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20122026
most citedDeep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis

97 citations

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math.PR2025

On the spectral radius of the ratio of Girko matrices

Djalil Chafaï, David García-Zelada, Yuan Yuan Xu

Girko matrices have independent and identically distributed entries of mean zero and unit variance. In this note, we consider the random matrix model formed by the ratio of two ind…

math.PR2025

Relation between Wick powers and excursion clusters of the 2D GFF

Titus Lupu

We study the decomposition of the Wick powers of the continuum GFF in dimension via the first passage sets (FPS) and the excursion clusters (sign components) of the GFF. These…

math.PR2025

Sample-Path Large Deviations for Functionals of Poisson Cluster Processes

Fabien Baeriswyl, Olivier Wintenberger

We establish sample-path large deviation principles for the centered cumulative functional of marked Poisson cluster processes in the Skorokhod space equipped with the M1 topology,…

math.PR2025

Stochastic domination and lifts of random variables in percolation theory

Sébastien Martineau, Rémy Poudevigne, Paul Rax

Consider some matrix waiting for its coefficients to be written. For each column, sample independently a Bernoulli random variable of some parameter . Seeing all this and possib…

math.PR2025

A random polymer approach to the weak disorder phase of the vertex reinforced jump process

Quentin Berger, Alexandre Legrand, Rémy Poudevigne +1

In this paper, we study the transient phase of the Vertex Reinforced Jump Process (VRJP) in dimension . In Sabot, Zeng (2019), the authors introduce a positive martingale…

math.PR2025

Mixing time of a matrix random walk generated by elementary transvections

Anna Ben-Hamou

We consider a Markov chain on invertible matrices with entries in which moves by picking an ordered pair of distinct rows and add the first one to the ot…