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Articles
Suzie Brown, Paul A. Jenkins, Adam M. Johansen, Jere Koskela
Electron. J. Probab. 26, 1-22, (2021) DOI: 10.1214/20-EJP561 Open Access
KEYWORDS: Coalescent, Interacting particle system, particle filter, Resampling, selection, 60J90, 60J95, 65C05, 65C35
Dariusz Buraczewski, Konrad Kolesko, Matthias Meiners
Electron. J. Probab. 26, 1-18, (2021) DOI: 10.1214/20-EJP568 Open Access
KEYWORDS: Branching random walk, Kac model, Kinetic equation, Random trees, smoothing transform, 60F05, 35B40, 60J80, 82C40
Zakhar Kabluchko, Christoph Thäle
Electron. J. Probab. 26, 1-35, (2021) DOI: 10.1214/20-EJP570 Open Access
KEYWORDS: great hypersphere tessellation, $f$-vector, intersection probability, spherical intrinsic volume, spherical Quermaßintegral, spherical stochastic geometry, statistical dimension, typical spherical face, weighted spherical face, 52A22, 60D05, 52A55, 52B11
Florin Boenkost, Adrián González Casanova, Cornelia Pokalyuk, Anton Wakolbinger
Electron. J. Probab. 26, 1-36, (2021) DOI: 10.1214/20-EJP572 Open Access
KEYWORDS: ancestral selection graph, Cannings model, directional selection, probability of fixation, sampling duality, 60J10, 60J80, 60F05, 92D15, 92D25
Angelos Dassios, Junyi Zhang
Electron. J. Probab. 26, 1-20, (2021) DOI: 10.1214/20-EJP573 Open Access
KEYWORDS: two-parameter Poisson-Dirichlet distribution, exact simulation, subordinator, 60G57, 60G51, 65C10
Daniel Figueiredo, Giulio Iacobelli, Roberto Oliveira, Bruce Reed, Rodrigo Ribeiro
Electron. J. Probab. 26, 1-40, (2021) DOI: 10.1214/20-EJP574 Open Access
KEYWORDS: Random walks, random environments, dynamic random environments, Local weak convergence, Random trees, transience, 60K35, 60K35, 60K35
Gaultier Lambert
Electron. J. Probab. 26, 1-33, (2021) DOI: 10.1214/20-EJP559 Open Access
KEYWORDS: loop equations for $\beta $-ensembles, central limit theorems (CLT), Gaussian multiplicative chaos (GMC), optimal rigidity estimates, 60B20, 60F05, 60G20
De Huang, Joel A. Tropp
Electron. J. Probab. 26, 1-31, (2021) DOI: 10.1214/20-EJP578 Open Access
KEYWORDS: Bakry–Émery criterion, concentration inequality, functional inequality, Markov process, matrix concentration, local Poincaré inequality, semigroup, 60B20, 46N30, 60J25, 46L53
Tadahiro Oh, Mamoru Okamoto
Electron. J. Probab. 26, 1-44, (2021) DOI: 10.1214/20-EJP575 Open Access
KEYWORDS: stochastic nonlinear wave equation, Nonlinear wave equation, stochastic nonlinear heat equation, Nonlinear heat equation, Stochastic quantization equation, renormalization, White noise, 35L71, 35K15, 60H15
Alexandre Legrand
Electron. J. Probab. 26, 1-43, (2021) DOI: 10.1214/20-EJP563 Open Access
KEYWORDS: DNA denaturation, disordered polymer models, Critical behavior, disorder relevance, shift of the critical point, 60K35, 82D60, 92C05, 60K05
Radosław Adamczak, Rafał Latała, Rafał Meller
Electron. J. Probab. 26, 1-36, (2021) DOI: 10.1214/20-EJP567 Open Access
KEYWORDS: Tail and moment inequalities, polynomials in independent random variables, Gaussian chaoses, Gaussian processes, Metric entropy, 60E15, 60G15, 60B11
David Criens
Electron. J. Probab. 26, 1-26, (2021) DOI: 10.1214/20-EJP555 Open Access
KEYWORDS: Absolute continuity, singularity, multidimensional diffusion, uniformly integrable martingale, explosion, Integral test, perpetual integral, Random time change, 60J60, 60G44, 60H10, 91B70
Nikolaos Fountoulakis, Pim van der Hoorn, Tobias Müller, Markus Schepers
Electron. J. Probab. 26, 1-132, (2021) DOI: 10.1214/21-EJP583 Open Access
KEYWORDS: Random graphs, clustering, hyperbolic random graph, 05C80
Jacek Mucha
Electron. J. Probab. 26, 1-33, (18 February 2021) DOI: 10.1214/21-EJP594 Open Access
KEYWORDS: Stable process, Spectral theory, hitting time, Transition density, 60G51, 60G52, 60J35, 60J45
Xing Huang, Feng-Yu Wang
Electron. J. Probab. 26, 1-12, (2021) DOI: 10.1214/21-EJP582 Open Access
KEYWORDS: Mckean-Vlasov SDEs, intrinsic derivative, L-derivative, heat kernel parameter expansion, 60H1075, 60G44
Kyle Luh, Sean O’Rourke
Electron. J. Probab. 26, 1-43, (2021) DOI: 10.1214/21-EJP588 Open Access
KEYWORDS: Random matrix, eigenvectors, non-Hermitian, Controllability, 60B20, 93E03
Robert C. Dalang, Cheuk Yin Lee, Carl Mueller, Yimin Xiao
Electron. J. Probab. 26, 1-25, (2021) DOI: 10.1214/21-EJP589 Open Access
KEYWORDS: multiple points, Gaussian random fields, critical dimension, Fractional Brownian sheet, Stochastic heat and wave equations, 60G15, 60G17, 60G60
