Probability

Authors and titles for December 2018

[101] arXiv:1812.05324 [pdf, other]

Title: Stratonovich SDE with irregular coefficients: Girsanov's example revisited

Ilya Pavlyukevich, Georgiy Shevchenko

Subjects: Probability (math.PR)

[102] arXiv:1812.05361 [pdf, other]

Title: mSQG equations in distributional spaces and point vortex approximation

Franco Flandoli, Martin Saal

Comments: 22 pp

Subjects: Probability (math.PR)

[103] arXiv:1812.05381 [pdf, other]

Title: Concerning an adversarial version of the Last-Success-Problem

José María Grau Ribas

Subjects: Probability (math.PR)

[104] arXiv:1812.05402 [pdf, other]

Title: Existence of limiting distribution for affine processes

Peng Jin, Jonas Kremer, Barbara Rüdiger

Comments: 27 papes

Subjects: Probability (math.PR)

[105] arXiv:1812.05456 [pdf, other]

Title: Paracontrolled distribution approach to stochastic Volterra equations

David J. Prömel, Mathias Trabs

Comments: 39 pages

Journal-ref: J. Differential Equations, vol. 302, p. 222--272, 2021

Subjects: Probability (math.PR); Classical Analysis and ODEs (math.CA); Functional Analysis (math.FA)

[106] arXiv:1812.05495 [pdf, other]

Title: Solution of Matrix Dyson Equation for Random Matrices with Fast Correlation Decay

Sofiia Dubova

Comments: 24 pages, 5 figures

Subjects: Probability (math.PR)

[107] arXiv:1812.05513 [pdf, other]

Title: Invariant measures for the Stochastic Navier-Stokes equation on a 2D rotating sphere with stable L\'evy noise

Leanne Dong

Comments: Partial result of the author's PhD thesis. arXiv admin note: significant text overlap with arXiv:1811.07885v1

Subjects: Probability (math.PR)

[108] arXiv:1812.05515 [pdf, other]

Title: Population Processes with Immigration

Dan Han, Stanislav Molchanov, Joseph Whitmeyer

Subjects: Probability (math.PR)

[109] arXiv:1812.05768 [pdf, other]

Title: Fluctuations of the solutions to the KPZ equation in dimensions three and higher

Alexander Dunlap, Yu Gu, Lenya Ryzhik, Ofer Zeitouni

Comments: 31 pages, minor revisions

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

[110] arXiv:1812.05896 [pdf, other]

Title: Two-community noisy Kuramoto model

J. M. Meylahn

Comments: 36 pages, 13 figures

Subjects: Probability (math.PR)

[111] arXiv:1812.05909 [pdf, other]

Title: Stability of overshoots of zero mean random walks

Aleksandar Mijatović, Vladislav Vysotsky

Comments: arXiv admin note: text overlap with arXiv:1808.05010

Subjects: Probability (math.PR)

[112] arXiv:1812.05966 [pdf, other]

Title: The variance of the average depth of a pure birth process converges to 7

Ken R. Duffy, Gianfelice Meli, Seva Shneer

Journal-ref: Statistics and Probability Letters, 150, 88-93, 2019

Subjects: Probability (math.PR)

[113] arXiv:1812.05985 [pdf, other]

Title: A L\'evy-Ottaviani type inequality for the Bernoulli process on an interval

Witold Bednorz, Rafał Martynek

Comments: 6 pages

Subjects: Probability (math.PR)

[114] arXiv:1812.05994 [pdf, other]

Title: Products of Many Large Random Matrices and Gradients in Deep Neural Networks

Boris Hanin, Mihai Nica

Comments: v1. 26p. Comments Welcome

Subjects: Probability (math.PR); Mathematical Physics (math-ph); Machine Learning (stat.ML)

[115] arXiv:1812.05997 [pdf, other]

Title: Expected size of a tree in the fixed point forest

Samuel Regan, Erik Slivken

Comments: 14 pages

Journal-ref: Discrete Mathematics & Theoretical Computer Science, Vol. 21 no. 2, Permutation Patters 2018 (September 27, 2019) dmtcs:5331

Subjects: Probability (math.PR)

[116] arXiv:1812.06039 [pdf, other]

Title: Large Degree Asymptotics and the Reconstruction Threshold of the Asymmetric Binary Channels

Wenjian Liu, Ning Ning

Comments: Complete version of the conference paper "Reconstruction for the Asymmetric Ising Model on Regular Trees"

Subjects: Probability (math.PR)

[117] arXiv:1812.06124 [pdf, other]

Title: Schauder estimates for equations associated with L\'evy generators

Franziska Kühn

Comments: slightly modified title, updated bibliography

Journal-ref: Integral Equations and Operator Theory 91:10 (2019)

