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Probability

Authors and titles for recent submissions

[ total of 83 entries: 1-79 | 80-83 ]
[ showing 79 entries per page: fewer | more | all ]

Fri, 3 May 2024

[1]  arXiv:2405.01523 [pdf, ps, other]
Title: On Young regimes for locally monotone SPDEs
Authors: Florian Bechtold, Jörn Wichmann
Subjects: Probability (math.PR); Analysis of PDEs (math.AP)
[2]  arXiv:2405.01519 [pdf, ps, other]
Title: The heat equation with time-correlated random potential in d=2: Edwards-Wilkinson fluctuations
Authors: Sotirios Kotitsas
Comments: 58 pages
Subjects: Probability (math.PR)
[3]  arXiv:2405.01318 [pdf, ps, other]
Title: Weak Convergence for Self-Normalized Partial Sum Processes in the Skorokhod M1 Topology with Applications to Regularly Varying Time Series
Authors: Christis Katsouris
Comments: arXiv admin note: text overlap with arXiv:1704.02121 by other authors
Subjects: Probability (math.PR)
[4]  arXiv:2405.01239 [pdf, ps, other]
Title: Fringe trees of Patricia tries and compressed binary search trees
Authors: Svante Janson
Comments: 28 pages
Subjects: Probability (math.PR); Combinatorics (math.CO)
[5]  arXiv:2405.01127 [pdf, other]
Title: Backward Map for Filter Stability Analysis
Authors: Jin Won Kim, Anant A. Joshi, Prashant G. Mehta
Subjects: Probability (math.PR); Optimization and Control (math.OC)
[6]  arXiv:2405.01045 [pdf, ps, other]
Title: Well-posedness of stochastic mSQG equations with Kraichnan noise and $L^p$ data
Authors: Shuaijie Jiao, Dejun Luo
Comments: 33 pages
Subjects: Probability (math.PR)
[7]  arXiv:2405.01441 (cross-list from math.AP) [pdf, ps, other]
Title: Stability of the Poincaré-Korn inequality
Authors: Thomas A. Courtade, Max Fathi
Subjects: Analysis of PDEs (math.AP); Functional Analysis (math.FA); Probability (math.PR)
[8]  arXiv:2405.01346 (cross-list from math.NA) [pdf, other]
Title: Improved weak convergence for the long time simulation of Mean-field Langevin equations
Authors: Xingyuan Chen, Goncalo dos Reis, Wolfgang Stockinger, Zac Wilde
Comments: 68 pages, 1 Figure
Subjects: Numerical Analysis (math.NA); Probability (math.PR)
[9]  arXiv:2405.01343 (cross-list from math.DS) [pdf, ps, other]
Title: Conditioned stochastic stability of equilibrium states on uniformly expanding repellers
Authors: Bernat Bassols Cornudella, Matheus Manzatto de Castro, Jeroen S.W. Lamb
Comments: 40 pages
Subjects: Dynamical Systems (math.DS); Probability (math.PR)
[10]  arXiv:2405.01232 (cross-list from math.OC) [pdf, other]
Title: Kinetic Theories for Metropolis Monte Carlo Methods
Authors: Michael Herty, Christian Ringhofer
Subjects: Optimization and Control (math.OC); Numerical Analysis (math.NA); Probability (math.PR)
[11]  arXiv:2405.00806 (cross-list from math.NA) [pdf, other]
Title: Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift
Authors: Mireille Bossy, Kerlyns Martínez
Subjects: Numerical Analysis (math.NA); Probability (math.PR)