Ariane Carrance
Electron. J. Probab. 26, 1-48, (2021) DOI: 10.1214/21-EJP579 Open Access
KEYWORDS: Random maps, scaling limits of maps, local limits of maps, branching processes, 05C80, 60B05, 60J80, 05A16
Tomasz Komorowski, Stefano Olla, Marielle Simon
Electron. J. Probab. 26, 1-49, (2021) DOI: 10.1214/21-EJP581 Open Access
KEYWORDS: Hydrodynamic limit, harmonic chain, boundary conditions, Fourier-Wigner functions, 82C70, 60K35
Xavier Erny, Eva Löcherbach, Dasha Loukianova
Electron. J. Probab. 26, 1-25, (2021) DOI: 10.1214/21-EJP580 Open Access
KEYWORDS: mean field interaction, Piecewise deterministic Markov processes, interacting particle systems, propagation of chaos, exchangeability, Hewitt Savage theorem, Martingale problem, empirical measure, 60J76, 60K35, 60G55, 60G09
Adam Osękowski, Yahui Zuo
Electron. J. Probab. 26, 1-22, (2021) DOI: 10.1214/21-EJP596 Open Access
KEYWORDS: martingale, stochastic integral, maximal inequality, Differential subordination, 60G44
Thomas Cass, Dan Crisan, Paul Dobson, Michela Ottobre
Electron. J. Probab. 26, 1-72, (2021) DOI: 10.1214/20-EJP577 Open Access
KEYWORDS: Diffusion Semigroups, parabolic PDE, UFG condition, Hörmander condition, long time asymptotics, processes with multiple invariant measures, non-ergodic SDEs, distributions with non-constant rank, stochastic control theory, 60H10, 35K10, 35B35, 35B65, 58J65, 49J55, 93E03, 37H10
Nicoletta Cancrini, Gustavo Posta
Electron. J. Probab. 26, 1-20, (2021) DOI: 10.1214/21-EJP590 Open Access
KEYWORDS: chaos propagation, Interacting particle system, parallel updates, queues network, 60K35, 60B10
Giorgio Cipolloni, László Erdős, Dominik Schröder
Electron. J. Probab. 26, 1-61, (2021) DOI: 10.1214/21-EJP591 Open Access
KEYWORDS: Dyson Brownian motion, Local law, Girko’s formula, linear statistics, central limit theorem, 60B20, 15B52
Niloy Biswas, Alison Etheridge, Aleksander Klimek
Electron. J. Probab. 26, 1-51, (2021) DOI: 10.1214/21-EJP593 Open Access
KEYWORDS: spatial Lambda Fleming-Viot model, fluctuating selection, Stochastic growth models, tracer dynamics, scaling limits, 60G57, 60J25, 92D15, 60H15, 60G55
Alejandro Rivera
Electron. J. Probab. 26, 1-25, (2021) DOI: 10.1214/21-EJP585 Open Access
KEYWORDS: Gaussian fields, percolation, phase transition, 60G60, 60K35, 82B43, 82C43
Mario Ayala, Gioia Carinci, Frank Redig
Electron. J. Probab. 26, 1-35, (2021) DOI: 10.1214/21-EJP586 Open Access
KEYWORDS: fluctuation fields, higher-order fields, orthogonal polynomials, self-duality, 60K35, 35K55
Christian Döbler, Mikołaj J. Kasprzak
Electron. J. Probab. 26, 1-50, (2021) DOI: 10.1214/21-EJP587 Open Access
KEYWORDS: Stein’s method, Functional convergence, Exchangeable pairs, multivariate processes, U-statistics, 60B10, 60F17, 0B12, 60J65, 60E05, 60E15
Alexander Kalinin
Electron. J. Probab. 26, 1-29, (2021) DOI: 10.1214/20-EJP576 Open Access
KEYWORDS: support of a measure, path-dependent Volterra process, functional Volterra integral equation, functional Itô calculus, vertical derivative, Hölder space, 60H20, 28C20, 60G17, 45D05, 45J05
Vitalii Konarovskyi, Vlada Limic
Electron. J. Probab. 26, 1-23, (2021) DOI: 10.1214/21-EJP584 Open Access
KEYWORDS: multiplicative coalescent, Stochastic block model, random graph, near-critical, phase transition, 60J75, 60K35, 60B12, 05C80
Anna Aksamit, Tahir Choulli, Monique Jeanblanc
Electron. J. Probab. 26, 1-22, (2021) DOI: 10.1214/20-EJP569 Open Access
KEYWORDS: thin times, graph of a random time, avoidance of stopping time, dual optional projection, progressive enlargement of filtration, (semi)martingale stability, hypothesis (H′), Honest times, thin-thick decomposition, immersion, 60G07, 60G40, 60G44
Dapeng Zhan
Electron. J. Probab. 26, 1-58, (2021) DOI: 10.1214/21-EJP592 Open Access
KEYWORDS: SLE, Green’s function, multiple SLE, 60G, 30C
Elnur Emrah, Christopher Janjigian, Timo Seppäläinen
Electron. J. Probab. 26, 1-45, (2021) DOI: 10.1214/21-EJP595 Open Access
KEYWORDS: Corner growth model, Limit shapes, Last-passage percolation, TASEP, flux, 60K35, 60K37
Benjamin McKenna
Electron. J. Probab. 26, 1-37, (2021) DOI: 10.1214/20-EJP571 Open Access
KEYWORDS: large deviations, Extreme eigenvalues, random matrices, Deformed Wigner matrices, 60B20, 60F10
Sean Ledger, Andreas Søjmark
Electron. J. Probab. 26, 1-39, (2021) DOI: 10.1214/21-EJP597 Open Access
KEYWORDS: McKean–Vlasov problem, Particle system, weak convergence, common noise, contagion, blow-ups, 60G57, 60H15, 60H30, 82C22, 34B16
Wei-Kuo Chen, Wai-Kit Lam
