This is a survey of recent results on central and non-central limit theorems for quadratic functionals of stationary processes. The underlying processes are Gaussian, linear or Lévy-driven linear processes with memory, and are defined either in discrete or continuous time. We focus on limit theorems for Toeplitz and tapered Toeplitz type quadratic functionals of stationary processes with applications in parametric and nonparametric statistical estimation theory. We discuss questions concerning Toeplitz matrices and operators, Fejér-type singular integrals, and Lévy-Itô-type and Stratonovich-type multiple stochastic integrals. These are the main tools for obtaining limit theorems.

We present a version of the RSK correspondence based on the Pitman transform and geometric considerations. This version unifies ordinary RSK, dual RSK and continuous RSK. We show that this version is both a bijection and an isometry, two crucial properties for taking limits of last passage percolation models.

We use the bijective property to give a non-computational proof that dual RSK maps Bernoulli walks to nonintersecting Bernoulli walks.

We describe some results on approximation of convex bodies by polytopes. Best and random approximations are considered and compared. The geometric quantities related to the convex body, that appear naturally in such approximation questions are the affine surface areas. Those, and their relation to floating bodies, will be discussed as well.

In this survey we give only a very selective collection of results on approximation by polytopes.

This expository paper is intended for a short self-contained introduction to the theory of infinite convolutions of probability measures on Polish semigroups. We give the proofs of the Rees decomposition theorem of completely simple semigroups, the Ellis–Żelazko theorem, the convolution factorization theorem of convolution idempotents, and the convolution factorization theorem of cluster points of infinite convolutions.

We survey aspects of prediction theory in infinitely many dimensions, with a view to the theory and applications of functional time series.

The survey is dedicated to a celebrated series of quantitave results, developed by the Lithuanian school of probability, on the normal approximation for a real-valued random variable. The key ingredient is a bound on cumulants of the type $|{\mathrm{\kappa }}_j(X)|\le j{!}^{1+\mathit{\gamma }}∕{\mathrm{\Delta }}^{j-2}$, which is weaker than Cramér’s condition of finite exponential moments. We give a self-contained proof of some of the “main lemmas” in a book by Saulis and Statulevičius (1989), and an accessible introduction to the Cramér-Petrov series. In addition, we explain relations with heavy-tailed Weibull variables, moderate deviations, and mod-phi convergence. We discuss some methods for bounding cumulants such as summability of mixed cumulants and dependency graphs, and briefly review a few recent applications of the method of cumulants for the normal approximation.

We overview the results on the topic of compound Poisson approximation to the distribution of a sum $S_n=X_1+\cdots +X_n$ of (possibly dependent) random variables. We indicate a number of open problems and discuss directions of further research.

These notes survey the first results on large deviations of Schramm-Loewner evolutions (SLE) with emphasis on interrelations between rate functions and applications to complex analysis. More precisely, we describe the large deviations of ${\mathrm{SLE}}_{\mathrm{\kappa }}$ when the κ parameter goes to zero in the chordal and multichordal case and to infinity in the radial case. The rate functions, namely Loewner and Loewner-Kufarev energies, are closely related to the Weil-Petersson class of quasicircles and real rational functions.

In the setting of noncommutative probability theory and in analogy with the theory of natural exponential families (NEFs), a theory of Cauchy-Stieltjes Kernel (CSK) families has been recently introduced. It is based on the Cauchy-Stieltjes kernel ${(1-\mathit{\theta }x)}^{-1}$. In this paper, after presenting some basic concepts on NEFs and CSK families and pointing out some similarities and differences between the two families, we review the present state and developments regarding the effects of free and boolean convolutions powers on CSK families.

In many areas of applied mathematics, decentralization of information is a ubiquitous attribute affecting how to approach a stochastic optimization, decision and estimation, or control problem. In this review article, we present a general formulation of information structures under a probability theoretic and geometric formulation. We define information structures, place various topologies on them, and study closedness, compactness and convexity properties on the strategic measures induced by information structures and decentralized control/decision policies under varying degrees of relaxations with regard to access to private or common randomness. Ultimately, we present existence and tight approximation results for optimal decision/control policies. We discuss various lower bounding techniques, through relaxations and convex programs ranging from classically realizable and classically non-realizable (such as quantum theoretic and non-signaling) relaxations. For each of these, we establish closedness and convexity properties and also a hierarchy of correlation structures. As a further theme, we review and introduce various topologies on decision/control strategies defined independent of information structures, but for which information structures determine whether the topologies entail utility in arriving at existence, compactness, convexification or approximation results. These approaches, which we term as the strategic measures approach and the control topology approach, lead to complementary results on existence, approximations and upper and lower bounds in optimal decentralized stochastic decision, estimation, and control problems.

In this article, we first review the connection between Lévy processes and infinitely divisible random variables, and discuss the classification of infinitely divisible distributions. Next, we establish a Stein identity for an infinitely divisible random variable via the Lévy-Khintchine representation of the characteristic function. In particular, we establish and unify the Stein identities for an α-stable random variable available in the existing literature. Next, we derive the solutions of the Stein equations and its regularity estimates. Further, we derive error bounds for α-stable approximations, and also obtain rates of convergence results in Wasserstein-$\mathit{\delta },\mathit{\delta }<\mathit{\alpha }$ for $\mathit{\alpha }\in (0,1)$ and Wasserstein-type distances for $\mathit{\alpha }\in (1,2)$. Finally, we compare these results with existing literature.

We review some algebraic and combinatorial structures that underlie models in the KPZ universality class. Emphasis is placed on the Robinson-Schensted-Knuth correspondence and its geometric lifting due to A.N.Kirillov. We present how these combinatorial constructions are used to analyse the structure of solvable models in the KPZ class and lead to computation of their statistics via connecting to representation theoretic objects such as Schur, Macdonald and Whittaker functions, Young tableaux and Gelfand-Tsetlin patterns. We also present how fundamental representation theoretic concepts, such as the Cauchy identity, the Pieri rule and the branching rule, can be used, alongside $\mathsf{R}\mathsf{S}\mathsf{K}$ correspondences, and can be combined with probabilistic ideas, in order to construct integrable stochastic dynamics on two dimensional arrays of Gelfand-Tsetlin type, in ways that couple different one dimensional stochastic processes. For example, interacting particle systems, on the one hand, and processes related to eigenvalues of random matrices, on the other, thus illuminating the emergence of random matrix distributions in interacting stochastic processes. The goal of the notes is to expose some of the overarching principles, which have driven a significant number of developments in the field.