Probability

Authors and titles for December 2018

[51] arXiv:1812.03063 [pdf, other]

Title: Macroscopic analysis of shot-noise Cox random balls

Adrien Clarenne (IRMAR)

Subjects: Probability (math.PR)

[52] arXiv:1812.03082 [pdf, other]

Title: An elementary proof of the reconstruction theorem

Harprit Singh, Josef Teichmann

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

[53] arXiv:1812.03105 [pdf, other]

Title: Central limit theorems for SIR epidemics and percolation on configuration model random graphs

Frank Ball

Subjects: Probability (math.PR)

[54] arXiv:1812.03127 [pdf, other]

Title: Induced graphs of uniform spanning forests

Russell Lyons, Yuval Peres, Xin Sun

Comments: 17 pages; final version, to appear in AIHP

Subjects: Probability (math.PR)

[55] arXiv:1812.03269 [pdf, other]

Title: The central limit theorem for Riesz-Raikov sums II

Katusi Fukuyama

Subjects: Probability (math.PR)

[56] arXiv:1812.03275 [pdf, other]

Title: On Spatial Matchings: The First-in-First-Match case

Mayank Manjrekar

Comments: 47 pages, 1 figure

Journal-ref: Adv. Appl. Probab. 53 (2021) 757-800

Subjects: Probability (math.PR)

[57] arXiv:1812.03277 [pdf, other]

Title: Averaging principle for stochastic differential equations in the random periodic regime

Kenneth Uda

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

[58] arXiv:1812.03301 [pdf, other]

Title: The interchange process with reversals on the complete graph

Jakob E. Björnberg, Michał Kotowski, Benjamin Lees, Piotr Miłoś

Comments: 49 pages, journal version

Journal-ref: Electron. J. Probab., Volume 24 (2019), paper no. 108, 43 pp

Subjects: Probability (math.PR)

[59] arXiv:1812.03331 [pdf, other]

Title: Large Deviations Principle for SDEs with Dini Continuous Drifts

Lingyan Cheng, Xing Huang

Comments: 14 pages

Subjects: Probability (math.PR)

[60] arXiv:1812.03403 [pdf, other]

Title: Statistical thresholds for Tensor PCA

Aukosh Jagannath, Patrick Lopatto, Leo Miolane

Journal-ref: Ann. Appl. Probab. (2020), Vol. 30, No. 4, 1910-1933

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

[61] arXiv:1812.03471 [pdf, other]

Title: Transition probability estimates for subordinate random walks

Wojciech Cygan, Stjepan Šebek

Comments: To appear in Mathematische Nachrichten

Subjects: Probability (math.PR)

[62] arXiv:1812.03526 [pdf, other]

Title: Path Dependent Optimal Transport and Model Calibration on Exotic Derivatives

Ivan Guo, Gregoire Loeper

Subjects: Probability (math.PR); Optimization and Control (math.OC); Mathematical Finance (q-fin.MF)

[63] arXiv:1812.03548 [pdf, other]

Title: Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method

Yegor Klochkov, Nikita Zhivotovskiy

Comments: 29 pages; reviewers' suggestions taken into account

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

[64] arXiv:1812.03602 [pdf, other]

Title: On asymptotically periodic solution of a stochastic differential equation

Solym M. Manou-Abi, William Dimbour

Comments: 26

Subjects: Probability (math.PR)

[65] arXiv:1812.03610 [pdf, other]

Title: Path Independence of Additive Functionals for SDEs under G-framework

Panpan Ren, Fen-Fen Yang

Journal-ref: Front. Math. China(2019)

Subjects: Probability (math.PR)

[66] arXiv:1812.03733 [pdf, other]

Title: Coalescing directed random walks on the backbone of a 1 +1-dimensional oriented percolation cluster converge to the Brownian web

Matthias Birkner, Nina Gantert, Sebastian Steiber

Comments: 1 figure

Subjects: Probability (math.PR)

[67] arXiv:1812.03766 [pdf, other]

Title: On the Interrelation between Dependence Coefficients of Extreme Value Copulas

Alexey V. Lebedev

Comments: 9 pages, 3 figures

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

[68] arXiv:1812.03847 [pdf, other]

Title: Arctic Boundaries of the Ice Model on Three-Bundle Domains

Amol Aggarwal

Comments: 45 pages, 15 figures; Version 2: Minor changes in the introduction; Versions 3, 4: Minor changes

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

[69] arXiv:1812.03864 [pdf, other]

