Probability

Authors and titles for December 2018

[1] arXiv:1812.00309 [pdf, other]

Title: The directed landscape

Duncan Dauvergne, Janosch Ortmann, Balint Virag

Comments: 78 pages, 6 figures

Journal-ref: Acta Mathematica, 229, 201-285, 2022

Subjects: Probability (math.PR); Mathematical Physics (math-ph)

[2] arXiv:1812.00311 [pdf, other]

Title: Bulk properties of the Airy line ensemble

Duncan Dauvergne, Bálint Virág

Comments: 43 pages, 4 figures. The title has changed from the previous version (to `Bulk properties...' from `Basic properties...'). Journal version available at this https URL

Journal-ref: The Annals of Probability 2021, Vol. 49, No. 4, 1738-1777

Subjects: Probability (math.PR); Mathematical Physics (math-ph)

[3] arXiv:1812.00341 [pdf, other]

Title: Many Server Queueing Models with Heterogeneous Servers and Parameter Uncertainty with Customer Contact Centre Applications

Wenyi Qin

Comments: 107 pages, 4 figures, PhD thesis 2018

Subjects: Probability (math.PR)

[4] arXiv:1812.00370 [pdf, other]

Title: Variations of dynamic random networks: localization approach

Kihun Nam

Comments: 8 pages. Incomplete version

Subjects: Probability (math.PR)

[5] arXiv:1812.00372 [pdf, other]

Title: Asymptotics of a locally dependent statistic on finite reflection groups

Frank Röttger

Comments: 9 pages

Journal-ref: Electron. J. Comb. 27 (2020): P2.24

Subjects: Probability (math.PR)

[6] arXiv:1812.00629 [pdf, other]

Title: Convergence in the $p$-contest

Philip Kennerberg, Stanislav Volkov

Comments: 36 pages

Subjects: Probability (math.PR)

[7] arXiv:1812.00632 [pdf, other]

Title: Linear-Quadratic McKean-Vlasov Stochastic Differential Games

Enzo Miller (LPSM UMR 8001), Huyen Pham (LPSM UMR 8001, ENSAE ParisTech)

Subjects: Probability (math.PR); Optimization and Control (math.OC)

[8] arXiv:1812.00644 [pdf, other]

Title: Normal approximation of the solution to the stochastic heat equation with L\'evy noise

Carsten Chong, Thomas Delerue

Comments: 32 pages

Journal-ref: Stochastics and Partial Differential Equations: Analysis and Computations, 2019

Subjects: Probability (math.PR)

[9] arXiv:1812.00687 [pdf, other]

Title: Conditional gambler's ruin problem with arbitrary winning and losing probabilities with applications

Paweł Lorek, Piotr Markowski

Comments: 31 pages. New version, one of changes: application to a symmetric random walk on a circle added

Subjects: Probability (math.PR)

[10] arXiv:1812.00690 [pdf, other]

Title: Absorption time and absorption probabilities for a family of multidimensional gambler models

Paweł Lorek, Piotr Markowski

Comments: 23 pages

Subjects: Probability (math.PR)

[11] arXiv:1812.00726 [pdf, other]

Title: Averaging Principle and Shape Theorem for a Growth Model with Memory

Amir Dembo, Pablo Groisman, Ruojun Huang, Vladas Sidoravicius

Comments: To appear in Comm. Pure Appl. Math.; Fixed earlier error in proof of Prop. 1.6(a) by adding to Assumption (L) the boundedness of F and the case p=infty in (1.15); In Prop. 1.6, parts (a) and (b) revised and new results added as parts (d) and (e). Example from Sec. 4.2 now included in Thm. 1.10, where the case H=0 revised as part (c). Proofs in Sec. 2 and Sec. 4 have been reorganized

Subjects: Probability (math.PR)

[12] arXiv:1812.00731 [pdf, other]

Title: Projections of Poisson cut-outs in the Heisenberg group and the visual $3$-sphere

Laurent Dufloux, Ville Suomala

Comments: 36 pages

Subjects: Probability (math.PR); Classical Analysis and ODEs (math.CA); Differential Geometry (math.DG); Dynamical Systems (math.DS)

[13] arXiv:1812.00745 [pdf, other]

Title: Regularity and Stability of Invariant Measures for Diffusion Processes under Synthetic Lower Ricci Curvature Bounds

Kohei Suzuki

Comments: 42 pages. Eq (5.1) and Condition (A') in p. 35 have been modified

Subjects: Probability (math.PR); Analysis of PDEs (math.AP)

[14] arXiv:1812.00774 [pdf, other]

Title: Kinetically Constrained Models with Random Constraints

Assaf Shapira

Subjects: Probability (math.PR); Mathematical Physics (math-ph)

[15] arXiv:1812.00838 [pdf, other]

Title: Exit times for semimartingales under nonlinear expectation

Guomin Liu

Subjects: Probability (math.PR)

