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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
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
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
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
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
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
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
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
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
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
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
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
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
KEYWORDS: Random graphs, clustering, hyperbolic random graph, 05C80
Jacek Mucha
Electron. J. Probab. 26, 1-33, (18 February 2021) DOI: 10.1214/21-EJP594
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
KEYWORDS: Random matrix theory, sparse, Universality, Singular value, 60B20
Christian Beneš
Electron. J. Probab. 26, 1-14, (2021) DOI: 10.1214/21-EJP599
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
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
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
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
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
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
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
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
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
KEYWORDS: Markov processes, Right processes, concatenation, pasting, 60J40, 60J45
Kohei Hayashi
Electron. J. Probab. 26, 1-36, (2021) DOI: 10.1214/21-EJP621
KEYWORDS: hydrodynamics limit, Interacting particle system, 60H15
Frederic Weber
Electron. J. Probab. 26, 1-31, (2021) DOI: 10.1214/21-EJP627
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
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
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
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
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
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
KEYWORDS: Stable processes, normalized excursion, Meander, 60G52, 60G18, 60E10
Jonas Jalowy
Electron. J. Probab. 26, 1-24, (2021) DOI: 10.1214/21-EJP625
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
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
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
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
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
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
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
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
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
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
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
KEYWORDS: Markov models, smoothing probabilities, Hidden Markov models, 60J05, 60J55
Xing Huang
Electron. J. Probab. 26, 1-21, (2021) DOI: 10.1214/21-EJP630
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
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
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
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
KEYWORDS: KPZ universality, ASEP, dynamical phase transition, 60K35
Henri Elad Altman
Electron. J. Probab. 26, 1-36, (2021) DOI: 10.1214/21-EJP632
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
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
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
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
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
KEYWORDS: Contructive Euclidean Quantum Field Theory, Bou é-Dupuis formula, Paracontrolled calculus, 81T08, 60H30, 60L40
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