Electron. J. Probab. 26, 1-44, (2021) DOI: 10.1214/21-EJP604 Open Access
KEYWORDS: message passing, spiked random matrix, spike recovery, Universality, 60F05, 62E20, 68W40
Mingchang Liu, Hao Wu
Electron. J. Probab. 26, 1-46, (2021) DOI: 10.1214/21-EJP598 Open Access
KEYWORDS: Gaussian free field, Crossing probability, Schramm Loewner Evolution, 60G15, 60G60, 60J67
Fabrice Baudoin, Jing Wang
Electron. J. Probab. 26, 1-21, (2021) DOI: 10.1214/21-EJP600 Open Access
KEYWORDS: asymptotic windings, asymptotic stochastic area, block determinants, Stiefel Brownian motion, Brownian motion of complex Grassmannian manifold, 60J60, 60B20, 60J35
Laure Dumaz, Yun Li, Benedek Valkó
Electron. J. Probab. 26, 1-28, (2021) DOI: 10.1214/21-EJP602 Open Access
KEYWORDS: random matrices, random differential operators, 60B20, 47B80, 47E05
Ziliang Che, Patrick Lopatto
Electron. J. Probab. 26, 1-38, (2021) DOI: 10.1214/21-EJP603 Open Access
KEYWORDS: Random matrix theory, sparse, Universality, Singular value, 60B20
Christian Beneš
Electron. J. Probab. 26, 1-14, (2021) DOI: 10.1214/21-EJP599 Open Access
KEYWORDS: Simple random walk, Green’s function, rate of convergence, 60G50, 31A15
Tal Peretz
Electron. J. Probab. 26, 1-16, (2021) DOI: 10.1214/21-EJP607 Open Access
KEYWORDS: Moderate deviations, self-normalized partial sums, Random walk in random scenery, Local times, 60F10, 60G50, 60K37
Evita Nestoridi, Oanh Nguyen
Electron. J. Probab. 26, 1-17, (2021) DOI: 10.1214/21-EJP608 Open Access
KEYWORDS: Random walk, spectrum, regular trees, 60C05
Nathanaël Berestycki, Ellen Powell, Gourab Ray
Electron. J. Probab. 26, 1-25, (2021) DOI: 10.1214/20-EJP566 Open Access
KEYWORDS: Gaussian free field, characterisation, Harness, Excursion measure, moments, 60G05, 60G20, 60G15
Fabrice Baudoin, Nathaniel Eldredge
Electron. J. Probab. 26, 1-30, (2021) DOI: 10.1214/21-EJP605 Open Access
KEYWORDS: Markov kernels, Optimal transport, functional inequalities, Reverse Poincaré inequality, reverse logarithmic Sobolev inequality, Kantorovich–Wasserstein distance, Hellinger distance, Kuwada duality, 47D07, 49Q22, 28A33, 58J65
Yacin Ameur
Electron. J. Probab. 26, 1-21, (2021) DOI: 10.1214/21-EJP613 Open Access
KEYWORDS: Coulomb gas, external potential, droplet, Localization, 60K35
Anton Bovier, Saeda Marello, Elena Pulvirenti
Electron. J. Probab. 26, 1-38, (2021) DOI: 10.1214/21-EJP610 Open Access
KEYWORDS: metastability, Glauber dynamics, randomly dilute Curie–Weiss model, Erdős–Rényi random graph, 60K35, 60K37, 82B20, 82B44
Friedrich Götze, Holger Sambale, Arthur Sinulis
Electron. J. Probab. 26, 1-22, (2021) DOI: 10.1214/21-EJP606 Open Access
KEYWORDS: concentration of measure phenomenon, Orlicz norms, Hanson-Wright inequality, Poisson chaos, sub-exponential random variables, 60E15, 46E30, 46N30
Francesca Collet, Fabrizio Leisen, Steen Thorbjørnsen
Electron. J. Probab. 26, 1-41, (2021) DOI: 10.1214/21-EJP620 Open Access
KEYWORDS: free completely random measure, free infinite divisibility, free Lévy basis, Lévy-Itô type decomposition, 46L54, 60E07, 60G57
Florian Werner
Electron. J. Probab. 26, 1-21, (2021) DOI: 10.1214/21-EJP611 Open Access
KEYWORDS: Markov processes, Right processes, concatenation, pasting, 60J40, 60J45
Kohei Hayashi
Electron. J. Probab. 26, 1-36, (2021) DOI: 10.1214/21-EJP621 Open Access
KEYWORDS: hydrodynamics limit, Interacting particle system, 60H15
Frederic Weber
Electron. J. Probab. 26, 1-31, (2021) DOI: 10.1214/21-EJP627 Open Access
KEYWORDS: Markov chain, curvature-dimension inequalities, Entropy, Fisher information, ultracontractive bounds, exponential integrability of Lipschitz functions, diameter bounds, modified Nash inequality, 60J27, 47D07, 39A12
Béatrice de Tilière
Electron. J. Probab. 26, 1-86, (2021) DOI: 10.1214/21-EJP601 Open Access
KEYWORDS: Ising model, massive Laplacian and Dirac operators, discrete massive harmonic and holomorphic functions, Dimer model, spanning forests and spanning trees, Z-invariance, 82B20, 82B23, 33E05, 05A19
Dmitry Chelkak, Yijun Wan
Electron. J. Probab. 26, 1-35, (2021) DOI: 10.1214/21-EJP615 Open Access
KEYWORDS: loop-erased random walks, massive SLE curves, 60Dxx, 82B20
Andreas Basse-O’Connor, Vytautė Pilipauskaitė, Mark Podolskij
Electron. J. Probab. 26, 1-35, (2021) DOI: 10.1214/21-EJP617 Open Access
KEYWORDS: fractional fields, infill asymptotics, limit theorems, moving averages, power variation, stable convergence, 60F05, 60G60, 60G22, 60G10, 60G57
Danijel Grahovac, Nikolai N. Leonenko, Murad S. Taqqu
