Title: Invariance of Brownian motion associated with past and future maxima

Authors: Yuu Hariya

Comments: 20 pages. Proposition 1.4 is added in order to explain a connection with Pitman's 2M-X theorem in Section 4

Subjects: Probability (math.PR)

[104]  arXiv:2303.09198 [pdf, other]

Title: Large deviations for triangles in scale-free random graphs

Authors: Clara Stegehuis, Bert Zwart

Subjects: Probability (math.PR)

[105]  arXiv:2303.09211 [pdf, ps, other]

Title: On a stationary random knot

Authors: Andrey A. Dorogovtsev

Comments: 18 pages

Subjects: Probability (math.PR)

[106]  arXiv:2303.09488 [pdf, ps, other]

Title: Regularity of laws via Dirichlet forms -- Application to quadratic forms in independent and identically distributed random variables

Authors: Ronan Herry, Dominique Malicet, Guillaume Poly

Comments: 33 pages, comments are welcome

Subjects: Probability (math.PR); Functional Analysis (math.FA)

[107]  arXiv:2303.09499 [pdf, ps, other]

Title: Effective density of non-degenerate random walks on homogeneous spaces

Authors: Wooyeon Kim, Constantin Kogler

Comments: Accepted Version. To appear at IMRN

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

[108]  arXiv:2303.09506 [pdf, ps, other]

Title: Fluctuations of Polyspectra in Spherical and Euclidean Random Wave Models

Authors: Francesco Grotto, Leonardo Maini, Anna Paola Todino

Comments: 12 pages

Subjects: Probability (math.PR)

[109]  arXiv:2303.09547 [pdf, ps, other]

Title: On Steiner Symmetrizations for First Exit Time Distributions

Authors: Tim Rolling

Subjects: Probability (math.PR)

[110]  arXiv:2303.09557 [pdf, ps, other]

Title: A nested hierarchy of second order upper bounds on system failure probability

Authors: Sourangshu Ghosh, Baidurya Bhattacharya

Comments: copyright 2022. This manuscript version is made available under the CC-BY-NC-ND 4.0 license this https URL

Journal-ref: Probabilistic Engineering Mechanics, Elsevier, Volume 70, October 2022, 103335

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

[111]  arXiv:2303.09559 [pdf, ps, other]

Title: Nodal Replication of Planar Random Waves

Authors: Loïc Thomassey (MAP5 - UMR 8145), Raphaël Lachièze-Rey (MAP5 - UMR 8145)

Subjects: Probability (math.PR)

[112]  arXiv:2303.09688 [pdf, ps, other]

Title: The length of the longest increasing subsequence of Mallows permutation models with $L^1$ and $L^2$ distances

Authors: Chenyang Zhong

Comments: 113 pages

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

[113]  arXiv:2303.09717 [pdf, ps, other]

Title: Stochastic wave equations with constraints: well-posedness and Smoluchowski-Kramers diffusion approximation

Authors: Sandra Cerrai, Zdzislaw Brzeźniak

Subjects: Probability (math.PR)

[114]  arXiv:2303.09771 [pdf, ps, other]

Title: The spread of an epidemic: a game-theoretic approach

Authors: Sayar Karmakar, Moumanti Podder, Souvik Roy, Soumyarup Sadhukhan

Comments: Main body of the paper: 16 pages. Bibliography: 2 pages. Appendix: 27 pages

Subjects: Probability (math.PR)

[115]  arXiv:2303.09811 [pdf, ps, other]

Title: Fluctuations of stochastic PDEs with long-range correlations

Authors: Luca Gerolla, Martin Hairer, Xue-Mei Li

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

[116]  arXiv:2303.09912 [pdf, ps, other]

Title: Law of large numbers for the maximum of the two-dimensional Coulomb gas potential

Authors: Gaultier Lambert, Thomas Leblé, Ofer Zeitouni

Comments: 33p. Added full definitions and more details about our main imports from the literature. Minor corrections

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

[117]  arXiv:2303.09936 [pdf, other]

Title: Convergence of population processes with small and frequent mutations to the canonical equation of adaptive dynamics

Authors: Nicolas Champagnat, Vincent Hass

Comments: 70 pages

Subjects: Probability (math.PR)

[118]  arXiv:2303.10038 [pdf, other]

Title: Semilinear Feynman-Kac Formulae for $B$-Continuous Viscosity Solutions

Authors: Lukas Wessels

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

[119]  arXiv:2303.10041 [pdf, other]

Title: On pairs of complementary transmission conditions and on approximation of skew Brownian motion by snapping-out Brownian motions

Authors: Adam Bobrowski, Elżbieta Ratajczyk

Subjects: Probability (math.PR); Functional Analysis (math.FA)

[120]  arXiv:2303.10082 [pdf, other]

Title: Scaling limits and universality: Critical percolation on weighted graphs converging to an $L^3$ graphon

Authors: Jnaneshwar Baslingker, Shankar Bhamidi, Nicolas Broutin, Sanchayan Sen, Xuan Wang

Comments: 65 pages, 1 figure, the universality principle (Theorem 3.4) from arXiv:1411.3417 has now been included in this paper. v2: minor changes

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

[121]  arXiv:2303.10177 [pdf, other]

Title: Stochastic Covariant Derivatives in a (Curved) Space-Time: a Glimpse into the Fractoid Spaces

Authors: Edoardo Niccolai

Comments: Minor corrections and additions

Subjects: Probability (math.PR); Differential Geometry (math.DG)

[122]  arXiv:2303.10226 [pdf, ps, other]

Title: Mixed Poisson process with Stacy mixing variable -- Working version

Authors: Pavlina K. Jordanova, Mladen Savov, Assen Tchorbadjieff, Milan Stehlík

Subjects: Probability (math.PR)

[123]  arXiv:2303.10235 [pdf, other]

Title: An error term in the Central Limit Theorem for sums of discrete random variables

Authors: Dmitry Dolgopyat, Kasun Fernando

Comments: To appear in the International Mathematics Research Notices

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

[124]  arXiv:2303.10242 [pdf, ps, other]

Title: The dynamical Ising-Kac model in 3D converges to $Φ^4_3$

Authors: Paolo Grazieschi, Konstantin Matetski, Hendrik Weber

Subjects: Probability (math.PR)

[125]  arXiv:2303.10245 [pdf, ps, other]

Title: Martingale-driven integrals and singular SPDEs

Authors: Paolo Grazieschi, Konstantin Matetski, Hendrik Weber

Subjects: Probability (math.PR)

[126]  arXiv:2303.10636 [pdf, ps, other]

Title: Mean reflected Mckean-Vlasov stochastic differential equation

Authors: Liu Xiangdong, Hong Shaopeng

Comments: 37 pages

Subjects: Probability (math.PR)

[127]  arXiv:2303.10640 [pdf, ps, other]

Title: On the long-time behaviour of reversible interacting particle systems in one and two dimensions

Authors: Benedikt Jahnel, Jonas Köppl

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

[128]  arXiv:2303.11044 [pdf, ps, other]

Title: An anticipating tangent to a semimartingale

Authors: Ali Süleyman Üstünel

Subjects: Probability (math.PR)

[129]  arXiv:2303.11142 [pdf, ps, other]

Title: Fluctuations in Quantum Unique Ergodicity at the Spectral Edge

Authors: Lucas Benigni, Nixia Chen, Patrick Lopatto, Xiaoyu Xie

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

[130]  arXiv:2303.11238 [pdf, ps, other]

Title: On weak solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift

Authors: N. V. Krylov

Comments: 34 pages. arXiv admin note: substantial text overlap with arXiv:2206.07871, some assertions are made stronger for later use

Subjects: Probability (math.PR)

[131]  arXiv:2303.11289 [pdf, ps, other]

Title: A Rescaled Zero-Range Process for the Porous Medium Equation: Hydrodynamic Limit, Large Deviations and Gradient Flow

Authors: Benjamin Gess, Daniel Heydecker

Subjects: Probability (math.PR)

[132]  arXiv:2303.11402 [pdf, ps, other]

Title: Phase transition in percolation games on rooted Galton-Watson trees

Authors: Sayar Karmakar, Moumanti Podder, Souvik Roy, Soumyarup Sadhukhan

Comments: Much more general results that now include the previously stated results as special cases

Subjects: Probability (math.PR)

[133]  arXiv:2303.11426 [pdf, ps, other]

Title: Propagation of chaos for point processes induced by particle systems with mean-field drift interaction

Authors: Nikolaos Kolliopoulos, Martin Larsson, Zeyu Zhang

Comments: 19 pages including references

Subjects: Probability (math.PR)

[134]  arXiv:2303.11486 [pdf, other]

Title: Non-rigidity Properties of the Coulomb Gas

Authors: Eric Thoma

Comments: 15 pages

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

[135]  arXiv:2303.11576 [pdf, ps, other]

Title: On the Existence and Uniqueness of Stationary Distributions for Some Piecewise Deterministic Markov Processes With State-Dependent Jump Intensity

Authors: Dawid Czapla

Subjects: Probability (math.PR)

[136]  arXiv:2303.11635 [pdf, ps, other]

Title: A tail estimate for empirical processes of multivariate Gaussian under general dependence

Authors: Wen Huo, Yasutaka Shimizu

Subjects: Probability (math.PR)

[137]  arXiv:2303.11659 [pdf, ps, other]

Title: Formulae for mixed moments of Wiener processes and a stochastic area integral

Authors: Yoshio Komori, Guoguo Yang, Kevin Burrage

Comments: This is a preprint of a paper, which has been accepted for publication in SIAM Journal on Numerical Analysis

Subjects: Probability (math.PR); Numerical Analysis (math.NA)

[138]  arXiv:2303.11924 [pdf, ps, other]

