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Consider the Erdős-Renyi random graph on n vertices where each edge is present independently with probability c/n, with c>0 fixed. For large n, a typical random graph locally behaves like a Galton-Watson tree with Poisson offspring distribution with mean c.
Let T be a random triangle in a disk D of radius R (meaning that vertices are independent and uniform in D). We determine the bivariate density for two arbitrary sides a,b of T. In particular, we compute that E(a*b)=(0.837...)*R^2, which implies that Var(perimeter)=(0.649...)*R^2.
We consider excited random walk (ERW) on $\mathbb{Z}$ in environments with identical stacks of infinitely many cookies at each site, subject to the constraint that the total drift per site $\delta = \sum (2p_j - 1)$ is finite. Building on the methods of Kozma, Orenshtein, and Shinkar (<a href="https://arxiv.org/abs/13...
We consider a recurrent random walk in random environment on a regular tree. Under suitable general assumptions upon the distribution of the environment, we show that the walk exhibits an unusual slow movement: the order of magnitude of the walk in the first $n$ steps is $(\log n)^3$.
On the 1+2 dimensional lattice, we consider a directed polymer in a random Gaussian environment that is independent in time and correlated in space. The spatial correlation is supposed to decay as $(\log |x|)^a /|x|^{2}$, $a&gt;-1$, where the square in the polynomial is known to be critical (Lacoin, Ann.
We establish two-sided bounds for expectations of order statistics ($k$-th maxima) of moduli of coordinates of centered log-concave random vectors with uncorrelated coordinates. Our bounds are exact up to multiplicative universal constants in the unconditional case for all $k$ and in the isotropic case for $k \leq n-c...
In the spirit of previous of Albrecher, Hipp, Renaud and Zhou we consider a Lévy insurance risk model with tax payments of a more general structure than in the aforementioned papers that was also considered in \cite{ABBR}. In terms of scale functions, we establish three fundamental identities of interest which have st...
Totally symmetric self-complementary plane partitions (TSSCPPs) are boxed plane partitions with the maximum possible symmetry. We use the well-known representation of TSSCPPs as a dimer model on a honeycomb graph enclosed in one-twelfth of a hexagon with free boundary to express them as perfect matchings of a family o...
We consider random walks in a balanced i.i.d. random environment in $Z^d$ for $d\ge2$ and the corresponding discrete non-divergence form difference operators. We first obtain an exponential integrability of the heat kernel bounds.
The interacting quantum Bose gas is a random ensemble of many Brownian bridges (cycles) of various lengths with interactions between any pair of legs of the cycles. It is one of the standard mathematical models in which a proof for the famous Bose-Einstein condensation phase transition is sought for.
This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the system are derived, based on stochastic monotonicity and marginal drift propert...
We consider the hydrodynamic limit in the macroscopic regime of the coupled system of stochastic differential equations, $ d\lambda_t^i=\frac{1}{\sqrt{N}} dW_t^i - V&#39;(\lambda_t^i) dt+ \frac{\beta}{2N} \sum_{j\not=i} \frac{dt}{\lambda^i_t-\lambda^j_t}, \qquad i=1,\ldots,N, $ with $\beta&gt;1$, sometimes called gener...
Classical countably additive real-valued probabilities come at a philosophical cost: in many infinite situations, they assign the same probability value -- namely, zero -- to cases that are impossible as well as to cases that are possible. There are three non-classical approaches to probability that can avoid this dra...
Various ways for decision making with imprecise probabilities (admissibility, maximal expected utility, maximality, E-admissibility, $\Gamma$-maximax, $\Gamma$-maximin, all of which are well-known from the literature) are discussed and compared. We generalize a well-known sufficient condition for existence of optimal ...
Let $W$ be a nonnegative random variable with expectation $1$. For all $r \geqslant 2$, we consider the total mass $Z_r^\infty$ of the associated Mandelbrot multiplicative cascade in the $r$-ary tree.
Let \{X_1, X_2, ...\} be a sequence of positive independent and identically distributed random variables of Pareto-type with index \alpha&gt;0 and let \{N(t); t\geq 0\} be a mixed Poisson process independent of the X_i&#39;s. For t\geq 0, define T_{N(t)}:=\frac{X_1^2 + X_2^2 + ... + X_{N(t)}^2} {(X_1 + X_2 + ... + X_{...