Electron. J. Probab. 26, 1-31, (2021) DOI: 10.1214/21-EJP623 Open Access
KEYWORDS: supOU processes, Ornstein-Uhlenbeck process, absolute moments, limit theorems, infinite variance, 60F05, 60G52, 60G10
Samuele Stivanello, Gianmarco Bet, Alessandra Bianchi, Marco Lenci, Elena Magnanini
Electron. J. Probab. 26, 1-25, (2021) DOI: 10.1214/21-EJP626 Open Access
KEYWORDS: random walk on point process, Lévy random medium, Lévy flights, Stable distributions, Anomalous diffusion, Stable processes, 60G50, 60G55, 60F17, 82C41, 60G51
Christophe Profeta
Electron. J. Probab. 26, 1-21, (2021) DOI: 10.1214/21-EJP618 Open Access
KEYWORDS: Stable processes, normalized excursion, Meander, 60G52, 60G18, 60E10
Jonas Jalowy
Electron. J. Probab. 26, 1-24, (2021) DOI: 10.1214/21-EJP625 Open Access
KEYWORDS: products of non-Hermitian random matrices, Ginibre matrices, Meijer-G function, Logarithmic potential, circular law, rate of convergence, 60B20, 41A25
Anita Behme, Alexander Lindner, Jana Reker
Electron. J. Probab. 26, 1-35, (2021) DOI: 10.1214/21-EJP616 Open Access
KEYWORDS: Density, exponential functional, generalised Ornstein-Uhlenbeck process, infinitesimal generator, killing, Lévy processes, 60E07, 60E10, 60J35, 46N30
Mohamed Ali Belloum, Bastien Mallein
Electron. J. Probab. 26, 1-39, (2021) DOI: 10.1214/21-EJP629 Open Access
KEYWORDS: Branching Brownian motion, anomalous spreading, Extremal process, multitype branching process, Brownian motion, 60J80, 60G55, 60G70, 92D25
Mihai Nica
Electron. J. Probab. 26, 1-50, (2021) DOI: 10.1214/21-EJP614 Open Access
KEYWORDS: random polymers, non-intersecting random walks, KPZ, 82D60
Andrea Collevecchio, Xiaolin Zeng
Electron. J. Probab. 26, 1-16, (2021) DOI: 10.1214/21-EJP609 Open Access
KEYWORDS: Vertex-reinforced jump process, Localization, recurrence, 60K35
Mahdi Ahmadi, Alexandre Popier, Ali Devin Sezer
Electron. J. Probab. 26, 1-27, (2021) DOI: 10.1214/21-EJP619 Open Access
KEYWORDS: backward stochastic differential equation, singularity, continuity problem, Green’s function, density of hitting time, 60G40, 60G99, 60H99, 65M80
Jacques de Catelan, Pierre-Loïc Méliot
Electron. J. Probab. 26, 1-37, (2021) DOI: 10.1214/21-EJP634 Open Access
KEYWORDS: discrete approximation of metric spaces, Gromov–Prohorov topology, combinatorics of the cumulants of random variables, 60B10, 60B05, 60F05
Dmitry Dolgopyat, Bassam Fayad, Maria Saprykina
Electron. J. Probab. 26, 1-36, (2021) DOI: 10.1214/21-EJP622 Open Access
KEYWORDS: random walks in random environment, random walks in random potential, Liouville phenomena, Localization, 60K37, 60F15, 37C05, 37A45
Sigurd Assing, John Herman
Electron. J. Probab. 26, 1-32, (2021) DOI: 10.1214/21-EJP624 Open Access
KEYWORDS: Dirichlet-to-Neumann map, elliptic equation, trace process, Krein strings, 60J45, 60J60, 60J55, 35J25, 35J70, 47G20
Michele Ancona, Thomas Letendre
Electron. J. Probab. 26, 1-81, (2021) DOI: 10.1214/21-EJP637 Open Access
KEYWORDS: central limit theorem, central moments, clustering, Gaussian process, Kac–Rice formula, Law of Large Numbers, k-point function, 60F05, 60F15, 60F17, 60F25, 60G15, 60G55, 60G57
Clément Deslandes, Christian Houdré
Electron. J. Probab. 26, 1-27, (2021) DOI: 10.1214/21-EJP612 Open Access
KEYWORDS: random words, longest common subsequences, longest increasing subsequences, weak convergence, optimal alignment, Last passage percolation, random matrices, 05A05, 60C05, 60F05
Jüri Lember, Joonas Sova
Electron. J. Probab. 26, 1-30, (2021) DOI: 10.1214/21-EJP628 Open Access
KEYWORDS: Markov models, smoothing probabilities, Hidden Markov models, 60J05, 60J55
Xing Huang
Electron. J. Probab. 26, 1-21, (2021) DOI: 10.1214/21-EJP630 Open Access
KEYWORDS: Path-distribution dependent SDEs, Krylov’s estimate, Zvonkin’s transform, Harnack inequality, 60H1075, 60G44
Yuri Kozitsky, Michael Röckner
Electron. J. Probab. 26, 1-53, (2021) DOI: 10.1214/21-EJP631 Open Access
KEYWORDS: Measure-valued Markov process, point process, martingale solution, Fokker-Planck equation, stochastic semigroup, 60J25, 60J75, 60G55, 35Q84
Andrew L. Allan
Electron. J. Probab. 26, 1-37, (2021) DOI: 10.1214/21-EJP633 Open Access
KEYWORDS: Hidden Markov model, Filtering, parameter uncertainty, Rough paths, pathwise optimal control, 60G35, 60L50, 60L90
Erik Bates
Electron. J. Probab. 26, 1-24, (2021) DOI: 10.1214/21-EJP641 Open Access
KEYWORDS: Directed polymers, path localization, Replica overlap, Gaussian disorder, 60K37, 60G15, 60G17, 82B44, 82D30, 82D60
Peter Nejjar
