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Probability

Authors and titles for recent submissions

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Total of 96 entries : 1-25 26-50 51-75 76-96
Showing up to 25 entries per page: fewer | more | all

Fri, 21 Jun 2024 (showing 20 of 20 entries )

[1] arXiv:2406.14376 [pdf, html, other]
Title: Multicoloured Hardcore Model: Fast Mixing and Queueing
Sam Olesker-Taylor
Comments: 12 pages. To appear at Analysis of Algorithms (AofA) 2024. Minor typo-correction and improvements to that version
Subjects: Probability (math.PR); Discrete Mathematics (cs.DM)
[2] arXiv:2406.14074 [pdf, html, other]
Title: Strong existence and uniqueness of a calibrated local stochastic volatility model
Scander Mustapha
Subjects: Probability (math.PR); Analysis of PDEs (math.AP); Mathematical Finance (q-fin.MF)
[3] arXiv:2406.13601 [pdf, html, other]
Title: Self-normalized Sums in Free Probability Theory
Leonie Neufeld
Comments: 33 pages
Subjects: Probability (math.PR); Operator Algebras (math.OA)
[4] arXiv:2406.13581 [pdf, html, other]
Title: Optimal constants in concentration inequalities on the sphere and in the Gauss space
Guillaume Aubrun, Justin Jenkinson, Stanislaw J. Szarek
Comments: 29 pages, 6 figures
Subjects: Probability (math.PR); Functional Analysis (math.FA)
[5] arXiv:2406.13537 [pdf, html, other]
Title: Feller's test for explosions of stochastic Volterra equations
Alessandro Bondi, Sergio Pulido
Subjects: Probability (math.PR)
[6] arXiv:2406.13370 [pdf, other]
Title: Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation
Jean-François Chassagneux, Gilles Pagès
Subjects: Probability (math.PR); Numerical Analysis (math.NA)
[7] arXiv:2406.13182 [pdf, html, other]
Title: The saddlepoint approximation factors over sample paths of recursively compounded processes
Jesse Goodman
Comments: 17 pages
Subjects: Probability (math.PR)
[8] arXiv:2406.14451 (cross-list from math.ST) [pdf, html, other]
Title: Gradient Estimation via Differentiable Metropolis-Hastings
Gaurav Arya, Moritz Schauer, Ruben Seyer
Comments: 27 pages, 3 figures
Subjects: Statistics Theory (math.ST); Probability (math.PR); Computation (stat.CO)
[9] arXiv:2406.14153 (cross-list from quant-ph) [pdf, html, other]
Title: On random classical marginal problems with applications to quantum information theory
Ankit Kumar Jha, Ion Nechita
Subjects: Quantum Physics (quant-ph); Mathematical Physics (math-ph); Probability (math.PR)
[10] arXiv:2406.14093 (cross-list from math.AP) [pdf, html, other]
Title: Bridging bulk and surface: An interacting particle system towards the field-road diffusion model
Matthieu Alfaro (LMRS), Mustapha Mourragui (LMRS), Samuel Tréton (LMRS)
Subjects: Analysis of PDEs (math.AP); Probability (math.PR)
[11] arXiv:2406.14065 (cross-list from math.NA) [pdf, other]
Title: On one-step numerical schemes of weak convergence for SDEs with super-linear coefficients
Yuying Zhao, Xiaojie Wang, Zhongqiang Zhang
Subjects: Numerical Analysis (math.NA); Probability (math.PR)
[12] arXiv:2406.13682 (cross-list from math.AP) [pdf, html, other]
Title: A variational perspective on the dissipative Hamiltonian structure of the Vlasov-Fokker-Planck equation
Sangmin Park
Comments: 51 pages
Subjects: Analysis of PDEs (math.AP); Metric Geometry (math.MG); Probability (math.PR)
[13] arXiv:2406.13528 (cross-list from math.CO) [pdf, html, other]
Title: Enumeration of maps with tight boundaries and the Zhukovsky transformation
Jérémie Bouttier, Emmanuel Guitter, Grégory Miermont
Comments: 62 pages, 7 figures
Subjects: Combinatorics (math.CO); Mathematical Physics (math-ph); Probability (math.PR)
[14] arXiv:2406.13513 (cross-list from math.ST) [pdf, html, other]
Title: Sharp oracle inequalities and universality of the AIC and FPE
Moritz Jirak, Georg Köstenberger
Comments: 89 pages, 3 figures
Subjects: Statistics Theory (math.ST); Probability (math.PR)
[15] arXiv:2406.13486 (cross-list from q-fin.MF) [pdf, html, other]
Title: Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms
Duy Khanh Lam
Comments: 21 pages, working paper, first draft version (may contain errors)
Subjects: Mathematical Finance (q-fin.MF); Machine Learning (cs.LG); Probability (math.PR); Portfolio Management (q-fin.PM)
[16] arXiv:2406.13341 (cross-list from math.CO) [pdf, html, other]
Title: Bootstrap percolation on the high-dimensional Hamming graph
Mihyun Kang, Michael Missethan, Dominik Schmid
Subjects: Combinatorics (math.CO); Probability (math.PR)
[17] arXiv:2406.13245 (cross-list from cond-mat.dis-nn) [pdf, html, other]
Title: Free energy equivalence between mean-field models and nonsparsely diluted mean-field models
Manaka Okuyama, Masayuki Ohzeki
Comments: 9 pages, 0 figure
Subjects: Disordered Systems and Neural Networks (cond-mat.dis-nn); Statistical Mechanics (cond-mat.stat-mech); Mathematical Physics (math-ph); Probability (math.PR)
[18] arXiv:2406.13089 (cross-list from math-ph) [pdf, html, other]
Title: Uniqueness and CLT for the Ground State of the Disordered Monomer-Dimer Model on $\mathbb{Z}^{d}$
Kesav Krishnan, Gourab Ray
Subjects: Mathematical Physics (math-ph); Probability (math.PR)
[19] arXiv:2406.13036 (cross-list from stat.ML) [pdf, html, other]
Title: Sharp detection of low-dimensional structure in probability measures via dimensional logarithmic Sobolev inequalities
Matthew T.C. Li, Tiangang Cui, Fengyi Li, Youssef Marzouk, Olivier Zahm
Subjects: Machine Learning (stat.ML); Machine Learning (cs.LG); Probability (math.PR); Statistics Theory (math.ST); Computation (stat.CO)
[20] arXiv:2406.12915 (cross-list from cs.LG) [pdf, html, other]
Title: GROD: Enhancing Generalization of Transformer with Out-of-Distribution Detection
Yijin Zhou, Yuguang Wang
Subjects: Machine Learning (cs.LG); Probability (math.PR)