Our main result is to establish stability of martingale couplings: suppose that $\pi$ is a martingale coupling with marginals $\mu, \nu$. Then, given approximating marginal measures $\tilde \mu \approx \mu, \tilde \nu\approx \nu$ in convex order, we show that there exists an approximating martingale coupling $\tilde\p...
In 2024, Daniel Litt posed a simple coinflip game pitting Alice&#39;s &#34;Heads-Heads&#34; vs Bob&#39;s &#34;Heads-Tails&#34;: who is more likely to win if they score 1 point per occurrence of their substring in a sequence of n fair coinflips? This attracted over 1 million views on X and quickly spawned several artic...
It is well known that certain fractional diffusion equations can be solved by the densities of stable Lévy motions. In this paper we use the classical semigroup approach for Lévy processes to define semi-fractional derivatives, which allows us to generalize this statement to semistable Lévy processes.
We study paths of time-length $t$ of a continuous-time random walk on $\mathbb Z^2$ subject to self-interaction that depends on the geometry of the walk range and a collection of random, uniformly positive and finite edge weights. The interaction enters through a Gibbs weight at inverse temperature $\beta$; the &#34;e...
In this note, we discuss the quantum Hele-Shaw flow, a random measure process in the complex plane introduced by the physicists <a href="http://P.Wiegmann" rel="external noopener nofollow" class="link-external link-http">this http URL</a>, A. Zabrodin, et al. This process arises in the theory of electronic droplets co...
In this paper we study the structure of the limit aggregate $A_\infty = \bigcup_{n\geq 0} A_n$ of the one-dimensional long range diffusion limited aggregation process defined in [AABK09]. We show (under some regularity conditions) that for walks with finite third moment $A_\infty$ has renewal structure and positive de...
In a series of papers [22-24] by Bufetov and Gorin, Schur generating functions as the Fourier transforms on the unitary group $U(N)$, are introduced to study the asymptotic behaviors of random $N$-particle systems. We introduce and study the Jack generating functions of random $N$-particle systems.
Despite the widespread usage of discrete generation Ensemble Kalman particle filtering methodology to solve nonlinear and high dimensional filtering and inverse problems, little is known about their mathematical foundations. As genetic-type particle filters (a.k.a. sequential Monte Carlo), this ensemble-type methodolo...
We study the asymptotic behavior of kernel estimators of asymptotic variances (or long-run variances) for a class of adaptive Markov chains. The convergence is studied both in $L^p$ and almost surely.
This paper introduces a class of backward stochastic differential equations (BSDEs), whose coefficients not only depend on the value of its solutions of the present but also the past and the future. For a sufficiently small time delay or a sufficiently small Lipschitz constant, the existence and uniqueness of such BSD...
We consider the random walk among random conductances on Z^d. We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity.
A cluster representation for a Hawkes process with renewal immigration is obtained. The centre and satellite processes are indicated as a renewal process and generalized branching processes respectively.
We consider diffusivity of random walks with transition probabilities depending on the number of consecutive traversals of the last traversed edge, the so called senile reinforced random walk (SeRW). In one dimension, the walk is known to be sub-diffusive with identity reinforcement function.
We consider a one-dimensional random walk $S_n$ having i.i.d. increments with zero mean and finite variance. We continue our study of asymptotic expansions for local probabilities $\mathbf P(S_n=x,\tau_0&gt;n)$, which has been started in \cite{DTW23}.
We investigate the sharp asymptotic behavior at criticality of the large fluctuations of extensive observables in renewal models of statistical mechanics, such as the Poland-Scheraga model of DNA denaturation, the Fisher-Felderhof model of fluids, the Wako-Saitô-Muñoz-Eaton model of protein folding, and the Tokar-Dreys...
In many medical and biological investigations, including genetics, it is typical to handle high dimensional data which can be viewed as a set of values of some factors and a binary response variable. For instance, the response variable can describe the state of a patient health and one often assumes that it depends on...
In this work we are concerned with the study of the strong order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces with additive noise. In particular the stochastic perturbations are general Wiener processes, i.e their covariance operators are allowed t...
We consider probability measures arising from the Cauchy summation identity for the LLT (Lascoux--Leclerc--Thibon) symmetric polynomials of rank $n \geq 1$. We study the asymptotic behaviour of these measures as one of the two sets of polynomials in the Cauchy identity stays fixed, while the other one grows to infinit...