Electron. J. Probab. 26, 1-20, (2021) DOI: 10.1214/21-EJP642 Open Access
KEYWORDS: KPZ universality, ASEP, dynamical phase transition, 60K35
Henri Elad Altman
Electron. J. Probab. 26, 1-36, (2021) DOI: 10.1214/21-EJP632 Open Access
KEYWORDS: Singular SPDEs, renormalisation, Local times, integration by parts formulae, Bessel processes, Dirichlet forms, 60H15, 60H17
Rafał M. Łochowski, Jan Obłój, David J. Prömel, Pietro Siorpaes
Electron. J. Probab. 26, 1-29, (2021) DOI: 10.1214/21-EJP638 Open Access
KEYWORDS: càdlàg path, Föllmer–Itô formula, Local time, pathwise stochastic integration, pathwise Tanaka formula, Semimartingale, 26A99, 60J60, 60H05
Christophe Andrieu, Paul Dobson, Andi Q. Wang
Electron. J. Probab. 26, 1-26, (2021) DOI: 10.1214/21-EJP643 Open Access
KEYWORDS: piecewise-deterministic Markov process, hypocoercivity, Markov chain Monte Carlo, subgeometric convergence, 60J25, 65C05
Alonso Botero, Matthias Christandl, Péter Vrana
Electron. J. Probab. 26, 1-23, (2021) DOI: 10.1214/21-EJP636 Open Access
KEYWORDS: large deviation principle, compact Lie group, moment map, quantum measurement, 60F10, 22E46, 53D20, 81P50
Delphin Sénizergues
Electron. J. Probab. 26, 1-56, (2021) DOI: 10.1214/21-EJP640 Open Access
KEYWORDS: preferential attachment, weighted recursive trees, limit theorems, profile of random trees, 60J05, 05C05
Nikolay Barashkov, Massimiliano Gubinelli
Electron. J. Probab. 26, 1-29, (2021) DOI: 10.1214/21-EJP635 Open Access
KEYWORDS: Contructive Euclidean Quantum Field Theory, Bou é-Dupuis formula, Paracontrolled calculus, 81T08, 60H30, 60L40
Gady Kozma, Ron Peled
Electron. J. Probab. 26, 1-19, (2021) DOI: 10.1214/21-EJP639 Open Access
KEYWORDS: Vertex-reinforced jump process, Random walk in random environment, decay of correlations, supersymmetry, 60K37, 60K35, 81T25, 81T60
William Oçafrain
Electron. J. Probab. 26, 1-30, (2021) DOI: 10.1214/21-EJP644 Open Access
KEYWORDS: Absorbed Markov processes, quasi-stationary distribution, Poincaré inequality, Bakry-Émery condition, 1-Wasserstein distance, multi-dimensional diffusion processes, 60B10, 60F99, 60J25, 60J50, ‎39B62, 60J60.
Bernard Bercu, Manon Costa, Sébastien Gadat
Electron. J. Probab. 26, 1-29, (2021) DOI: 10.1214/21-EJP648 Open Access
KEYWORDS: stochastic approximation, quantile and superquantile, conditional value-at-risk, limit theorems, 62L20, 60F05, 62P05
Xin Chen, Wenjie Ye
Electron. J. Probab. 26, 1-31, (2021) DOI: 10.1214/21-EJP649 Open Access
KEYWORDS: backward stochastic differential equation, Riemannian manifold, second fundamental form, 60H30, 58J65
Srikanth K. Iyer, Sanjoy Kr Jhawar
Electron. J. Probab. 26, 1-23, (2021) DOI: 10.1214/21-EJP651 Open Access
KEYWORDS: scale-free networks, Poisson point process, inhomogeneous random connection model, Poisson convergence, Stein’s method, connectivity, 60D05, 60G70, 60G55, 05C80, 05C82
Jian Song, Jianfeng Yao, Wangjun Yuan
Electron. J. Probab. 26, 1-33, (2021) DOI: 10.1214/21-EJP646 Open Access
KEYWORDS: Dyson’s Brownian motion, Wishart process, Particle system, squared Bessel particle system, central limit theorem, matrix-valued Ornstein-Uhlenbeck process, 60H15, 60F05
Nicolas Broutin, Henning Sulzbach
Electron. J. Probab. 26, 1-50, (2021) DOI: 10.1214/21-EJP647 Open Access
KEYWORDS: continuum real tree, self-similarity, Stochastic fixed point equation, fractal dimension, 60C05, 60F17, 05C05
Camilo Hernández, Dylan Possamaï
Electron. J. Probab. 26, 1-35, (2021) DOI: 10.1214/21-EJP653 Open Access
KEYWORDS: Backward stochastic Volterra integral equations, representation of partial differential equations, Time inconsistency, consistent planning, equilibrium Hamilton–Jacobi–Bellman equation, 93E20, 35F21, 35Q93
Edward Kim, Tianyang Nie, Marek Rutkowski
Electron. J. Probab. 26, 1-41, (2021) DOI: 10.1214/21-EJP658 Open Access
KEYWORDS: nonlinear market, American option, nonlinear evaluation, Reflected BSDE, 91G40, 60J28, 91G30, 60H30, 60H10
Tomasz Klimsiak, Maurycy Rzymowski
Electron. J. Probab. 26, 1-24, (2021) DOI: 10.1214/21-EJP655 Open Access
KEYWORDS: reflected backward stochastic differential equation, optional barriers, processes with regulated trajectories, Dynkin games, nonlinear expectation, 60H10, 60G40
Will FitzGerald
Electron. J. Probab. 26, 1-26, (2021) DOI: 10.1214/21-EJP661 Open Access
KEYWORDS: interacting particle systems, non-colliding random walks, point-to-line last passage percolation, symplectic Schur functions, 60K35, 60C05, 60J45
Clément Steiner