Subjects: Probability (math.PR)

[118] arXiv:1812.06207 [pdf, other]

Title: Spectrum of random perturbations of Toeplitz matrices with finite symbols

Anirban Basak, Elliot Paquette, Ofer Zeitouni

Comments: 20 pages, to appear in Trans. Amer. Math. Soc

Subjects: Probability (math.PR)

[119] arXiv:1812.06268 [pdf, other]

Title: Lower cone distribution functions and set-valued quantiles form Galois connections

Cagin Ararat, Andreas H Hamel

Comments: 15 pages, 16 references

Journal-ref: Theory of Probability and Its Applications 65 (2), 179-190, (2020)

Subjects: Probability (math.PR)

[120] arXiv:1812.06282 [pdf, other]

Title: A Generalization of Hierarchical Exchangeability on Trees to Directed Acyclic Graphs

Paul Jung, Jiho Lee, Sam Staton, Hongseok Yang

Comments: 35 pages, 10 figures. Accepted version before re-formatting

Subjects: Probability (math.PR); Logic (math.LO); Statistics Theory (math.ST)

[121] arXiv:1812.06305 [pdf, other]

Title: Geometric functionals of fractal percolation

Michael A. Klatt, Steffen Winter

Comments: 42 pages, 8 figures

Journal-ref: Adv. Appl. Probab. 52 (2020) 1085-1126

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

[122] arXiv:1812.06326 [pdf, other]

Title: Hypercomplex Generalizations of Gaussian-type Measures

S.V. Ludkowski

Comments: 23 pages

Subjects: Probability (math.PR)

[123] arXiv:1812.06464 [pdf, other]

Title: Poincar\'e and log-Sobolev inequalities for mixtures

André Schlichting

Comments: 13 pages

Journal-ref: Entropy 2019, 21(1), 89

Subjects: Probability (math.PR)

[124] arXiv:1812.06532 [pdf, other]

Title: Gaussian fluctuations for products of random matrices

Vadim Gorin, Yi Sun

Comments: 69 pages, 3 figures; v2: fix minor typos; v3: journal version, to appear in AJM

Subjects: Probability (math.PR); Mathematical Physics (math-ph); Functional Analysis (math.FA); Representation Theory (math.RT)

[125] arXiv:1812.06643 [pdf, other]

Title: Many proofs that $\sum_{n=1}^{\infty} \frac{1}{n^2} = \frac{\pi^2}{6}$ can be found in the conformal invariance of planar Brownian motion

Greg Markowsky

Subjects: Probability (math.PR)

[126] arXiv:1812.06675 [pdf, other]

Title: Weak $(1,1)$ Boundedness of Riesz Transforms on Vector Bundles

Huaiqian Li

Comments: All comments are welcome!

Subjects: Probability (math.PR)

[127] arXiv:1812.06769 [pdf, other]

Title: Cutoff at the entropic time for random walks on covered expander graphs

Charles Bordenave, Hubert Lacoin

Comments: 45 pages, non-reversible random walks added, accepted for publication in Journal of the Institute of Mathematics of Jussieu

Subjects: Probability (math.PR)

[128] arXiv:1812.06793 [pdf, other]

Title: Transition densities of subordinators of positive order

Tomasz Grzywny, Łukasz Leżaj, Bartosz Trojan

Comments: Important changes in Section 4. Change of title from "Transition densities of subordinators" to "Transition densitites of subordinators of positive order"

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

[129] arXiv:1812.06806 [pdf, other]

Title: Anomalous diffusion for multi-dimensional critical Kinetic Fokker-Planck equations

Nicolas Fournier, Camille Tardif

Comments: 40 pages

Subjects: Probability (math.PR)

[130] arXiv:1812.06921 [pdf, other]

Title: Subsequential scaling limits for Liouville graph distance

Jian Ding, Alexander Dunlap

Comments: 65 pages, 10 figures

Journal-ref: Comm. Math. Phys., Volume 376 (2020), 1499-1572

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

[131] arXiv:1812.06923 [pdf, other]

Title: A draw-down reflected spectrally negative L\'{e}vy process

Wenyuan Wang, Xiaowen Zhou

Subjects: Probability (math.PR)

[132] arXiv:1812.06927 [pdf, other]

Title: Identification of the Polaron measure in strong coupling and the Pekar variational formula

Chiranjib Mukherjee, S.R.S. Varadhan

Comments: To appear in "Annals of Probability"

Subjects: Probability (math.PR)

[133] arXiv:1812.06929 [pdf, other]

Title: The one-dimensional log-gas free energy has a unique minimiser

Matthias Erbar, Martin Huesmann, Thomas Leblé

Comments: 45 pages

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

[134] arXiv:1812.06946 [pdf, other]