We show that any pair $X, Y$ of independent, non-compactly supported random variables on $[0,\infty)$ satisfies $\liminf_{m\to\infty} \mathbb{P}(\min(X,Y) &gt;m \,| \,X+Y&gt; 2m) =0$. We conjecture multi-variate and weighted generalizations of this result, and prove them under the additional assumption that the random...
We determine the asymptotics for the variance of the number of zeros of random linear combinations of orthogonal polynomials of degree $\leq n$ in subintervals $\left [ a,b\right ] $ of the support of the underlying orthogonality measure $\mu $. We show that, as $n\rightarrow \infty $, this variance is asymptotic to $...
We study the porosity properties of fractal percolation sets $E\subset\mathbb{R}^d$. Among other things, for all $0&lt;\varepsilon&lt;\tfrac12$, we obtain dimension bounds for the set of exceptional points where the upper porosity of $E$ is less than $\tfrac12-\varepsilon$, or the lower porosity is larger than $\varep...
The Tanaka equation $dX_t={\operatorname{sign}}(X_t)\,dB_t$ is an example of a stochastic differential equation (SDE) without strong solution. Hence pathwise uniqueness does not hold for this equation.
In this paper, we consider a two-dimensional sticky Brownian motion. Sticky Brownian motions can be viewed as time-changed semimartingale reflecting Brownian motions, which find applications in many areas including queueing theory and mathematical finance.
The purpose of this article is to give a rather thorough understanding of the compact support property for measure-valued diffusion processes corresponding to semi-linear equations of the form \[&amp; u_t=Lu+\beta u-\alpha u^p \text{in} R^d\times (0,\infty), p\in(1,2]; &amp;u(x,0)=f(x) \text{in} R^d; &amp;u(x,t)\ge0 \t...
Suppose $d\ge 2$ and $0&lt;\beta&lt;\alpha&lt;2$. We consider the non-local operator $\mathcal{L}^{b}=\Delta^{\alpha/2}+\mathcal{S}^{b}$, where $$\mathcal{S}^{b}f(x):=\lim_{\varepsilon\to 0}\mathcal{A}(d,-\beta)\int_{|z|&gt;\varepsilon}\left(f(x+z)-f(x)\right)\frac{b(x,z)}{|z|^{d+\beta}}\,dy.
We consider finite-state time-nonhomogeneous Markov chains where the probability of moving from state $i$ to state $j\neq i$ at time $n$ is $G(i,j)/n^\zeta$ for a ``generator&#39;&#39; matrix $G$ and strength parameter $\zeta&gt;0$. In these chains, as time grows, the positions are less and less likely to change, and ...
We introduce dynamical versions of loop (or Dyson-Schwinger) equations for large families of two--dimensional interacting particle systems, including Dyson Brownian motion, Nonintersecting Bernoulli/Poisson random walks, $\beta$--corners processes, uniform and Jack-deformed measures on Gelfand-Tsetlin patterns, Macdona...
Let $J(t)$ be the the integrated flux of particles in the symmetric simple exclusion process starting with the product invariant measure $\nu_\rho$ with density $\rho$. We compute its rescaled asymptotic variance: \[ \lim_{t\to\infty} t^{-1/2} \V J(t) = \sqrt{2/\pi} (1-\rho)\rho \] Furthermore we show that $t^{-1/4}J(...
A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for exponential mean square stability of the linear part of the considered nonlinear equation...
In a recent paper by two of the authors, the concepts of upwards and downwards $\epsilon$-movability were introduced, mainly as a technical tool for studying dynamical percolation of interacting particle systems. In this paper, we further explore these concepts which can be seen as refinements or quantifications of st...
Let G_n be a sequence of finite transitive graphs with vertex degree d=d(n) and |G_n|=n. Denote by p^t(v,v) the return probability after t steps of the non-backtracking random walk on G_n.
We modify the classical Bernstein&#39;s inequality for the sums of independent centered random variables (r.v.) in the terms of relative tails or moments. We built also some examples in order to show the exactness of offered results.
Using a recently developed method for proving asymptotics via orthogonal polynomial duality <a href="https://arxiv.org/abs/2305.17602" data-arxiv-id="2305.17602" class="link-https">arXiv:2305.17602</a>, we prove that the dynamic ASEP introduced in <a href="https://arxiv.org/abs/1701.05239" data-arxiv-id="1701.05239" cl...