Title: Concentration for the zero set of large random polynomial systems

Authors: Eliran Subag

Subjects: Probability (math.PR)

[139]  arXiv:2303.11927 [pdf, ps, other]

Title: Regularity of the time constant for last passage percolation on complete directed acyclic graphs

Authors: Benjamin Terlat

Comments: 27 pages, 10 figures

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

[140]  arXiv:2303.11939 [pdf, ps, other]

Title: Stochastic fractional diffusion equations with Gaussian noise rough in space

Authors: Yuhui Guo, Jian Song, Xiaoming Song

Subjects: Probability (math.PR)

[141]  arXiv:2303.11964 [pdf, other]

Title: Fast exact simulation of the first passage of a tempered stable subordinator across a non-increasing function

Authors: Jorge Ignacio González Cázares, Feng Lin, Aleksandar Mijatović

Comments: 51 pages, 8 figures, 12 algorithms, final version, to appear in Stochastic Systems. Short YouTube presentation on the algorithm: this https URL and on applications: this https URL

Subjects: Probability (math.PR); Numerical Analysis (math.NA)

[142]  arXiv:2303.12172 [pdf, other]

Title: Algorithmic Threshold for Multi-Species Spherical Spin Glasses

Authors: Brice Huang, Mark Sellke

Comments: updated references

Subjects: Probability (math.PR); Disordered Systems and Neural Networks (cond-mat.dis-nn); Computational Complexity (cs.CC); Mathematical Physics (math-ph)

[143]  arXiv:2303.12228 [pdf, ps, other]

Title: Limit Theorems for Generalized Excited Random Walks in time-inhomogeneous Bernoulli environment

Authors: Rodrigo B. Alves, Giulio Iacobelli, Glauco Valle

Subjects: Probability (math.PR)

[144]  arXiv:2303.12256 [pdf, ps, other]

Title: Extremal process for irreducible multitype branching Brownian motion

Authors: Haojie Hou, Yan-Xia Ren, Renming Song

Subjects: Probability (math.PR)

[145]  arXiv:2303.12478 [pdf, ps, other]

Title: No Eigenvalues Outside the Support of the Limiting Spectral Distribution of Large Dimensional noncentral Sample Covariance Matrices

Authors: Zhidong Bai, Jiang Hu, Jack W. Silverstein, Huanchao Zhou

Comments: 26 pages

Subjects: Probability (math.PR); Statistics Theory (math.ST)

[146]  arXiv:2303.12505 [pdf, ps, other]

Title: Collective vs. individual behaviour for sums of i.i.d. random variables: appearance of the one-big-jump phenomenon

Authors: Quentin Berger, Matthias Birkner, Linglong Yuan

Comments: 54 pages

Subjects: Probability (math.PR)

[147]  arXiv:2303.12623 [pdf, other]

Title: A two-table theorem for a disordered Chinese restaurant process

Authors: Jakob E. Björnberg, Cécile Mailler, Peter Mörters, Daniel Ueltschi

Subjects: Probability (math.PR)

[148]  arXiv:2303.12624 [pdf, ps, other]

Title: Reducing metastable continuous-space Markov chains to Markov chains on a finite set

Authors: Nils Berglund

Comments: Accepted version for Annales de l'Institut Henri Poincar\'e. 46 pages, minor changes (main result reformulated, typos corrected)

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

[149]  arXiv:2303.12911 [pdf, ps, other]

Title: Low-dimensional Cox-Ingersoll-Ross process

Authors: Yuliya Mishura, Andrey Pilipenko, Anton Yurchenko-Tytarenko

Subjects: Probability (math.PR)

[150]  arXiv:2303.12994 [pdf, ps, other]

Title: Moment asymptotics for super-Brownian motions

Authors: Yaozhong Hu, Xiong Wang, Panqiu Xia, Jiayu Zheng

Comments: 17 pages

Subjects: Probability (math.PR)

[151]  arXiv:2303.13160 [pdf, other]

Title: Switched diffusion processes for non-convex optimization and saddle points search

Authors: Lucas Journel, Pierre Monmarché

Comments: 23 pages, 26 figues

Subjects: Probability (math.PR)

[152]  arXiv:2303.13210 [pdf, ps, other]

Title: The Escape Rate of Favorite Edges of Simple Random Walk

Authors: Chen-Xu Hao

Subjects: Probability (math.PR)

[153]  arXiv:2303.13487 [pdf, ps, other]

Title: Sobolev-Wigner spaces

Authors: Charles-Philippe Diez

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

[154]  arXiv:2303.13812 [pdf, other]

Title: Rectangular matrix additions in low and high temperatures

Authors: Jiaming Xu

Comments: 68 pages, 2 figures, more references are added

Subjects: Probability (math.PR); Mathematical Physics (math-ph); Combinatorics (math.CO); Operator Algebras (math.OA)

[155]  arXiv:2303.13834 [pdf, ps, other]

Title: Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations

Authors: Ping Chen, Jianliang Zhai

Subjects: Probability (math.PR)

[156]  arXiv:2303.13890 [pdf, other]

Title: Regularity and asymptotics of densities of inverse subordinators

Authors: Giacomo Ascione, Mladen Savov, Bruno Toaldo

Comments: 49 pages, 2 figures

Subjects: Probability (math.PR)

[157]  arXiv:2303.13891 [pdf, ps, other]

Title: Doeblin measures: uniqueness and mixing properties

Authors: Noam Berger, Diana Conache, Anders Johannson, Anders Öberg

Comments: 21 Pages

Subjects: Probability (math.PR)

[158]  arXiv:2303.13905 [pdf, ps, other]

Title: A note on the renormalization group approach to the Central Limit Theorem

Authors: Sébastien Ott

Comments: V2: extended bibliography and discussion, addition of a second proof. V3: added a ref to an earlier appearance of the method. Comments still welcome!

Subjects: Probability (math.PR); Statistical Mechanics (cond-mat.stat-mech); Mathematical Physics (math-ph)

[159]  arXiv:2303.13920 [pdf, other]

Title: Sharp metastability transition for two-dimensional bootstrap percolation with symmetric isotropic threshold rules

Authors: Hugo Duminil-Copin, Ivailo Hartarsky

Comments: 36 pages, 5 figures, thoroughly revised presentation

Subjects: Probability (math.PR)

[160]  arXiv:2303.13926 [pdf, ps, other]

Title: On the free Lévy measure of the normal distribution

Authors: Takahiro Hasebe, Yuki Ueda

Comments: 18 pages, 6 figures

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

[161]  arXiv:2303.14093 [pdf, ps, other]

Title: Stochastic reaction networks within interacting compartments

Authors: David F. Anderson, Aidan S. Howells

Comments: 38 pages

Subjects: Probability (math.PR); Quantitative Methods (q-bio.QM)

[162]  arXiv:2303.14472 [pdf, ps, other]

Title: Growing integer partitions with uniform marginals and the equivalence of partition ensembles

Authors: Yuri Yakubovich

Comments: 27 pages

Subjects: Probability (math.PR)

[163]  arXiv:2303.14688 [pdf, ps, other]

Title: Uniqueness of BP fixed point for the Potts model and applications to community detection

Authors: Yuzhou Gu, Yury Polyanskiy

Subjects: Probability (math.PR); Information Theory (cs.IT)

[164]  arXiv:2303.14689 [pdf, other]

Title: Weak Recovery Threshold for the Hypergraph Stochastic Block Model

Authors: Yuzhou Gu, Yury Polyanskiy

Subjects: Probability (math.PR); Information Theory (cs.IT)

[165]  arXiv:2303.14731 [pdf, ps, other]

Title: Quantization dimension for inhomogeneous bi-Lipschitz IFS

Authors: Amit Priyadarshi, Mrinal K. Roychowdhury, Manuj Verma

Subjects: Probability (math.PR)

[166]  arXiv:2303.14743 [pdf, other]

Title: Renewal processes linked to fractional relaxation equations with variable order

Authors: Luisa Beghin, Lorenzo Cristofaro, Roberto Garrappa

Comments: 15 pages, 4 fig

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

[167]  arXiv:2303.14784 [pdf, ps, other]

Title: A spatial measure-valued model for radiation-induced DNA damage kinetics and repair under protracted irradiation condition

Authors: Francesco G. Cordoni

Subjects: Probability (math.PR); Biological Physics (physics.bio-ph)

[168]  arXiv:2303.14808 [pdf, ps, other]

Title: A sharp transition in zero overcrowding and undercrowding probabilities for Stationary Gaussian Processes

Authors: Naomi Feldheim, Ohad Feldheim, Lakshmi Priya

Comments: 17 pages

Subjects: Probability (math.PR); Complex Variables (math.CV); Functional Analysis (math.FA)

[169]  arXiv:2303.14910 [pdf, ps, other]

Title: Sensitive bootstrap percolation second term

Authors: Ivailo Hartarsky

Comments: 6 pages, 1 figure, minor adjustements of the presentation

Journal-ref: Electron. Commun. Probab. 28: 1-7 (2023)

Subjects: Probability (math.PR)

[170]  arXiv:2303.14997 [pdf, ps, other]

Title: Self-interacting diffusions: long-time behaviour and exit-problem in the convex case

Authors: Ashot Aleksian (PSPM), Pierre del Moral (ASTRAL), Aline Kurtzmann (IECL), Julian Tugaut (PSPM)

Comments: arXiv admin note: substantial text overlap with arXiv:2201.10428

Subjects: Probability (math.PR)

[171]  arXiv:2303.15091 [pdf, ps, other]

Title: On Khinchin's theorem about the special role of the Gaussian distribution

Authors: Linda A. Khachatryan

Comments: 5 pages

Subjects: Probability (math.PR)

