archive
Every paper Pith has read. Search by title, abstract, or pith.
1657 papers in math.PR · page 11
-
Generator weights from triangular inversion characterize signed tail compatibility
A Geometric Witness Framework for Signed Multivariate Tail-Dependence Compatibility: Asymptotic Structure and Finite-Threshold Synthesis
-
Measure-preserving drifts enable arbitrarily fast entropy decay
Accelerating sampling via asymptotic relaxation enhancing flows
-
The paper introduces a new metric on counting measures to define a Wasserstein distance…
Wasserstein convergence rates for empirical measures of point processes
-
Repeated-card transpositions converge via Gaussian cutoff profile
The Cutoff Profile for Random Transpositions on Repeated Cards in the Full Range of Parameters
-
Pathwise uniqueness fails for negative-Hölder drifts in SDEs
Sharp pathwise nonuniqueness for additive SDEs
-
Kac's walk on rotations mixes in n² log n steps
Kac's walk on rotation matrices mixes in $n^2 \log n$ steps
-
Filtering passes equal longest decreasing subsequence length
Recursive Record Filtering and Longest Decreasing Subsequences
-
Mixing conditions give explicit lower bounds on finite union probabilities
Finite-sample Borel--Cantelli inequalities under mixing conditions
-
Mallows perms avoiding length-3 patterns converge to explicit permutons
Large deviation principles for pattern-avoiding permutations, and limit shapes for constrained Mallows permutations
-
Eigenvectors spread gradually in coupled Ginibre matrices
Gradual eigenvector ergodization in coupled Ginibre matrices
-
Quadratic doubly reflected G-BSDEs admit unique solutions
Doubly Reflected Backward SDEs Driven by $G$-Brownian Motion with Quadratic Generator
-
Three scaling regimes for Lév y walks with random velocities
Scaling limits of L\'evy walks with random velocities
-
Formulas derived for mean waits in discrete priority queues
Mean Waiting Times in Discrete-Time Priority Queues with Geometrically Distributed Idle Periods
-
Probabilistic assumptions prove Mertens growth |M(x)| / √x
Picking up the partial sums of the M\"{o}bius function problem with probabilistic number theory
-
Drifted Brownian motion is invariant for open KPZ
Invariant measures for the open KPZ equation: the Gaussian case
-
Sinkhorn rescaling of random matrices converges to Schrödinger bridge
Scaling limit of Sinkhorn-rescaled Random Matrices via Stability of Static Schr\"odinger Bridges
-
O(n) random numbers condition any matrix to O(n)
Well-Conditioned Oblivious Perturbations in Linear Space
-
Dice-sum hitting time to squares computed to 1017 decimals
High-Precision Framework for Expected Hitting Times Analysis in the Dice-Sum Process
-
Matrix semicircle non-singular at zero iff pencil LR-semisimple
An algebraic characterization of non-singular matrix semicircles
-
Quantum gases become classical particle gases in large-mass limit
The large-mass limit of interacting quantum gases in the continuum
-
One-head strategy is optimal for heads-biased coins
Optimal strategies in the all-heads coin game
-
Peer-to-peer grids obey transport lower bounds and monoid reduction rules
Mathematical Foundations for Peer-to-Peer Lattice Computation
-
Smooth densities give optimal transport strict cost curvature
Curvature of optimal transport with respect to the cost and applications to inverse optimal transport
-
Parity polytopes fix sharp bounds on random products
Sharp bounds for products of dependent random variables
-
Scale function gives exact hitting probabilities for reset random walk
Analysis of an Inhomogeneous Random Walk with Spatial Decay of Transition Probabilities and Parameter Renewal per Excursion
-
Discrete Poisson hyperbolic staircase yields closed-form distributions
Poisson Hyperbolic Staircase in Discrete Time
-
Random eigenfunctions balance signs above energy-linked scale
Sign-balance of random Laplace eigenfunctions
-
Random eigenfunctions keep signs balanced above energy scale
Sign-balance of random Laplace eigenfunctions
-
Signatures give closed-form Malliavin calculus for Itô processes
Malliavin calculus for signatures with applications to finance
-
Small-noise limit derived for multi-scale super-linear McKean-Vlasov systems
Asymptotics of Multi-Scale McKean--Vlasov Diffusions with Super-Linear Kernels: a Lifted Semigroup Approach
-
SPDE stationary solutions satisfy Freidlin-Wentzell LDP
Large deviation principles for the stationary solutions and invariant measures of a class of SPDE with locally monotone coefficients
-
Adapted Wasserstein barycenters of Gaussians are Gaussian
Adapted Wasserstein Barycenters of Gaussian Processes
-
Truncated moment limit characterizes local large deviations
On necessary and sufficient conditions for the local large deviation principle
-
Adapted Wasserstein for filtered Gaussians reduces to Procrustes problem
Adapted Optimal Transport between Filtered Gaussian Processes
-
Reflected G-SDEs gain unique solutions via Skorokhod problem
Reflected Stochastic Differential Equations Driven by G-Brownian Motion with Nonlinear Constraints
-
Compressions drive Brown measures of R-diagonal vars to unit disc
Free compressions of R-diagonal random variables and the semigroup of Brown measures
-
Bounded noise turns regular neuron firing into irregular bursts
Noise-accelerated Kramers Escape and Coherence Resonance in a 5D Neural Manifold
-
Speed gaps separate color contractions in mixed Klein-Gordon operators
Color--Phase Separation for Mixed Random Operators in Two-Speed Stochastic Klein--Gordon Systems
-
Tensor estimate yields local paracontrolled solutions for cross-interacting waves
Color--Phase Separation for Mixed Random Operators in Two-Speed Stochastic Klein--Gordon Systems
-
Speed gaps produce finite Volterra multipliers for mixed stochastic operators
Color--Phase Separation for Mixed Random Operators in Two-Speed Stochastic Klein--Gordon Systems
-
Fréchet distance history explains modern AI evaluation metric
A Brief History of Fr\'echet Distances: From Curves and Probability Laws to FID
-
Extended HMM models operational risk ties to macro variables
Modeling dependency between operational risk losses and macroeconomic variables using Hidden Markov Models
-
Potts model at transition: disordered layer boundaries converge to non-intersecting paths
Discontinuous transition in 2D Potts: II. Order-Order Interface convergence
-
Non-irreducible Markov chains satisfy weak LDP for empirical measures
Large deviations for non-irreducible Markov chains on Euclidean spaces
-
Lévy-driven hydro equations gain unique weak random attractors
Long-time dynamics of stochastic 2D hydrodynamic-type evolution equations driven by multiplicative L\'{e}vy noise
-
Renormalized quantum Bose gas yields classical Gibbs measure for 2D fractional Bessel
Derivation of Gibbs measure from Gibbs state with the fractional Bessel interaction in Two Dimensions
-
Entropic OT selects unique plan on each Euclidean transport ray
Entropic regularization of Monge's problem
-
The paper introduces an algorithm that generates random graphs with prescribed expected…
Efficient generation of expected-degree graphs via edge-arrivals
-
Pasting construction gives pathwise uniqueness for singular threshold SDEs
Existence and uniqueness for singular stochastic differential equations with piecewise well-behaved coefficients
-
Continuous percolation has Euclidean chemical distances for most levels
Shadow and percolation III: chemical distance in continuous landscapes with correlations