We pursue the study of the Curie-Weiss model of self-organized criticality we designed in <a href="https://arxiv.org/abs/1301.6911" data-arxiv-id="1301.6911" class="link-https">arXiv:1301.6911</a>. We extend our results to more general interaction functions and we prove that, for a class of symmetric distributions sat...
We give a characterization of optimal transport plans for a variant of the usual quadratic transport cost introduced in [33]. Optimal plans are composition of a deterministic transport given by the gradient of a continuously differentiable convex function followed by a martingale coupling.
In this paper, we are concerned with the problem of existence of solutions for generalized reflected backward stochastic differential equations (GRBSDEs for short) and generalized backward stochastic differential equations (GBSDEs for short) when the generator $fds + gdA_s$ is continuous with general growth with respec...
We consider random walks indexed by arbitrary finite random or deterministic trees. We derive a simple sufficient criterion which ensures that the maximal displacement of the tree-indexed random walk is determined by a single large jump.
In this paper we show that the closure of a random sample for a k-dimensional random vector is almost surely a deterministic set of all heavy points of the distribution. A heavy point is defined to be a point for which all its neighborhoods have positive probability.
By combining the formalism of \cite{RHE} with a discrete approach close to the considerations of \cite{Davie}, we interpret and solve the rough partial differential equation $dy_t=A y_t \, dt+\sum_{i=1}^m f_i(y_t) \, dx^i_t$ ($t\in [0,T]$) on a compact domain $\mathcal{O}$ of $\R^n$, where $A$ is a rather general ellip...
When can a unimodular random planar graph be drawn in the Euclidean or the hyperbolic plane in a way that the distribution of the random drawing is isometry-invariant? This question was answered for one-ended unimodular graphs in \cite{benjamini2019invariant}, using the fact that such graphs automatically have locally...
We consider a sequence of finite irreducible Markov chains with exponentially small transition rates: the transition graph is a fixed, finite, strongly connected directed graph; the transition rates decay exponentially on a paramenter N with a given rate that varies from edge to edge. The stationary equation uniquely ...
Infinite horizon backward stochastic Volterra integral equations (BSVIEs for short) are investigated. We prove the existence and uniqueness of the adapted M-solution in a weighted $L^2$-space.
We prove limit theorems for rescaled occupation time fluctuations of a (d,alpha,beta)-branching particle system (particles moving in R^d according to a spherically symmetric alpha-stable Levy process, (1+beta)-branching, 0&lt;beta&lt;1, uniform Poisson initial state), in the cases of critical dimension, d=alpha(1+beta)...
We define and study a family of Markov processes with state space the compact set of all partitions of N that we call exchangeable fragmentation-coalescence processes. They can be viewed as a combination of exchangeable fragmentation as defined by Bertoin and of homogenous coalescence as defined by Pitman and Schweins...
The principal results of this contribution are the weak and strong limits of maxima of contracted stationary Gaussian random sequences. Due to the random contraction we introduce a modified Berman condition which is sufficient for the weak convergence of the maxima of the scaled sample.
We investigate possible generalizations of the de Finetti theorem to bi-free probability. We first introduce a twisted action of the quantum permutation groups corresponding to the combinatorics of bi-freeness.
This paper studies a higher dimensional generalization of Frieze&#39;s $\zeta(3)$-limit theorem in the Erdös-Rényi graph process. Frieze&#39;s theorem states that the expected weight of the minimum spanning tree converges to $\zeta(3)$ as the number of vertices goes to infinity.
A sequence $(X_N ) \subset \mathbb S^d$ of N-point sets from the d-dimensional sphere has QMC strength $s^*&gt;d/2$ if it has worst-case error of optimal order, $N^{s/d}$, for Sobolev spaces of order $s$ for all $d/2 &lt; s &lt; s^*$ , and the order is not optimal for $s &gt; s^*$ . In <a href="https://arxiv.org/abs/1...
In this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumptions on the spatial motion, the branching and immigration mechanisms, we prove the existence and uniqueness of an invariant measure for the co...
We identify a fundamental phenomenon of heterogeneous one dimensional random walks: the escape (traversal) time is maximized when the heterogeneity in transition probabilities forms a pyramid-like potential barrier. This barrier corresponds to a distinct arrangement of transition probabilities, sometimes referred to a...
We are looking at the stochastic heat and wave equations with different types of fractional noise. We are interested in the intermittency property and Lyapunov exponent for the solution.