[172]  arXiv:2303.15160 [pdf, ps, other]

Title: On smooth approximations in the Wasserstein space

Authors: Andrea Cosso, Mattia Martini

Journal-ref: Electron. Commun. Probab. 28: 1-11 (2023)

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

[173]  arXiv:2303.15374 [pdf, ps, other]

Title: Online matching for the multiclass stochastic block model

Authors: Nahuel Soprano-Loto, Matthieu Jonckheere, Pascal Moyal

Subjects: Probability (math.PR)

[174]  arXiv:2303.15517 [pdf, other]

Title: Critical drift estimates for the frog model on trees

Authors: Emma Bailey, Matthew Junge, Jiaqi Liu

Comments: 20 pages, 4 figures

Subjects: Probability (math.PR)

[175]  arXiv:2303.15537 [pdf, other]

Title: Mixed volume of infinite-dimensional convex compact sets

Authors: Mariia Dospolova

Comments: 23 pages. Published: M. K. Dospolova, Mixed volume of infinite-dimensional convex compact sets, Probability and statistics. Part 32, Zap. Nauchn. Sem. POMI, 510, POMI, St. Petersburg, 2022, 98-123

Journal-ref: Probability and statistics. Part 32, Zap. Nauchn. Sem. POMI, 510, POMI, St. Petersburg, 2022, 98-123

Subjects: Probability (math.PR); Metric Geometry (math.MG)

[176]  arXiv:2303.15593 [pdf, ps, other]

Title: Limits of polyhedral multinomial distributions

Authors: Aniket Shah

Comments: 10 pages, comments welcome

Subjects: Probability (math.PR); Combinatorics (math.CO); Statistics Theory (math.ST)

[177]  arXiv:2303.15601 [pdf, ps, other]

Title: Central limit theorem in complete feedback games

Authors: Andrea Ottolini, Raghavendra Tripathi

Comments: 12pages; Comments welcome Improved presentation. Gaps in the proof of main theorem and Lemma 2.12 fixed. Some typos in the proof of Lemma 2.13 fixed

Journal-ref: J. Appl. Probab. 61 (2024) 654-666

Subjects: Probability (math.PR)

[178]  arXiv:2303.15804 [pdf, other]

Title: Point process convergence for symmetric functions of high-dimensional random vectors

Authors: Johannes Heiny, Carolin Kleemann

Comments: 28 pages, 1 figure

Subjects: Probability (math.PR)

[179]  arXiv:2303.15874 [pdf, other]

Title: Criteria for entropic curvature on graph spaces

Authors: Martin Rapaport, Paul-Marie Samson

Comments: 76 pages, 4 figures

Subjects: Probability (math.PR); Functional Analysis (math.FA); Metric Geometry (math.MG)

[180]  arXiv:2303.15898 [pdf, ps, other]

Title: Nonlinear Markov Chains with an Aggregator and their Applications

Authors: Bar Light

Subjects: Probability (math.PR)

[181]  arXiv:2303.16063 [pdf, other]

Title: Fractal geometry of the PAM in 2D and 3D with white noise potential

Authors: Promit Ghosal, Jaeyun Yi

Comments: 43 pages, 1 figure

Subjects: Probability (math.PR); Mathematical Physics (math-ph); Analysis of PDEs (math.AP); Functional Analysis (math.FA)

[182]  arXiv:2303.16120 [pdf, other]

Title: Open networks of infinite server queues with non-homogeneous multivariate batch Poisson arrivals

Authors: Somya Mehra, Peter G. Taylor

Subjects: Probability (math.PR)

[183]  arXiv:2303.16284 [pdf, other]

Title: Self-overlap correction simplifies the Parisi formula for vector spins

Authors: Hong-Bin Chen

Comments: 19 pages; minor improvements; correction of mistakes in Lemma 5.1 and Proposition 5.2

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

[184]  arXiv:2303.16297 [pdf, other]

Title: Tessellation-valued processes that are generated by cell division

Authors: Servet Martínez, Werner Nagel

Journal-ref: J. Appl. Probab. 61 (2024) 697-715

Subjects: Probability (math.PR)

[185]  arXiv:2303.16335 [pdf, other]

Title: Boundary current fluctuations for the half space ASEP and six vertex model

Authors: Jimmy He

Comments: v3: final version. 60 pages, many figures. Comments are welcome!

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

[186]  arXiv:2303.16596 [pdf, ps, other]

Title: Connectivity of random graphs after centrality-based vertex removal

Authors: Manish Pandey, Remco van der Hofstad

Comments: 31 pages

Subjects: Probability (math.PR)

[187]  arXiv:2303.16607 [pdf, ps, other]

Title: Spectral gap of the symmetric inclusion process

Authors: Seonwoo Kim, Federico Sau

Comments: 21 pages. Appendix added. Final journal version

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

[188]  arXiv:2303.16728 [pdf, other]

Title: Coarse correlated equilibria for continuous time mean field games in open loop strategies

Authors: Luciano Campi, Federico Cannerozzi, Markus Fischer

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

[189]  arXiv:2303.16831 [pdf, other]

Title: Ideal Poisson-Voronoi tessellations on hyperbolic spaces

Authors: Matteo D'Achille, Nicolas Curien, Nathanaël Enriquez, Russell Lyons, Meltem Ünel

Comments: Revised version, 49 pages, 12 figures

Subjects: Probability (math.PR)

[190]  arXiv:2303.16847 [pdf, ps, other]

Title: Optimal Stopping Under Model Uncertainty in a General Setting

Authors: Ihsan Arharas, Siham Bouhadou, Astrid Hilbert, Youssef Ouknine

Subjects: Probability (math.PR)

[191]  arXiv:2303.16862 [pdf, other]

Title: Regularity of center-outward distribution functions in non-convex domains

Authors: Eustasio del Barrio, Alberto González Sanz

Subjects: Probability (math.PR); Statistics Theory (math.ST)

[192]  arXiv:2303.16872 [pdf, ps, other]

Title: Multi-dimensional Mean-field Type Backward Stochastic Differential Equations with Diagonally Quadratic Generators

Authors: Shanjian Tang, Guang Yang

Comments: 16 pages. arXiv admin note: text overlap with arXiv:2302.12470

Subjects: Probability (math.PR)

[193]  arXiv:2303.16960 [pdf, ps, other]

Title: Boltzmann Distribution on "Short'' Integer Partitions with Power Parts: Limit Laws and Sampling

Authors: Jean C. Peyen, Leonid V. Bogachev, Paul P. Martin

Comments: 62 pages, 5 figures, 4 tables

Subjects: Probability (math.PR); Discrete Mathematics (cs.DM); Combinatorics (math.CO)

[194]  arXiv:2303.17020 [pdf, ps, other]

Title: Mesoscopic Spectral CLT for Block Correlated Random Matrices

Authors: Torben Krüger, Yuriy Nemish

Comments: 42 pages; typos corrected, references added

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

[195]  arXiv:2303.17030 [pdf, other]

Title: Power-law bounds for increasing subsequences in Brownian separable permutons and homogeneous sets in Brownian cographons

Authors: Jacopo Borga, William Da Silva, Ewain Gwynne

Comments: New version including referee's corrections, accepted for publication in Advances in Mathematics

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

[196]  arXiv:2303.17082 [pdf, ps, other]

Title: Convergence Uniform on Compacts in Probability with Applications to Stochastic Analysis in Duals of Nuclear Spaces

Authors: C. A. Fonseca-Mora

Comments: The original submission has been split into two separated works. UCP convergence covered in this work, and weak uniform convergence is studied in a separated work

Subjects: Probability (math.PR)

[197]  arXiv:2303.17221 [pdf, ps, other]

Title: Self-normalized partial sums of heavy-tailed time series

Authors: Muneya Matsui, Thomas Mikosch, Olivier Wintenberger

Comments: 28 pages, Keywords; regularly varying sequence, extremal clusters, sums, maxima, self-normalization, ratio limits

Subjects: Probability (math.PR); Statistics Theory (math.ST)

[198]  arXiv:2303.17315 [pdf, ps, other]

Title: Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes

Authors: Sergey Foss, Dmitry Korshunov, Zbigniew Palmowski

Subjects: Probability (math.PR)

[199]  arXiv:2303.17330 [pdf, other]

Title: Lévy processes with jumps governed by lower incomplete gamma subordinator and its variations

Authors: Meena Sanjay Babulal, Sunil Kumar Gauttam, Aditya Maheshwari

Comments: 19 pages, 3 figures

Subjects: Probability (math.PR)

[200]  arXiv:2303.17437 [pdf, ps, other]

Title: Local weak limit of dynamical inhomogeneous random graphs

Authors: Léo Dort, Emmanuel Jacob

Subjects: Probability (math.PR)

[201]  arXiv:2303.17487 [pdf, ps, other]

Title: The extreme values of two probability functions for the Gamma distribution

Authors: Ping Sun, Ze-Chun Hu, Wei Sun

Subjects: Probability (math.PR)

[202]  arXiv:2303.17535 [pdf, ps, other]

Title: Random clique complex process inside the critical window

Authors: Agniva Roy, D Yogeshwaran

Comments: Comments welcome!

