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299 публикаций

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Optimal Coarse Correlated Equilibria in Mean Field Games: Linear Programming and No-Regret Learning
Theory of uncertain probability: can we derive the probability density function of uncertain random experiments with continuously changing conditions?
Dimension-free bounds for {R}iesz transforms on the {H}amming cube via a {B}ellman function
Robust $Q$-learning for mean-field control under Wasserstein uncertainty in common noise
Super-Arrhenius relaxation of the triangular plaquette model in any dimension
Higher-order spectral perturbation expansions II: Kernel matrices and manifold learning
Unbounded nonconvex Young differential inclusions: existence of a measurable selection of solutions
Logarithmic Large Deviations for Heavy-Tailed Sums
NeSyCat Torch: A Differentiable Tensor Implementation of Categorical Semantics for Neurosymbolic Learning
Secretary Problem Thresholds and Convergents of $1/e$
On two overlooked stick-breaking constructions of the normalized inverse Gaussian process
Stability of Khintchine-type inequalities via log-monotonicity
Exponential Convengence of DLRA for SDEs
The Ornstein$-$Uhlenbeck process on $\mathscr P_2$ with a volatility operator
A Machine-Checked Itô Calculus for Brownian Motion
A uniform-in-time weakly convergent explicit numerical method for the underdamped Langevin equation with polynomial potentials
Large deviation principle for friendship-biases in Galton--Watson trees
Order statistics for edge eigenvectors of Wigner matrices
Bounded Difference Concentration for Infinitely Exchangeable Sequences with Applications to AI Benchmark Uncertainty
Optional Stopping for Superhedging Supermartingales
A 0-1 Law for Multifractal Spectra via the HGDS Scale Derivative
Small moments of the sensitivity of polynomial threshold functions
An Algebraic Matrix Spencer Theorem
A non-asymptotic bound on the TV distance between a Wishart matrix and an appropriately scaled GOE matrix
Periodicity, type $II_1$ factors and free Poisson laws in interacting Fock spaces
A Diffusion Approximation for Temporal-Difference Learning with Linear Features under Markovian Noise
Time and Killed Resolvents in Reflected Optimal Stopping with a Max Payoff
Finite-Time Queue Peak Laws in Stochastic Networks: Logarithmic Scaling After Geometric Thresholds
Testing for a Hidden Geometry in Random Graphs
Riviera model with egoistical settlers
The Winner Takes It All
The Optimal Rate Function in Covariant Quantum State Tomography
Pathwise integration beyond Young via Faber--Schauder energy spaces
Scaling limit of additive functionals for reversible non-gradient exclusion process: critical cases
Symmetric Cooperative Motion in Higher Dimensions
High-Order Talagrand and Eldan--Gross Inequalities via Besov-Type Variance Functionals
Excursion Fluctuations and Spectral Universality in Gaussian Fields
Purely unrectifiable sets, fractal percolation and graphs of functions
Flowing to Normality and the Fate of the Single Ring Theorem
A small noise approximation for Muller's Ratchet
Universality for Products of Random Matrices with i.i.d. Entries and the Fuss--Catalan Number
Boltzmann-Like Occupation of Nonequilibrium Steady States on Dense Networks
Upper tails for irregular graphs beyond the mean-field regime
Lehner's operator norm formulas, semidefinite programming, and spiked matrix models
