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Probability

Authors and titles for recent submissions

[ total of 83 entries: 1-50 | 51-83 ]
[ showing 50 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
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
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
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
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
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
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
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
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
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
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
Subjects: Probability (math.PR)
[13]  arXiv:2405.00363 [pdf, other]
Title: Competing bootstrap processes on the random graph $G(n,p)$
Subjects: Probability (math.PR); Dynamical Systems (math.DS)
[14]  arXiv:2405.00194 [pdf, ps, other]
Title: The directed landscape from Brownian motion
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
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
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
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
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
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
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
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
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
Subjects: Probability (math.PR)
[27]  arXiv:2404.19662 [pdf, ps, other]
Title: Central Limit Theorem for tensor products of free variables
Subjects: Probability (math.PR); Mathematical Physics (math-ph); Combinatorics (math.CO); Operator Algebras (math.OA)
[28]  arXiv:2404.19583 [pdf, other]
Title: Catalan percolation
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
Subjects: Probability (math.PR)
[31]  arXiv:2404.19447 [pdf, other]
Title: Branching capacity of a random walk in $\mathbb Z^5$
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
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
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
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
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
Comments: 12 pages, 4 figures
Subjects: Dynamical Systems (math.DS); Probability (math.PR)

Tue, 30 Apr 2024 (showing first 12 of 29 entries)

[39]  arXiv:2404.18920 [pdf, ps, other]
Title: Analytically weak solutions to stochastic heat equations with spatially rough noise
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
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
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
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
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
Comments: 44p. comments welcome
Subjects: Probability (math.PR)
[47]  arXiv:2404.18489 [pdf, other]
Title: Peeling the Brownian half-plane
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
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
Comments: 38 pages, 3 figures
Subjects: Probability (math.PR)
[ total of 83 entries: 1-50 | 51-83 ]
[ showing 50 entries per page: fewer | more | all ]

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