Probability & Statistics · Mathematics & Statistics
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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.
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An $\mathsf{FPRAS}$ for Mixed Volumes
We design the first fully polynomial-time randomized approximation scheme ($\mathsf{FPRAS}$) to estimate the mixed volume of $n$ arbitrary compact convex sets in $\mathbb{R}^{n}$ specified by weak…Sharper Bounds for Graphical Two-Choice Allocation
In graphical two-choice allocation, vertices are bins, and each arriving ball must be placed irrevocably at one endpoint of a uniformly random edge.Smoothed analysis of stability radii for the assignment problem
Every linear program can tolerate small changes to its costs and still yield a solution of the original problem.The Laplace transform of the time of ruin in the Cramér--Lundberg model with Erlang $E_2(μ)$ claims: spectrum, exact moments and matrix reduction
We study the Laplace transform of the time of ruin in the classical Cramér--Lundberg model with claims having an Erlang distribution of shape parameter 2.Reduction of the integro-differential equation to an ordinary differential equation in ruin models with investment in a risky asset
We study ruin models with the surplus invested in a risky asset and Erlang-distributed claims: non-life insurance, annuity payments and the mixed model.Rare Event Constrained Reinforcement Learning with Large Deviations
We study finite-horizon reinforcement learning with a safety constraint on the probability of reaching a failure set.Non-asymptotic analysis of SGLD with discontinuous stochastic gradients: a new route to portfolio CVaR minimization
Conditional-Value-at-Risk (CVaR) optimization is a fundamental tool in portfolio selection, yet its nonsmooth loss structure poses a challenge for the existing theory of stochastic gradient methods…Noise Stability on the Hypercube: Order $7/8$
For a balanced Boolean function $f$ on the discrete hypercube, we study the $α$-stability $\mathbb{E}[(T_ρf)^α]$, where $T_ρ$ is the Boolean noise operator and $0<α<1$.Closed-Form Gaussian Mixture Representations of d-Dimensional Triangulated Domains
We derive a Gaussian Mixture (GM) representation of a full-dimensional subset of Euclidean space with finite volume from a finite simplicial triangulation in closed form.An Introduction to Financial Derivatives: Open Lecture Notes
These lecture notes give a broad introduction to financial derivatives at the level of a Masters program in quantitative finance.Bethe Hessian Recovery through the Kesten-Stigum Regime
We show that outlier eigenvectors of the Bethe Hessian achieve weak recovery in the stochastic block model down to the Kesten-Stigum threshold, for every fixed common expected degree $d>1$.When is the deepest drawdown also the longest?
Does the deepest drawdown take the longest to recover?Online carpooling against an oblivious adversary
In the online carpooling problem, edges on $n$ vertices arrive one at a time and must be oriented immediately, so as to keep the difference between the indegree and the outdegree of every vertex…Limit Theorems and Optimal Policies for Flock Flight through Poisson Forests
Inspired by birds flying through cluttered environments, Karaman and Frazzoli showed that high-speed flight through an ergodic random forest exhibits an ultimate speed limit: above a critical speed…Emergence of the transformer architecture as the score of entropic laws of random measures
We show that the transformer architecture emerges as the score of last-token laws in a natural statistical model of language, where sentences are empirical measures of tokens, a language is a law on…Strong rate for one-dimensional driftless continuous strict local martingales
For one-dimensional strict local martingales of the form $\mathrm{d} X_t=σ(X_t) \mathrm{d} W_t$ starting from $X_{0}=x_{0}>0$, we prove the strong rate $\mathbb{E}\left[|X^h_N-X_T|\right] \lesssim…Exponential Convergence of the Lifted Gradient Flow of the Bass Functional
We establish multidimensional exponential convergence of the lifted Bass gradient flow in martingale optimal transport.Zero-freeness for Random Regular Graphs up to the Replica Symmetry Breaking Threshold
We study antiferromagnetic spin systems on random regular graphs through the lens of the phase transitions characterized by the complex zeros of the partition function.Nearly-Optimal Time-Sample Trade-off in Consensus Dynamics
How does the number of sampled opinions affect the time required to reach consensus in distributed consensus dynamics?On Zeros and Algorithms for Disordered Systems II: The Antiferromagnetic Ising Model up to Kesten-Stigum
We give the first polynomial-time algorithm to estimate the partition function of the antiferromagnetic Ising model on the uniformly random $d$-regular graph to arbitrarily high accuracy for all…