[16] arXiv:1812.00859 [pdf, other]

Title: Coalescences in Continuous-State Branching Processes

Clément Foucart, Chunhua Ma, Bastien Mallein

Comments: 56 pages, 6 figures

Subjects: Probability (math.PR)

[17] arXiv:1812.00872 [pdf, other]

Title: Lines of descent in the deterministic mutation-selection model with pairwise interaction

Ellen Baake, Fernando Cordero, Sebastian Hummel

Comments: 40 pages, 17 figures

Journal-ref: Ann. Appl. Probab. 32 (4) 2400-2447 (2022)

Subjects: Probability (math.PR); Populations and Evolution (q-bio.PE)

[18] arXiv:1812.01058 [pdf, other]

Title: Propagation of Chaos for reflecting diffusions with local-time dependent noise

Clayton Barnes

Comments: 34 pages

Subjects: Probability (math.PR)

[19] arXiv:1812.01092 [pdf, other]

Title: Concentration inequalities for bounded functionals via generalized log-Sobolev inequalities

Friedrich Götze, Holger Sambale, Arthur Sinulis

Comments: changed in v5: final version (restructured the article and several minor revisions; version accepted for publication at Journal of Theoretical Probability)

Subjects: Probability (math.PR)

[20] arXiv:1812.01403 [pdf, other]

Title: Ballistic random walks in random environment as rough paths: convergence and area anomaly

Olga Lopusanschi, Tal Orenshtein

Comments: 15 pages, 2 figures

Subjects: Probability (math.PR)

[21] arXiv:1812.01435 [pdf, other]

Title: Stability and moment bounds under utility-maximising service allocations: finite and infinite networks

Seva Shneer, Alexander Stolyar

Subjects: Probability (math.PR)

[22] arXiv:1812.01467 [pdf, other]

Title: Performance of the smallest-variance-first rule in appointment sequencing

Madelon A. de Kemp, Michel Mandjes, Neil Olver

Comments: 54 pages, 2 figures

Subjects: Probability (math.PR); Data Structures and Algorithms (cs.DS); Optimization and Control (math.OC)

[23] arXiv:1812.01538 [pdf, other]

Title: Information Percolation and Cutoff for the Random-Cluster Model

Shirshendu Ganguly, Insuk Seo

Comments: 45 pages, 7 figures. Final version

Journal-ref: Random Structures and Algorithms (2020), Issue 3, 770-811

Subjects: Probability (math.PR); Mathematical Physics (math-ph)

[24] arXiv:1812.01759 [pdf, other]

Title: Optimal Stopping in General Predictable Framework

Siham Bouhadou, Youssef Ouknine

Subjects: Probability (math.PR)

[25] arXiv:1812.01772 [pdf, other]

Title: Stochastic Observability and Filter Stability under Several Criteria

Curtis McDonald, Serdar Yuksel

Comments: Paper is provisionally accepted to appear in IEEE Trans. Automatic Control

Subjects: Probability (math.PR); Optimization and Control (math.OC)

[26] arXiv:1812.01816 [pdf, other]

Title: Besov spaces and random walks on a hyperbolic group: boundary traces and reflecting extensions of Dirichlet forms

Pierre Mathieu, Yuki Tokushige

Comments: 47 pages, the title has been changed

Subjects: Probability (math.PR)

[27] arXiv:1812.01824 [pdf, other]

Title: Approximation to Wiener measure on a general noncompact Riemannian manifold

Bo Wu

Subjects: Probability (math.PR)

[28] arXiv:1812.01826 [pdf, other]

Title: Spectral gaps for the O-U/Stochastic heat processes on path space over a Riemannian manifold with boundary

Bo Wu

Subjects: Probability (math.PR)

[29] arXiv:1812.01845 [pdf, other]

Title: Generating an equidistributed net on a unit n-sphere using random rotations

Somnath Chakraborty, Hariharan Narayanan

Subjects: Probability (math.PR); Computational Geometry (cs.CG)

[30] arXiv:1812.01903 [pdf, other]

Title: Planar Brownian motion and Gaussian multiplicative chaos

Antoine Jego

Comments: Final version. To appear in the Annals of Probability. 47 pages, 1 figure

Journal-ref: Ann. Probab. 48(4): 1597-1643 (July 2020)

Subjects: Probability (math.PR)

[31] arXiv:1812.01915 [pdf, other]

Title: Variations of the elephant random walk

Allan Gut, Ulrich Stadtmüller

Comments: 22 pages

Journal-ref: J. Appl. Probab. 58 (2021) 805-829

Subjects: Probability (math.PR)

[32] arXiv:1812.01926 [pdf, other]

Title: Entrance laws at the origin of self-similar Markov processes in high dimensions

Andreas E. Kyprianou, Victor Rivero, Bati Şengül, Ting Yang

Subjects: Probability (math.PR)

