The directed last-passage percolation (LPP) model with independent exponential times is considered. We complete the study of asymptotic directions of infinite geodesics, started by Ferrari and Pimentel [5]. In particular, using a recent result of [3] and a local modification…

In this note we prove the well-posedness for stochastic $2D$ Navier-Stokes equation driven by general Lévy processes (in particular, $\alpha$-stable processes), and obtain the existence of invariant measures.

In this note we study a class of $2\times 2$ Polya-Eggenberger urn models, which serves as a stochastic model in biology describing cannibalistic behavior of populations. A special case was studied before by Pittel using asymptotic approximation techniques, and more…

Revisiting an article by Chernin and Ibragimov on unimodality of stable laws, we show that their approach to deduce the general case from the extremal ones, whose completion contained an error as discovered later by Kanter, can be carried out…

We show that the limiting eigenvalue distribution of random symmetric Toeplitz matrices is absolutely continuous with density bounded by 8, partially answering a question of Bryc, Dembo and Jiang (2006). The main tool used in the proof is a spectral…

We prove correlation inequalities for linearly edge-reinforced random walk. These correlation inequalities concern the first entry tree, i.e. the tree of edges used to enter any vertex for the first time. They also involve the asymptotic fraction of time spent…

In this note, we provide a simulation algorithm for a diffusion process in a layered media. Our main tools are the properties of the Skew Brownian motion and a path decomposition technique for simulating occupation times.

For first passage percolation in $\mathbb{Z}^d$ with large $d$, we construct a path connecting the origin to $\{x_1 =1\}$, whose passage time has optimal order $\log d/d$. Besides, an improved lower bound for the "diagonal" speed of the cluster combined…

We consider the complex case of the S-inequality. It concerns the behaviour of Gaussian measures of dilations of convex and rotationally symmetric sets in $\mathbb{C}^n$. We pose and discuss a conjecture that among all such sets measures of cylinders decrease…

In this note, we revisit the work of T. Tao and V. Vu on large non-hermitian random matrices with independent and identically distributed (i.i.d.) entries with mean zero and unit variance. We prove under weaker assumptions that the limit spectral…