Probability

Authors and titles for December 2018

[151] arXiv:1812.08001 [pdf, other]

Title: Regularity properties of jump diffusions with irregular coefficients

Guohuan Zhao

Comments: 28 pages

Subjects: Probability (math.PR)

[152] arXiv:1812.08049 [pdf, other]

Title: On strongly orthogonal martingales in UMD Banach spaces

Ivan Yaroslavtsev

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

[153] arXiv:1812.08063 [pdf, other]

Title: Asymptotic normality in random graphs with given vertex degrees

Svante Janson

Comments: 47 pages. New references added in v2

Subjects: Probability (math.PR); Combinatorics (math.CO)

[154] arXiv:1812.08268 [pdf, other]

Title: A multivariate central limit theorem for Lipschitz and smooth test functions

Martin Raič

Comments: 26 pages

Subjects: Probability (math.PR)

[155] arXiv:1812.08355 [pdf, other]

Title: Simultaneous boundary hitting by coupled reflected Brownian motions

Krzysztof Burdzy

Subjects: Probability (math.PR)

[156] arXiv:1812.08415 [pdf, other]

Title: On general skew Brownian motions

Liping Li

Subjects: Probability (math.PR)

[157] arXiv:1812.08431 [pdf, other]

Title: Thinning and Multilevel Monte Carlo for Piecewise Deterministic (Markov) Processes. Application to a stochastic Morris-Lecar model

Vincent Lemaire (LPSM UMR 8001), Michèle Thieullen (LPSM UMR 8001), Nicolas Thomas (LPSM UMR 8001)

Journal-ref: Advances in Applied Probability, Volume 52, Issue 1, March 2020

Subjects: Probability (math.PR)

[158] arXiv:1812.08443 [pdf, other]

Title: Interaction of Poisson hyperplane processes and convex bodies

Rolf Schneider

Comments: 13 pages

Journal-ref: J. Appl. Probab. 56 (2019) 1020-1032

Subjects: Probability (math.PR)

[159] arXiv:1812.08455 [pdf, other]

Title: Divide and color representations for threshold Gaussian and stable vectors

Malin Palö Forsström, Jeffrey E. Steif

Comments: 51 pages, 6 figures This paper together with arXiv:1911.00513, arXiv:1910.09813 and arXiv:1909.11322 replace the first version of this paper

Journal-ref: Electron. J. Probab. 25 (2020), paper no. 54

Subjects: Probability (math.PR)

[160] arXiv:1812.08553 [pdf, other]

Title: Orthogonal Dualities of Markov Processes and Unitary Symmetries

Gioia Carinci, Chiara Franceschini, Cristian Giardinà, Wolter Groenevelt, Frank Redig

Journal-ref: SIGMA 15 (2019), 053, 27 pages

Subjects: Probability (math.PR); Mathematical Physics (math-ph); Classical Analysis and ODEs (math.CA)

[161] arXiv:1812.08579 [pdf, other]

Title: Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker--Planck equations

Leif Döring, Lukas Gonon, David J. Prömel, Oleg Reichmann

Comments: This manuscript is mainly part of the preprint arXiv:1703.05673v1, which is now divided in two separate works

Journal-ref: J. Theor. Probab. 34, 173--205 (2021)

Subjects: Probability (math.PR)

[162] arXiv:1812.08619 [pdf, other]

Title: Limitations Of Richardson Extrapolation For Kernel Density Estimation

Ruben G. Ascoli

Comments: 14 pages, 3 figures

Subjects: Probability (math.PR)

[163] arXiv:1812.08626 [pdf, other]

Title: Optimal Stopping under G-expectation

Hanwu Li

Subjects: Probability (math.PR)

[164] arXiv:1812.08636 [pdf, other]

Title: A recursive distribution equation for the stable tree

Nicholas Chee, Franz Rembart, Matthias Winkel

Comments: 30 pages, 5 figures

Subjects: Probability (math.PR)

[165] arXiv:1812.08838 [pdf, other]

Title: Berry-Esseen bounds in the Breuer-Major CLT and Gebelein's inequality

Ivan Nourdin, Giovanni Peccati, Xiaochuan Yang

Comments: 16 pages

Subjects: Probability (math.PR)

[166] arXiv:1812.08864 [pdf, other]

Title: Uniqueness and ergodicity of stationary directed polymers on $\mathbb Z^2$

Christopher Janjigian, Firas Rassoul-Agha

Comments: 15 pages. Restructured the manuscript

Journal-ref: J Stat Phys 179, 672-689 (2020)

Subjects: Probability (math.PR)

[167] arXiv:1812.09016 [pdf, other]

Title: Singularity of random Bernoulli matrices

Konstantin Tikhomirov

Comments: Rearranged auxiliary statements, added a detailed description of the proof

Subjects: Probability (math.PR); Combinatorics (math.CO)