Electron. J. Probab. 26, 1-19, (2021) DOI: 10.1214/21-EJP656 Open Access
KEYWORDS: Diffusion processes, Feynman-Kac semigroups, logarithmic Sobolev inequalities, perturbed functional inequalities, ‎39B62, 47D08, 60J60
Ewain Gwynne, Nina Holden, Xin Sun
Electron. J. Probab. 26, 1-58, (2021) DOI: 10.1214/21-EJP659 Open Access
KEYWORDS: uniform triangulations, percolation, Liouville quantum gravity, Peanosphere, mating of trees, Brownian map, Schramm-Loewner evolution, Conformal Loop Ensemble, Cardy embedding, 60K35, 60F17, 60J67, 60G57
Aline Marguet, Charline Smadi
Electron. J. Probab. 26, 1-32, (2021) DOI: 10.1214/21-EJP664 Open Access
KEYWORDS: continuous-time and space branching Markov processes, jumps processes, Long-time behaviour, absorption, explosion, 60J80, 60J85, 60H10
Titus Lupu, Christophe Sabot, Pierre Tarrès
Electron. J. Probab. 26, 1-25, (2021) DOI: 10.1214/21-EJP657 Open Access
KEYWORDS: self-interacting diffusion, Gaussian free field, isomorphism theorems, Local time, 60G15, 60J60, 60K35, 60K37, 60J55, 81T25, 81T60
Natasha Morrison, Jonathan A. Noel
Electron. J. Probab. 26, 1-85, (2021) DOI: 10.1214/21-EJP650 Open Access
KEYWORDS: Bootstrap percolation, sharp threshold, hypergraphs, differential equations method, Martingales, 60K35, 60G42, 05C65
Tabea Glatzel, Jan Nagel
Electron. J. Probab. 26, 1-19, (2021) DOI: 10.1214/21-EJP645 Open Access
KEYWORDS: Random walk in random environment, Galton-Watson trees, Effective velocity, 60K37, 60F15, 60J80, 60K40
Itai Benjamini, Ádám Timár
Electron. J. Probab. 26, 1-18, (2021) DOI: 10.1214/21-EJP665 Open Access
KEYWORDS: random planar graphs, invariant embedding, unimodular embedding, 60D05, 60K99
Serban Belinschi, Charles Bordenave, Mireille Capitaine, Guillaume Cébron
Electron. J. Probab. 26, 1-37, (2021) DOI: 10.1214/21-EJP666 Open Access
KEYWORDS: random matrices, Free probability, 15B52, 60B20, 46L54, 15A18‎, 60F05
Hirotaka Kai, Atsushi Takeuchi
Electron. J. Probab. 26, 1-15, (2021) DOI: 10.1214/21-EJP660 Open Access
KEYWORDS: jump processes on manifolds, Stochastic differential equations with jumps, Integration by parts formulas, 60J76, 58J65, 60H07, 60H10
Raul Bolaños Guerrero, David Nualart, Guangqu Zheng
Electron. J. Probab. 26, 1-32, (2021) DOI: 10.1214/21-EJP672 Open Access
KEYWORDS: Stochastic wave equation, Riesz kernel, central limit theorem, Malliavin-Stein method, 60H15, 60H07, 60G15, 60F05
Matthew I. Roberts, Jason Schweinsberg
Electron. J. Probab. 26, 1-76, (2021) DOI: 10.1214/21-EJP673 Open Access
KEYWORDS: Branching Brownian motion, Gaussian traveling wave, fitness, Evolution, 60J80, 92D15, 92D25
Masato Takei
Electron. J. Probab. 26, 1-18, (2021) DOI: 10.1214/21-EJP674 Open Access
KEYWORDS: reinforced random walks, random walks in random environment, 60K35
Stanisław Cichomski, Adam Osękowski
Electron. J. Probab. 26, 1-17, (2021) DOI: 10.1214/21-EJP675 Open Access
KEYWORDS: Coherent, opinion, sharp inequality, joint distribution of conditional expectations, 60E15
Florian Bechtold, Fabio Coppini
Electron. J. Probab. 26, 1-27, (2021) DOI: 10.1214/21-EJP671 Open Access
KEYWORDS: Interacting particle system, Stochastic differential equations, McKean-Vlasov, semigroup approach, Rough paths, self-normalized processes, 60K35, 60F05, 60H20, 60H15, 60L90
Pierre Yves Gaudreau Lamarre
Electron. J. Probab. 26, 1-47, (2021) DOI: 10.1214/21-EJP654 Open Access
KEYWORDS: random Schrödinger operators, Gaussian noise, Schrödinger semigroups, Feynman-Kac formula, 47H40, 47D08, 60J55
Gioia Carinci, Chiara Franceschini, Wolter Groenevelt
Electron. J. Probab. 26, 1-38, (2021) DOI: 10.1214/21-EJP663 Open Access
KEYWORDS: asymmetric interacting particle systems, q-orthogonal polynomials, self-duality, quantum algebras, 60J27, 60K35, 81R05, 81R10
Anna Brandenberger, Luc Devroye, Tommy Reddad
Electron. J. Probab. 26, 1-29, (2021) DOI: 10.1214/21-EJP678 Open Access
KEYWORDS: Register function, Horton–Strahler number, Galton–Watson trees, branching processes, probabilistic analysis, 60C05, 60J80, 05C05, 60F05
George Deligiannidis, Sébastien Gouëzel, Zemer Kosloff
Electron. J. Probab. 26, 1-39, (2021) DOI: 10.1214/21-EJP667 Open Access
KEYWORDS: ‎range‎, Random walk, Følner property, 60F05, 60G50, 20F65
Chaman Kumar, Neelima
Electron. J. Probab. 26, 1-32, (2021) DOI: 10.1214/21-EJP676 Open Access
KEYWORDS: McKean–Vlasov SDE, explicit Milstein scheme, super-linear coefficient, propagation of chaos, rate of strong convergence, 65C30, 65C35, 65C05, 60H35
Abid Ali Lashari, Ana Serafimović, Pieter Trapman
