Moments of partition functions of 2D Gaussian polymers in the weak disorder regime – II [PDF]
Let $W_N(\beta) = \mathrm{E}_0\left[e^{ \sum_{n=1}^N \beta \omega(n,S_n) - N\beta^2/2}\right]$ be the partition function of a two-dimensional directed polymer in a random environment, where $\omega(i,x), i\in \mathbb{N}, x\in \mathbb{Z}^2$ are i.i.d ...
Clément Cosco, O. Zeitouni
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Ramification of Volterra-type rough paths [PDF]
We extend the new approach introduced in arXiv:1912.02064v2 [math.PR] and arXiv:2102.10119v1 [math.PR] for dealing with stochastic Volterra equations using the ideas of Rough Path theory and prove global existence and uniqueness results. The main idea of
Y. Bruned, Foivos Katsetsiadis
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Strictly subgaussian probability distributions [PDF]
We explore the class of probability distributions on the real line whose Laplace transform admits a strong upper bound of subgaussian type. Using Hadamard's factorization theorem, we extend the class $\mathfrak L$ of Newman and propose new sufficient ...
S. G. Bobkov, G. Chistyakov, F. Gotze
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Counting quadrant walks via Tutte's invariant method (extended abstract) [PDF]
Extended abstract presented at the conference FPSAC 2016, Vancouver.
Olivier Bernardi +2 more
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Half-space depth of log-concave probability measures [PDF]
Given a probability measure μ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin ...
S. Brazitikos +2 more
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Dissipative probability vector fields and generation of evolution semigroups in Wasserstein spaces [PDF]
We introduce and investigate a notion of multivalued $$\lambda $$ λ -dissipative probability vector field (MPVF) in the Wasserstein space $$\mathcal {P}_2({\textsf {X} })$$ P 2 ( X ) of Borel probability measures on a Hilbert space $${\textsf {X} }$$ X .
Giulia Cavagnari +2 more
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Support and density of the limit $m$-ary search trees distribution [PDF]
The space requirements of an $m$-ary search tree satisfies a well-known phase transition: when $m\leq 26$, the second order asymptotics is Gaussian. When $m\geq 27$, it is not Gaussian any longer and a limit $W$ of a complex-valued martingale arises.
Brigitte Chauvin +2 more
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Estimating the probability that a given vector is in the convex hull of a random sample [PDF]
For a d -dimensional random vector X , let $$p_{n, X}(\theta )$$ p n , X ( θ ) be the probability that the convex hull of n independent copies of X contains a given point $$\theta $$ θ . We provide several sharp inequalities regarding $$p_{n, X}(\theta )$
Satoshi Hayakawa +2 more
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Asymptotic behavior of some statistics in Ewens random permutations [PDF]
The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations.
Valentin Feray
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The expected number of inversions after n adjacent transpositions [PDF]
We give a new expression for the expected number of inversions in the product of n random adjacent transpositions in the symmetric group S_{m+1}. We then derive from this expression the asymptotic behaviour of this number when n scales with m in various ...
Mireille Bousquet-Mélou
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