Title: Integral Representation of Generalized Grey Brownian Motion

Wolfgang Bock, Sascha Desmettre, José Luís da Silva

Comments: arXiv admin note: text overlap with arXiv:1708.06784, arXiv:1807.07867

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

[70] arXiv:1812.03911 [pdf, other]

Title: The two-dimensional KPZ equation in the entire subcritical regime

Francesco Caravenna, Rongfeng Sun, Nikos Zygouras

Comments: 42 pages, 2 figures. Final version, to appear in AOP

Subjects: Probability (math.PR)

[71] arXiv:1812.03913 [pdf, other]

Title: The geodesics in Liouville quantum gravity are not Schramm-Loewner evolutions

Jason Miller, Wei Qian

Comments: 28 pages and 8 figures

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

[72] arXiv:1812.03937 [pdf, other]

Title: Sharp phase transition for random loop models on trees

Volker Betz, Johannes Ehlert, Benjamin Lees, Lukas Roth

Comments: 30 pages, 7 figures

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

[73] arXiv:1812.04139 [pdf, other]

Title: Inhomogeneous phase--type distributions and heavy tails

Hansjörg Albrecher, Mogens Bladt

Subjects: Probability (math.PR)

[74] arXiv:1812.04189 [pdf, other]

Title: Maximum of Branching Brownian motion in a periodic environment

Eyal Lubetzky, Chris Thornett, Ofer Zeitouni

Comments: 38 pages

Subjects: Probability (math.PR)

[75] arXiv:1812.04269 [pdf, other]

Title: A variational approach to nonlinear and interacting diffusions

Marc Arnaudon (IMB), Pierre Del Moral (CMAP, CQFD)

Subjects: Probability (math.PR)

[76] arXiv:1812.04289 [pdf, other]

Title: Counting triangles in power-law uniform random graphs

Pu Gao, Remco van der Hofstad, Angus Southwell, Clara Stegehuis

Subjects: Probability (math.PR)

[77] arXiv:1812.04290 [pdf, other]

Title: Harnack Inequality and Gradient Estimate for $G$-SDEs with Degenerate Noise

Xing Huang, Fen-Fen Yang

Comments: 17 pages

Subjects: Probability (math.PR)

[78] arXiv:1812.04300 [pdf, other]

Title: Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis

Côme Huré (LPSM UMR 8001, UPD7), Huyên Pham (LPSM (UMR\_8001), UPD7), Achref Bachouch (UiO), Nicolas Langrené (CSIRO)

Comments: To appear in SIAM Journal on Numerical Analysis

Journal-ref: SIAM Journal on Numerical Analysis 59(1) 525-557 (2021)

Subjects: Probability (math.PR); Optimization and Control (math.OC); Machine Learning (stat.ML)

[79] arXiv:1812.04384 [pdf, other]

Title: Counting cliques and cycles in scale-free inhomogeneous random graphs

A.J.E.M. Janssen, Johan S.H. van Leeuwaarden, Seva Shneer

Subjects: Probability (math.PR)

[80] arXiv:1812.04399 [pdf, other]

Title: On a contraction property of Bernoulli canonical processes

Witold Bednorz, Rafał Martynek

Comments: 18 pages

Subjects: Probability (math.PR)

[81] arXiv:1812.04422 [pdf, other]

Title: Elliptic stochastic quantization

Sergio Albeverio, Francesco C. De Vecchi, Massimiliano Gubinelli

Comments: 51 pages, an appendix added

Journal-ref: Ann. Probab. Volume 48, Number 4 (2020), 1693-1741

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

[82] arXiv:1812.04436 [pdf, other]

Title: The eternal multiplicative coalescent encoding via excursions of L\'evy-type processes, with Supplement

Vlada Limic

Comments: 30 pages, 5 figures, to appear in the Bernoulli Journal, plus a 16 pages long supplement. arXiv admin note: substantial text overlap with arXiv:1601.01325

Subjects: Probability (math.PR)

[83] arXiv:1812.04496 [pdf, other]

Title: A renewal theorem and supremum of a perturbed random walk

Ewa Damek, Bartosz Kołodziejek

Comments: 12 pages. arXiv admin note: substantial text overlap with arXiv:1701.02625

Journal-ref: Electron. Commun. Probab. 23 (2018), str. 1 - 13

Subjects: Probability (math.PR)

[84] arXiv:1812.04556 [pdf, other]

Title: Asymptotic stability for stochastic dissipative systems with a H\"older noise