Electron. J. Probab. 26, 1-49, (2021) DOI: 10.1214/21-EJP679 Open Access
KEYWORDS: SIR epidemics, time to extinction, branching process approximation, first passage percolation, vaccination, 60K35, 92D30, 05C80, 60J80
Enrique Andjel, Inés Armendáriz, Milton Jara
Electron. J. Probab. 26, 1-29, (2021) DOI: 10.1214/21-EJP670 Open Access
KEYWORDS: Zero-range process, superlinear rates, construction of dynamics, Martingales, Invariant measures, 60K35, 82C22
Fred Espen Benth, Fabian A. Harang
Electron. J. Probab. 26, 1-42, (2021) DOI: 10.1214/21-EJP683 Open Access
KEYWORDS: infinite dimensional stochastic analysis, Hilbert space, Gaussian processes, Covariance operator, Volterra integral equations, rough path integration, Fractional differential equations, rough volatility models, 60H05, 60H20, 45D05, 34A12
George Andriopoulos
Electron. J. Probab. 26, 1-38, (2021) DOI: 10.1214/21-EJP687 Open Access
KEYWORDS: Random walk in random environment, diffusion in random potential, biased random walk, Branching random walk, Galton-Watson tree, Sinai’s regime, self-reinforcement, 60K37, 60F17, 82D30, 60K35
Mikko S. Pakkanen, Riccardo Passeggeri, Orimar Sauri, Almut E. D. Veraart
Electron. J. Probab. 26, 1-36, (2021) DOI: 10.1214/21-EJP652 Open Access
KEYWORDS: trawl process, partial sum, stable convergence, Functional limit theorem, moving average, 60F17, 60G10, 60G57
Yi Shen, Zhenyuan Zhang
Electron. J. Probab. 26, 1-24, (2021) DOI: 10.1214/21-EJP689 Open Access
KEYWORDS: Self-similar, Stationary increments, discrete-time, 60G18, 60G10
Pooja Agarwal, Mackenzie Simper, Rick Durrett
Electron. J. Probab. 26, 1-33, (2021) DOI: 10.1214/21-EJP682 Open Access
KEYWORDS: voter model perturbation, ODE limit, renormalization, 60K35
Gerardo Barrera, Michael A. Högele, Juan Carlos Pardo
Electron. J. Probab. 26, 1-76, (2021) DOI: 10.1214/21-EJP685 Open Access
KEYWORDS: Cutoff phenomenon, abrupt thermalization, exponential ergodicity, Stable Lévy processes, local limit theorem, nonlinear coupling, short coupling, total variation distance, counterexample to Slutsky’s lemma in total variation, Hölder continuity of the characteristic exponent, 37A25, 37A30, 60F05, 60G51, 60G52, 65C30
Pavel Zorin-Kranich
Electron. J. Probab. 26, 1-18, (2021) DOI: 10.1214/21-EJP680 Open Access
KEYWORDS: uniformly smooth space, martingale maximal function, Davis inequality, Fefferman-Stein inequality, Muckenhoupt weight, 60G42, 60E15, 60G46, 60G48
Quentin Cormier, Etienne Tanré, Romain Veltz
Electron. J. Probab. 26, 1-40, (2021) DOI: 10.1214/21-EJP688 Open Access
KEYWORDS: McKean-Vlasov SDE, long time behavior, Hopf bifurcation, Mean-field interaction, Volterra integral equation, Piecewise deterministic Markov process, 60K35, 35B10, 35B32, 60H10
Alfredas Račkauskas, Charles Suquet
Electron. J. Probab. 26, 1-31, (2021) DOI: 10.1214/21-EJP691 Open Access
KEYWORDS: Random walk, maximal increment, regularly varying random variables, 60G50, 60G70
Loren Coquille, Anna Kraut, Charline Smadi
Electron. J. Probab. 26, 1-37, (2021) DOI: 10.1214/21-EJP693 Open Access
KEYWORDS: Eco-evolution, adaptive dynamics, birth and death processes, finite graph, selective sweep, coupling, competitive Lotka-Volterra systems, 92D25, 60J80, 92D15, 37N25
Guillaume Dubach
Electron. J. Probab. 26, 1-29, (2021) DOI: 10.1214/21-EJP686 Open Access
KEYWORDS: eigenvectors overlaps, Non-Hermitian random matrices, truncated unitary matrices, spherical ensemble, 60B20, 15B52
Gioia Carinci, Cristian Giardinà, Frank Redig
Electron. J. Probab. 26, 1-31, (2021) DOI: 10.1214/21-EJP684 Open Access
KEYWORDS: interacting particle systems, Duality, Symmetric exclusion process, symmetric inclusion process, boundary driven systems, non-equilibrium stationary measure, 60K35, 60J25
Titus Lupu
Electron. J. Probab. 26, 1-31, (2021) DOI: 10.1214/21-EJP697 Open Access
KEYWORDS: Dyson’s Brownian motion, Gaussian beta ensembles, Gaussian free field, isomorphism theorems, Local time, Permanental fields, topological expansion, 15B52, 60B20, 60J55, 60G15, 81T18
Timo Seppäläinen, Xiao Shen
Electron. J. Probab. 26, 1-4, (2021) DOI: 10.1214/21-EJP714 Open Access
KEYWORDS: coalescence exit time, fluctuation exponent, Geodesic, Last-passage percolation, Kardar-Parisi-Zhang, random growth model, 60K35, 60K37
Françoise Pène
Electron. J. Probab. 26, 1-46, (2021) DOI: 10.1214/21-EJP696 Open Access
KEYWORDS: Random walk in random scenery, central limit theorem, local limit theorem, Local time, Brownian motion, ergodicity, Infinite measure, dynamical system, 60F05, 60F17, 60G15, 60G18, 60K37
