archive
Every paper Pith has read. Search by title, abstract, or pith.
1657 papers in math.PR · page 18
-
Error-function kernels limit Bergman kernels at droplet edges
A pluricomplex error-function kernel at the edge of polynomial Bergman kernels
-
Belief propagation gives log asymptotics for hypergraph lower tails
Non-existence probabilities and lower tails in the critical regime via Belief Propagation
-
The paper establishes a single necessary and sufficient condition for monotone Markov…
Stationary Distributions in Monotone Markov Models: Theory and Applications
-
Product TV distance bounded below by constant times averaged version
A homogenization principle for total variation
-
New method proposed for inference on fractional diffusions
Statistical Inference for Fractional Diffusions
-
Modified Stein method yields Berry-Esseen bounds for non-stationary mixing sequences
Berry-Esseen Bounds for Statistics of Non-Stationary, $\phi$-Mixing Random Variables
-
Weakly compact null sets admit power-one sequential tests
Power one sequential tests exist for weakly compact $\mathscr P$ against $\mathscr P^c$
-
Transport maps from GUE to multimatrix models expand in 1/N² powers
Asymptotic expansion for transport maps between laws of multimatrix models
-
Noncolliding Brownian paths show Airy limits at their maxima
The extreme statistics of some noncolliding Brownian processes
-
KPZ fixed point and Brownian motion share null sets on compacts
The KPZ fixed point and Brownian motion share the same null sets
-
Sub-Gaussian variables convex-dominated by 2.30952 G
The sharp one-dimensional convex sub-Gaussian comparison constant
-
Drifted Wiener sausage persistence obeys a law of large numbers
Persistence of the Wiener Sausage: Sampling Stability and a Law of Large Numbers for Drifted Planar Brownian Motion DRAFT -CURRENTLY UNDER REVIEW
-
Non-tangency condition ensures continuity of exit times
Exit times from time-dependent random domains: continuity, weak convergence, and exit-time profiles Draft -currently under review at Stochastic Processes and their Applications
-
Four modes classify first passage through a continuous barrier
First Passage through a Continuous Barrier: Pathwise Decomposition, Random-Time Structure, and Compensators
-
Localized coupling yields uniform ergodicity for branching process models
A localized coupling approach to interacting continuous-state branching processes
-
Plug-in estimator yields accurate diffusion samples from tilted laws
Generating DDPM-based Samples from Tilted Distributions
-
Shared noise makes variational filter singular
The Variational Approach in Filtering and Correlated Noise
-
Maximum principles characterize Nash equilibria in SPDE games
Nonzero-Sum Stochastic Differential Games for Controlled Convection-Diffusion SPDEs
-
Record sets match exactly on 132 and 231 avoidance classes
The record statistic and forward stability of Schubert products
-
Leibniz rule yields recursive estimators for queue derivatives
Augmenting Automatic Differentiation for a Single-Server Queue via the Leibniz Integral Rule
-
Hard-core partition function zero-free up to connective-constant threshold
Zero-Freeness of the Hard-Core Model with Bounded Connective Constant
-
Finite reservoirs yield Wentzell boundary conditions at critical rate
Finite reservoirs lead to Wentzell boundary conditions for independent random walks and exclusion process
-
Colored LIM reduces to classical LIM as correlation time vanishes
On the White-Noise Limit of the Colored Linear Inverse Model
-
Viscosity solutions of ruin equation are classical
Viscosity solutions of the integro-differential equation for the Cram\'er--Lundberg model with annuity payments and investments
-
Random P-polynomials' zeros converge to convex-analytic limit
Zeros of random $P$-polynomials in $\mathbb{C}^d$ with exponential profiles
-
Samplet bases converge to multiwavelets in infinite-data limit
Samplet limits and multiwavelets
-
Resetting suppresses FPT fluctuations in non-Markovian systems
Resetting optimized competitive first-passage outcomes in non-Markovian systems
-
Exact liminf constants derived for m-fold integrals of fractional Brownian motion
Chung-type laws of the iterated logarithm for $m$-fold weighted integrated fractional processes
-
Martingale Schrödinger bridge matches Föllmer martingale when irreducible
Bridging classical and martingale Schr\"odinger bridges
-
Regularized transport supports scale as ε to 1/(d(p-1)+2)
Sharp local sparsity of regularized optimal transport
-
Polynomial-size mABPs compute full-rank multilinear polynomials
An Unconditional Barrier for Proving Multilinear Algebraic Branching Program Lower Bounds
-
Quantitative CLT holds for integrated periodograms with long memory
Quantitative central limit theorem for an integrated periodogram via the fourth moment theorem
-
A probabilistic bin-packing method lets cloud schedulers overcommit VMs while bounding…
Hotspot-Aware Scheduling of Virtual Machines with Overcommitment for Ultimate Utilization in Cloud Datacenters
-
Policy gradient scheme prices options under volatility uncertainty
Stochastic Policy Gradient Methods in the Uncertain Volatility Model
-
Toda chain spectral measures obey large deviation principle
Large deviations of the periodic Toda chain
-
Musielak-Orlicz spaces bound cumulants in uncertain long-memory processes
A Musielak-Orlicz approach for modeling uncertainties in long-memory processes
-
HJ equations in random media reach ergodic limits at 1/2 rate
Quantification of ergodicity for Hamilton--Jacobi equations in a dynamic random environment
-
Optimize dividends in shifting economic regimes
Stochastic control with dividend payments and capital injections for Markov additive processes
-
Barrier strategies optimize dividends for general Markov additive processes
Stochastic control with dividend payments and capital injections for Markov additive processes
-
Lattice spin model scales to conserved stochastic Cahn-Hilliard
Stochastic Cahn--Hilliard Equations from One-Dimensional Ising--Kac--Kawasaki Dynamics
-
Oracle inequality gives sharp bounds for martingale field suprema
From a stochastic maximal inequality to infinite-dimensional martingales, towards high-dimensional statistics
-
Exact critical drift pins when random labels allow infinite increasing paths
Accessibility Percolation with Rough Mount Fuji labels
-
Explicit derivative formulas proven for det/Vandermonde ratios
Derivative relations for determinants, Pfaffians and characteristic polynomials in random matrix theory
-
Cutoff holds or fails in chi-squared projections of monomial Fokker-Planck
$\chi^2$-cut-off phenomenon for Galerkin projections of Fokker-Planck equations with monomial potentials
-
Universal MFPT for velocity jumps at low Knudsen numbers
Mean first passage times of higher-dimensional velocity jump processes
-
CLE yields exact four-point connectivities for percolation and FK-Ising
Boundary four-point connectivities of conformal loop ensembles
-
Modal exchangeability decomposes Kripke frames into orbit-directed credal measures
Modal Exchangeability: Centered Symmetry and the Credal Architecture of Kripke Frames
-
Uniform vector minimizes spectral gap in biased transposition chains
Spectral gap of biased adjacent-transposition chains
-
Finite-horizon conditioning equates Benes and drifted Brownian paths
Conditioning the tanh-drift process on first-passage times: Exact drifts, bridges, and process equivalences
-
Adjoint equations yield max principles for delayed Volterra control
New approach to optimal control of delayed stochastic Volterra integral equations