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DIFFUSION APPROXIMATION FOR FULLY COUPLED STOCHASTIC DIFFERENTIAL EQUATIONS

期刊: ANNALS OF PROBABILITY, 2021; 49 (3)

We consider a Poisson equation in R-d for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with ......

SMALL GAPS OF CIRCULAR beta-ENSEMBLE

期刊: ANNALS OF PROBABILITY, 2021; 49 (2)

In this article, we study the smallest gaps of the circular beta-ensemble (C beta E) on the unit circle, where beta is any positive integer. The main ......

THE DERRIDA-RETAUX CONJECTURE ON RECURSIVE MODELS

期刊: ANNALS OF PROBABILITY, 2021; 49 (2)

We are interested in the nearly supercritical regime in a family of maxtype recursive models studied by Collet, Eckman, Glaser and Martin (Comm. Math.......

ON THE UNIQUENESS OF GLOBAL MULTIPLE SLES

期刊: ANNALS OF PROBABILITY, 2021; 49 (1)

This article focuses on the characterization of global multiple Schramm-Loewner evolutions (SLE). The chordal SLE describes the scaling limit of a sin......

ON THE NUMBER OF MAXIMAL PATHS IN DIRECTED LAST-PASSAGE PERCOLATION

期刊: ANNALS OF PROBABILITY, 2020; 48 (5)

We show that the number of maximal paths in directed last-passage percolation on the hypercubic lattice Z(d) (d >= 2) in which weights take finitel......

STRUCTURE OF OPTIMAL MARTINGALE TRANSPORT PLANS IN GENERAL DIMENSIONS

期刊: ANNALS OF PROBABILITY, 2019; 47 (1)

Given two probability measures mu and nu in "convex order" on R-d, we study the profile of one-step martingale plans pi on R-d x R-d that optimize the......

JIF:2.09

BERRY-ESSEEN BOUNDS OF NORMAL AND NONNORMAL APPROXIMATION FOR UNBOUNDED EXCHANGEABLE PAIRS

期刊: ANNALS OF PROBABILITY, 2019; 47 (1)

An exchangeable pair approach is commonly taken in the normal and nonnormal approximation using Stein's method. It has been successfully used to ident......

JIF:2.09

CRITICAL RADIUS AND SUPREMUM OF RANDOM SPHERICAL HARMONICS

期刊: ANNALS OF PROBABILITY, 2019; 47 (2)

We first consider deterministic immersions of the d-dimensional sphere into high dimensional Euclidean spaces, where the immersion is via spherical ha......

JIF:2.09

LOCAL SINGLE RING THEOREM ON OPTIMAL SCALE

期刊: ANNALS OF PROBABILITY, 2019; 47 (3)

Let U and V be two independent N by N random matrices that are distributed according to Haar measure on U(N). Let Sigma be a nonnegative deterministic......

JIF:2.09

STRONG DIFFERENTIAL SUBORDINATES FOR NONCOMMUTATIVE SUBMARTINGALES

期刊: ANNALS OF PROBABILITY, 2019; 47 (5)

We introduce a notion of strong differential subordination of noncommutative semimartingales, extending Burkholder's definition from the classical cas......

JIF:2.09

WEAK POINCARE INEQUALITIES FOR CONVERGENCE RATE OF DEGENERATE DIFFUSION PROCESSES

期刊: ANNALS OF PROBABILITY, 2019; 47 (5)

For a contraction C-0-semigroup on a separable Hilbert space, the decay rate is estimated by using the weak Poincare inequalities for the symmetric an......

JIF:2.09

DISTRIBUTION FLOWS ASSOCIATED WITH POSITIVITY PRESERVING COERCIVE FORMS

期刊: ANNALS OF PROBABILITY, 2019; 47 (5)

For a given quasi-regular positivity preserving coercive form, we construct a family of (sigma-finite) distribution flows associated with the semigrou......

JIF:2.09

LARGE SCALE LIMIT OF INTERFACE FLUCTUATION MODELS

期刊: ANNALS OF PROBABILITY, 2019; 47 (6)

We extend the weak universality of KPZ in [An analytic BPHZ theorem for regularity structures (2016)] to weakly asymmetric interface models with gener......

JIF:2.09

LATTICE APPROXIMATION TO THE DYNAMICAL Phi(4)(3) MODEL

期刊: ANNALS OF PROBABILITY, 2018; 46 (1)

We study the lattice approximations to the dynamical Phi(4)(3) model by paracontrolled distributions proposed in [Forum Math. Pi 3 (2015) e6]. We prov......

JIF:2.09

SCALING LIMITS FOR SUB-BALLISTIC BIASED RANDOM WALKS IN RANDOM CONDUCTANCES

期刊: ANNALS OF PROBABILITY, 2018; 46 (2)

We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. ......

JIF:2.09

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