Mathias Braun, Batu Güneysu
Electron. J. Probab. 26, 1-25, (2021) DOI: 10.1214/21-EJP703 Open Access
KEYWORDS: Ricci curvature, Bismut–Elworthy–Li formula, coupling, Kato class, 47D08, 53C21, 58J35, 58J65
Patrick Lopatto, Kyle Luh
Electron. J. Probab. 26, 1-26, (2021) DOI: 10.1214/21-EJP669 Open Access
KEYWORDS: Random matrix theory, sparse, eigenvalue gap, 60B20
Alexander Iksanov, Anatolii Nikitin, Igor Samoilenko
Electron. J. Probab. 26, 1-25, (2021) DOI: 10.1214/21-EJP705 Open Access
KEYWORDS: cluster set, functional central limit theorem, Law of the iterated logarithm, perpetuity, Strong law of large numbers, 60F15, 60F17, 60G50
Aleksandar Mijatović, Veno Mramor
Electron. J. Probab. 26, 1-39, (2021) DOI: 10.1214/21-EJP702 Open Access
KEYWORDS: Lévy process on a smooth manifold, Linear connection, holonomy bundle, Marcus stochastic differential equation, horizontal Lévy process, stochastic horizontal lift, stochastic anti-development, 60G51, 58J65, 60J25
Volker Betz, Johannes Ehlert, Benjamin Lees, Lukas Roth
Electron. J. Probab. 26, 1-26, (2021) DOI: 10.1214/21-EJP677 Open Access
KEYWORDS: Random loop model, random interchange, Random Stirring, phase transition, 60
Emilio Corso
Electron. J. Probab. 26, 1-22, (2021) DOI: 10.1214/21-EJP695 Open Access
KEYWORDS: large deviations, Random walks, ‎free groups, Free Products, Gromov-hyperbolic groups, cone types, regular trees, 60B15, 60F10, 60G50, 05C81
Evgeni Dimitrov, Xiang Fang, Lukas Fesser, Christian Serio, Carson Teitler, Angela Wang, Weitao Zhu
Electron. J. Probab. 26, 1-93, (2021) DOI: 10.1214/21-EJP698 Open Access
KEYWORDS: Gibbsian line ensembles, Brownian motion, avoiding random walks, 82B41, 60J65
Pavel V. Gapeev, Monique Jeanblanc, Dongli Wu
Electron. J. Probab. 26, 1-24, (2021) DOI: 10.1214/21-EJP694 Open Access
KEYWORDS: Brownian motion, conditional probability density, Jacod’s equivalence hypothesis, initial and progressive enlargements of filtrations, predictable (martingale) representation property, changes of probability measures, 60G44, 60J65, 60G40, 60G35, 60H10, 91G40
Simone Baldassarri, Francesca Romana Nardi
Electron. J. Probab. 26, 1-66, (2021) DOI: 10.1214/21-EJP701 Open Access
KEYWORDS: lattice gas, Kawasaki dynamics, metastability, critical droplet, large deviations, 60J10, 60K35, 82C20, 82C22, 82C26
M. Freidlin, L. Koralov
Electron. J. Probab. 26, 1-17, (2021) DOI: 10.1214/21-EJP681 Open Access
KEYWORDS: fast-slow system, averaging, simplex of invariant measures, gluing conditions, processes on graphs, 70K70, 70K65, 35B40, 34C29
Gursharn Kaur, Adrian Röllin
Electron. J. Probab. 26, 1-36, (2021) DOI: 10.1214/21-EJP708 Open Access
KEYWORDS: graphon, centered subgraph counts, central limit theorem, Gaussian Hilbert spaces, 60F05, 05C80
Le Chen, Davar Khoshnevisan, David Nualart, Fei Pu
Electron. J. Probab. 26, 1-37, (2021) DOI: 10.1214/21-EJP690 Open Access
KEYWORDS: SPDEs, ergodicity, Malliavin calculus, Poincaré-type inequality, 60H15, 37A25, 60H07, 60G10
Pengfei Tang
Electron. J. Probab. 26, 1-62, (2021) DOI: 10.1214/21-EJP709 Open Access
KEYWORDS: uniform spanning forests, nonunimodular transitive graphs, Mass-transport principle, 60K35
Chris A. J. Klaassen, Jon A. Wellner
Electron. J. Probab. 26, 1-34, (2021) DOI: 10.1214/21-EJP711 Open Access
KEYWORDS: reverse Hardy inequality, Copson’s inequality, Hardy-Littlewood-Bliss inequality, Muckenhoupt’s inequality, Pólya-Knopp inequality, Carleman’s inequality, Martingales, Survival analysis, 26D15, 60E15
Daniel Ahlberg, Daniel de la Riva, Simon Griffiths
Electron. J. Probab. 26, 1-26, (2021) DOI: 10.1214/21-EJP712 Open Access
KEYWORDS: Voronoi percolation, Noise sensitivity, Concentration, 60K35
Yen Q. Do
Electron. J. Probab. 26, 1-45, (2021) DOI: 10.1214/21-EJP719 Open Access
KEYWORDS: real root, random polynomial, non-zero mean, non-centered, 30B20
Robert J. Berman
Electron. J. Probab. 26, 1-49, (2021) DOI: 10.1214/21-EJP700 Open Access
KEYWORDS: statistical mechanics type models, large deviations, Phase transitions, fine potential theory, 60K35, 60F10, 82B26, 31C40
Elizabeth Collins-Woodfin
Electron. J. Probab. 26, 1-22, (2021) DOI: 10.1214/21-EJP722 Open Access
KEYWORDS: Sherrington-Kirkpatrick, Spin glass, 60, 82, 15
Christian A. Fonseca-Mora
Electron. J. Probab. 26, 1-48, (2021) DOI: 10.1214/21-EJP718 Open Access
KEYWORDS: cylindrical semimartingales, stochastic integrals, Tensor products, locally convex spaces, Nuclear spaces, 60H05, 60B11, 60G20, 60G48