[168] arXiv:1812.09069 [pdf, other]

Title: Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment

G.A. Delsing, M.R.H. Mandjes, P.J.C. Spreij, E.M.M. Winands

Subjects: Probability (math.PR)

[169] arXiv:1812.09097 [pdf, other]

Title: Some explicit distributions for Brownian motion indexed by the Brownian tree

Jean-François Le Gall, Armand Riera

Comments: Finale version, with a few minor corrections

Subjects: Probability (math.PR)

[170] arXiv:1812.09107 [pdf, other]

Title: Bootstrap percolation on the stochastic block model with k communities

Giovanni Luca Torrisi, Michele Garetto, Emilio Leonardi

Comments: 53 pages 3 figures

Subjects: Probability (math.PR); Performance (cs.PF)

[171] arXiv:1812.09224 [pdf, other]

Title: Topologies of random geometric complexes on Riemannian manifolds in the thermodynamic limit

Antonio Auffinger, Antonio Lerario, Erik Lundberg

Comments: 24 pages, 1 figure. This version contains minor corrections and more details in the proofs. The Appendix has been moved to a new section on preliminary material. The paper will appear in the journal International Mathematics Research Notices

Subjects: Probability (math.PR); Algebraic Topology (math.AT); Metric Geometry (math.MG)

[172] arXiv:1812.09255 [pdf, other]

Title: A New Proof and Extension of the Odds-Theorem

Jose Maria Grau ribas

Comments: 8

Subjects: Probability (math.PR); Combinatorics (math.CO)

[173] arXiv:1812.09552 [pdf, other]

Title: On the Variance of the Length of the Longest Common Subsequences in Random Words With an Omitted Letter

Christian Houdré, Qingqing Liu

Comments: 19 pages

Subjects: Probability (math.PR)

[174] arXiv:1812.09556 [pdf, other]

Title: Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in $\mathbb R^n$

Stefano Bonaccorsi, Luciano Tubaro, Margherita Zanella

Comments: 19 pages

Journal-ref: Nonlinear Differ. Equ. Appl. 27, 27 (2020)

Subjects: Probability (math.PR)

[175] arXiv:1812.09565 [pdf, other]

Title: Homogeneous probability measures on the Cantor set

W. Bielas, W. Kubiś, M. Walczyńska

Comments: Some corrections, new subsection added, final version (18 pages)

Journal-ref: Journal of Mathematical Analysis and Applications 479 (2019) 2076--2089

Subjects: Probability (math.PR); General Topology (math.GN)

[176] arXiv:1812.09618 [pdf, other]

Title: Operator norm upper bound for sub-Gaussian tailed random matrices

Eric Benhamou, Jamal Atif, Rida Laraki

Comments: 12 pages

Subjects: Probability (math.PR)

[177] arXiv:1812.09637 [pdf, other]

Title: Characterization of the Ito Integral

Lars Tyge Nielsen

Comments: 7 pages

Subjects: Probability (math.PR); Mathematical Finance (q-fin.MF)

[178] arXiv:1812.09675 [pdf, other]

Title: On a class of stochastic differential equations with random and H\"older continuous coefficients arising in biological modeling

Enrico Bernardi, Vinayak Chuni, Alberto Lanconelli

Comments: 21 pages, 1 figur, 2 tables

Subjects: Probability (math.PR)

[179] arXiv:1812.09723 [pdf, other]

Title: On the Solution of Locally Lipschitz BSDE Associated to Jump Markov Process

K. Abdelhadi, N. Khelfallah

Comments: 23 pages, submitted for publication in Journal of Dynamical and Control Systems

Subjects: Probability (math.PR)

[180] arXiv:1812.09763 [pdf, other]

Title: Variational estimates for martingale paraproducts

Vjekoslav Kovač, Pavel Zorin-Kranich

Comments: 13 pages, implications for continuous time martingales discussed in more detail

Journal-ref: Electron. Commun. Probab. 24 (2019), paper no. 48, 14 pp

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

[181] arXiv:1812.09841 [pdf, other]

Title: Replica Symmetry in Upper Tails of Mean-Field Hypergraphs

Somabha Mukherjee, Bhaswar B. Bhattacharya

Comments: 18 pages

Subjects: Probability (math.PR); Combinatorics (math.CO)

[182] arXiv:1812.09857 [pdf, html, other]

Title: On the It\^o-Alekseev-Gr\"obner formula for stochastic differential equations

Anselm Hudde, Martin Hutzenthaler, Arnulf Jentzen, Sara Mazzonetto

Comments: 19 pages

Journal-ref: Ann. Inst. H. Poincar\'e Probab. Statist. 60 (2), 904-922, (2024)

Subjects: Probability (math.PR)

[183] arXiv:1812.09909 [pdf, other]

