Quantitative recurrence for $$T,T^{-1}$$ transformations

JOURNAL ARTICLE published 20 May 2024 in Probability Theory and Related Fields

Research funded by Agence Nationale de la Recherche (ANR-11-LABX-0020-01)

Authors: Françoise Pène | Benoît Saussol

Asymptotics of generalized Bessel functions and weight multiplicities via large deviations of radial Dunkl processes

JOURNAL ARTICLE published 19 May 2024 in Probability Theory and Related Fields

Research funded by Division of Mathematical Sciences (DMS-2054835,DMS-2103170)

Authors: Jiaoyang Huang | Colin McSwiggen

The Brownian transport map

JOURNAL ARTICLE published 16 May 2024 in Probability Theory and Related Fields

Research funded by European Research Council (803084) | NSF (DMS-1811735)

Authors: Dan Mikulincer | Yair Shenfeld

Inhomogeneous long-range percolation in the weak decay regime

JOURNAL ARTICLE published 15 May 2024 in Probability Theory and Related Fields

Authors: Christian Mönch

Minimal distance between random orbits

JOURNAL ARTICLE published 11 May 2024 in Probability Theory and Related Fields

Authors: Sébastien Gouëzel | Jérôme Rousseau | Manuel Stadlbauer

Joint Distributions of Generalized Integrable Increasing Processes and Their Generalized Compensators

JOURNAL ARTICLE published May 2024 in Theory of Probability & Its Applications

Authors: D. A. Borzykh

Utility Maximization of the Exponential Lévy Switching Models

JOURNAL ARTICLE published May 2024 in Theory of Probability & Its Applications

Authors: Y. Dong | L. Vostrikova

Infinite disorder renormalization fixed point for the continuum random field Ising chain

JOURNAL ARTICLE published 29 April 2024 in Probability Theory and Related Fields

Research funded by Agence Nationale de la Recherche (ANR-22-CE40-0012)

Authors: Orphée Collin | Giambattista Giacomin | Yueyun Hu

Equivalence of Maximum Likelihood and Modified Least Squares for Generalized Linear Model

BOOK CHAPTER published 23 April 2024 in Research Updates in Mathematics and Computer Science Vol. 5

Authors: Ahsene Lanani | Rahima Benchabi

Average-case analysis of the Gaussian elimination with partial pivoting

JOURNAL ARTICLE published 22 April 2024 in Probability Theory and Related Fields

Research funded by National Science Foundation (DMS 2054666) | Alfred P. Sloan Foundation (AWD-000089)

Authors: Han Huang | Konstantin Tikhomirov

Private measures, random walks, and synthetic data

JOURNAL ARTICLE published 20 April 2024 in Probability Theory and Related Fields

Research funded by Directorate for Mathematical and Physical Sciences (2140592,2027248) | Division of Computing and Communication Foundations (1934568,1954233,2027299) | Life Sciences Division, Army Research Office (76649-CS)

Authors: March Boedihardjo | Thomas Strohmer | Roman Vershynin

Dirichlet forms on unconstrained Sierpinski carpets

JOURNAL ARTICLE published 12 April 2024 in Probability Theory and Related Fields

Research funded by National Natural Science Foundation of China (12071213)

Authors: Shiping Cao | Hua Qiu

Nonlinear Fokker–Planck equations with fractional Laplacian and McKean–Vlasov SDEs with Lévy noise

JOURNAL ARTICLE published 12 April 2024 in Probability Theory and Related Fields

Research funded by Deutsche Forschungsgemeinschaft (SFB 1283/2 2021-317210226) | CNCS-UEFISCDI (PN-III-P4-PCE-2021-0006)

Authors: Viorel Barbu | Michael Röckner

The structure of the local time of Markov processes indexed by Lévy trees

JOURNAL ARTICLE published 8 April 2024 in Probability Theory and Related Fields

Authors: Armand Riera | Alejandro Rosales-Ortiz

A Ray–Knight theorem for $$nabla phi $$ interface models and scaling limits

JOURNAL ARTICLE published 8 April 2024 in Probability Theory and Related Fields

Authors: Jean-Dominique Deuschel | Pierre-François Rodriguez

Diophantine conditions in the law of the iterated logarithm for lacunary systems

JOURNAL ARTICLE published 3 April 2024 in Probability Theory and Related Fields

Research funded by Austrian Science Fund (I-4945,P-35322,P-32405) | Deutsche Forschungsgemeinschaft (516672205)

Authors: Christoph Aistleitner | Lorenz Frühwirth | Joscha Prochno

Co-evolving dynamic networks

JOURNAL ARTICLE published 2 April 2024 in Probability Theory and Related Fields

Authors: Sayan Banerjee | Shankar Bhamidi | Xiangying Huang

The number of critical points of a Gaussian field: finiteness of moments

JOURNAL ARTICLE published 2 April 2024 in Probability Theory and Related Fields

Research funded by Luxembourg National Research Fund (021/16236290/HDSA,021/16236290/HDSA)

Authors: Louis Gass | Michele Stecconi

Subcritical Gaussian multiplicative chaos in the Wiener space: construction, moments and volume decay

JOURNAL ARTICLE published 2 April 2024 in Probability Theory and Related Fields

Research funded by Deutsche Forschungsgemeinschaft (EXC 2044-390685587,EXC 2044-390685587,EXC 2044-390685587)

Authors: Rodrigo Bazaes | Isabel Lammers | Chiranjib Mukherjee

Penalized Maximum Likelihood Inference

BOOK CHAPTER published 31 March 2024 in Generalized Additive Models for Location, Scale and Shape