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Every paper Pith has read. Search by title, abstract, or pith.
1657 papers in math.PR · page 9
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Decentralized MCMC converges in Wasserstein distance for constrained distributions
Decentralized Proximal Stochastic Gradient Langevin Dynamics
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Merton problem solved via Riccati equations in Volterra models with jumps
Optimal Merton's Problem under Multivariate Affine Volterra Models with Jumps
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Symmetric reset sites remove rate dependence from ruin probability
Spectral Duality and Reset-Neutral Distributions in Random Walks with Multi-Site Geometric Resetting
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Condensates converge to coalescing Brownian motions
Convergence of the Condensing Symmetric Inclusion Process on the Torus in the Thermodynamical Limit to Coalescing Brownian Motions
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Supersymmetric reduction recasts Royen's Gaussian inequality proof
Royen's proof of the Gaussian correlation inequality as a supersymmetric dimensional reduction
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MDP value functions are rescaled PageRank vectors on reversed chains
Linking PageRank, Time Reversal, and Policy Evaluation
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CLT holds for Diophantine approximation with non-Liouville shifts
Effective multi-equidistribution for translates of unipotent flows and Central limit theorems in inhomogeneous Diophantine approximation
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KdV obeys large deviations principle for extremes over polynomial times
Almost global large deviations principle for the KdV equation
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Coupled neural nets price American options under Heston
American Options Pricing under Heston Model via Curriculum Learning in Coupled PINNs
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Monte Carlo paths and neural nets solve fractional PDEs up to dimension 100
Deep-Picard Iteration for Space-time Fractional Diffusion PDEs
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Wasserstein distance equals Sobolev norm of k-plane data
Stability Estimates for the $k$-plane Transform on Measures and a H\"older-Type Comparison Between Wasserstein and Max-Sliced Wasserstein Distances
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Markov chains weighted by von Mangoldt prove Erdős conjectures
Primitive sets and von Mangoldt chains: Erd\H{o}s Problem #1196 and beyond
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1D activated random walk reaches self-organized critical state
Activated random walk exhibits self-organized criticality
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Bivariate observation simplifies stock return MLE to regression
Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
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Greedy dueling sequence converges to Thue-Morse at specific rate
The speed of convergence in greedy Galois games
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Finite windows suffice for near-optimal decentralized control
Approximations and Learning for Decentralized Stochastic Control and Near Optimal Finite Window Policies
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Negative Lyapunov exponent implies unique replacement for quantum channel products
Asymptotic Replacement for Quantum Channel Products with Applications to Inhomogeneous Matrix Product States
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Contact models persist without birth-death balance
Persistence in perturbed contact models in continuum
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Area under ROC equals probability of ranking positive above negative
A Review of the Receiver Operating Characteristic Curve and a Proof About the Area Beneath It
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Graph theory yields mutual linearity for Markov transients
Graph theoretic derivation of mutual linearity for transient probabilities and hitting time distributions in Markov networks
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SIRS survives exponentially long on sparse random networks
Supercriticality of the SIRS on random networks
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Probability a random permutation fixes a k-set decays like k to the -0.086
The proportion of permutations fixing a $k$-set
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Natural condition ensures mean-square dissipativity for SDEs
Mean-square Stability and Bifurcations for Dissipative SDEs
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Reduced SPDEs reproduce opinion clustering at lower cost
Clustering in co-evolving opinion dynamics: reduced SPDE models
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Explicit Laplace transform for stationary reflecting Brownian motion
Stationary Distribution of Brownian Motion in the Half-Plane with Two-sided Reflections
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Fast Markov switching turns stochastic Robin heat equation deterministic
Time-dependent Robin heat equation via Markovian switching
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Expected 3D hyperbolic polytope volume equals π(n/2 minus harmonic sum)
Expected hyperbolic volumes of random beta polytopes
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Gårding polynomials extend real stability to more matroid functions
G{\aa}rding Polynomials
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Gårding polynomials extend real stable class to new matroids
G{\aa}rding Polynomials
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Multifractional stable motion allows arbitrary random Hurst functions
Multifractional Stable Motion with Random Hurst Exponent
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New quarticity estimator achieves stable CLT at rate 1/sqrt(Δ_n)
A note on estimation of quarticity based on spot volatility
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Itô formula for p-variation paths with jumps at any regularity
Jump It\^o-type formula with arbitrary regularity
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Rising GUE from fixed start reaches sine kernel in polylog time
Rising GUE Eigenvalue Process from a Fixed Level
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No p+1 random sticks form a polygon with Fibonacci reciprocal probability
Fibonacci numbers and the probability of polygon formation using random length sticks
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Maximal action in Brownian potential scales as a ln L + O(1)
Quantitative homogenization of the maximal action of curves in a Brownian potential
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Uniform log-MGF condition yields conditional local LDP for processes
On large deviation principles for general random processes
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Linear response yields explicit optimal drift perturbations on the torus
Optimal response for stochastic differential equations in $\mathbb{T}^d$ with perturbations on the drift term
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Estimators stay consistent on subsampled slow-fast data
Statistical Inference for Homogenization Limits Driven by Wiener or Hermite Processes
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DHN sampler mixes in O(n) steps for unimodal distributions
An Analysis of the Diaconis-Holmes-Neal Markov Chain Sampler Under Generalized Unimodal Underlying Probabilities
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Distant players can be ignored for accurate strategies in sparse games
On the unimportance of distant players in sparse stochastic differential network games
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Matrix concentration inequalities bound random matrices for computation
Applied Random Matrix Theory
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Degree and distance contact rules slow epidemic growth
Degree-dependent and distance-dependent contact rates interpolate between explosive, exponential and polynomial epidemic growth
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Sphere sampling yields closed-form zeroth-order steps for quadratic quotients
Generalization of Zeroth-Order Method for Quotients of Quadratic Functions
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Transformers converge to noise-synchronized particle systems
Stochastic Scaling Limits and Synchronization by Noise in Deep Transformer Models
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The paper proves that any random variable whose moment generating function is bounded…
Sharp One-Dimensional Sub-Gaussian Comparison in Convex Order
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The paper proves that for p at least 4 and suitable initial probability densities
Probabilistic representation of solutions to the parabolic $p$-Laplace equation
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The paper derives exact probability distributions
Probabilistic results for monoids of order-preserving transformations
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Stochastic heat equation with L2 constraint has unique strong solutions
Existence and uniqueness results of a stochastic nonlinear heat equation with a constraint of codimension one
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Stochastic Euler equations admit pathwise non-uniqueness in dimension two and higher
Non-uniqueness for the stochastic incompressible Euler equations with a passive tracer
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CLTs hold for random matrices with exploding moments
Spectrum of Random Matrices with Exploding Moments