Subjects: Probability (math.PR); Algebraic Topology (math.AT); Combinatorics (math.CO); General Topology (math.GN)

[203]  arXiv:2303.17571 [pdf, ps, other]

Title: Higher order Lions-Taylor expansions

Authors: William Salkeld

Comments: arXiv admin note: text overlap with arXiv:2203.01185

Subjects: Probability (math.PR)

[204]  arXiv:2303.17572 [pdf, other]

Title: Local times and capacity for transient branching random walks

Authors: Amine Asselah, Bruno Schapira, Perla Sousi

Comments: 41 pages, 3 figures

Subjects: Probability (math.PR)

[205]  arXiv:2303.17576 [pdf, ps, other]

Title: Coupled bialgebras and Lions trees

Authors: William Salkeld

Comments: arXiv admin note: text overlap with arXiv:2106.09801

Subjects: Probability (math.PR)

[206]  arXiv:2303.17588 [pdf, other]

Title: Heavy Traffic Analysis of Multi-Class Bipartite Queueing Systems Under FCFS

Authors: Lisa Aoki Hillas, Rene Caldentey, Varun Gupta

Subjects: Probability (math.PR)

[207]  arXiv:2303.17772 [pdf, ps, other]

Title: The dynamical $Φ_3^4$ model by an approximation of Laplacian

Authors: Reo Adachi

Comments: 50 pages

Subjects: Probability (math.PR)

[208]  arXiv:2303.17827 [pdf, other]

Title: A quantitative central limit theorem for Poisson horospheres in high dimensions

Authors: Zakhar Kabluchko, Daniel Rosen, Christoph Thäle

Comments: 10 pages, 1 figure

Subjects: Probability (math.PR); Metric Geometry (math.MG)

[209]  arXiv:2303.17830 [pdf, ps, other]

Title: Branching capacity of a random walk range

Authors: Bruno Schapira (I2M)

Comments: 24p

Subjects: Probability (math.PR)

[210]  arXiv:2303.17840 [pdf, ps, other]

Title: Large deviation for small noise path-dependent stochastic differential equations

Authors: Liu Xiangdong, Hong Shaopeng

Comments: 12 pages

Subjects: Probability (math.PR)

[211]  arXiv:2303.17851 [pdf, ps, other]

Title: Large deviation principle for white noise SPDEs with oblique reflection

Authors: Hong Shaopeng, Liu Xiangdong

Comments: 21 pages

Subjects: Probability (math.PR)

[212]  arXiv:2303.17970 [pdf, ps, other]

Title: A note on weak existence for SDEs driven by fractional Brownian motion

Authors: Lukas Anzeletti

Comments: Accepted in Matem\'atica Contempor\^anea. arXiv admin note: text overlap with arXiv:2112.05685

Subjects: Probability (math.PR)

[213]  arXiv:2303.18045 [pdf, other]

Title: Fluctuations of lattice zonotopes and polygons

Authors: Théophile Buffière, Philippe Marchal

Subjects: Probability (math.PR)

[214]  arXiv:2303.18082 [pdf, ps, other]

Title: Polynomial Mixing for a Weakly Damped Stochastic Nonlinear Schrödinger Equation

Authors: Jing Guo, Zhenxin Liu

Comments: 21 pages, no figure

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

[215]  arXiv:2303.18088 [pdf, ps, other]

Title: Merge of two oppositely biased Wiener processes

Authors: Miquel Montero

Comments: 6 pages, no figures

Subjects: Probability (math.PR); Statistical Mechanics (cond-mat.stat-mech); Mathematical Physics (math-ph)

[216]  arXiv:2303.18112 [pdf, ps, other]

Title: Parabolic stochastic quantisation of the fractional $Φ^4_3$ model in the full subcritical regime

Authors: Paweł Duch, Massimiliano Gubinelli, Paolo Rinaldi

Comments: 69 pages

Subjects: Probability (math.PR); Mathematical Physics (math-ph); Analysis of PDEs (math.AP)

[217]  arXiv:2303.18168 [pdf, other]

Title: Speeding up Langevin Dynamics by Mixing

Authors: Alexander Christie, Yuanyuan Feng, Gautam Iyer, Alexei Novikov

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

[218]  arXiv:2303.18192 [pdf, other]

Title: Characterizing models in regularity structures: a quasilinear case

Authors: Markus Tempelmayr

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

[219]  arXiv:2303.18239 [pdf, other]

Title: Well-posedness results for a new class of stochastic spatio-temporal SIR-type models driven by proportional pure-jump Lévy noise

Authors: Mohamed Mehdaoui

Journal-ref: Applied Mathematical Modelling Volume 126, February 2024, Pages 543-567

Subjects: Probability (math.PR); Dynamical Systems (math.DS); Physics and Society (physics.soc-ph); Populations and Evolution (q-bio.PE)

[220]  arXiv:2303.00074 (cross-list from math.ST) [pdf, other]

Title: Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements

Authors: Josef Janák, Markus Reiß

Comments: 32 pages, 3 figures

Subjects: Statistics Theory (math.ST); Probability (math.PR)

[221]  arXiv:2303.00247 (cross-list from math.NA) [pdf, ps, other]

Title: Some Remarks on Random Vectors and $O(n)$-Invariants

Authors: Alexander Kushkuley

Subjects: Numerical Analysis (math.NA); Probability (math.PR); Representation Theory (math.RT)

[222]  arXiv:2303.00411 (cross-list from math.NA) [pdf, ps, other]

Title: Pathwise Uniform Convergence of Time Discretisation Schemes for SPDEs

Authors: Katharina Klioba, Mark Veraar

Comments: 50 pages, this version: major changes in Sections 1, 3.3, and 6.4, added Remarks 4.5, 6.3, 6.5, 6.7, and minor changes in the remaining sections

Subjects: Numerical Analysis (math.NA); Analysis of PDEs (math.AP); Functional Analysis (math.FA); Probability (math.PR)

[223]  arXiv:2303.00429 (cross-list from math.AP) [pdf, ps, other]

Title: Density fluctuations in weakly interacting particle systems via the Dean-Kawasaki equation

Authors: Federico Cornalba, Julian Fischer, Jonas Ingmanns, Claudia Raithel

Comments: 67 pages

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

[224]  arXiv:2303.00536 (cross-list from math.DS) [pdf, ps, other]

Title: On the prevalence of the periodicity of maximizing measures

Authors: Jian Ding, Zhiqiang Li, Yiwei Zhang

Comments: 25 pages

Journal-ref: Adv. Math. 438, 2024, 109485. 23 pages

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

[225]  arXiv:2303.01144 (cross-list from math.ST) [pdf, ps, other]

Title: Concentration of empirical barycenters in metric spaces

Authors: Victor-Emmanuel Brunel, Jordan Serres

Subjects: Statistics Theory (math.ST); Metric Geometry (math.MG); Probability (math.PR)

[226]  arXiv:2303.01269 (cross-list from math.DS) [pdf, ps, other]

Title: Reaction-diffusion equations on metric graphs with edge noise

Authors: Eszter Sikolya

Comments: arXiv admin note: text overlap with arXiv:2011.12780, arXiv:2011.11359

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

[227]  arXiv:2303.01370 (cross-list from math.OC) [pdf, ps, other]

Title: Non asymptotic analysis of Adaptive stochastic gradient algorithms and applications

Authors: Antoine Godichon-Baggioni (LPSM (UMR\_8001)), Pierre Tarrago (LPSM (UMR\_8001))

Subjects: Optimization and Control (math.OC); Probability (math.PR); Statistics Theory (math.ST); Machine Learning (stat.ML)

[228]  arXiv:2303.02082 (cross-list from math.MG) [pdf, other]

Title: Existence and uniqueness of optimal transport maps in locally compact $CAT(0)$ spaces

Authors: Arian Bërdëllima

Subjects: Metric Geometry (math.MG); Probability (math.PR)

[229]  arXiv:2303.02183 (cross-list from math.MG) [pdf, other]

Title: Extending the Wasserstein metric to positive measures

Authors: Hugo Leblanc, Thibaut Le Gouic, Jacques Liandrat, Magali Tournus

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

[230]  arXiv:2303.02965 (cross-list from math.ST) [pdf, other]

Title: Localized geometry detection in scale-free random graphs

Authors: Gianmarco Bet, Riccardo Michielan, Clara Stegehuis

Comments: 30 pages, 3 figures

Subjects: Statistics Theory (math.ST); Probability (math.PR)

[231]  arXiv:2303.03390 (cross-list from math.OC) [pdf, ps, other]

Title: Nonlinear Monte Carlo methods with polynomial runtime for Bellman equations of discrete time high-dimensional stochastic optimal control problems

Authors: Christian Beck, Arnulf Jentzen, Konrad Kleinberg, Thomas Kruse

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

[232]  arXiv:2303.03399 (cross-list from math.OC) [pdf, other]

Title: Online Learning and Optimization for Queues with Unknown Demand Curve and Service Distribution

Authors: Xinyun Chen, Yunan Liu, Guiyu Hong

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

[233]  arXiv:2303.03589 (cross-list from math.ST) [pdf, ps, other]

Title: Towards a Complete Analysis of Langevin Monte Carlo: Beyond Poincaré Inequality

Authors: Alireza Mousavi-Hosseini, Tyler Farghly, Ye He, Krishnakumar Balasubramanian, Murat A. Erdogdu

Comments: 28 pages. To appear in the Conference on Learning Theory (COLT) 2023

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

[234]  arXiv:2303.03993 (cross-list from math.AP) [pdf, ps, other]

Title: Remarks on parabolic Kolmogorov operator

Authors: D.Kinzebulatov, Yu.A.Semenov

Comments: Improved presentation

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

[235]  arXiv:2303.04228 (cross-list from math.DG) [pdf, other]

Title: Coarse Ricci curvature of weighted Riemannian manifolds

Authors: Marc Arnaudon, Xue-Mei Li, Benedikt Petko

Comments: 34 pages, 5 figures

Subjects: Differential Geometry (math.DG); Combinatorics (math.CO); Probability (math.PR)

[236]  arXiv:2303.04237 (cross-list from math.GR) [pdf, other]