We consider the continuum Widom-Rowlinson model under independent spin-flip dynamics and investigate whether and when the time-evolved point process has an (almost) quasilocal specification (Gibbs-property of the time-evolved measure). Our study provides a first analysis of a Gibbs-non-Gibbs transition for point parti...
We study limit theorems for time-dependent averages of the form $X_t:=\frac{1}{2L(t)}\int_{-L(t)}^{L(t)} u(t, x) \, dx$, as $t\to \infty$, where $L(t)=\exp(\lambda t)$ and $u(t, x)$ is the solution to a stochastic heat equation on $\mathbb{R}_+\times \mathbb{R}$ driven by space-time white noise with $u_0(x)=1$ for all ...
Let $\mathbf{W}\in\mathbb{C}^{n\times n}$ be a {\it single-spiked} Wishart matrix in the class $\mathbf{W}\sim \mathcal{CW}_n(m,\mathbf{I}_n+ \theta \mathbf{v}\mathbf{v}^\dagger) $ with $m\geq n$, where $\mathbf{I}_n$ is the $n\times n$ identity matrix, $\mathbf{v}\in\mathbb{C}^{n\times 1}$ is an arbitrary vector with ...
We prove a fluid limit for the coarsening phase of the condensing zero-range process on a finite number of sites. When time and occupation per site are linearly rescaled by the total number of particles, the evolution of the process is described by a piecewise linear trajectory in the simplex indexed by the sites.
We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang&#39;s dimension-free Harnack inequality \cite{MR1481127}. The strong Feller property for the corresponding segment process is also obtained.
In the present paper, we study central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a point of view of discrete geometric analysis developed by Kotani and Sunada. We establish a semigroup CLT for a non-symmetric random walk on a nilpotent covering graph.
A polynomial ensemble is a probability density function for the position of $n$ real particles of the form $\frac{1}{Z_n} \, \prod_{j&lt;k} (x_k-x_j) \, \det \left[ f_k (x_j) \right]_{j,k=1}^n$, for certain functions $f_1, \ldots, f_n$. Such ensembles appear frequently as the joint eigenvalue density of random matrice...
In this paper, we study the strong and weak convergence rates for multi-scale one-dimensional stochastic Burgers equation. Based on the techniques of Galerkin approximation, Kolmogorov equation and Poisson equation, we obtain the slow component strongly and weakly converges to the solution of the corresponding average...
This paper proves a matrix model for the Wishart Ensemble with general covariance and general dimension parameter beta. In so doing, we introduce a new and elegant definition of Jack polynomials.
We obtain a closed-form formula for the quasi-stationary distribution of the classical Shiryaev martingale diffusion considered on the positive half-line $[A,+\infty)$ with $A&gt;0$ fixed; the state space&#39;s left endpoint is assumed to be the killing boundary. The formula is obtained analytically as the solution of...
We showed that the SLE bubble measure recently constructed by Zhan arises naturally from the conformal welding of two Liouville quantum gravity (LQG) disks. The proof relies on (1) a &#34;quantum version&#34; of the limiting construction of the SLE bubble, (2) the conformal welding between quantum triangles and quantu...
We study bond percolation for a family of infinite hyperbolic graphs. We relate percolation to the appearance of homology in finite versions of these graphs.
We investigate the regularity of shot noise series and of Poisson integrals. We give conditions for the absolute continuity of their law with respect to Lebesgue measure and for their continuity in total variation norm.
We prove a very general sharp inequality of the Hölder--Young--type for functions defined on infinite dimensional Gaussian spaces. We begin by considering a family of commutative products for functions which interpolates between the point--wise and Wick products; this family arises naturally in the context of stochast...
Let (X_t, t &gt;=0) be a Levy process started at 0, with Levy measure nu, and T_x the first hitting time of level x&gt;0: T_x := inf{t&gt;=0; X_t&gt;x}. Let F(theta,mu,rho,.) be the joint Laplace transform of (T_x, K_x, L_x): F(theta,mu,rho,x) := E (e^{-theta T_x - mu K_x - rho L_x} 1_{T_x&lt;+infinity}), where theta&...
The aim of this note is to show, by providing an elementary way to construct counter-examples, that the strong Feller and the joint (space-time) continuity for a semigroup of Markov kernels on a Polish space are not enough to ensure the existence of an associated càdlàg Markov process on the same space. One such simpl...
