In this paper, we prove optimal local universality for roots of random polynomials with arbitrary coefficients of polynomial growth. As an application, we derive, for the first time, sharp estimates for the number of real roots of these polynomials, even when the coefficients are not explicit. Our results also hold for series; in particular, we prove local universality for random hyperbolic series.

We study quasilinear degenerate parabolic-hyperbolic stochastic partial differential equations with general multiplicative noise within the framework of kinetic solutions. Our results are twofold: First, we establish new regularity results based on averaging techniques. Second, we prove the existence and uniqueness of solutions in a full $L^{1}$ setting requiring no growth assumptions on the nonlinearities. In addition, we prove a comparison result and an $L^{1}$-contraction property for the solutions, generalizing the results obtained in [Ann. Probab. 44 (2016) 1916–1955].

For a one-dimensional simple random walk $(S_{t})$, for each time $t$ we say a site $x$ is a favorite site if it has the maximal local time. In this paper, we show that with probability 1 three favorite sites occurs infinitely often. Our work is inspired by Tóth [Ann. Probab. 29 (2001) 484–503], and disproves a conjecture of Erdős and Révész [In Mathematical Structure—Computational Mathematics—Mathematical Modelling 2 (1984) 152–157] and of Tóth [Ann. Probab. 29 (2001) 484–503].

We investigate the asymptotic behavior of random paths on a graded graph which describes the subword order for words in two letters. This graph, denoted by $\mathcal{Z}$, has been introduced by Viennot, who also discovered a remarkable bijection between paths on $\mathcal{Z}$ and sequences of permutations. Later on, Gnedin and Olshanski used this bijection to describe the set of Gibbs measures on this graph. Both authors also conjectured that the Martin boundary of $\mathcal{Z}$ should coincide with its minimal boundary. We give here a proof of this conjecture by describing the distribution of a large random path conditioned on having a prescribed endpoint. We also relate paths on the graph $\mathcal{Z}$ with paths on the Young lattice, and we finally give a central limit theorem for the Plancherel measure on the set of paths in $\mathcal{Z}$.

We prove the existence and uniqueness of a local in time solution to the periodic $\Phi^{4}_{3}$ model of stochastic quantisation using the method of paracontrolled distributions introduced recently by M. Gubinelli, P. Imkeller and N. Perkowski in [Forum Math., Pi 3 (2015) e6].

In this work, we investigate the extremal behaviour of left-stationary symmetric $\alpha$-stable (S$\alpha$S) random fields indexed by finitely generated free groups. We begin by studying the rate of growth of a sequence of partial maxima obtained by varying the indexing parameter of the field over balls of increasing size. This leads to a phase-transition that depends on the ergodic properties of the underlying nonsingular action of the free group but is different from what happens in the case of S$\alpha$S random fields indexed by $\mathbb{Z}^{d}$. The presence of this new dichotomy is confirmed by the study of a stable random field induced by the canonical action of the free group on its Furstenberg–Poisson boundary with the measure being Patterson–Sullivan. This field is generated by a conservative action but its maxima sequence grows as fast as the i.i.d. case contrary to what happens in the case of $\mathbb{Z}^{d}$. When the action of the free group is dissipative, we also establish that the scaled extremal point process sequence converges weakly to a novel class of point processes that we have termed as randomly thinned cluster Poisson processes. This limit too is very different from that in the case of a lattice.

We introduce a general recursive method to construct continuum random trees (CRTs) from independent copies of a random string of beads, that is, any random interval equipped with a random discrete probability measure, and from related structures. We prove the existence of these CRTs as a new application of the fixpoint method for recursive distribution equations formalised in high generality by Aldous and Bandyopadhyay.

We apply this recursive method to show the convergence to CRTs of various tree growth processes. We note alternative constructions of existing self-similar CRTs in the sense of Haas, Miermont and Stephenson, and we give for the first time constructions of random compact $\mathbb{R}$-trees that describe the genealogies of Bertoin’s self-similar growth fragmentations. In forthcoming work, we develop further applications to embedding problems for CRTs, providing a binary embedding of the stable line-breaking construction that solves an open problem of Goldschmidt and Haas.

We consider a dynamical system with finitely many equilibria and perturbed by small noise, in addition to being controlled by an “expensive” control. The controlled process is optimal for an ergodic criterion with a running cost that consists of the sum of the control effort and a penalty function on the state space. We study the optimal stationary distribution of the controlled process as the variance of the noise becomes vanishingly small. It is shown that depending on the relative magnitudes of the noise variance and the “running cost” for control, one can identify three regimes, in each of which the optimal control forces the invariant distribution of the process to concentrate near equilibria that can be characterized according to the regime. We also obtain moment bounds for the optimal stationary distribution. Moreover, we show that in the vicinity of the points of concentration the density of optimal stationary distribution approximates the density of a Gaussian, and we explicitly solve for its covariance matrix.

The symbiotic branching model is a spatial population model describing the dynamics of two interacting types that can only branch if both types are present. A classical result for the underlying stochastic partial differential equation identifies moments of the solution via a duality to a system of Brownian motions with dynamically changing colors. In this paper, we revisit this duality and give it a new interpretation. This new approach allows us to extend the duality to the limit as the branching rate $\gamma$ is sent to infinity. This limit is particularly interesting since it captures the large scale behavior of the system. As an application of the duality, we can explicitly identify the $\gamma=\infty$ limit when the driving noises are perfectly negatively correlated. The limit is a system of annihilating Brownian motions with a drift that depends on the initial imbalance between the types.

We derive the alternating arm exponents of the critical Ising model. We obtain six different patterns of alternating boundary arm exponents which correspond to the boundary conditions $(\ominus\oplus)$, $(\ominus\operatorname{free})$ and $(\operatorname{free}\operatorname{free})$, and the alternating interior arm exponents.

A symmetric random variable is called a Gaussian mixture if it has the same distribution as the product of two independent random variables, one being positive and the other a standard Gaussian random variable. Examples of Gaussian mixtures include random variables with densities proportional to $e^{-|t|^{p}}$ and symmetric $p$-stable random variables, where $p\in(0,2]$. We obtain various sharp moment and entropy comparison estimates for weighted sums of independent Gaussian mixtures and investigate extensions of the B-inequality and the Gaussian correlation inequality in the context of Gaussian mixtures. We also obtain a correlation inequality for symmetric geodesically convex sets in the unit sphere equipped with the normalized surface area measure. We then apply these results to derive sharp constants in Khinchine inequalities for vectors uniformly distributed on the unit balls with respect to $p$-norms and provide short proofs to new and old comparison estimates for geometric parameters of sections and projections of such balls.

We study the asymptotic behaviour of the probability of non-extinction of a critical multi-type Galton–Watson process in i.i.d. random environments by using limit theorems for products of positive random matrices. Under suitable assumptions, the survival probability is proportional to $1/\sqrt{n}$.

Domino tilings of the two-periodic Aztec diamond feature all of the three possible types of phases of random tiling models. These phases are determined by the decay of correlations between dominoes and are generally known as solid, liquid and gas. The liquid-solid boundary is easy to define microscopically and is known in many models to be described by the Airy process in the limit of a large random tiling. The liquid-gas boundary has no obvious microscopic description. Using the height function, we define a random measure in the two-periodic Aztec diamond designed to detect the long range correlations visible at the liquid-gas boundary. We prove that this random measure converges to the extended Airy point process. This indicates that, in a sense, the liquid-gas boundary should also be described by the Airy process.