Title: Stationary random subgroups in negative curvature

Authors: Ilya Gekhtman, Arie Levit

Comments: key changes in v3: 1. improved to finite first moment rather than finite p-th moment for some p > 1. This gives sharper results in some cases, see e.g. Corollary 9.7. Some changes to the proof of the main probabilistic result of section 8. 3. Corrected some minor issues

Subjects: Group Theory (math.GR); Dynamical Systems (math.DS); Geometric Topology (math.GT); Probability (math.PR)

[237]  arXiv:2303.04609 (cross-list from math.CO) [pdf, other]

Title: On Card guessing with two types of cards

Authors: Markus Kuba, Alois Panholzer

Comments: 21 pages, 4 figure

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

[238]  arXiv:2303.04728 (cross-list from math.FA) [pdf, other]

Title: A probabilistic approach to Lorentz balls

Authors: Zakhar Kabluchko, Joscha Prochno, Mathias Sonnleitner

Comments: 27 pages, 1 figure

Subjects: Functional Analysis (math.FA); Probability (math.PR)

[239]  arXiv:2303.05115 (cross-list from math.OC) [pdf, other]

Title: Spatio-temporal smoothing and dynamics of different electricity flexibility options for highly renewable energy systems -- Case study for Norway

Authors: Aleksander Grochowicz, Fred Espen Benth, Marianne Zeyringer

Journal-ref: Applied Energy 356:122338. 2024

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

[240]  arXiv:2303.05435 (cross-list from math.CO) [pdf, ps, other]

Title: The Exact Rank of Sparse Random Graphs

Authors: Margalit Glasgow, Matthew Kwan, Ashwin Sah, Mehtaab Sawhney

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

[241]  arXiv:2303.05563 (cross-list from math.OC) [pdf, other]

Title: Discrete-time Mean-Field Stochastic Control with Partial Observations

Authors: Jeremy Chichportich (LPSM (UMR\_8001)), Idris Kharroubi (LPSM (UMR\_8001))

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

[242]  arXiv:2303.05604 (cross-list from math.AP) [pdf, ps, other]

Title: Sharp stability for LSI

Authors: Emanuel Indrei

Journal-ref: Mathematics. 2023; 11(12):2670

Subjects: Analysis of PDEs (math.AP); Mathematical Physics (math-ph); Classical Analysis and ODEs (math.CA); Functional Analysis (math.FA); Probability (math.PR)

[243]  arXiv:2303.05615 (cross-list from math.ST) [pdf, other]

Title: The Variance-Gamma Distribution: A Review

Authors: Adrian Fischer, Robert E. Gaunt, Andrey Sarantsev

Comments: 31pages, 3 figures

Subjects: Statistics Theory (math.ST); Probability (math.PR)

[244]  arXiv:2303.05975 (cross-list from math.AP) [pdf, ps, other]

Title: The parabolic Harnack inequality for nonlocal equations

Authors: Moritz Kassmann, Marvin Weidner

Comments: to appear in Duke Mathematical Journal

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

[245]  arXiv:2303.05980 (cross-list from math.SP) [pdf, other]

Title: Density of states for the Anderson model on nested fractals

Authors: Hubert Balsam, Kamil Kaleta, Mariusz Olszewski, Katarzyna Pietruska-Pałuba

Comments: 43 pages, 1 fugure

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

[246]  arXiv:2303.06415 (cross-list from math.AP) [pdf, ps, other]

Title: Stochastic homogenization of nonconvex viscous Hamilton-Jacobi equations in one space dimension

Authors: Andrea Davini, Elena Kosygina, Atilla Yilmaz

Comments: 31 pages, 3 figures

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

[247]  arXiv:2303.06578 (cross-list from math.AP) [pdf, ps, other]

Title: On Kato's conditions for the inviscid limit of the two-dimensional stochastic Navier-Stokes equation

Authors: Ya-Guang Wang, Meng Zhao

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

[248]  arXiv:2303.06739 (cross-list from math.NT) [pdf, ps, other]

Title: Extreme values of Dirichlet polynomials with multiplicative coefficients

Authors: Max Wenqiang Xu, Daodao Yang

Comments: 7 pages

Subjects: Number Theory (math.NT); Probability (math.PR)

[249]  arXiv:2303.06774 (cross-list from math.NT) [pdf, ps, other]

Title: Better than square-root cancellation for random multiplicative functions

Authors: Max Wenqiang Xu

Comments: 25 pages, accepted version

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

[250]  arXiv:2303.07060 (cross-list from math.ST) [pdf, other]

Title: Parametric Estimation of Tempered Stable Laws

Authors: Till Massing

Subjects: Statistics Theory (math.ST); Probability (math.PR)

[251]  arXiv:2303.07213 (cross-list from math.AP) [pdf, ps, other]

Title: Euler-Lagrangian approach to stochastic Euler equations in Sobolev Spaces

Authors: Juan Londoño, Christian Olivera

Comments: 13 pag

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

[252]  arXiv:2303.07245 (cross-list from cs.IT) [pdf, ps, other]

Title: Concentration without Independence via Information Measures

Authors: Amedeo Roberto Esposito, Marco Mondelli

Subjects: Information Theory (cs.IT); Probability (math.PR)

[253]  arXiv:2303.07785 (cross-list from math.CA) [pdf, ps, other]

Title: On absolute continuity and maximal Garsia entropy for self-similar measures with algebraic contraction ratio

Authors: Lauritz Streck

Comments: 48 pages

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

[254]  arXiv:2303.07834 (cross-list from math.OC) [pdf, other]

Title: Finite-Horizon Constrained MDPs With Both Additive And Multiplicative Utilities

Authors: Uday Kumar M, Sanjay P Bhat, Veeraruna Kavitha, Nandyala Hemachandra

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

[255]  arXiv:2303.07956 (cross-list from math.CO) [pdf, ps, other]

Title: The number of tiles of $\mathbb{Z}^d$

Authors: Itai Benjamini, Gady Kozma, Elad Tzalik

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

[256]  arXiv:2303.08122 (cross-list from math.ST) [pdf, ps, other]

Title: Codivergences and information matrices

Authors: Alexis Derumigny, Johannes Schmidt-Hieber

Comments: 30 pages, 1 figure, 1 table. This is an extended version of Section 2.2 of arXiv:2006.00278v3 (most of this content has been removed in the next version (arXiv:2006.00278v4) and link to this separate paper instead)

Subjects: Statistics Theory (math.ST); Information Theory (cs.IT); Probability (math.PR)

[257]  arXiv:2303.08206 (cross-list from math-ph) [pdf, ps, other]

Title: Gaudin model for the multinomial distribution

Authors: Plamen Iliev

Journal-ref: Ann. Henri Poincar\'e 25 (2024), no. 3, 1795--1810

Subjects: Mathematical Physics (math-ph); Classical Analysis and ODEs (math.CA); Probability (math.PR); Representation Theory (math.RT)

[258]  arXiv:2303.08211 (cross-list from math.CO) [pdf, ps, other]

Title: Orthogonal Colourings of Random Geometric Graphs

Authors: Jeannette Janssen, Kyle MacKeigan

Comments: 16 pages, 2 figures

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

[259]  arXiv:2303.08277 (cross-list from math.NT) [pdf, ps, other]

Title: On Erdős sums of almost primes

Authors: Ofir Gorodetsky, Jared Duker Lichtman, Mo Dick Wong

Comments: 28 pages, incorporated referee comments

Subjects: Number Theory (math.NT); Probability (math.PR)

[260]  arXiv:2303.08339 (cross-list from math.CO) [pdf, ps, other]

Title: Large induced subgraphs of random graphs with given degree sequences

Authors: Angus Southwell, Nicholas Wormald

Comments: 27 pages

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

[261]  arXiv:2303.08392 (cross-list from math.OC) [pdf, other]

Title: Mathematical aspects of the Digital Annealer's simulated annealing algorithm

Authors: Bruno Hideki Fukushima-Kimura, Noe Kawamoto, Eitaro Noda, Akira Sakai

Subjects: Optimization and Control (math.OC); Mathematical Physics (math-ph); Probability (math.PR)

[262]  arXiv:2303.08694 (cross-list from math.NA) [pdf, other]

Title: Quasi continuous level Monte Carlo for random elliptic PDEs

Authors: Cedric Aaron Beschle, Andrea Barth

Subjects: Numerical Analysis (math.NA); Probability (math.PR); Statistics Theory (math.ST)

[263]  arXiv:2303.08718 (cross-list from math.ST) [pdf, ps, other]

Title: Maximum Entropy Estimator for Hidden Markov Models: Reduction to Dimension 2

Authors: Shulan Hu, Xinyu Wang, Liming Wu

Subjects: Statistics Theory (math.ST); Probability (math.PR)

[264]  arXiv:2303.08992 (cross-list from math-ph) [pdf, ps, other]

Title: Law of large numbers and central limit theorem for ergodic quantum processes

Authors: Lubashan Pathirana, Jeffrey Schenker

Comments: 19 pages

Journal-ref: J. Math. Phys. 1 August 2023; 64 (8): 082201

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

[265]  arXiv:2303.09089 (cross-list from math.CO) [pdf, other]

Title: Shuffling algorithm for coupled tilings of the Aztec diamond

Authors: David Keating, Matthew Nicoletti

Comments: 43 pages, 18 figures

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

[266]  arXiv:2303.09125 (cross-list from math.NT) [pdf, ps, other]

Title: The distribution of the cokernel of a polynomial evaluated at a random integral matrix

Authors: Gilyoung Cheong, Myungjun Yu

Comments: 22 pages. Proof of Lemma 5.5 had a subtle error, so we had to make various changes to correct the proof. We made changes to Sections 3.2, 5.3, and 6.2 for definitions of codes and depth; 3.2 has new technique: it explains how to throw away F's that do not contribute to the moment computation. Proof of Lemmas 6.6 and 6.8 have been changed