Thu, 2 May 2024

[12]  arXiv:2405.00414 [pdf, ps, other]
Title: Ergodicity for 2D Navier-Stokes equations with a degenerate pure jump noise
Authors: Xuhui Peng, Jianliang Zhai, Tusheng Zhang
Subjects: Probability (math.PR)
[13]  arXiv:2405.00363 [pdf, other]
Title: Competing bootstrap processes on the random graph $G(n,p)$
Authors: Michele Garetto, Emilio Leonardi, Giovanni Luca Torrisi
Subjects: Probability (math.PR); Dynamical Systems (math.DS)
[14]  arXiv:2405.00194 [pdf, ps, other]
Title: The directed landscape from Brownian motion
Authors: Duncan Dauvergne, Bálint Virág
Subjects: Probability (math.PR); Mathematical Physics (math-ph); Combinatorics (math.CO)
[15]  arXiv:2405.00081 [pdf, other]
Title: Imprecise Markov Semigroups and their Ergodicity
Authors: Michele Caprio
Subjects: Probability (math.PR); Statistics Theory (math.ST); Machine Learning (stat.ML)
[16]  arXiv:2405.00667 (cross-list from math.CO) [pdf, ps, other]
Title: Clique packings in random graphs
Authors: Simon Griffiths, Letícia Mattos
Comments: 43 pages
Subjects: Combinatorics (math.CO); Probability (math.PR)
[17]  arXiv:2405.00610 (cross-list from math.GR) [pdf, ps, other]
Title: Growth in products of matrices: fastest, average, and generic
Authors: Vladimir Shpilrain
Comments: 10 pages. Comments are welcome
Subjects: Group Theory (math.GR); Cryptography and Security (cs.CR); Combinatorics (math.CO); Dynamical Systems (math.DS); Probability (math.PR)
[18]  arXiv:2405.00606 (cross-list from q-fin.RM) [pdf, ps, other]
Title: Some properties of Euler capital allocation
Authors: Lars Holden
Comments: 12 pages, 3 figures, 4 tables, 15 references
Subjects: Risk Management (q-fin.RM); Probability (math.PR); Portfolio Management (q-fin.PM)
[19]  arXiv:2405.00583 (cross-list from math.AP) [pdf, ps, other]
Title: Periodic nonlinear Schrödinger equation with distributional potential and invariant measures
Authors: Arnaud Debussche, Antoine Mouzard
Subjects: Analysis of PDEs (math.AP); Probability (math.PR)
[20]  arXiv:2405.00386 (cross-list from math-ph) [pdf, other]
Title: Large gap probabilities of complex and symplectic spherical ensembles with point charges
Authors: Sung-Soo Byun, Seongjae Park
Comments: 42 pages, 5 figures
Subjects: Mathematical Physics (math-ph); Probability (math.PR)
[21]  arXiv:2405.00364 (cross-list from math.ST) [pdf, other]
Title: Object detection under the linear subspace model with application to cryo-EM images
Authors: Amitay Eldar, Keren Mor Waknin, Samuel Davenport, Tamir Bendory, Armin Schwartzman, Yoel Shkolnisky
Subjects: Statistics Theory (math.ST); Probability (math.PR)
[22]  arXiv:2405.00357 (cross-list from q-fin.RM) [pdf, other]
Title: Optimal nonparametric estimation of the expected shortfall risk
Authors: Daniel Bartl, Stephan Eckstein
Subjects: Risk Management (q-fin.RM); Probability (math.PR); Statistics Theory (math.ST); Mathematical Finance (q-fin.MF)
[23]  arXiv:2405.00329 (cross-list from cs.CR) [pdf, ps, other]
Title: Metric geometry of the privacy-utility tradeoff
Authors: March Boedihardjo, Thomas Strohmer, Roman Vershynin
Subjects: Cryptography and Security (cs.CR); Data Structures and Algorithms (cs.DS); Probability (math.PR)
[24]  arXiv:2405.00126 (cross-list from math.OC) [pdf, ps, other]
Title: A variational approach to sampling in diffusion processes
Authors: Maxim Raginsky
Comments: 22 pages; dedicated to the memory of Sanjoy K. Mitter (1933-2023)
Subjects: Optimization and Control (math.OC); Probability (math.PR)
[25]  arXiv:2405.00067 (cross-list from math.OC) [pdf, ps, other]
Title: Small noise perturbations of stochastic ergodic control problems
Authors: K. Suresh Kumar, Vikrant Desai
Subjects: Optimization and Control (math.OC); Probability (math.PR)