Dimension lower bounds in random geometry via Lipschitz functions
The two-sided peak polynomial
The $K$-th nearest neighbor random walk on a Poisson point process gets trapped
Mean-field theory via dissociated arrays for particle systems interacting through noisy weights
Continuous stochastic flows driven by white noise and their duals
Dimension-free Markov--Bernstein inequalities for product measures
Data-driven subsampling rates for diffusion parameter estimation of SDEs
Stochastic dominations for FK percolation and sharp thinning thresholds for the Ising energy field
The Frog Model on $\mathbb Z$ with Random Discrete Weibull Lifetimes and Biased Nearest-Neighbour Random Walks
Geometric obstructions to Lipschitz transport between weighted Hessian $\mathrm{CD}(κ,\infty)$ manifolds
Introduction
Continuous-Time Markov Decision Processes
Markov Additive Processes
A Poincaré Inequality and Exponential Decay for the Elephant Random Walk
Dynamical models for the two-parameter Poisson-Dirichlet distribution and the Pitman-Yor process
The Singular Values of Lévy's Area Matrix
A spectral correlation inequality for increasing Boolean functions
Data-Driven Dynamic Assortment in Online Platforms: Learning about Two Sides
Strong Approximations for Markov Chains Weakly Converging to Diffusions
An Information-Theoretic Analysis of Threshold Group Testing
Matrix Discrepancy for Representations of Finite Groups
Integrated expectile-based measures of inequality
Markov property and path regularity for the solutions to SPDEs driven by cylindrical-martingale valued measures
Arrangements of Consecutive Numbers in Mallows Permutations
Mean First Passage Times and Fundamental Tensors of Higher Order Markov Chains
On difference in word frequencies in a symmetric Bernoulli process
Numerical simulations of the spread from the mean of the SLE and Multiple SLE dynamics
The Pile Process on a Cycle
Degenerate Diffusions on Continuum Percolation and Hamilton-Jacobi-Bellman Equations
Nearest zero-critical point distances for Gaussian SU(2) polynomials
Entrance Laws and Kuznetsov Measures
Controlled Markov Diffusions in ℝn
PTL-Diffusion: Manifold-Aware Diffusion with Periodic Terminal Laws
Exact Fourier dimensions of dyadic Mandelbrot cascades under minimal integrability
Fourier Dimensions of Mandelbrot Cascades under Minimal Integrability
Approximation of certain stochastic integrals with anticipating integrands
How to Study Reflected Brownian Motion in a Quadrant via Kernel Functional Equations? A short survey
Non-exctinction probability for two branching processes in a joint random environment
Erdős Problem 684 at Density One: Small-prime Parts of Binomial Coefficients and Gaussian Fluctuations
Tracks on planar complexes and soficity
Functions of Bounded Variation and Point Processes
The Cycle Measures
Moments in Rough Bergomi and Boundary Attainment in Rough Heston
Non-asymptotic bounds for quasi-MLE, misspecified models, and dependence under group sequential sampling
Counterintuitive problems in discrete probability
Piecewise Deterministic Markov Processes
ИЗУЧЕНИЕ ДИСЦИПЛИНЫ «ТЕОРИЯ ВЕРОЯТНОСТЕЙ И МАТЕМАТИЧЕСКАЯ СТАТИСТИКА» С ИСПОЛЬЗОВАНИЕМ ДИСТАНЦИОННЫХ ОБРАЗОВАТЕЛЬНЫХ ТЕХНОЛОГИЙ
МАТЕМАТИЧЕСКИЕ МЕТОДЫ ОЦЕНКИ ЭФФЕКТИВНОСТИ БОЕВЫХ ДЕЙСТВИЙ, ТЕОРИЯ ВЕРОЯТНОСТИ И БОЕВОЕ ПРИМЕНЕНИЕ
КАФЕДРА ТЕОРИИ ВЕРОЯТНОСТЕЙ
Sensitivity of SDE Solutions to Perturbations of the Diffusion and Drift
Quantitative eigenvector universality for generalized Wigner matrices
How abundant are good interpolators?