Title: Survival Analysis of Particle Populations in Branching Random Walks

Anastasiia Rytova, Elena Yarovaya

Comments: 14 pages, 22 bibliography references

Subjects: Probability (math.PR)

[184] arXiv:1812.09949 [pdf, other]

Title: Fr\'echet differentiability of mild solutions to SPDEs with respect to the initial datum

Carlo Marinelli, Luca Scarpa

Comments: 30 pages, no figures

Journal-ref: J. Evol. Equ. 20 (2020), no. 3, 1093-1130

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

[185] arXiv:1812.10022 [pdf, other]

Title: Comparison theorem for some extremal eigenvalue statistics

Benjamin Landon, Patrick Lopatto, Jake Marcinek

Comments: Revisions

Subjects: Probability (math.PR)

[186] arXiv:1812.10101 [pdf, other]

Title: A Scaling Limit for the Cover Time of the Binary Tree

Aser Cortines, Oren Louidor, Santiago Saglietti

Comments: 69 pages

Subjects: Probability (math.PR)

[187] arXiv:1812.10147 [pdf, other]

Title: On the occupancy problem for a regime switching model

Michael Grabchak, Mark Kelbert, Quentin Paris

Journal-ref: Journal of Applied Probability, 57(1): pp. 53-77, 2020

Subjects: Probability (math.PR)

[188] arXiv:1812.10163 [pdf, other]

Title: Large deviations of the long term distribution of a non Markov process

Anatolii A. Puhalskii

Subjects: Probability (math.PR)

[189] arXiv:1812.10182 [pdf, other]

Title: Motion by mean curvature from Glauber-Kawasaki dynamics

Tadahisa Funaki, Kenkichi Tsunoda

Comments: 29 pages

Subjects: Probability (math.PR)

[190] arXiv:1812.10190 [pdf, html, other]

Title: Exponential convergence in Wasserstein Distance for Diffusion Semigroups with Irregular Drifts

Shao-Qin Zhang

Comments: Some conclusions need to be revised

Subjects: Probability (math.PR)

[191] arXiv:1812.10197 [pdf, other]

Title: Invariance principles for random walks in random environment on trees

George Andriopoulos

Comments: 40 pages; 1 figure; typos corrected, references added

Journal-ref: Electron. J. Probab. 26: 1-38 (2021)

Subjects: Probability (math.PR)

[192] arXiv:1812.10304 [pdf, other]

Title: Branching processes in random environment with sibling dependence

V.A. Vatutin, E.E. Dyakonova

Comments: 14 pages

Subjects: Probability (math.PR)

[193] arXiv:1812.10344 [pdf, other]

Title: Stein-type covariance identities: Klaassen, Papathanasiou and Olkin-Shepp type bounds for arbitrary target distributions

Marie Ernst, Gesine Reinert, Yvik Swan

Subjects: Probability (math.PR)

[194] arXiv:1812.10359 [pdf, other]

Title: Rigorous results for the distribution of money on connected graphs (models with debts)

Nicolas Lanchier, Stephanie Reed

Comments: 19 pages, 2 figures

Subjects: Probability (math.PR)

[195] arXiv:1812.10376 [pdf, other]

Title: Extreme gaps between eigenvalues of Wigner matrices

Paul Bourgade

Comments: Final version, to appear in JEMS

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

[196] arXiv:1812.10475 [pdf, other]

Title: Big Data Information Reconstruction on an Infinite Tree for a $4\times 4$-state Asymmetric Model with Community Effects

Wenjian Liu, Ning Ning

Comments: arXiv admin note: text overlap with arXiv:1812.06039

Subjects: Probability (math.PR)

[197] arXiv:1812.10665 [pdf, other]

Title: Yet again on iteration improvement for averaged expected cost control for 1D ergodic diffusions

Svetlana Anulova, Hilmar Mai, Alexander Veretennikov

Comments: 28 pages, 32 references

Journal-ref: On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions, SIAM Journal on Control and Optimization. 2020. Vol. 58. No. 4. P. 2312-2331

Subjects: Probability (math.PR)

[198] arXiv:1812.10678 [pdf, other]

Title: Identifiability of parametric random matrix models

Tomohiro Hayase

Journal-ref: Infinite Dimensional Analysis, Quantum Probability and Related Topics Vol. 22, No. 03, 1950018 (2019)

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

[199] arXiv:1812.10703 [pdf, other]

Title: Job Allocation in Large-Scale Service Systems with Affinity Relations

Ellen Cardinaels, Sem C. Borst, Johan S.H. van Leeuwaarden

Comments: 29 pages, 9 figures

Subjects: Probability (math.PR)

[200] arXiv:1812.10746 [pdf, other]

Title: Stable processes with stationary increments parameterized by metric spaces

Zuopeng Fu, Yizao Wang

Comments: 16 pages, minor revision

Subjects: Probability (math.PR)