Wed, 19 Jun 2024 (showing first 5 of 21 entries )

[21] arXiv:2406.12745 [pdf, html, other]
Title: Useful stochastic bounds in time-varying queues with service and patience times having general joint distribution
Shreehari Anand Bodas, Royi Jacobovic
Subjects: Probability (math.PR)
[22] arXiv:2406.12722 [pdf, html, other]
Title: Non-central limit of densities of some functionals of Gaussian processes
Solesne Bourguin, Thanh Dang, Yaozhong Hu
Subjects: Probability (math.PR)
[23] arXiv:2406.12689 [pdf, html, other]
Title: The contact process on dynamical random trees with degree dependence
Natalia Cardona-Tobón, Marcel Ortgiese, Marco Seiler, Anja Sturm
Comments: 56 pages, 4 figures
Subjects: Probability (math.PR)
[24] arXiv:2406.12604 [pdf, html, other]
Title: Stochastic Chemical Reaction Networks with Discontinuous Limits and AIMD processes
Lucie Laurence, Philippe Robert
Subjects: Probability (math.PR)
[25] arXiv:2406.12562 [pdf, html, other]
Title: Censored fractional Bernstein derivatives and stochastic processes
Cailing Li
Subjects: Probability (math.PR)
Total of 96 entries : 1-25 26-50 51-75 76-96
Showing up to 25 entries per page: fewer | more | all