The Missing Central Limit Theorems for Local Functionals of Berry's Random Wave Model
Logarithmic regularity of spectral measures on infinite graphs
Mean Field Limits for Stochastic, Underdamped Reactive Langevin Dynamics Models
Propagation of support for super-Brownian motion with general branching mechanism
Directed Circuits
Small-Time Asymptotic Behavior of the Stochastic Landau--Lifshitz--Baryakhtar Equation
Maximal Minimal Spacing for Random Points
Stein's method for the Wishart distribution
The Tricomi equation in the hyperbolic half plane under additive space-time Gaussian White Noise perturbation
Finite Difference Numerical Approximations
Stein's method in network analysis
Construction and simulation of a path-valued model of dendrite development
How Many Trees in a Random Forest? A Revisited Approach with Plateau Search and Optuna Integration
Stein's Method for Convergence Rates of Invariant Measures in the Nonlocal-to-Local Limit
Asymptotic estimates for multiple point ranges of transient random walks on graphs
Geometric approximation for the number of returns of a transient Markov chain to its origin
Quasi-isometric rigidity for random subsets in products of trees
Stochastically evolving ellipsoids with symmetries
Phase transitions for the noisy transformer model in arbitrary dimension
On a $Λ$-mutation model and the harmonic model
Bayesian Inference of Nonlinear Malaria Dynamics in Ghana via an Ensemble Markov Chain Monte Carlo Sampler
Hybrid Probabilistic Forecasting of Under-Five Malaria Admissions in Ghana: A Gaussian Process Regression with Holt-Winters Smoothing
From hexagonal lattice to 3-12 lattice: self-avoiding walk, Ising model and percolation
Continuous-Time Markov Chains
Transitivity in Inhomogeneous Random Tournaments
Using memory to control admission to unobservable queues
Probability Theory
Cone-Additive Functions for Random Walks on Free Products of Graphs
Non-Asymptotic Convergence of Stochastic Iterative Algorithms: A Lyapunov Framework
Subcritical sharpness for real-valued spin models
Pólya--Schur problems and free probability
The Wasserstein cost of Importance Sampling
Functional integration by parts formulae for stochastic Volterra processes
Computing lower expectations with respect to total variation distance and chi-squared divergence balls
Microscopic Weak Selection Principle for the Logistic Branching Brownian Motion with selection
Singular mean-field limits for fluctuations around equilibrium
Discrete-Time Markov Chains
Analysis, probability and stochastic processes
Eigen-Spike Emergence and Quadratic Equivalents for Conjugate Kernels on Nonlinearly Separable Data
Phylogenetic dynamics of MRCA ages and empirical moments of a Brownian trait
Strong Solutions for the Stochastic Cahn-Hilliard Convective Brinkman-Forchheimer Model for Tumor Growth
Second-order PACF asymptotics and discrimination between fractional Gaussian noise and $\FARIMA(0,d,0)$
Convergence Rates of Continuous-Time Random Walks to Time-Fractional Diffusions with Unbounded Coefficients
Lipschitz continuity of the time constant for continuum percolation
Sharp minimax risks and phase transitions in sparse submatrix detection
Triangular-Reference Schrödinger Bridges for Time Series Generation
A tridiagonal matrix-valued process with stochastic resetting for arbitrary Dyson index $β>0$
Convergence Rates of Ordering, Testing and Estimation Procedures for Graphons With Fast Boundary Decay Rates
Martingale Problems of Superprocesses
Energetic characterisation of transient clustering dynamics in aggregation-diffusion systems
On reversing the Simon-Lieb inequality in high-dimensional percolation
A Bayesian Proof and Interpretation of Talagrand's Majorizing Measure Theorem
Geometric functionals of Brownian motion on Hermitian symmetric spaces of non-compact type
Sharp inequalities between variance-based dependent sensitivity indices and Shapley effects: upper-bounds
Limit theory for Lipschitz-localized statistics in random geometric models
Convergence Rate Analysis of Ratio Consensus Algorithms with Column-Allowable Matrices
Sampling Directed Eulerian Tours in $\widetilde O(m^{3/2})$ Time
Free energy expansion of determinantal Coulomb gases in the quadratic fields with a point charge
Log-Sobolev Inequality for Wolff Dynamics and Application to the Condensation of Eigen Microstate in the 1D Ising Model