Title: Extensive Condensation in a model of Preferential Attachment with Fitnesses

Nic Freeman, Jonathan Jordan

Comments: 43 pages, 1 figure

Subjects: Probability (math.PR)

[135] arXiv:1812.07163 [pdf, other]

Title: Optimal real-time detection of a drifting Brownian coordinate

Philip Ernst, Goran Peskir, Quan Zhou

Subjects: Probability (math.PR)

[136] arXiv:1812.07184 [pdf, other]

Title: Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by L\'evy processes

Gerardo Barrera, Juan Carlos Pardo

Comments: 34 pages. Electronic Journal of Probability 2020

Journal-ref: Electronic Journal of Probability 2020, Volume 25, Number 15, 1-33

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

[137] arXiv:1812.07204 [pdf, other]

Title: Some algebraic structures in KPZ universality

Nikos Zygouras

Comments: 93 pages, several figures. This is a review / lecture notes material. Title has been slightly changed from the original version. Some minor changes from last version. This is the final version, to appear at Probability Surveys

Subjects: Probability (math.PR); Mathematical Physics (math-ph); Combinatorics (math.CO); Representation Theory (math.RT)

[138] arXiv:1812.07237 [pdf, other]

Title: Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application

Arup Bose, Walid Hachem

Comments: 43 pages, 6 figures

Subjects: Probability (math.PR)

[139] arXiv:1812.07286 [pdf, other]

Title: Hydrodynamic limit of the Symmetric Exclusion Process on a compact Riemannian manifold

Bart van Ginkel, Frank Redig

Comments: 34 pages. Minor changes

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

[140] arXiv:1812.07290 [pdf, other]

Title: Limit theorems for filtered long-range dependent random fields

Tareq Alodat, Nikolai Leonenko, Andriy Olenko

Comments: 21 pages

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

[141] arXiv:1812.07365 [pdf, other]

Title: Vertices with fixed outdegrees in large Galton-Watson trees

Paul Thévenin

Comments: 25 pages, 3 figures. Typos corrected, a multivariate local limit theorem (Theorem 2.4) added which helps prove joint convergences of random processes. A generalization to stable distributions is developed in Section 6

Subjects: Probability (math.PR)

[142] arXiv:1812.07383 [pdf, other]

Title: Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration

Brahim Baadi

Journal-ref: Random Operators and Stochastic Equations, April 6, 2022

Subjects: Probability (math.PR)

[143] arXiv:1812.07400 [pdf, other]

Title: Effects of local fields in a dissipative Curie-Weiss model: Bautin bifurcation and large self-sustained oscillations

Francesca Collet, Marco Formentin

Journal-ref: J. Stat. Phys. 176(2): 478-491, 2019

Subjects: Probability (math.PR); Dynamical Systems (math.DS)

[144] arXiv:1812.07467 [pdf, other]

Title: Gaussian fluctuations from the 2D KPZ equation

Yu Gu

Comments: 25 pages, v2, minor revisions

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

[145] arXiv:1812.07473 [pdf, other]

Title: Estimates for the closeness of convolutions of probability distributions on convex polyhedra

Friedrich Götze, Andrei Yu. Zaitsev

Comments: 8 pages

Journal-ref: Zapiski Nauchnykh Seminarov POMI, 2018, v.474, 108-117 (in Russian);English translation in J. Math. Sci. (N. Y.), 251 (2020), 67-73

Subjects: Probability (math.PR)

[146] arXiv:1812.07566 [pdf, other]

Title: The Local Time-Space Integral and Stochastic Differential Equations

Daniel Wilson

Comments: 35 pages

Subjects: Probability (math.PR)

[147] arXiv:1812.07850 [pdf, other]

Title: Constructing copulas from shock models with imprecise distributions

Matjaž Omladič, Damjan Škulj

Subjects: Probability (math.PR)

[148] arXiv:1812.07896 [pdf, other]

Title: On strong stationary times and approximation of Markov chain hitting times by geometric sums

Fraser Daly

Subjects: Probability (math.PR)

[149] arXiv:1812.07951 [pdf, other]

Title: On a family of critical growth-fragmentation semigroups and refracted L\'evy processes

Benedetta Cavalli

Comments: 31 pages, 2 figures, comments are welcome

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

[150] arXiv:1812.07990 [pdf, other]

Title: Reflected BSDEs when the obstacle is not right-continuous in a general filtration

Brahim Baadi, Youssef Ouknine

Comments: Received by the editors May 6th, 2016; accepted March 3rd, 2017. arXiv admin note: text overlap with arXiv:1504.06094

Journal-ref: ALEA, Lat. Am. J. Probab. Math. Stat. 14, 201-218 (2017)

Subjects: Probability (math.PR)