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1657 papers in math.PR · page 10
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Exact formula derived for paired second moments in random flight
Exact formula for the 2-marginal second moment function of the multidimensional symmetric Markov random flight
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Consistent rank correlation matrices converge to semicircle law
Limiting spectral distributions of large consistent rank correlation matrices
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Rescaled minimal zero distances converge to Poisson process
Smallest distances between zeros of Gaussian analytic functions
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Fejér kernel powers create matrix-exponential distributions beating Erlang limit
Optimization-Free Concentrated Matrix-Exponentials
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Exact flux normalizes waiting time for expiring coupon collector
The Expiring Coupon Collector: Sliding-Window Surjection Flux and Rare-Entry Laws
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Counterexamples exceed conjectured cycle count in d-regular digraphs
Counterexamples to an Extremal Conjecture for Random Cycle-Factors
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Some d-regular digraphs exceed the conjectured cycle-factor maximum
Counterexamples to an Extremal Conjecture for Random Cycle-Factors
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Copula generator properties determine stochastic dominance for dependent systems
Stochastic Ordering of Dependent Systems under Transformation Models and Archimedean Copulas
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Partial products stabilize in Kiselman's semigroup
Dynamics, Random Products, and Ultrametric Geometry in Kiselman's Semigroup
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Plancherel trees reach height c log n in probability
Asymptotic height of Plancherel random trees
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Rates for Markov kernels bound variances of Lipschitz functions
Implications of weak convergence rates of Markov transition kernels
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Nonlinear Markov processes not fixed by one-dimensional marginals
Non-uniqueness of nonlinear Markov processes in the sense of McKean associated with parabolic PDEs
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Brownian tree conformal dimension is 1
The conformal dimension of the Brownian tree is one
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Random graphs with given degrees are connected whp if few low-degree vertices
What is The Probability That A Random Graph With A Given Degree Sequence is Connected?
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Splitting AVF yields smooth first-order PDF for generalized Langevin eqs
Splitting AVF method for generalized Langevin equations: probability density function and geometric ergodicity
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Griffiths inequalities hold for general gauge glasses on Nishimori line
Griffiths inequalities and Gibbs-Bogoliubov inequality for general gauge glasses with Gaussian disorder on Nishimori line
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Deviations from rational stopping diagnose psychological profiles
Holistic Decision-Making in Stopping Problems: Emphasizing Psychological Aspects
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Under RH, zeta exceeds (log T)^k on measure at most (log T)^{-k^2}
Conditional Upper Bounds for Large Deviations and Moments of the Riemann Zeta Function
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Arbitrary-variance SK spin glass has explicit free energy at high temperature
The SK model with a sparse variance profile: free energy and AMP algorithm for TAP equations at high temperature
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Hopfield hierarchy corrects stroke errors to retrieve concepts
A mathematical analysis of hierarchical Hopfield models
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Diffusion threshold MLE converges at n^{-(1+γ)/2} rate
Self-organized regime switching in null-recurrent dynamics
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Exact closed forms replace recursions for scan statistics
Exact Closed-Form Formulae for Linear and Circular Continuous Scan Statistics: $P_c(N - 1; N, w)$, $P_c(3; N, w)$, and $P(3; N, w)$
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Averaging fluctuations under fBM include extra Gaussian process
Fluctuation from averaging limit under fractional Brownian motion
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Optimal Kelly wealth growth equals bipolar KL limit
The optimal betting wealth growth rate
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Euler-Maruyama converges in Hölder norms for Lévy SDEs
Strong convergence rate of Euler-Maruyama approximations in temporal-spatial H\"older-norms for L\'evy-driven stochastic differential equations
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Euler-Maruyama converges in Hölder norms for Lévy SDEs
Strong convergence rate of Euler-Maruyama approximations in temporal-spatial H\"older-norms for L\'evy-driven stochastic differential equations
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Top Lyapunov exponent is real-analytic in probabilities with explicit polydisc
Quantitative Analyticity for Lyapunov Exponents of Random Products of Matrices with Explicit Polydiscs and Cauchy Coefficient Bounds
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Variance of m-set coupon collection time minimized at uniform probabilities
Terminal Defects, Growing Multiplicity, and Variance Extremality in the Double Dixie Cup Problem
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Random averages converge pointwise in non-commutative Lp spaces
Pointwise Convergence for Random Ergodic Averages in Non-commutative $L^p$-spaces
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Cylindrical projections converge strongly to occupied diffusions
Cylindrical Projections of Occupied Diffusions
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Segregation emerges from random moves without destination bias
Relocation without preference: A destination-agnostic Schelling-type metapopulation model
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Time-independent Lévy noise yields SPDE solutions with finite moments
SPDEs with time-independent L\'evy colored noise
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Contour-integral matrix sum determinant equals Fredholm det(I+K)
A determinant identity for the sum of contour integral matrices
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Disorder preserves BKT and roughening transitions
The impact of disorder and non-convex interactions on delocalisation of height functions
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SIRS epidemic threshold stays zero on power-law networks
Waning Immunity Fails to Restore a Positive Epidemic Threshold on Power-Law Networks
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Random regular bipartite maps converge to one-ended infinite limit
Local Limit of Random Regular Bipartite Planar Maps
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The paper shows that certain translated Rosenblatt paths on path space admit an…
Absolute continuity of Rosenblatt measures
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First-order bias bounds for stochastic gradient Langevin
Theoretical guarantees for stochastic gradient sampling methods via Gaussian convolution inequalities
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Max-degree thresholds in geometric graphs converge to Poisson limits
Limit distributions of the threshold radius for the maximum degree and the associated point configurations in random geometric graphs
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The paper defines CaTherine wheels as surjective continuous maps from a circle to a…
CaTherine wheels
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Parking search distance decays as power law with exponent 1/d
Asymptotics of Parking Search in Hyperfractal Networks
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Neural networks solve infinite-horizon BSDEs in high dimensions
Numerical approximation of Markovian BSDEs in infinite horizon and elliptic PDEs
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Weak solutions exist for distribution-dependent stochastic Volterra equations
Weak solutions to distribution-dependent stochastic Volterra equations
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True self-avoiding walks on trees turn transient above branching-ruin 1/2
"True" self-avoiding walks on general trees
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Heterogeneity forces ESG contracts to use sign-changing cross tilts
Optimal incentive scheme for ESG disclosure
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Tamed Euler scheme converges strongly for superlinear Lévy SDEs
Strong convergence and temporal-spatial regularity for tamed Euler approximations of L\'evy-driven SDEs
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Chaos-driven SDEs have absolutely continuous laws
Malliavin calculus and densities for chaos-driven stochastic differential equations
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Block size distributions in maps match atomic Liouville gravity
Liouville Quantum Duality and Random Planar Maps II
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Ruin probability as expectation under changed renewal measures
A characterization of ruin-inducing probability measures in a renewal risk model
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Lyapunov exponents of random GL(2,R) cocycles obey explicit Hölder continuity
Quantitative H\"older Regularity, Concentration, and Spectral Applications for Lyapunov Exponents of Random $\operatorname{GL}(2,\mathbb{R})$ Cocycles, with Extensions to $\operatorname{GL}(d,\mathbb{R})$