Luu Hoang Duc, Phan Thanh Hong, Nguyen Dinh Cong

Comments: 24 pages

Subjects: Probability (math.PR)

[85] arXiv:1812.04564 [pdf, other]

Title: Global $C^1$ Regularity of the Value Function in Optimal Stopping Problems

Tiziano De Angelis, Goran Peskir

Comments: 29 pages; final version accepted for publication

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

[86] arXiv:1812.04583 [pdf, other]

Title: On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift

Konstantinos Dareiotis, Máté Gerencsér

Comments: In version 2, we have dropped the $L_1$-condition that was imposed on the drift in the $1$-dimensional case and the result now is stated for bounded measurable drift

Journal-ref: Electron. J. Probab. 25, 1-18 (2020)

Subjects: Probability (math.PR); Numerical Analysis (math.NA)

[87] arXiv:1812.04588 [pdf, other]

Title: Following the ground-states of full-RSB spherical spin glasses

Eliran Subag

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

[88] arXiv:1812.04591 [pdf, other]

Title: Ergodicity for a class of semilinear stochastic partial differential equations

Zhao Dong, Rangrang Zhang

Subjects: Probability (math.PR)

[89] arXiv:1812.04775 [pdf, other]

Title: Replace-after-Fixed-or-Random-Time Extensions of the Poisson Process

James E. Marengo (1), Joseph G. Voelkel (1), David L. Farnsworth (1), Kimberlee S. M. Keithley (2) ((1) Rochester Institute of Technology, (2) University of California at Santa Barbara)

Subjects: Probability (math.PR)

[90] arXiv:1812.04938 [pdf, other]

Title: Limit of 1-Dimensional Mixed-Mechanism Interacting Particle System Model

Tong Zhao

Comments: 24 pages

Subjects: Probability (math.PR)

[91] arXiv:1812.05019 [pdf, other]

Title: A Central Limit Theorem for the stochastic wave equation with fractional noise

Francisco Delgado-Vences, David Nualart, Guangqu Zheng

Comments: V3: Typos fixed, a reference for two-parameter Clark-Ocone formula is added

Journal-ref: Ann. Inst. H. Poincar\'e Probab. Statist. Volume 56, Number 4 (2020), 3020-3042

Subjects: Probability (math.PR)

[92] arXiv:1812.05026 [pdf, other]

Title: A Fourier-based Picard-iteration approach for a class of McKean-Vlasov SDEs with L\'evy jumps

Ankush Agarwal, Stefano Pagliarani

Subjects: Probability (math.PR)

[93] arXiv:1812.05066 [pdf, other]

Title: The generalized TAP free energy

Wei-Kuo Chen, Dmitry Panchenko, Eliran Subag

Journal-ref: Pure and Applied Mathematics 76 (7), 1329-1415 (2023)

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

[94] arXiv:1812.05076 [pdf, other]

Title: Averaging principle for equation driven by a stochastic measure

Vadym Radchenko

Journal-ref: Stochastics, 91 (2018), 905-915

Subjects: Probability (math.PR)

[95] arXiv:1812.05128 [pdf, other]

Title: Observing a L\'evy process up to a stopping time

Matija Vidmar

Subjects: Probability (math.PR)

[96] arXiv:1812.05137 [pdf, other]

Title: Averaging principle for the heat equation driven by a general stochastic measure

Vadym Radchenko

Journal-ref: Statistics & Probability Letters, Volume 146, March 2019, Pages 224-230

Subjects: Probability (math.PR)

[97] arXiv:1812.05174 [pdf, other]

Title: Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities

Jeremiah Birrell, Luc Rey-Bellet

Comments: 37 pages

Subjects: Probability (math.PR)

[98] arXiv:1812.05198 [pdf, other]

Title: Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions

Arnulf Jentzen, Felix Lindner, Primož Pušnik

Comments: 25 pages

Journal-ref: Numer. Algorithms 85 (2020), no. 4, 1447-1473

Subjects: Probability (math.PR)

[99] arXiv:1812.05274 [pdf, other]

Title: On some threshold-one attractive interacting particle systems on homogeneous trees

Yingxin Mu, Yuan Zhang

Comments: 29 pages

Subjects: Probability (math.PR)

[100] arXiv:1812.05310 [pdf, other]

Title: On the density of the supremum of the solution to the linear stochastic heat equation

Robert Dalang, Fei Pu

Subjects: Probability (math.PR)