Wed, 1 May 2024

[26]  arXiv:2404.19672 [pdf, other]
Title: Specific Wasserstein divergence between continuous martingales
Authors: Julio Backhoff-Veraguas, Xin Zhang
Subjects: Probability (math.PR)
[27]  arXiv:2404.19662 [pdf, ps, other]
Title: Central Limit Theorem for tensor products of free variables
Authors: Cécilia Lancien, Patrick Oliveira Santos, Pierre Youssef
Subjects: Probability (math.PR); Mathematical Physics (math-ph); Combinatorics (math.CO); Operator Algebras (math.OA)
[28]  arXiv:2404.19583 [pdf, other]
Title: Catalan percolation
Authors: Eleanor Archer, Ivailo Hartarsky, Brett Kolesnik, Sam Olesker-Taylor, Bruno Schapira, Daniel Valesin
Comments: 29 pages, 11 figures
Subjects: Probability (math.PR); Combinatorics (math.CO)
[29]  arXiv:2404.19499 [pdf, ps, other]
Title: Well-posedness of McKean-Vlasov SDEs with density-dependent drift
Authors: Anh-Dung Le (TSE-R)
Subjects: Probability (math.PR)
[30]  arXiv:2404.19490 [pdf, other]
Title: Fokker-Planck equation for McKean-Vlasov SPDEs driven by time-space Brownian sheet
Authors: Nacira Agram, Bernt Oksendal, Frank Proske, Olena Tymoshenko
Subjects: Probability (math.PR)
[31]  arXiv:2404.19447 [pdf, other]
Title: Branching capacity of a random walk in $\mathbb Z^5$
Authors: Tianyi Bai, Jean-François Delmas, Yueyun Hu
Comments: 24 pages, 4 figures
Subjects: Probability (math.PR)
[32]  arXiv:2404.19399 [pdf, ps, other]
Title: Lévy processes resurrected in the positive half-line
Authors: María Emilia Caballero, Loïc Chaumont, Víctor Rivero
Subjects: Probability (math.PR)
[33]  arXiv:2404.19215 [pdf, ps, other]
Title: An Invariance Principle of 1D KPZ with Robin Boundary Conditions
Authors: Yiming Tang
Subjects: Probability (math.PR)
[34]  arXiv:2404.19122 [pdf, ps, other]
Title: Spin Covariance Fluctuations in the SK Model at High Temperature
Authors: Christian Brennecke, Adrien Schertzer, Chen Van Dam
Comments: 17 pages
Subjects: Probability (math.PR); Mathematical Physics (math-ph)
[35]  arXiv:2404.19681 (cross-list from math.MG) [pdf, ps, other]
Title: Metrization of Gromov-Hausdorff-type topologies on boundedly-compact metric spaces
Authors: Ryoichiro Noda
Comments: 43 pages
Subjects: Metric Geometry (math.MG); Probability (math.PR)
[36]  arXiv:2404.19362 (cross-list from math.AP) [pdf, ps, other]
Title: Global solution for the stochastic nonlinear Schrödinger system with quadratic interaction in four dimensions
Authors: Masaru Hamano, Shunya Hashimoto, Shuji Machihara
Comments: 11 pages, no figures
Subjects: Analysis of PDEs (math.AP); Probability (math.PR)
[37]  arXiv:2404.19196 (cross-list from math.ST) [pdf, other]
Title: Tail Asymptotic of Heavy-Tail Risks with Elliptical Copula
Authors: Kai Wang, Chengxiu Ling
Subjects: Statistics Theory (math.ST); Probability (math.PR)
[38]  arXiv:2404.19099 (cross-list from math.DS) [pdf, other]
Title: Non-explosion solutions for a class of stochastic physical diffusion oscillators
Authors: Amrane Houas, Fateh Merahi, Mustafa Moumni
Comments: 12 pages, 4 figures
Subjects: Dynamical Systems (math.DS); Probability (math.PR)