Subjects: Number Theory (math.NT); Combinatorics (math.CO); Probability (math.PR)

[267]  arXiv:2303.09667 (cross-list from math.OC) [pdf, other]

Title: On the mean-field Belavkin filtering equation

Authors: Sofiane Chalal, Nina H. Amini, Gaoyue Guo

Subjects: Optimization and Control (math.OC); Mathematical Physics (math-ph); Probability (math.PR); Quantum Physics (quant-ph)

[268]  arXiv:2303.09848 (cross-list from math-ph) [pdf, other]

Title: Jánossy densities and Darboux transformations for the Stark and cylindrical KdV equations

Authors: Tom Claeys, Gabriel Glesner, Giulio Ruzza, Sofia Tarricone

Comments: V1: 41 pages, 3 figures. V2: 45 pages, 3 figures; revised introduction, minor corrections. V3: 46 pages, 3 figures; minor corrections

Journal-ref: Communications in Mathematical Physics, 2024

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

[269]  arXiv:2303.09943 (cross-list from math.GR) [pdf, other]

Title: Random divergence of groups

Authors: Antoine Goldsborough, Alessandro Sisto

Comments: 21 pages. 2 figures

Subjects: Group Theory (math.GR); Probability (math.PR)

[270]  arXiv:2303.10045 (cross-list from math-ph) [pdf, other]

Title: Perfect t-embeddings of uniformly weighted Aztec diamonds and tower graphs

Authors: Tomas Berggren, Matthew Nicoletti, Marianna Russkikh

Comments: 45 pages, 18 figures. v2: minor edits to introduction, fixed typos

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

[271]  arXiv:2303.10155 (cross-list from math.ST) [pdf, other]

Title: Stability and statistical inference for semidiscrete optimal transport maps

Authors: Ritwik Sadhu, Ziv Goldfeld, Kengo Kato

Comments: 43 pages

Subjects: Statistics Theory (math.ST); Probability (math.PR)

[272]  arXiv:2303.10290 (cross-list from math.ST) [pdf, other]

Title: Complete Asymptotic Expansions and the High-Dimensional Bingham Distributions

Authors: Armine Bagyan, Donald Richards

Comments: 23 pages; to appear in TEST, a journal of the Spanish Society of Statistics and Operations Research (SEIO)

Subjects: Statistics Theory (math.ST); Probability (math.PR)

[273]  arXiv:2303.10769 (cross-list from math.GR) [pdf, ps, other]

Title: Ratio-limit boundaries for random walks on relatively hyperbolic groups

Authors: Adam Dor-On, Matthieu Dussaule, Ilya Gekhtman

Comments: Improved introduction, added new Section 7 where we show that ratio-limit boundary on a fixed group depends on the random walk, added an application of co-universality of Toeplitz C*-algebras at the end of Section 8. 39 pages, 6 figures

Subjects: Group Theory (math.GR); Dynamical Systems (math.DS); Geometric Topology (math.GT); Operator Algebras (math.OA); Probability (math.PR)

[274]  arXiv:2303.11112 (cross-list from math-ph) [pdf, other]

Title: A Completion of Quantum Mechanics

Authors: Jürg Fröhlich, Zhou Gang, Alessandro Pizzo

Comments: 2 figures

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

[275]  arXiv:2303.11286 (cross-list from math-ph) [pdf, other]

Title: Almost flat highest weights and application to Wilson loops on compact surfaces

Authors: Thibaut Lemoine

Comments: 37 pages, 4 figures

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

[276]  arXiv:2303.11292 (cross-list from math.LO) [pdf, ps, other]

Title: The model theory of geometric random graphs

Authors: Omer Ben-Neria, Itay Kaplan, Tingxiang Zou

Comments: Fixed some typos, added reference to previous work by Ackerman, Freer, Kruckman and Patel

Subjects: Logic (math.LO); Probability (math.PR)

[277]  arXiv:2303.11524 (cross-list from math.AP) [pdf, ps, other]

Title: Sharp Li--Yau Inequalities for Dunkl Harmonic Oscillators

Authors: Huaiqian Li, Bin Qian

Comments: arXiv admin note: text overlap with arXiv:2105.10132

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

[278]  arXiv:2303.11559 (cross-list from math.CV) [pdf, other]

Title: Stochastic Kähler geometry: from random zeros to random metrics

Authors: Bernard Shiffman, Steve Zelditch

Comments: Survey article, 31 pages

Subjects: Complex Variables (math.CV); Algebraic Geometry (math.AG); Differential Geometry (math.DG); Probability (math.PR)

[279]  arXiv:2303.11671 (cross-list from math.RT) [pdf, other]

Title: Generalized regular representations of big wreath products

Authors: Eugene Strahov

Comments: 53 pages, Israel J. of Math (2024) (will appear)

Subjects: Representation Theory (math.RT); Combinatorics (math.CO); Probability (math.PR)

[280]  arXiv:2303.11822 (cross-list from math.CO) [pdf, ps, other]

Title: On the distribution of eigenvalues in families of Cayley graphs

Authors: Matilde Lalin, Anwesh Ray

Comments: 17 pages

Subjects: Combinatorics (math.CO); Number Theory (math.NT); Probability (math.PR)

[281]  arXiv:2303.12046 (cross-list from math.CO) [pdf, other]

Title: A Jump of the Saturation Number in Random Graphs?

Authors: Sahar Diskin, Ilay Hoshen, Maksim Zhukovskii

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

[282]  arXiv:2303.12377 (cross-list from math.ST) [pdf, other]

Title: Humbert Generalized Fractional Differenced ARMA Processes

Authors: Niharika Bhootna, Monika Singh Dhull, Arun Kumar, Nikolai Leonenko

Subjects: Statistics Theory (math.ST); Probability (math.PR)

[283]  arXiv:2303.12407 (cross-list from math.ST) [pdf, ps, other]

Title: Non-asymptotic analysis of Langevin-type Monte Carlo algorithms

Authors: Shogo Nakakita

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

[284]  arXiv:2303.12480 (cross-list from math.FA) [pdf, other]

Title: The dyadic and the continuous Hilbert transforms with values in Banach spaces. Part2

Authors: Komla Domelevo, Stefanie Petermichl

Comments: 19 pages

Subjects: Functional Analysis (math.FA); Probability (math.PR)

[285]  arXiv:2303.12488 (cross-list from math.ST) [pdf, ps, other]

Title: The calculation of the distribution function of a strictly stable law at large X

Authors: Viacheslav V. Saenko

Comments: arXiv admin note: text overlap with arXiv:2303.03016

Subjects: Statistics Theory (math.ST); Probability (math.PR); Computation (stat.CO)

[286]  arXiv:2303.12645 (cross-list from math.CA) [pdf, ps, other]

Title: Average intersection number of trigonometric plane curves in $L_2$ and $W_2^r$ statistics

Authors: V.A. Vassiliev

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

[287]  arXiv:2303.13171 (cross-list from math.NA) [pdf, other]

Title: Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process

Authors: Łukasz Stępień

Comments: 22 pages

Subjects: Numerical Analysis (math.NA); Probability (math.PR)

[288]  arXiv:2303.13341 (cross-list from math.DS) [pdf, ps, other]

Title: Exact dimension of dynamical stationary measures

Authors: François Ledrappier, Pablo Lessa

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

[289]  arXiv:2303.13377 (cross-list from math.CO) [pdf, ps, other]

Title: Discrete signature varieties

Authors: Carlo Bellingeri, Raul Penaguiao

Comments: 24 pages, one diagram

Subjects: Combinatorics (math.CO); Algebraic Geometry (math.AG); Probability (math.PR)

[290]  arXiv:2303.13443 (cross-list from math.CO) [pdf, other]

Title: Cliques, Chromatic Number, and Independent Sets in the Semi-random Process

Authors: David Gamarnik, Mihyun Kang, Pawel Pralat

Subjects: Combinatorics (math.CO); Discrete Mathematics (cs.DM); Probability (math.PR)

[291]  arXiv:2303.13460 (cross-list from math.OC) [pdf, ps, other]

Title: Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing

Authors: Tobias Damm, Martin Redmann

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

[292]  arXiv:2303.13628 (cross-list from math-ph) [pdf, other]

Title: Phase Transitions in the Hubbard Model on the Square Lattice

Authors: Zhituo Wang

Comments: 43 pages. Typos and errors corrected. Two more Figures added. arXiv admin note: substantial text overlap with arXiv:2108.10852

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

[293]  arXiv:2303.14049 (cross-list from math.CT) [pdf, other]

Title: Weakly Markov categories and weakly affine monads

Authors: Tobias Fritz, Fabio Gadducci, Paolo Perrone, Davide Trotta

Comments: CALCO 2023

Journal-ref: 10th Conference on Algebra and Coalgebra in Computer Science (CALCO 2023), 16:1--16:17

Subjects: Category Theory (math.CT); Logic in Computer Science (cs.LO); Probability (math.PR)

[294]  arXiv:2303.14085 (cross-list from math.ST) [pdf, other]

Title: Optimal transport and Wasserstein distances for causal models

Authors: Stephan Eckstein, Patrick Cheridito

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

[295]  arXiv:2303.14261 (cross-list from math.OC) [pdf, ps, other]

Title: Maximum Relative Divergence Principle for Grading Functions on Direct Products of Chains

Authors: Alexander Dukhovny

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

[296]  arXiv:2303.14422 (cross-list from math.NA) [pdf, other]

Title: Pseudo-Marginal Approximation to the Free Energy in a Micro-Macro Markov Chain Monte Carlo Method

