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Correction to: Asymptotic moments of spatial branching processes 修正:空间分支过程的渐近矩
IF 2 1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-07-21 DOI: 10.1007/s00440-023-01220-w
I. González, E. Horton, A. Kyprianou
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引用次数: 0
Correction to: Quenched large deviation principle for words in a letter sequence 更正:字母序列中单词的淬火大偏差原则
IF 2 1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-07-03 DOI: 10.1007/s00440-023-01212-w
M. Birkner, A. Greven, F. Hollander
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引用次数: 0
Correction: CLT in functional linear regression models 修正:函数线性回归模型中的CLT
IF 2 1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-06-23 DOI: 10.1007/s00440-023-01215-7
H. Cardot, André Mas, P. Sarda
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引用次数: 0
Central limit type theorem and large deviation principle for multi-scale McKean–Vlasov SDEs 多尺度McKean–Vlasov SDE的中心极限型定理和大偏差原理
IF 2 1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-06-17 DOI: 10.1007/s00440-023-01214-8
Wei Hong, Shihu Li, Wei Liu, Xiaobin Sun
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引用次数: 2
On the $$Phi $$-stability and related conjectures 论$$Phi $$ -稳定性及相关猜想
IF 2 1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-05-12 DOI: 10.1007/s00440-023-01209-5
Lei Yu
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引用次数: 0
A CLT for the characteristic polynomial of random Jacobi matrices, and the G$$beta $$E 随机雅可比矩阵的特征多项式的一个CLT,和G $$beta $$ E
1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-03-13 DOI: 10.1007/s00440-023-01194-9
Fanny Augeri, Raphael Butez, Ofer Zeitouni
We prove a central limit theorem for the real part of the logarithm of the characteristic polynomial of random Jacobi matrices. Our results cover the G $$beta $$ E models for $$beta >0$$ .
证明了随机雅可比矩阵特征多项式对数实部的一个中心极限定理。我们的结果涵盖了$$beta >0$$的G $$beta $$ E模型。
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引用次数: 9
Random walks on $$textrm{SL}_2({mathbb {C}})$$: spectral gap and limit theorems $$textrm上的随机行走{SL}_2({mathbb{C}})$$:谱间隙和极限定理
IF 2 1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-02-10 DOI: 10.1007/s00440-023-01191-y
T. Dinh, Lucas Kaufmann, Hao-Yun Wu
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引用次数: 0
Free boundary dimers: random walk representation and scaling limit. 自由边界二聚体:随机行走表示和缩放限制。
IF 2 1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-01-01 Epub Date: 2023-05-16 DOI: 10.1007/s00440-023-01203-x
Nathanaël Berestycki, Marcin Lis, Wei Qian

We study the dimer model on subgraphs of the square lattice in which vertices on a prescribed part of the boundary (the free boundary) are possibly unmatched. Each such unmatched vertex is called a monomer and contributes a fixed multiplicative weight z>0 to the total weight of the configuration. A bijection described by Giuliani et al. (J Stat Phys 163(2):211-238, 2016) relates this model to a standard dimer model but on a non-bipartite graph. The Kasteleyn matrix of this dimer model describes a walk with transition weights that are negative along the free boundary. Yet under certain assumptions, which are in particular satisfied in the infinite volume limit in the upper half-plane, we prove an effective, true random walk representation for the inverse Kasteleyn matrix. In this case we further show that, independently of the value of z>0, the scaling limit of the centered height function is the Gaussian free field with Neumann (or free) boundary conditions. It is the first example of a discrete model where such boundary conditions arise in the continuum scaling limit.