Experimentation for Different Scheduling Policies on Queues: Mixed Differences-in-Q Estimators Based on Little's Law
Brownian Convergence of Planar Domains and Stability of the Planar Skorokhod Embedding Problem
Global random attractor for 3D stochastic Navier-Stokes equation with nonlinear colored noise
Classification of the eternal solutions and multiple coalescing shocks in the KPZ fixed point
Randomly twisted transfer operators and singular values statistics
Optimal Non-Asymptotic Edgeworth Expansions for Multivariate Neural Network Outputs
A note on convergence rate for reflected BSDEs with quadratic generators by penalization method
Spectral properties of non-Hermitian real random matrices with long-range correlations
Space-time transport of Brownian exit laws
Derivation of the focusing $Φ^6_1$ measure in the optimal mass regime from many-body quantum Gibbs states
Markov processes
Differential Games
Generalized Kolmogorov Equations
Spectral Obstructions to Contracting Transport Maps on Curved Spaces
Feature Learning in Wide Neural Networks under $μ$P: Identifiability and Sparse-Dictionary Decomposition of the Mean-Field Limit
A computational phase transition for learning-to-sample from Ising models
Error estimates for tamed Euler and Randomized Euler schemes for SDEs with locally Lipschitz drift with applications to non-logconcave sampling and optimization
Probabilistic Zero Bounds of Certain Random Polynomials
Space-Time Log-Sobolev Inequality and Hypocoercive Hypercontractivity for Underdamped Langevin Dynamics
An extension of Stein's method incorporating dependence
From Coefficients to Distributions: De~Moivre and the Operational View of Probability
ПРИМЕНЕНИЕ МЕТОДОВ ВЫСШЕЙ МАТЕМАТИКИ В СОВРЕМЕННЫХ НАУЧНЫХ ИССЛЕДОВАНИЯХ
Diffusion Fluid Antenna Systems for Resilient ISAC
Entrywise Error Bounds for Spectral Ranking with Semi-Random Adversaries
Move on Muon : A Hamiltonian probability gradient flow perspective of Muon optimizer
Integration by Parts Formulas of Mckean-Vlasov SDEs with Jumps and Some Applications
The complex property of the boundary operator on simplicial complexes
Asymptotic Probabilities of Attaining the Maximum in Heterogeneous Gaussian Samples
Markov Renewal and Piecewise Deterministic Processes
State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits
Geodesics and Wandering Exponents in Brochette First-Passage Percolation
Visibility in the Boolean Model on Harmonic Manifolds
On the exact decoding error probability exponent of the random coding on BSC
A note on several inverse problems with generally random coefficients
Quasihelix properties of selected Volterra Gaussian processes
Markov Processes
State-Dependent Immigration Structures
Hitting Time Distribution
Spanning triangulations in random graphs
Eigenvalue Distribution of $p$-adic Random Matrices Among Algebraic Extensions, with an Analogue for $p$-adic Random Polynomials
Note on the Weak Convergence of Hyperplane $α$-Quantile Functionals and Their Continuity in the Skorokhod J1 Topology
Basic Concepts in Probability
The non-Hermitian minor process
The Martin boundary of the Directed Landscape
A dice game, a multinomial walk, and the inverted Dirichlet distribution
A random walk approach to high-dimensional critical phenomena
Irreducible Markov Chains
Holographic functions and neural networks
Extremes of Gaussian fields with a product term in the variance
Invariant measures for half-space geometric LPP: classification and the one force--one solution principle
General Markov Processes
Branching Particle Systems
Small-Branching Fluctuation Limits
Limit Laws for Consensus Protocols on the Complete Graph
Most Probable KAM Tori in Stochastic Hamiltonian Systems Driven by Multiplicative Noise
Optimal Spectral Algorithms for Correlated Two-view Models in High Dimensions
Tail exponents of the three-dimensional uniform spanning tree and Abelian sandpile
Markov Processes
A Martingale Approach
Some Background Markov Process Theory
Markov Chains
Nonconcentration of hitting times for random walks on graphs
Quantum Viterbi Algorithm
Rank Based Routing in Large Server Systems under Extreme Congestion
Limit theorems for random walks with spatio-temporal drift
Random Processes: Markov Times
Continuous-Time Markov Decision Processes
Discrete-Time Markov Chains
Continuous-Time Markov Chains