Authors: Hannes Vandecasteele, Giovanni Samaey

Comments: 21 pages, 8 figures

Subjects: Numerical Analysis (math.NA); Probability (math.PR)

[297]  arXiv:2303.14560 (cross-list from math.AP) [pdf, ps, other]

Title: The convergence rate of vanishing viscosity approximations for mean field games

Authors: Wenpin Tang, Yuming Paul Zhang

Comments: 32 pages

Subjects: Analysis of PDEs (math.AP); Optimization and Control (math.OC); Probability (math.PR)

[298]  arXiv:2303.14580 (cross-list from math.OA) [pdf, ps, other]

Title: Noncommutative Poisson Random Measure and Its Applications

Authors: Yidong Chen, Marius Junge

Subjects: Operator Algebras (math.OA); High Energy Physics - Theory (hep-th); Mathematical Physics (math-ph); Probability (math.PR); Quantum Algebra (math.QA)

[299]  arXiv:2303.14682 (cross-list from math.NT) [pdf, other]

Title: Sign changes of the partial sums of a random multiplicative function II

Authors: Marco Aymone

Comments: 8 pages, to appear in Compte Rendus Math\'ematique

Subjects: Number Theory (math.NT); Probability (math.PR)

[300]  arXiv:2303.14938 (cross-list from math.FA) [pdf, other]

Title: Logarithmic bounds for isoperimetry and slices of convex sets

Authors: Bo'az Klartag

Comments: 17 pages. Ars Inveniendi Analytica publishes this version of the paper

Subjects: Functional Analysis (math.FA); Metric Geometry (math.MG); Probability (math.PR)

[301]  arXiv:2303.15064 (cross-list from math.ST) [pdf, other]

Title: Kernel estimation of the transition density in bifurcating Markov chains

Authors: S. Valère Bitseki Penda

Comments: 27 pages, 24 figures. arXiv admin note: text overlap with arXiv:2012.04741

Subjects: Statistics Theory (math.ST); Probability (math.PR)

[302]  arXiv:2303.15448 (cross-list from math.NA) [pdf, other]

Title: The Gauss-Galerkin approximation method in nonlinear filtering

Authors: Fabien F. Campillo (MATHNEURO)

Subjects: Numerical Analysis (math.NA); Probability (math.PR)

[303]  arXiv:2303.15463 (cross-list from math.NA) [pdf, other]

Title: Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes

Authors: Letizia Angeli, Dan Crisan, Michela Ottobre

Comments: 50 pages, 2 figures

Subjects: Numerical Analysis (math.NA); Probability (math.PR)

[304]  arXiv:2303.16015 (cross-list from math.CO) [pdf, ps, other]

Title: Forbidden sparse intersections

Authors: Pandelis Dodos, Miltiadis Karamanlis

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

[305]  arXiv:2303.16896 (cross-list from math.MG) [pdf, ps, other]

Title: Stability of polydisc slicing

Authors: Nathaniel Glover, Tomasz Tkocz, Katarzyna Wyczesany

Comments: Final version, presentation improved. To appear in Mathematika

Subjects: Metric Geometry (math.MG); Functional Analysis (math.FA); Probability (math.PR)

[306]  arXiv:2303.17266 (cross-list from math.ST) [pdf, other]

Title: Coskewness under dependence uncertainty

Authors: Carole Bernard, Jinghui Chen, Ludger Ruschendorf, Steven Vanduffel

Subjects: Statistics Theory (math.ST); Probability (math.PR); Portfolio Management (q-fin.PM); Statistical Finance (q-fin.ST)

[307]  arXiv:2303.17320 (cross-list from math.DS) [pdf, ps, other]

Title: Inducing techniques for quantitative recurrence and applications to Misiurewicz maps and doubly intermittent maps

Authors: Dylan Bansard-Tresse, Jorge Milhazes Freitas

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

[308]  arXiv:2303.17427 (cross-list from math.OC) [pdf, other]

Title: Relaxed Optimal Control Problem for a Finite Horizon G-SDE with Delay and Its Application in Economics

Authors: Omar Kebiri, Nabil Elgroud

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

[309]  arXiv:2303.17429 (cross-list from math.GR) [pdf, ps, other]

Title: Haagerup property and group-invariant percolation

Authors: Chiranjib Mukherjee, Konstantin Recke

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

[310]  arXiv:2303.17671 (cross-list from math.DS) [pdf, other]

Title: Neural signature kernels as infinite-width-depth-limits of controlled ResNets

Authors: Nicola Muca Cirone, Maud Lemercier, Cristopher Salvi

Comments: Added commutativity of limits, ICML 2023 final version

Subjects: Dynamical Systems (math.DS); Machine Learning (cs.LG); Probability (math.PR)

[311]  arXiv:2303.17746 (cross-list from math.OC) [pdf, other]

Title: A Hierarchical Approach to Robust Stability of Multiclass Queueing Networks

Authors: Feiyang Zhao, Itai Gurvich, John Hasenbein

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

[312]  arXiv:2303.00033 (cross-list from physics.flu-dyn) [pdf, other]

Title: Effect of Transport Noise on Kelvin-Helmholtz instability

Authors: Franco Flandoli, Silvia Morlacchi, Andrea Papini

Comments: 22 pages, 22 figures

Journal-ref: Chapron, B., Crisan, D., Holm, D., M\'emin, E., Radomska, A. (eds) Stochastic Transport in Upper Ocean Dynamics II. STUOD 2022. Mathematics of Planet Earth, vol 11. Springer, Cham

Subjects: Fluid Dynamics (physics.flu-dyn); Probability (math.PR)

[313]  arXiv:2303.00858 (cross-list from q-fin.MF) [pdf, other]

Title: Quantifying dimensional change in stochastic portfolio theory

Authors: Erhan Bayraktar, Donghan Kim, Abhishek Tilva

Comments: 41 pages, 4 figures

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

[314]  arXiv:2303.01002 (cross-list from physics.soc-ph) [pdf, other]

Title: Nearest-neighbour directed random hyperbolic graphs

Authors: I.A. Kasyanov, P. van der Hoorn, D. Krioukov, M.V. Tamm

Comments: 26 papers, 12 figures

Journal-ref: Phys.Rev. E 108, 054310 (2023)

Subjects: Physics and Society (physics.soc-ph); Social and Information Networks (cs.SI); Probability (math.PR); Data Analysis, Statistics and Probability (physics.data-an)

[315]  arXiv:2303.01411 (cross-list from physics.hist-ph) [pdf, ps, other]

Title: Algorithmic Randomness and Probabilistic Laws

Authors: Jeffrey A. Barrett, Eddy Keming Chen

Comments: 14 pages

Subjects: History and Philosophy of Physics (physics.hist-ph); Computational Complexity (cs.CC); Probability (math.PR); Quantum Physics (quant-ph)

[316]  arXiv:2303.01512 (cross-list from stat.ML) [pdf, ps, other]

Title: Bayesian Posterior Perturbation Analysis with Integral Probability Metrics

Authors: Alfredo Garbuno-Inigo, Tapio Helin, Franca Hoffmann, Bamdad Hosseini

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

[317]  arXiv:2303.01601 (cross-list from econ.TH) [pdf, ps, other]

Title: Time-inconsistent contract theory

Authors: Camilo Hernández, Dylan Possamaï

Subjects: Theoretical Economics (econ.TH); Optimization and Control (math.OC); Probability (math.PR)

[318]  arXiv:2303.02079 (cross-list from q-bio.MN) [pdf, other]

Title: Insights from number theory into the critical Kauffman model with connectivity one

Authors: F. C. Sheldon, T. M. A. Fink

Comments: 15 pages, 3 figures

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

[319]  arXiv:2303.03498 (cross-list from stat.CO) [pdf, ps, other]

Title: Properties of Marginal Sequential Monte Carlo Methods

Authors: Francesca R. Crucinio, Adam M. Johansen

Subjects: Computation (stat.CO); Probability (math.PR); Statistics Theory (math.ST); Methodology (stat.ME)

[320]  arXiv:2303.03573 (cross-list from q-fin.MF) [pdf, ps, other]

Title: Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples

Authors: Karen Grigorian, Robert A. Jarrow

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

[321]  arXiv:2303.03725 (cross-list from cs.LO) [pdf, ps, other]

Title: Fuzzy Logic and Markov Kernels

Authors: Rogier Brussee

Comments: 16 pages AMSLatex

Subjects: Logic in Computer Science (cs.LO); Logic (math.LO); Probability (math.PR)

[322]  arXiv:2303.04121 (cross-list from stat.ME) [pdf, ps, other]

Title: Periodic trawl processes: Simulation, statistical inference and applications in energy markets

Authors: Almut E. D. Veraart

Subjects: Methodology (stat.ME); Probability (math.PR); Statistics Theory (math.ST); Applications (stat.AP)

[323]  arXiv:2303.04772 (cross-list from cs.LG) [pdf, other]

Title: Multilevel Diffusion: Infinite Dimensional Score-Based Diffusion Models for Image Generation

Authors: Paul Hagemann, Sophie Mildenberger, Lars Ruthotto, Gabriele Steidl, Nicole Tianjiao Yang

Subjects: Machine Learning (cs.LG); Computer Vision and Pattern Recognition (cs.CV); Probability (math.PR); Machine Learning (stat.ML)

[324]  arXiv:2303.04807 (cross-list from econ.TH) [pdf, ps, other]

Title: Fairer Shootouts in Soccer: The $m-n$ Rule

Authors: Steven J. Brams, Mehmet S. Ismail, D. Marc Kilgour

Subjects: Theoretical Economics (econ.TH); Probability (math.PR)

[325]  arXiv:2303.05566 (cross-list from eess.SY) [pdf, other]