我们研究了正方形晶格子图上的二聚体模型,其中边界(自由边界)的指定部分上的顶点可能是不匹配的。每个这样的不匹配顶点都被称为单体,并对构型的总重量贡献固定的乘积权重z>0。Giuliani等人描述的双射(J Stat Phys 163(2):211-2382016)将该模型与标准二聚体模型联系起来,但在非二分图上。该二聚体模型的Kasteleyn矩阵描述了沿自由边界具有负过渡权重的行走。然而,在某些假设下,特别是在上半平面的无限体积极限下,我们证明了反Kasteleyn矩阵的有效、真实的随机游动表示。在这种情况下,我们进一步证明,与z>0的值无关,中心高度函数的标度极限是具有Neumann(或自由)边界条件的高斯自由场。这是离散模型的第一个例子,其中这种边界条件出现在连续标度极限中。
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引用次数: 0
Global solutions of aggregation equations and other flows with random diffusion. 聚合方程及其他随机扩散流动的全局解。
IF 1.5 1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-01-01 Epub Date: 2022-10-31 DOI: 10.1007/s00440-022-01171-8
Matthew Rosenzweig, Gigliola Staffilani

Aggregation equations, such as the parabolic-elliptic Patlak-Keller-Segel model, are known to have an optimal threshold for global existence versus finite-time blow-up. In particular, if the diffusion is absent, then all smooth solutions with finite second moment can exist only locally in time. Nevertheless, one can ask whether global existence can be restored by adding a suitable noise to the equation, so that the dynamics are now stochastic. Inspired by the work of Buckmaster et al. (Int Math Res Not IMRN 23:9370-9385, 2020) showing that, with high probability, the inviscid SQG equation with random diffusion has global classical solutions, we investigate whether suitable random diffusion can restore global existence for a large class of active scalar equations in arbitrary dimension with possibly singular velocity fields. This class includes Hamiltonian flows, such as the SQG equation and its generalizations, and gradient flows, such as those arising in aggregation models. For this class, we show global existence of solutions in Gevrey-type Fourier-Lebesgue spaces with quantifiable high probability.

众所周知,聚合方程(如抛物线-椭圆形 Patlak-Keller-Segel 模型)在全局存在与有限时间爆炸之间有一个最佳临界点。特别是,如果不存在扩散,那么所有具有有限第二矩的平稳解只能在局部时间内存在。然而,我们可以问一下,是否可以通过在方程中加入适当的噪声来恢复全局存在性,从而使动力学变得随机。Buckmaster 等人的研究(Int Math Res Not IMRN 23:9370-9385, 2020)表明,具有随机扩散的不粘性 SQG 方程很有可能具有全局经典解,受此启发,我们研究了适当的随机扩散能否恢复一大类任意维度、可能具有奇异速度场的活动标量方程的全局存在性。这类方程包括哈密顿流(如 SQG 方程及其广义)和梯度流(如聚集模型中出现的梯度流)。对于这类方程,我们展示了在 Gevrey 型傅里叶-勒贝格空间中以可量化的高概率存在的全局解。
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引用次数: 0
Periodic Lorentz gas with small scatterers. 具有小散射体的周期洛伦兹气体。
IF 1.5 1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-01-01 Epub Date: 2023-03-15 DOI: 10.1007/s00440-023-01197-6
Péter Bálint, Henk Bruin, Dalia Terhesiu

We prove limit laws for infinite horizon planar periodic Lorentz gases when, as time n tends to infinity, the scatterer size ρ may also tend to zero simultaneously at a sufficiently slow pace. In particular we obtain a non-standard Central Limit Theorem as well as a Local Limit Theorem for the displacement function. To the best of our knowledge, these are the first results on an intermediate case between the two well-studied regimes with superdiffusive nlogn scaling (i) for fixed infinite horizon configurations-letting first n and then ρ0-studied e.g. by Szász and Varjú (J Stat Phys 129(1):59-80, 2007) and (ii) Boltzmann-Grad type situations-letting first ρ0 and then n-studied by Marklof and Tóth (Commun Math Phys 347(3):933-981, 2016) .

我们证明了无限视界平面周期洛伦兹气体的极限律,当时间n趋于无穷大时,散射体大小ρ也可能以足够慢的速度同时趋于零。特别地,我们得到了位移函数的一个非标准中心极限定理和一个局部极限定理。据我们所知,这是关于两个研究良好的超扩散nlogn标度(i)的固定无限视界配置的中间情况的第一个结果,其中第一个n→∞ 然后ρ→0-例如由SzáSz和Varjú研究(J Stat Phys 129(1):59-802007)和(ii)Boltzmann Grad型情形→0然后n→∞-Marklof和Tóth研究(Commun Math Phys 347(3):933-9812016)。
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引用次数: 0
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Probability Theory and Related Fields
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