[33] arXiv:1812.01942 [pdf, other]

Title: Stochastic Heat Equations for infinite strings with Values in a Manifold

Xin Chen, Bo Wu, Rongchan Zhu, Xiangchan Zhu

Subjects: Probability (math.PR); Analysis of PDEs (math.AP); Differential Geometry (math.DG); Functional Analysis (math.FA)

[34] arXiv:1812.02069 [pdf, other]

Title: Scaling Limit of Small Random Perturbation of Dynamical Systems

Fraydoun Rezakhanlou, Insuk Seo

Comments: 47 pages, 5 figures

Subjects: Probability (math.PR); Mathematical Physics (math-ph)

[35] arXiv:1812.02103 [pdf, other]

Title: Gaussian random fields on the sphere and sphere cross line

N. H. Bingham, Tasmin L. Symons

Comments: 21 pages; revised version of arXiv:1812.02103, submitted to SPA

Subjects: Probability (math.PR)

[36] arXiv:1812.02225 [pdf, other]

Title: Accelerated finite elements schemes for parabolic stochastic partial differential equations

István Gyöngy, Annie Millet

Comments: 1 figure

Journal-ref: Stochastic Partial Differential Equations, Analysis and Computations, 2020

Subjects: Probability (math.PR)

[37] arXiv:1812.02331 [pdf, other]

Title: Phase transition for the once-excited random walk on general trees

Cong Bang Huynh

Comments: 23 pages, 2 figures

Subjects: Probability (math.PR)

[38] arXiv:1812.02369 [pdf, other]

Title: Non-Gaussian fluctuations of randomly trapped random walks

Adam Bowditch

Comments: 29 pages

Journal-ref: Adv. Appl. Probab. 53 (2021) 801-838

Subjects: Probability (math.PR)

[39] arXiv:1812.02404 [pdf, other]

Title: Heavy-traffic analysis of the $M^X/\text{semi-Markov}/1$ queue

Abhishek, Rudesindo Núñez Queija, Marko Boon

Subjects: Probability (math.PR)

[40] arXiv:1812.02406 [pdf, other]

Title: Applications of the $M^X/\text{semi-Markov}/1$ queue to road traffic

Abhishek, Marko Boon, Rudesindo Núñez-Queija

Subjects: Probability (math.PR)

[41] arXiv:1812.02411 [pdf, other]

Title: Total variation distance estimates via $L^2$-norm for polynomials in log-concave random vectors

Egor Kosov

Subjects: Probability (math.PR); Functional Analysis (math.FA)

[42] arXiv:1812.02416 [pdf, other]

Title: On fractional regularity of distributions of functions in Gaussian random variables

Egor Kosov

Journal-ref: Fract. Calc. Appl. Anal. Vol. 22, No 5 (2019), pp. 1249-1268

Subjects: Probability (math.PR); Functional Analysis (math.FA)

[43] arXiv:1812.02437 [pdf, other]

Title: BBS invariant measures with independent soliton components

Pablo A. Ferrari, Davide Gabrielli

Comments: 30 pages. same results but different presentation, 15 figures

Subjects: Probability (math.PR)

[44] arXiv:1812.02469 [pdf, other]

Title: Uniqueness and Non-Uniqueness for Spin-Glass Ground States on Trees

Johannes Bäumler

Comments: 17 pages, 5 figures

Journal-ref: Electron. J. Probab., Volume 24 (2019), paper no. 77, 17 pp

Subjects: Probability (math.PR)

[45] arXiv:1812.02607 [pdf, other]

Title: On Cherny's results in infinite dimensions: A theorem dual to Yamada-Watanabe

Marco Rehmeier

Subjects: Probability (math.PR)

[46] arXiv:1812.02689 [pdf, other]

Title: Existence, uniqueness and coalescence of directed planar geodesics: proof via the increment-stationary growth process

Timo Seppäläinen

Comments: 18 pages, 2 figures. Some reorganization and additional references

Subjects: Probability (math.PR)

[47] arXiv:1812.02703 [pdf, other]

Title: Higher-order Stein kernels for Gaussian approximation

Max Fathi

Comments: 16 pages, comments are welcome

Subjects: Probability (math.PR); Functional Analysis (math.FA); Statistics Theory (math.ST)

[48] arXiv:1812.02812 [pdf, other]

Title: A gentle introduction to SPDEs: the random field approach

Raluca M. Balan

Comments: 28 pages

Subjects: Probability (math.PR)

[49] arXiv:1812.03004 [pdf, other]

Title: Existence of Invariant Measures for Reflected SPDEs

Jasdeep Kalsi

Subjects: Probability (math.PR)

[50] arXiv:1812.03059 [pdf, other]

Title: Ladder Chains: A Variation of Random Walks

Chenhe Zhang, Xiang Fang

Comments: 14 pages, 2 figures

Subjects: Probability (math.PR)