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Probability

Authors and titles for recent submissions, skipping first 78

[ total of 92 entries: 1-25 | 4-28 | 29-53 | 54-78 | 79-92 ]
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Tue, 14 May 2024 (continued, showing last 3 of 28 entries)

[79]  arXiv:2405.06764 (cross-list from q-fin.RM) [pdf, ps, other]
Title: Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation
Authors: Emmanuel Lepinette, Duc Thinh Vu
Journal-ref: IJTAF (2021)
Subjects: Risk Management (q-fin.RM); Probability (math.PR)
[80]  arXiv:2405.06723 (cross-list from math.RT) [pdf, other]
Title: Positive formula for the product of conjugacy classes on the unitary group
Authors: Quentin François, Pierre Tarrago
Comments: 46 pages, 30 figures with colors
Subjects: Representation Theory (math.RT); Mathematical Physics (math-ph); Combinatorics (math.CO); Probability (math.PR); Symplectic Geometry (math.SG)
[81]  arXiv:2405.06672 (cross-list from stat.ML) [pdf, other]
Title: Liouville Flow Importance Sampler
Authors: Yifeng Tian, Nishant Panda, Yen Ting Lin
Comments: 25 pages, 7 figures, 15 tables. Submitted to and accepted by the 41th International Conference on Machine Learning (Vienna, Austria)
Subjects: Machine Learning (stat.ML); Machine Learning (cs.LG); Probability (math.PR); Data Analysis, Statistics and Probability (physics.data-an); Computation (stat.CO)

Mon, 13 May 2024

[82]  arXiv:2405.06623 [pdf, ps, other]
Title: Dynamic programming principle and computable prices in financial market models with transaction costs
Authors: Emmanuel Lepinette, Duc Thinh Vu
Journal-ref: Journal of Mathematical Analysis and Applications (2023)
Subjects: Probability (math.PR)
[83]  arXiv:2405.06616 [pdf, ps, other]
Title: Fast Mixing in Sparse Random Ising Models
Authors: Kuikui Liu, Sidhanth Mohanty, Amit Rajaraman, David X. Wu
Comments: 66 pages, 4 figures
Subjects: Probability (math.PR); Data Structures and Algorithms (cs.DS); Combinatorics (math.CO)
[84]  arXiv:2405.06309 [pdf, ps, other]
Title: Viscosity Solutions of Second Order Path-Dependent Partial Differential Equations and Applications
Authors: Shanjian Tang, Jianjun Zhou
Comments: 27 pages. arXiv admin note: text overlap with arXiv:2005.05309
Subjects: Probability (math.PR); Optimization and Control (math.OC)
[85]  arXiv:2405.06223 [pdf, ps, other]
Title: McKean-Vlasov SPDEs with Hölder continuous coefficients: existence, uniqueness, ergodicity, exponential mixing and limit theorems
Authors: Shuaishuai Lu, Xue Yang, Yong Li
Subjects: Probability (math.PR)
[86]  arXiv:2405.06144 [pdf, other]
Title: Pathwise non-uniqueness for Brownian motion in a quadrant with oblique reflection
Authors: Richard F. Bass, Krzysztof Burdzy
Subjects: Probability (math.PR)
[87]  arXiv:2405.06123 [pdf, other]
Title: Modelling the random spreading of fake news through a two-dimensional time-inhomogeneous birth-death process
Authors: Antonio Di Crescenzo, Paola Paraggio
Comments: 41 pages, 12 figures, 7 tables, accepted for publication on "Mathematical Methods in the Applied Sciences"
Subjects: Probability (math.PR)
[88]  arXiv:2405.06474 (cross-list from math.NT) [pdf, other]
Title: The Fyodorov-Hiary-Keating Conjecture on Mesoscopic Intervals
Authors: Louis-Pierre Arguin, Jad Hamdan
Comments: 32 pages, 2 figures
Subjects: Number Theory (math.NT); Probability (math.PR)
[89]  arXiv:2405.06464 (cross-list from math.NA) [pdf, other]
Title: Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers
Authors: Andraž Jelinčič, James Foster, Patrick Kidger
Subjects: Numerical Analysis (math.NA); Machine Learning (cs.LG); Probability (math.PR); Computation (stat.CO)
[90]  arXiv:2405.06209 (cross-list from cs.DS) [pdf, ps, other]
Title: Fast and Slow Mixing of the Kawasaki Dynamics on Bounded-Degree Graphs
Authors: Aiya Kuchukova, Marcus Pappik, Will Perkins, Corrine Yap
Subjects: Data Structures and Algorithms (cs.DS); Combinatorics (math.CO); Probability (math.PR)
[91]  arXiv:2405.06162 (cross-list from math.OC) [pdf, ps, other]
Title: On the Convergence Analysis of Yau-Yau Nonlinear Filtering Algorithm: from a Probabilistic Perspective
Authors: Zeju Sun, Xiuqiong Chen, Stephen S.-T. Yau
Comments: 42 pages
Subjects: Optimization and Control (math.OC); Probability (math.PR)
[92]  arXiv:2405.05995 (cross-list from quant-ph) [pdf, ps, other]
Title: Absolute zeta functions and periodicity of quantum walks on cycles
Authors: Jirô Akahori, Norio Konno, Iwao Sato, Yuma Tamura
Comments: 17 pages
Subjects: Quantum Physics (quant-ph); Mathematical Physics (math-ph); Combinatorics (math.CO); Probability (math.PR)
[ total of 92 entries: 1-25 | 4-28 | 29-53 | 54-78 | 79-92 ]
[ showing 25 entries per page: fewer | more | all ]

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