Title: Robustly Complete Finite-State Abstractions for Control Synthesis of Stochastic Systems

Authors: Yiming Meng, Jun Liu

Subjects: Systems and Control (eess.SY); Probability (math.PR)

[326]  arXiv:2303.06148 (cross-list from q-fin.RM) [pdf, other]

Title: Probabilistic Overview of Probabilities of Default for Low Default Portfolios by K. Pluto and D. Tasche

Authors: Andrius Grigutis

Subjects: Risk Management (q-fin.RM); Probability (math.PR)

[327]  arXiv:2303.06183 (cross-list from q-bio.PE) [pdf, other]

Title: Efficient simulation of individual-based population models: the R Package IBMPopSim

Authors: Daphné Giorgi, Sarah Kaakai, Vincent Lemaire

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

[328]  arXiv:2303.06569 (cross-list from eess.SY) [pdf, other]

Title: Throughput of Freeway Networks under Ramp Metering Subject to Vehicle Safety Constraints

Authors: Milad Pooladsanj, Ketan Savla, Petros A. Ioannou

Comments: 9 pages, 5 figures. arXiv admin note: text overlap with arXiv:2207.02360

Subjects: Systems and Control (eess.SY); Multiagent Systems (cs.MA); Dynamical Systems (math.DS); Probability (math.PR)

[329]  arXiv:2303.06839 (cross-list from stat.ME) [pdf, other]

Title: A closed-form expression for the variance of truncated distribution and its uses

Authors: Roberto Vila, Narayanaswamy Balakrishnan, Raul Matsushita

Comments: 12 pages, 8 figures

Subjects: Methodology (stat.ME); Probability (math.PR)

[330]  arXiv:2303.07563 (cross-list from cs.SI) [pdf, other]

Title: Bounded-Confidence Models of Opinion Dynamics with Adaptive Confidence Bounds

Authors: Grace J. Li, Jiajie Luo, Mason A. Porter

Comments: revised version; 45 pages

Subjects: Social and Information Networks (cs.SI); Dynamical Systems (math.DS); Probability (math.PR); Adaptation and Self-Organizing Systems (nlin.AO); Physics and Society (physics.soc-ph)

[331]  arXiv:2303.07930 (cross-list from eess.SY) [pdf, other]

Title: Models, metrics, and their formulas for typical electric power system resilience events

Authors: Ian Dobson

Journal-ref: IEEE Transactions on Power Systems, vol. 38, no. 6, pp. 5949-5952, November 2023

Subjects: Systems and Control (eess.SY); Probability (math.PR); Applications (stat.AP)

[332]  arXiv:2303.08323 (cross-list from stat.AP) [pdf, other]

Title: Estimating Parameters of Large CTMP from Single Trajectory with Application to Stochastic Network Epidemics Models

Authors: Seyyed A. Fatemi, June Zhang

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

[333]  arXiv:2303.08797 (cross-list from cs.LG) [pdf, other]

Title: Stochastic Interpolants: A Unifying Framework for Flows and Diffusions

Authors: Michael S. Albergo, Nicholas M. Boffi, Eric Vanden-Eijnden

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

[334]  arXiv:2303.08961 (cross-list from cond-mat.stat-mech) [pdf, other]

Title: Effusion of stochastic processes on a line

Authors: David S. Dean, Satya N. Majumdar, Gregory Schehr

Comments: 19 pages, 2 figues

Journal-ref: J. Stat. Mech. (2023) 063208

Subjects: Statistical Mechanics (cond-mat.stat-mech); Probability (math.PR)

[335]  arXiv:2303.09348 (cross-list from cond-mat.stat-mech) [pdf, other]

Title: Large deviations for the Pearson family of ergodic diffusion processes involving a quadratic diffusion coefficient and a linear force

Authors: Cecile Monthus

Comments: v3=final version (63 pages) with new discussions of boundary conditions in various sections with respect to v1

Journal-ref: J. Stat. Mech. (2023) 083204

Subjects: Statistical Mechanics (cond-mat.stat-mech); Probability (math.PR)

[336]  arXiv:2303.09560 (cross-list from eess.SY) [pdf, ps, other]

Title: Methodology for Capacity Credit Evaluation of Physical and Virtual Energy Storage in Decarbonized Power System

Authors: Ning Qi, Peng Li, Lin Cheng, Ziyi Zhang, Wenrui Huang, Weiwei Yang

Comments: capacity credit, decision-dependent uncertainty, decarbonized power system

Subjects: Systems and Control (eess.SY); Probability (math.PR)

[337]  arXiv:2303.10216 (cross-list from cs.LG) [pdf, other]

Title: Approximation of group explainers with coalition structure using Monte Carlo sampling on the product space of coalitions and features

Authors: Konstandinos Kotsiopoulos, Alexey Miroshnikov, Khashayar Filom, Arjun Ravi Kannan

Comments: 31 pages, 6 figures

Subjects: Machine Learning (cs.LG); Probability (math.PR)

[338]  arXiv:2303.10487 (cross-list from cond-mat.stat-mech) [pdf, ps, other]

Title: A numerical method for solving snapping out Brownian motion in 2D bounded domains

Authors: Ryan D Schumm, Paul C Bressloff

Comments: 23 pages, 5 figures

Subjects: Statistical Mechanics (cond-mat.stat-mech); Probability (math.PR)

[339]  arXiv:2303.11789 (cross-list from cs.LG) [pdf, ps, other]

Title: Random Inverse Problems Over Graphs: Decentralized Online Learning

Authors: Tao Li, Xiwei Zhang

Subjects: Machine Learning (cs.LG); Distributed, Parallel, and Cluster Computing (cs.DC); Systems and Control (eess.SY); Probability (math.PR)

[340]  arXiv:2303.11919 (cross-list from stat.CO) [pdf, other]

Title: Scalable Methods for Computing Sharp Extreme Event Probabilities in Infinite-Dimensional Stochastic Systems

Authors: Timo Schorlepp, Shanyin Tong, Tobias Grafke, Georg Stadler

Journal-ref: Stat Comput 33, 137 (2023)

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

[341]  arXiv:2303.12660 (cross-list from cs.SI) [pdf, other]

Title: Production Networks Resilience: Cascading Failures, Power Laws and Optimal Interventions

Authors: Marios Papachristou, M. Amin Rahimian

Comments: Minor edits

Subjects: Social and Information Networks (cs.SI); Probability (math.PR); Statistics Theory (math.ST)

[342]  arXiv:2303.13290 (cross-list from cs.CV) [pdf, other]

Title: Unsupervised Deep Probabilistic Approach for Partial Point Cloud Registration

Authors: Guofeng Mei, Hao Tang, Xiaoshui Huang, Weijie Wang, Juan Liu, Jian Zhang, Luc Van Gool, Qiang Wu

Comments: CVPR 2023

Subjects: Computer Vision and Pattern Recognition (cs.CV); Artificial Intelligence (cs.AI); Probability (math.PR)

[343]  arXiv:2303.13429 (cross-list from stat.CO) [pdf, other]

Title: Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation

Authors: Ö. Deniz Akyildiz, Francesca Romana Crucinio, Mark Girolami, Tim Johnston, Sotirios Sabanis

Comments: 38 pages

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

[344]  arXiv:2303.13895 (cross-list from stat.ME) [pdf, other]

Title: Stochastic filtering with moment representation

Authors: Zheng Zhao, Juha Sarmavuori

Comments: Code: this https URL

Subjects: Methodology (stat.ME); Probability (math.PR); Computation (stat.CO)

[345]  arXiv:2303.14276 (cross-list from cs.DC) [pdf, ps, other]

Title: How to generate a fault-resilient network at a lower cost

Authors: Alexander Mozeika, Mohammad M. Jalalzai, Marcin P. Pawlowski

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

[346]  arXiv:2303.14568 (cross-list from stat.ML) [pdf, ps, other]

Title: Measuring Classification Decision Certainty and Doubt

Authors: Alexander M. Berenbeim, Iain J. Cruickshank, Susmit Jha, Robert H. Thomson, Nathaniel D. Bastian

Comments: 4 pages

Subjects: Machine Learning (stat.ML); Artificial Intelligence (cs.AI); Machine Learning (cs.LG); Differential Geometry (math.DG); Probability (math.PR)

[347]  arXiv:2303.16648 (cross-list from physics.soc-ph) [pdf, ps, other]

Title: Beating the average: how to generate profit by exploiting the inefficiencies of soccer betting

Authors: Ralph Stömmer

Comments: 25 pages, 3 figures, 8 tables

Subjects: Physics and Society (physics.soc-ph); Probability (math.PR); Popular Physics (physics.pop-ph)

[348]  arXiv:2303.17260 (cross-list from physics.flu-dyn) [pdf, other]

Title: Twin Brownian particle method for the study of Oberbeck-Boussinesq fluid flows

Authors: Jiawei Li, Zhongmin Qian, Mingyu Xu

Comments: 30 figures

Subjects: Fluid Dynamics (physics.flu-dyn); Numerical Analysis (math.NA); Probability (math.PR)

[349]  arXiv:2303.17336 (cross-list from nlin.CD) [pdf, ps, other]

Title: Unpredictable solutions of Duffing type equations with Markov coefficients

Authors: Marat Akhmet, Madina Tleubergenova, Akylbek Zhamanshin

Subjects: Chaotic Dynamics (nlin.CD); Probability (math.PR)

[350]  arXiv:2303.17538 (cross-list from quant-ph) [pdf, other]

Title: Extremal jumps of circuit complexity of unitary evolutions generated by random Hamiltonians

Authors: Marcin Kotowski, Michał Oszmaniec, Michał Horodecki

Comments: 36 pages, 3 figures, v2: minor update to references,comments and suggestions are welcome

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