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- Level Crossing Rate Bounds for Products of Independent Nonstationary Fading Processes
- On record behaviours of returns for interval maps
- Lie point symmetry analysis of a dependent jump-diffusion risk model with exponential claim sizes
- Strong rate for one-dimensional driftless continuous strict local martingales
- PDE-based Bayesian Inverse Problems in All-at-once Framework
- Functional limit theorems for Galton-Watson processes with inhomogeneous immigration towards a deterministic limit function
- The Berry--Esseen estimate in the Boolean central limit theorem
- Random semigroups á la Gromov
- Emergence of the transformer architecture as the score of entropic laws of random measures
- The Mézard-Parisi formula
- Ghirlanda-Guerra identities and cavity equations for diluted spin glass models
- Weighted Harris--oscillation contraction and invariant expectations for nonlinear Markov semigroups
- Exponential Ergodicity and Invariant Distribution of a Degenerate Reflected SDE with Stable Noise
- Exponential singularity and rank bounds for random symmetric matrices
- Optimal fiber comparisons for random tensors
- Limit Theorems and Optimal Policies for Flock Flight through Poisson Forests
- Stopping Rules and the Poisson Boundary of Random Walks on Countable Groups
- Bounding martingale dimension by spectral dimension
- Sharp potential and Brenier map W2-stability for log-concave sources
- The Liouville property for geometric graphs in the plane
- Bregman projections and partition design for accelerating finite Markov chains
- Well-posedness of Rough Differential Equations at the Krylov-Röckner Integrability Threshold
- The German Tank Problem & Navigating by Scent
- A New Modifications of the Milstein and Euler Methods and the Taylor-Ito Expansion for Ito Stochastic Differential Equations with Drift and Diffusion Coefficients Having Non-Differentiable or Singular Time-Dependent Multipliers
- Gaussian inequalities with different covariance matrices - the Heterovariant Gaussian Brunn-Minkowski inequality