Seasonal Statistics of Shannon Capacity in a Dynamical Poisson-Voronoi Cellular Network
On the small-step quarter plane lattice walks with a non D-finite univariate generating function
Solving linear-rate ODE hierarchies (like master equations) using closures and operator splitting
Zero correlations and averaged fields of orthonormal Gaussian functions
Transportation cost inequalities for mean reflection SPDEs with white noise
Markov Chains
Markov Processes and Stochastic Differential Equations
One-Dimensional Branching Processes
Markov Chains, Continuous Time
Faster random walks via infrequent steering
Lattice random-field Widom--Rowlinson models
Kernel Characterisations of Stochastic Orders Within Parametric Density Families
Basic Regularities of Superprocesses
Numerical Methods
Genesis of Markov Chains by Circuits: The Circuit Chains
Singular Perturbations
Classification aggregation: a quantitative impossibility theorem
On the Structural Foundations of Signature Volatility Models: Existence, Arbitrage, Completeness, and the Hedging-Error Decomposition
QPLEX Decision Processes: Formulation via Nonlinear Markov Chains and Optimization via Policy Gradients
Almost periodicity as a path property for $p$-adic self-similar processes with stationary increments
Loop pruning and downward deviations for maximum local time of discrete-time simple random walks
Revisiting Toeplitz and Hankel random matrices via $*$-convergence of circulant-type matrices
Deconfinement For $\mathrm{SO}(3)$ Lattice Yang-Mills at Strong Coupling
Burnside process on parking functions and Dyck paths
The non-central gamma sum and difference distributions: exact distribution and asymptotic expansions
Equivalence and Separation for Multivariate Matrix-Exponential and Phase-Type Distribution Classes
Variance Minimization
Optimal Stopping of Markov Processes
First Steps with PDMPs
Reversible Markov Chains
Path-Valued Processes and Stochastic Flows
Markov Renewal Processes and Related Processes
Measure-Valued Branching Markov Processes
Markov Chains
Non--exchangeable mean field games with moderate interactions and common noise
Sharp Phase Transition for the Formation of Infinite Tubes
The critical activation density in graph bootstrap percolation
Stochastic Safety Limits and Scale-Dependent Power Fluctuations in Nuclear Reactors: A Critical Scaling Approach
The Rotational Theory of Markov Processes
Cycloid Markov Processes
Spectral Theory of Circuit Processes
Perfect simulation for interacting Hawkes processes with reset-induced variable length memory
Determinantal point processes associated with the Bochner-Schrödinger operator
When Does the Dice Sum Become Prime?
An analytical approach to calculating stationary PDFs for reflected random walks with an application to BESS-based ramp-rate control
Central limit theorem for the homozygosity of the hierarchical Pitman-Yor process
Mean Field Games in Hilbert Spaces with Degenerate Diffusion: A Viscosity Solution Approach
A Unified Framework for Critical Scaling of Inverse Temperature in Self-Attention
Optimal Control of Markov Processes: Classical Solutions
Probability Theory and Stochastic Processes
Markov Processes on Banach Spaces on Cycles
Introduction and Summary
Markov Processes and Probability Applications in Analysis
Advanced Optimality Criteria
Markov Jump Processes
Probability Tools for Stochastic Modelling
Markov Chains, Discrete Time
Measure-Valued Branching Processes
Controlled Markov Processes and Viscosity Solutions
Stochastic Properties in Terms of Circuits
Martingales and More General Markov Processes
Stability
Constructions by Transformations
Statistical Methods for Markov Processes
Intensity of Some Marked Point Processes
Stochastic modeling of Fourier modes in two-dimensional turbulence via filtered white noise
Stochastic evolution equations driven by arbitrary cylindrical Lévy processes
SPLIT: SymPathy for Large jobs Improves Tail latency
Upper Bounds for Symmetric Approximate Bounded Indistinguishability
Irregular SLE(4) martingales and isomonodromic deformations
Learning Perturbations to Extrapolate Your LLM
Dependence functions based on Chatterjee's rank correlation
Weighted and Truncated Tail Index Estimation under Random Censoring: A Unified Full-Range Framework
Pattern-based tests for two-dimensional copulas
What is Learnable in Valiant's Theory of the Learnable?