Tue, 30 Apr 2024

[39]  arXiv:2404.18920 [pdf, ps, other]
Title: Analytically weak solutions to stochastic heat equations with spatially rough noise
Authors: Máté Gerencsér
Comments: 21 pages
Subjects: Probability (math.PR)
[40]  arXiv:2404.18918 [pdf, ps, other]
Title: Strong solutions to McKean-Vlasov SDEs associated to a class of degenerate Fokker-Planck equations with coefficients of Nemytskii-type
Authors: Sebastian Grube
Comments: 26 pages
Subjects: Probability (math.PR); Analysis of PDEs (math.AP)
[41]  arXiv:2404.18902 [pdf, other]
Title: Capacity threshold for the Ising perceptron
Authors: Brice Huang
Comments: 76 pages, 2 figures
Subjects: Probability (math.PR); Disordered Systems and Neural Networks (cond-mat.dis-nn); Mathematical Physics (math-ph)
[42]  arXiv:2404.18803 [pdf, other]
Title: Convergence of dynamical stationary fluctuations
Authors: Cyril Labbé, Benoît Laslier, Fabio Toninelli, Lorenzo Zambotti
Comments: 41 pages, 3 figures
Subjects: Probability (math.PR); Mathematical Physics (math-ph)
[43]  arXiv:2404.18778 [pdf, ps, other]
Title: On Approximating the Potts Model with Contracting Glauber Dynamics
Authors: Roxanne He, Jackie Lok
Comments: 34 pages, changes to formatting
Subjects: Probability (math.PR)
[44]  arXiv:2404.18661 [pdf, other]
Title: On the determination of path signature from its unitary development
Authors: Siran Li, Zijiu Lyu, Hao Ni, Jiajie Tao
Comments: 24 pages, 8 figures, and 3 tables
Subjects: Probability (math.PR)
[45]  arXiv:2404.18634 [pdf, ps, other]
Title: A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE
Authors: Carlo Bellingeri, Hannes Kern
Subjects: Probability (math.PR); Analysis of PDEs (math.AP)
[46]  arXiv:2404.18588 [pdf, ps, other]
Title: The link between hyperuniformity, Coulomb energy, and Wasserstein distance to Lebesgue for two-dimensional point processes
Authors: Martin Huesmann, Thomas Leblé
Comments: 44p. comments welcome
Subjects: Probability (math.PR)
[47]  arXiv:2404.18489 [pdf, other]
Title: Peeling the Brownian half-plane
Authors: Jean-François Le Gall, Armand Riera
Comments: 28 pages, 2 figures
Subjects: Probability (math.PR)
[48]  arXiv:2404.18478 [pdf, ps, other]
Title: Long-time behaviour of supercritical finite circular mechanism branching processes
Authors: Junping Li, Mixuan Hou
Subjects: Probability (math.PR)
[49]  arXiv:2404.18364 [pdf, ps, other]
Title: Interface motion from Glauber-Kawasaki dynamics of non-gradient type
Authors: Tadahisa Funaki
Comments: 60 pages
Subjects: Probability (math.PR); Mathematical Physics (math-ph); Analysis of PDEs (math.AP)
[50]  arXiv:2404.18299 [pdf, other]
Title: The $\ell_r$-Levy-Grothendieck problem and $r\rightarrow p$ norms of Levy matrices
Authors: Kavita Ramanan, Xiaoyu Xie
Comments: 38 pages, 3 figures
Subjects: Probability (math.PR)
[51]  arXiv:2404.18242 [pdf, other]
Title: Uniform in time bounds for a stochastic hybrid system with fast periodic sampling and small white-noise
Authors: Shivam Singh Dhama, Konstantinos Spiliopoulos
Comments: 34 Pages, 6 figures
Subjects: Probability (math.PR)
[52]  arXiv:2404.18164 [pdf, other]
Title: Empirical approximation to invariant measures of mean-field Langevin dynamics
Authors: Wenjing Cao, Kai Du
Comments: 21 pages, 1 figure
Subjects: Probability (math.PR)
[53]  arXiv:2404.18044 [pdf, ps, other]
Title: Decay property of stopped $M^X/M/1$-queueing networks
Authors: Yanyun Li, Junping Li
Comments: 20 pages
Subjects: Probability (math.PR)
[54]  arXiv:2404.17953 [pdf, ps, other]
Title: Branching random walk and log-slowly varying tails
Authors: Ayan Bhattacharya, Piotr Dyszewski, Nina Gantert, Zbigniew Palmowski
Subjects: Probability (math.PR)
[55]  arXiv:2404.17950 [pdf, other]
Title: A stochastic model for immune response with mutations and evolution
Authors: Carolina Grejo, Fábio Lopes, Fábio Machado, Alejandro Roldán-Correa
Comments: 23 pages, 3 figures
Subjects: Probability (math.PR)
