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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Newest papers, page 5
Birthday Estimators Are Uniformly Optimal for Renyi Entropy
Collisions are a basic probe of unknown distributions, used for testing and for counting substructures in graphs, and they underlie Rényi entropy, a fundamental measure of uncertainty with…Hadamard Transforms for Dimension Reduction
Using the Hadamard matrix for dimension reduction can accelerate the computation due to the fast Hadamard transform.Solving the Ho--Nguyen Conjecture for Gaussian Mixtures: Applications to Mixtures of Experts
Over-fitted Gaussian mixtures can contain many parameter configurations with nearly the same density, making the order of density cancellation central to their parameter-learning rates.Dimension-free comparison inequalities between $f$-divergences for Gaussian location mixtures
We establish dimension-free comparison inequalities between the Kullback-Leibler (KL) and $χ^2$-divergences and the squared Hellinger distance for Gaussian location mixtures with compactly supported…Exact probability laws of random inner products: Dirichlet splines, overlaps, uncertainty, and Bargmann invariants
Inner products of random matrices and random quantum states---such as orbital inner products, expectation values, overlaps, and cyclic Bargmann invariants---are shown to follow from two underlying…A discrete-continuous-time stochastic framework for attention-deficit/hyperactivity disorder-related symptom modeling and pharmacological intervention via methylphenidate
This paper presents an original mathematical and computational framework for modeling the efficacy of methylphenidate as an optimal control policy acting on the nonlinear dynamics of attention…Rapid Mixing for Sampling Colorings of Random Graphs up to Tree Uniqueness Threshold
We study the mixing time of the single-site Glauber dynamics for sampling proper \(q\)-colorings on sparse Erdős-Rényi random graphs \(\mathcal{G}(n, d/n)\).Degree Stability of Parallel Greedy Matching in Random Graphs
We study a natural synchronous greedy matching process in Erdős-Rényi random graphs $\mathbb{G}(n,p)$ and give a rigorous analysis of this parallel stochastic dynamics.On the skew-curvature power law relationship in a stochastic volatility model with infinite variation Lévy jumps
The short-term blow up behaviour of the ATM-IV skew is commonly modelled by either a rough volatility process with small Hurst index or an infinite variation Lévy process in the log-price dynamics.Recursive Operator Localization and Spectral Gap Descent via the Geometry of Local Spectral Expansion
We introduce Recursive Operator Localization (ROL), a framework for constructing hierarchies of local energy problems linked by linear maps between Hilbert spaces.Polytope Sampling at the Speed of Isoperimetry
We give faster algorithms for sampling from the uniform distribution over a polytope.Rapid mixing within a phase for Ising models
We study Glauber dynamics for Ising measures conditioned to have a sufficiently large majority of $+1$ spins.A Pricing and Hedging Framework for Infinite-Dimensional Financial Markets
In this paper, we provide a comprehensive study of how the classical Black--Scholes-type market framework behaves in an infinite-dimensional setting.A One-Sided McDiarmid-Type Inequality for Heavy Tails via Reverse KL Tensorization
We revisit McDiarmid's inequality, a central tool in statistical learning theory and algorithm analysis.Pathwise Shrinkage and Probabilistic Calibration of the Multiplicative Half-Cauchy Process
We characterize the multiplicative half-Cauchy process through its log-scale random-walk representation, establishing shrinkage, expansion, and critical regimes, almost-sure summability, local…Feeling the generalised rough SABR boundary
We provide an in-depth analysis of a generalised rough version of the SABR volatility model, widely used in the financial industry.Per-State Signatures and Mean Time-to-Failure: An Algorithm for Systems With Simultaneous Failures
We present an algorithm that computes the structural signature and the mean time-to-failure (MTTF) of a monotone binary system at every one of its states, rather than only at the state in which all…Query-Efficient Rejection Sampling for Parallel Masked Diffusion
Masked diffusion models (MDMs) accelerate generation by unmasking multiple tokens in parallel, but sampling these tokens independently ignores their correlations and biases the output.From Global to Tail Convergence: Dynamics of $α$-Stable Score-Based Generative Models
Score-based generative models driven by $α$-stable L{é}vy processes have been proposed as an alternative to Brownian diffusion models, with empirical evidence suggesting improved sampling and better…Interior smoothness and zero-variance geometry for finite-maturity Heston American puts
We study finite-maturity American puts in the Heston model without the Feller condition.