Probability & Statistics · Mathematics & Statistics
Probability
The newest papers in Probability that ReadSearch has read, newest first. Each links to its own page, with its authors, date, where it was published and the original.
298 papers, from 31 August 2026 to 5 November 2026: 270 arXiv preprints and 28 OpenAlex records.
Get the few papers worth your time in Probability every morning.
Follow Probability and ReadSearch reads its new papers each day, then brings you the few worth reading, each with its key finding in a sentence.
Newest papers, page 13
A sampling Lovász Local Lemma
We give an approximately uniform sampler for satisfying assignments of constraint satisfaction problems that satisfy $4\mathrm e p(Δ+1)^2\le1$, where $p$ is the largest constraint-violation…Towards stratified sampling for redistricting plans
Rapid algorithmic developments have accelerated the sampling of redistricting ensembles (balanced graph partitions), yet evaluating rare events and sampling complex target measures remains a core…Optimizing Both Checking and Update Costs in Random Walk Search
Random walks are a standard tool for search problems in which a state can be updated locally and tested for being marked.Degree-Free Spectral Independence for Log-Concave Holant Measures
We establish a degree-independent bound on spectral independence for log-concave Holant problems on simple graphs.A General Kernel Framework for Non-CND Distance Measures Using |D|-Dimensional Sparse Landmark Embeddings
Kernel methods, and Gaussian Processes (GPs) in particular, require a Hilbertian distance measure---one whose square is conditionally negative definite (CND)---to guarantee positive…Quadratic G-BSDEs for bond pricing with endogenous short-rate feedback
We study robust bond valuation with endogenous short-rate feedback under volatility uncertainty.Intrinsic-Dimensional Wasserstein Guarantees for Private Synthetic Measures
We study an $\varepsilon$-differentially private synthetic measure for $n$ points in $[0,1]^d$ by applying the existing PrivTree algorithm to construct an adaptive binary partition and then…Approximating Measures on Function Spaces: Transport and Truncation
Measures on function spaces arise throughout Bayesian inverse problems and generative modeling, often with low-dimensional structure relative to a tractable reference measure.Critical and near-critical influence bounds for ferromagnetic Ising models
For a ferromagnetic Ising model on a graph of maximum degree $Δ\ge3$, we prove a bound of order $\sqrt n$ on every row of the influence matrix at the tree uniqueness threshold.Steady-State Convergence of Stochastic Approximation
For constant-stepsize stochastic approximation (SA), the iterates converge in distribution to a stationary law that depends on the stepsize $α.$ Steady-state convergence (SSC) concerns the limit of…The threshold for online balancing of i.i.d. binary vectors
Consider the task of online vector balancing for stochastic arrivals $X_1,\ldots,{X_T}$, where the $X_i$ are independent uniformly random $d$--sparse binary vectors in $\{0,1\}^n$.Matrix Spencer: Eight Standard Deviations Suffice and an Almost-Linear Time Algorithm for Dense Input
The Matrix Spencer conjecture asserts that for all symmetric matrices $A_1,\ldots,A_n\in\mathbb{R}^{n\times n}$ with $\|A_i\|\le1$ there are signs $\varepsilon_1,\ldots,\varepsilon_n\in\{-1,1\}$…Thin-shell stability of Gaussian cooling: logconcave sampling with sesteric complexity from a cold start
We show that logconcave probability measures along the Gaussian cooling path have thin-shell stability, generalizing the thin-shell theorem.Gaussian Normalized Coordinates and Risk-Neutral CDF Deformations
Normalized implied-volatility coordinates reveal no-arbitrage structure that is less transparent in strike space.Sharp Norms from Finite Structure: Graph Matrices and Structured Chaoses
Graph matrices encode dependencies in random matrices built from shared random variables and arise in spectral algorithms, sum-of-squares (SoS), and high-dimensional statistics.On the Equivalence of Stochastic Control and Path Space Formulations for Schrödinger Bridges over Compact Connected Lie Groups
We establish the equivalence between the stochastic optimal control and path space formulations of the Schrödinger bridge problem (SBP) for the kinematic equation on a compact connected Lie group.Yet another asymptotic formula for implied volatility
We derive a first-order representation of Black-Scholes implied variance in a continuous local martingale model.Spatial Mixing and Deterministic Approximate Counting of Multi-spin Systems beyond Bounded Degree Graphs
We develop a framework for deterministic approximate counting of multi-spin systems beyond bounded-degree graphs.Tight Sampling Complexity with stochastic gradient oracles in Fixed Dimensions
We investigate the stochastic-gradient query complexity of sampling smooth strongly log-concave distributions in any fixed Euclidean dimension.Exact calibration of structural models via time-change
In this note, we propose a general structural approach to model a default time $τ$ as the first-passage time (FPT) of a (``firm-value'') process $S$ below a (``debt'') barrier $K$ that comply with a…