[56]  arXiv:2404.18908 (cross-list from math.CO) [pdf, other]
Title: On the uncommonness of minimal rank-2 systems of linear equations
Authors: Daniel Altman, Anita Liebenau
Comments: 11 pages
Subjects: Combinatorics (math.CO); Number Theory (math.NT); Probability (math.PR)
[57]  arXiv:2404.18869 (cross-list from cs.LG) [pdf, ps, other]
Title: Learning Mixtures of Gaussians Using Diffusion Models
Authors: Khashayar Gatmiry, Jonathan Kelner, Holden Lee
Subjects: Machine Learning (cs.LG); Data Structures and Algorithms (cs.DS); Probability (math.PR); Statistics Theory (math.ST); Machine Learning (stat.ML)
[58]  arXiv:2404.18823 (cross-list from math.ST) [pdf, other]
Title: Non-parametric estimation for the stochastic wave equation
Authors: Eric Ziebell
Subjects: Statistics Theory (math.ST); Probability (math.PR)
[59]  arXiv:2404.18761 (cross-list from q-fin.MF) [pdf, other]
Title: A pure dual approach for hedging Bermudan options
Authors: Aurélien Alfonsi, Ahmed Kebaier, Jérôme Lelong
Subjects: Mathematical Finance (q-fin.MF); Probability (math.PR); Computational Finance (q-fin.CP)
[60]  arXiv:2404.18735 (cross-list from math.ST) [pdf, other]
Title: Tensor cumulants for statistical inference on invariant distributions
Authors: Dmitriy Kunisky, Cristopher Moore, Alexander S. Wein
Comments: 72 pages, 12 figures
Subjects: Statistics Theory (math.ST); Computational Complexity (cs.CC); Data Structures and Algorithms (cs.DS); Probability (math.PR); Machine Learning (stat.ML)
[61]  arXiv:2404.18233 (cross-list from stat.ML) [pdf, ps, other]
Title: A Note on Asynchronous Challenges: Unveiling Formulaic Bias and Data Loss in the Hayashi-Yoshida Estimator
Authors: Evangelos Georgiadis
Comments: submitted. 15 pages, 1 appendix, 4 figures, 1 table, 1 algo
Subjects: Machine Learning (stat.ML); Machine Learning (cs.LG); Combinatorics (math.CO); Probability (math.PR)
[62]  arXiv:2404.18194 (cross-list from math.ST) [pdf, other]
Title: Curse of Dimensionality on Persistence Diagrams
Authors: Yasuaki Hiraoka (2 and 3), Yusuke Imoto (2), Shu Kanazawa (3), Enhao Liu (1) ((1) Department of Mathematics, Kyoto University, (2) Institute for the Advanced Study of Human Biology, Kyoto University, (3) Kyoto University Institute for Advanced Study, Kyoto University)
Subjects: Statistics Theory (math.ST); Algebraic Topology (math.AT); Probability (math.PR)
[63]  arXiv:2404.18140 (cross-list from math.DS) [pdf, other]
Title: The Unique stationary boundary property
Authors: Eli Glasner
Comments: The formulation of Theorem 2.1 is corrected, and a proof of corollary 2.2 is added
Subjects: Dynamical Systems (math.DS); Group Theory (math.GR); Probability (math.PR)
[64]  arXiv:2404.17986 (cross-list from math.OC) [pdf, other]
Title: On a Stochastic Differential Equation with Correction Term Governed by a Monotone and Lipschitz Continuous Operator
Authors: Radu Ioan Bot, Chiara Schindler
Subjects: Optimization and Control (math.OC); Probability (math.PR)
[65]  arXiv:2404.17959 (cross-list from quant-ph) [pdf, ps, other]
Title: On Quantum Algorithms for Efficient Solutions of General Classes of Structured Markov Processes
Authors: Vasileios Kalantzis, Mark S. Squillante, Shashanka Ubaru
Subjects: Quantum Physics (quant-ph); Numerical Analysis (math.NA); Probability (math.PR)
[66]  arXiv:2404.17746 (cross-list from cs.LG) [pdf, other]
Title: On the Rashomon ratio of infinite hypothesis sets
Authors: Evzenie Coupkova, Mireille Boutin
Subjects: Machine Learning (cs.LG); Probability (math.PR); Machine Learning (stat.ML)
[67]  arXiv:2404.17692 (cross-list from physics.comp-ph) [pdf, other]
Title: Walking on Spheres and Talking to Neighbors: Variance Reduction for Laplace's Equation
Authors: Michael Czekanski, Benjamin Faber, Margaret Fairborn, Adelle Wright, David Bindel
Comments: 21 pages, 7 figures
Subjects: Computational Physics (physics.comp-ph); Probability (math.PR); Applied Physics (physics.app-ph)