Following recent developments in the application of Stein&#39;s method in queueing theory, this paper is intended to be a short treatment showing how Stein&#39;s method can be developed and applied to the single server queue in heavy traffic. Here we provide two approaches to this approximation: one based on equilibri...
Many species live in colonies that prosper for a while and then collapse. After the collapse the colony survivors disperse randomly and found new colonies that may or may not make it depending on the new environment they find.
A consequence of de Finetti&#39;s representation theorem is that for every infinite sequence of exchangeable 0-1 random variables $(X_k)_{k\geq1}$, there exists a probability measure $\mu$ on the Borel sets of $[0,1]$ such that $\bar X_n = n^{-1} \sum_{i=1}^n X_i$ converges weakly to $\mu$. For a wide class of probabi...
Consider a centered smooth Gaussian random field $\{X(t), t\in T \}$ with a general (nonconstant) variance function. In this work, we demonstrate that as $u \to \infty$, the excursion probability $\mathbb{P}\{\sup_{t\in T} X(t) \geq u\}$ can be accurately approximated by $\mathbb{E}\{\chi(A_u)\}$ such that the error d...
We show that the Lagrangian flow associated with the stochastic 3D primitive equations (PEs) with non-degenerate noise is chaotic, i.e., the corresponding top Lyapunov exponent is strictly positive almost surely. This result builds on the landmark work by Bedrossian, Blumenthal, and Punshon-Smith on Lagrangian chaos i...
We consider controlled martingales with bounded steps where the controller is allowed at each step to choose the distribution of the next step, and where the goal is to hit a fixed ball at the origin at time $n$. We show that the algebraic rate of decay (as $n$ increases to infinity) of the value function in the discr...
Consider a convex body $C \subset \mathbb{R}^d$. Let $X$ be a random point with uniform distribution in $[0,1]^d$.
In this paper, we shall discuss the extendability of probability and non-probability measures on Cayley trees to a $\sigma$-additive measure on Borel fields which has a fundamental role in the theory of Gibbs measures.
The aim of this short article is to convey the basic idea of the original paper [3], without going into too much detail, about how to derive sharp asymptotics of the gyration radius for random walk, self-avoiding walk and oriented percolation above the model-dependent upper critical dimension.
The investigation asymptotic limits on associated data mainly focused on limit theorems of summands of associated data and on the related invariance principles. In a series of papers, we are going to set the general frame of the theory by considering an arbitrary infinitely decomposable (divisible) limit law for summa...
Let $\aip(t)$ be the Airy$_2$ process. We show that the random variable [\sup_{t\leq\alpha}\{aip(t)-t^2}+\min{0,\alpha}^2] has the same distribution as the one-point marginal of the Airy$_{2\to1}$ process at time $\alpha$.
Connections between a system of Forward-Backward SDEs and Backward Stochastic PDEs related to the utility maximiza- tion problem is established. Besides, we derive another version of FBSDE of the same problem and prove an existence of a solution
Given a square integrable m-dimensional random variable $X$ on a probability space $(\Omega. \mathcal F,\Pr)$ and a sub sigma algebra $\mathcal A$, we show that there exists another m-dimensional random variable $Y$, independent of $\mathcal A$ and minimising the $L^2$ distance to $X$.
We study the discrepancy between the distribution of a vector-valued functional of i.i.d. random elements and that of a Gaussian vector. Our main contribution is an explicit bound on the convex distance between the two distributions, holding in every dimension.
We give bounds in total variation distance for random walks associated to pure central states on free orthogonal quantum groups. As a consequence, we prove that the analogue of the uniform plane Kac walk on this quantum group has a cut-off at $N\ln(N)/2(1-\cos(\theta))$.
We establish an abstract local ergodic theorem, under suitable space-time scaling, for the (boundary-driven) symmetric exclusion process on an increasing sequence of balls covering an infinite weighted graph. The proofs are based on 1-block and 2-blocks estimates utilizing the resistance structure of the graph; the mo...
A randomized scheme that succeeds with probability $1-\delta$ (for any $\delta&gt;0$) has been devised to construct (1) an equidistributed $\epsilon$-cover of a compact Riemannian symmetric space $\mathbb M$ of dimension $d_{\mathbb M}$ and antipodal dimension $\bar{d}_{\mathbb M}$, and (2) an approximate $(\lambda_r,2...