Notice: Change to 4 digit year in URLs
ArXiv is updating URLs for the /list and /year paths to use 4 digit years: /YYYY for years and /YYYY-MM for months. Old paths will be redirected to the new correct forms where possible. Caution: /2002 no longer represents Feb 2020; it now represents the year 2002.
Title: Proportional reinsurance for fractional Brownian risk model
Krzysztof Kȩpczyński
Subjects: Probability (math.PR)
Title: On a Brownian motion conditioned to stay in an open set
Georgii V. Riabov
Journal-ref: Ukrainian Mathematical Journal, Vol. 72, no. 9, 2020, pp. 1286-1303
Subjects: Probability (math.PR)
Title: Remarks on compositions of some random integral mappings
Zbigniew J. Jurek
Comments: arXiv admin note: substantial text overlap with arXiv:1210.5990
Journal-ref: Stat.& Probab. Letters 137, 2018, pp. 277-282
Subjects: Probability (math.PR)
Title: Limit Theorems for Random Sums of Random Summands
David Grzybowski
Subjects: Probability (math.PR)
Title: Biased continuous-time random walks with Mittag-Leffler jumps
Thomas M. Michelitsch, Federico Polito, Alejandro P. Riascos
Journal-ref: Fractal Fract. 2020, 4, 51
Subjects: Probability (math.PR); Statistical Mechanics (cond-mat.stat-mech)
Title: Large deviation expansions for the coefficients of random walks on the general linear group
Hui Xiao, Ion Grama, Quansheng Liu
Subjects: Probability (math.PR)
Title: Berry-Esseen bounds and moderate deviations for the norm, entries and spectral radius of products of positive random matrices
Hui Xiao, Ion Grama, Quansheng Liu
Subjects: Probability (math.PR)
Title: Where to stand when playing darts?
Björn G. Franzen, Jeffrey E. Steif, Johan Wästlund
Comments: 32 pages, tiny revision, one reference added
Subjects: Probability (math.PR)
Title: Independent factorization of the last zero arcsine law for Bessel processes with drift
Hugo Panzo
Comments: 13 pages, added more details and references
Subjects: Probability (math.PR)
Title: Deposition, diffusion, and nucleation on an interval
Nicholas Georgiou, Andrew R. Wade
Comments: 47 pages, 3 figures; v2: minor revisions
Journal-ref: Annals of Applied Probability, Vol. 32 (2022), pp. 4849-4892
Subjects: Probability (math.PR)
Title: The Fundamental Solution for the Heat Equation on the half-line with Drift and Dirichlet Boundary Condition
Tertuliano Franco, Patrícia Gonçalves, Nicolas Perkowski, Marielle Simon
Comments: We have been warned by Hugo Panzo (Technion) that this result was already known
Subjects: Probability (math.PR)
Title: The relative frequency between two continuous-state branching processes with immigration and their genealogy
María Emilia Caballero, Adrián González Casanova, José-Luis Pérez
Subjects: Probability (math.PR)
Title: Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise
Thomas Müller-Gronbach, Larisa Yaroslavtseva
Subjects: Probability (math.PR)
Title: Long Time Influence of Small Perturbations and Motion on the Simplex of Invariant Probability Measures
Mark Freidlin
Comments: 45 pages, 12 figures
Subjects: Probability (math.PR)
Title: Representation of harmonic functions with respect to subordinate Brownian motion
Ivan Biočić
Comments: 36 pages, minor changes in the presentation, improved results in Section 3; accepted for publication in Journal of Mathematical Analysis and Applications
Subjects: Probability (math.PR)
Title: Spectrum of Heavy-Tailed Elliptic Random Matrices
Andrew Campbell, Sean O'Rourke
Comments: 57 pages, 3 figures; minor update, added Proposition 4.12
Subjects: Probability (math.PR); Mathematical Physics (math-ph)
Title: Hydrodynamic limit of the Kawasaki dynamics on the 1D-lattice with strong, finite-range interaction
Younghak Kwon, Georg Menz, Kyeongsik Nam
Comments: 47 pages
Subjects: Probability (math.PR)
Title: Broadcasting on Two-Dimensional Regular Grids
Anuran Makur, Elchanan Mossel, Yury Polyanskiy
Comments: 38 pages, double column format, 2 figures
Journal-ref: IEEE Transactions on Information Theory, vol. 68, no. 10, Oct. 2022
Subjects: Probability (math.PR); Information Theory (cs.IT); Statistics Theory (math.ST)
Title: Derivative over Wasserstein spaces along curves of densities
Rainer Buckdahn, Juan Li, Hao Liang
Comments: 55 pages
Subjects: Probability (math.PR)
Title: Phase transition of disordered random networks on quasi-transitive graphs
Yuelin Liu, Kainan Xiang
Subjects: Probability (math.PR)
Title: A maximal $L_p$-regularity theory to initial value problems with time measurable nonlocal operators generated by additive processes
Jae-Hwan Choi, Ildoo Kim
Comments: 47 pages
Subjects: Probability (math.PR); Analysis of PDEs (math.AP)
Title: Pricing the zero-coupon bond of the extended Cox-Ingersoll-Ross model using Malliavin calculus
Hongyi Chen, Sixian Jin, Di Kang
Subjects: Probability (math.PR)
Title: Cutoff Phenomenon for Cyclic Dynamics on Hypercube
Keunwoo Lim
Subjects: Probability (math.PR)
Title: Anomalous scaling regime for one-dimensional Mott variable-range hopping
David A. Croydon, Ryoki f*ckushima, Stefan Junk
Comments: 53 pages, 6 figures
Journal-ref: Ann. Appl. Probab. 33(5): 4044-4090 (2023)
Subjects: Probability (math.PR); Mathematical Physics (math-ph)
Title: The Limit Shape of the Leaky Abelian Sandpile Model
Ian Alevy, Sevak Mkrtchyan
Comments: 30 pages, 10 figures. To be published in International Mathematics Research Notices. The proof of Lemma 3.3 has been simplified and we have corrected several typos
Subjects: Probability (math.PR); Statistical Mechanics (cond-mat.stat-mech); Analysis of PDEs (math.AP); Combinatorics (math.CO)