Mon, 29 Apr 2024 (showing first 12 of 16 entries)

[68]  arXiv:2404.17573 [pdf, other]
Title: Spectrum occupies pseudospectrum for random matrices with diagonal deformation and variance profile
Authors: Johannes Alt, Torben Krüger
Comments: 41 pages, 2 figures
Subjects: Probability (math.PR); Mathematical Physics (math-ph); Functional Analysis (math.FA); Operator Algebras (math.OA)
[69]  arXiv:2404.17527 [pdf, other]
Title: Reduction of the effective population size in a branching particle system in the moderate mutation-selection regime
Authors: Florin Boenkost, Ksenia A Khudiakova, Julie Tourniaire
Comments: 38 pages, 4 figures
Subjects: Probability (math.PR)
[70]  arXiv:2404.17512 [pdf, other]
Title: On the spectral edge of non-Hermitian random matrices
Authors: Andrew Campbell, Giorgio Cipolloni, László Erdős, Hong Chang Ji
Comments: 50 pages
Subjects: Probability (math.PR)
[71]  arXiv:2404.17404 [pdf, ps, other]
Title: A Breiman's theorem for conditional dependent random vector and its applications to risk theory
Authors: Zhaolei Cui, Yuebao Wang
Subjects: Probability (math.PR)
[72]  arXiv:2404.17389 [pdf, ps, other]
Title: Skellam compound Poisson approximation to the sums of symmetric Markov dependent random variables
Authors: Vydas Čekanavičius, Gabija Liaudanskaite
Subjects: Probability (math.PR)
[73]  arXiv:2404.17278 [pdf, other]
Title: A Notion of Dimension based on Probability on Groups
Authors: Agelos Georgakopoulos
Subjects: Probability (math.PR); Combinatorics (math.CO); Group Theory (math.GR); Geometric Topology (math.GT)
[74]  arXiv:2404.17262 [pdf, ps, other]
Title: Spread-out percolation on transitive graphs of polynomial growth
Authors: Panagiotis Spanos, Matthew Tointon
Comments: 35 pages
Subjects: Probability (math.PR); Combinatorics (math.CO); Group Theory (math.GR)
[75]  arXiv:2404.17197 [pdf, ps, other]
Title: Lecture notes on martingale inequalities
Authors: Pavel Zorin-Kranich
Comments: 45 pages. University of Bonn, Winter term 2021/22
Subjects: Probability (math.PR)
[76]  arXiv:2404.17155 [pdf, ps, other]
Title: Refined distributional limit theorems for compound sums
Authors: Vsevolod K. Malinovskii
Comments: 25 pages, 3 figures
Subjects: Probability (math.PR)
[77]  arXiv:2404.17441 (cross-list from math.ST) [pdf, other]
Title: Comparison results for Markov tree distributions
Authors: Jonathan Ansari, Moritz Ritter
Subjects: Statistics Theory (math.ST); Probability (math.PR)
[78]  arXiv:2404.17429 (cross-list from stat.ML) [pdf, other]
Title: Separation capacity of linear reservoirs with random connectivity matrix
Authors: Youness Boutaib
Subjects: Machine Learning (stat.ML); Machine Learning (cs.LG); Probability (math.PR)
[79]  arXiv:2404.17309 (cross-list from cond-mat.stat-mech) [pdf, other]
Title: On sequences of convex records in the plane
Authors: Claude Godrèche, Jean-Marc Luck
Comments: 29 pages, 19 figures
Subjects: Statistical Mechanics (cond-mat.stat-mech); Probability (math.PR)
[ total of 83 entries: 1-79 | 80-83 ]
[ showing 79 entries per page: fewer | more | all ]

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