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Articles
Gudmund Pammer
Electron. Commun. Probab. 29, 1-13, (2024) DOI: 10.1214/23-ECP572 Open Access
KEYWORDS: adapted weak topology, Stochastic processes, 60G05, 60B10, 49Q22
Joseph S. Alameda, Caroline Bang, Zachary Brennan, David P. Herzog, Jürgen Kritschgau, Elizabeth Sprangel
Electron. Commun. Probab. 29, 1-13, (2024) DOI: 10.1214/23-ECP569 Open Access
KEYWORDS: Markov chain, Mixing times, Cutoff, Bernoulli-Laplace model, 60J10, 37A25
Elizabeth Collins–Woodfin, Elliot Paquette
Electron. Commun. Probab. 29, 1-15, (2024) DOI: 10.1214/23-ECP571 Open Access
KEYWORDS: Stochastic gradient descent, Random matrix theory, optimization, Stochastic differential equations, 60H30
Kolitha Perera
Electron. Commun. Probab. 29, 1-7, (2024) DOI: 10.1214/24-ECP577 Open Access
KEYWORDS: Bougerol’s identity, Brownian motion, stochastics, Stochastic partial differential equations, 60J65, 60H15
Ioana Ciotir, Dan Goreac, Jonas M. Tölle
Electron. Commun. Probab. 29, 1-7, (2024) DOI: 10.1214/24-ECP575 Open Access
KEYWORDS: stochastic singular-degenerate diffusion equation, Stochastic partial differential equation, stochastic fast diffusion equation, improved Sobolev regularity, linear multiplicative Wiener noise, 35B65, 35K67, 60H15, 76S05
Julio Backhoff-Veraguas, Mathias Beiglböck
Electron. Commun. Probab. 29, 1-12, (2024) DOI: 10.1214/24-ECP574 Open Access
KEYWORDS: Entropy, specific relative entropy, prediction markets, max-entropy win-martingale, Martingale optimal transport, 60B99, 60G44, 60H10, 60J60
Xiaofeng Xue
Electron. Commun. Probab. 29, 1-16, (2024) DOI: 10.1214/24-ECP573 Open Access
KEYWORDS: simple symmetric exclusion process, Nonequilibrium, Moderate deviation, Exponential tightness, replacement lemma, 60F10, 60K35
Adrián González Casanova, Imanol Nuñez, José Luis Pérez
Electron. Commun. Probab. 29, 1-12, (2024) DOI: 10.1214/23-ECP570 Open Access
KEYWORDS: multi-type continuous-state branching process, random time-change, immigration, generators, 60J80, 60J90, 60G52
Francesco Grotto, Leonardo Maini, Anna Paola Todino
Electron. Commun. Probab. 29, 1-12, (2024) DOI: 10.1214/24-ECP578 Open Access
KEYWORDS: Gaussian Eigenfunctions, Bessel functions, Random walk, 42C10, 60D05, 33C10, 60G50
Ross G. Pinsky
Electron. Commun. Probab. 29, 1-11, (2024) DOI: 10.1214/24-ECP579 Open Access
KEYWORDS: large deviations, pattern avoiding permutation, Longest increasing subsequence, longest alternating subsequence, 60F10, 60C05, 05A05
Will FitzGerald
Electron. Commun. Probab. 29, 1-12, (2024) DOI: 10.1214/24-ECP580 Open Access
KEYWORDS: height function, polynuclear growth model, Last passage percolation, 60K35, 60C05
Iosif Pinelis
Electron. Commun. Probab. 29, 1-6, (2024) DOI: 10.1214/24-ECP584 Open Access
KEYWORDS: large deviation principle (LDP), Rate function, Sums of independent random variables, asymptotics, Log-concavity, 60F10
Jürgen Angst, Federico Dalmao, Guillaume Poly
Electron. Commun. Probab. 29, 1-8, (2024) DOI: 10.1214/24-ECP583 Open Access
KEYWORDS: Breuer–Major CLT, total variation distance, Malliavin calculus, Stein’s equation, 60F05, 60G10, 60H07
Krzysztof Burdzy, Tvrtko Tadić
Electron. Commun. Probab. 29, 1-10, (2024) DOI: 10.1214/24-ECP581 Open Access
KEYWORDS: Fleming-Viot type process, Brownian motion, Bessel process, logarithmic transformation, 60G17, 60J65, 60J80
Benjamin Housley
Electron. Commun. Probab. 29, 1-12, (2024) DOI: 10.1214/24-ECP576 Open Access
KEYWORDS: reflecting Brownian motion with drift, two-sided reflecting Brownian motion, Lévy’s theorem, Local time, diffusion process, normal reflection, Skorokhod map, 60J50, 60J55, 60J65, 60J60
Advay Goel, Patrick Lopatto, Xiaoyu Xie
Electron. Commun. Probab. 29, 1-13, (2024) DOI: 10.1214/24-ECP585 Open Access
KEYWORDS: Random matrix, Ginibre ensemble, 60B20
Luca Pratelli, Pietro Rigo
Electron. Commun. Probab. 29, 1-12, (2024) DOI: 10.1214/24-ECP586 Open Access
KEYWORDS: Duality, equivalence relation, finitely additive probability measure, Optimal transport, Total variation, 60A10, 60E05, 28A35, 49N15, 49Q22
Ahmed El Alaoui, Jason Gaitonde
Electron. Commun. Probab. 29, 1-13, (2024) DOI: 10.1214/24-ECP582 Open Access
KEYWORDS: Sherrington-Kirkpatrick model, Spin glasses, TAP free energy, 82D30
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