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.
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Newest papers, page 8
Large Growth Happens: Gaussian Elimination with Partial Pivoting on Random Matrices
We prove that the probability that Gaussian elimination with partial pivoting on $n \times n$ random matrices has growth $ρ$ is at least inverse quasi-polynomial: $Ω(\exp(-c \log^2 (ρ)\log(n)))$ for…Slow Beats Fast at the Kesten-Stigum Threshold: Minimax, Fisher-Information and Belief-Propagation Characterizations of the Information-Computation Gap in Sparse Stochastic Block Models
We study community recovery in the sparse symmetric stochastic block model with $q$ communities, average degree $d$ and signal strength $λ$ through statistical decision theory and Fisher…Trust-Region Optimization for Smooth Potential-Interaction Energies in Wasserstein Space
Finding low-energy configurations of interacting particles and approximating probability distributions lead to the minimization of potential-interaction energies in Wasserstein space.Quadratic Weak-to-Strong Generalization in Random Feature Networks via Random Matrix Theory
Weak-to-strong generalization is the phenomenon where a strong student model trained with labels produced by a weak teacher model is able to generalize better than the teacher.Optimal bound for the polynomial Littlewood-Offord problem
We present an exposition of an argument, discovered by GPT-6 Pro, that gives an optimal bound for the polynomial Littlewood-Offord problem.A Superprocess-based Approach to Rough CIR Processes and Feller Random Measures
Feller random measures generalize the Feller diffusion (the CIR process) by giving it memory.Sharp Integrality Gaps in Calibration Distance
We study the offline gap between deterministic calibration distance C and its fractional relaxation L for binary unit-weight sequences under total absolute-change cost.An FPRAS for Counting Common Bases of Two Matroids
We design the first polynomial-time algorithms for approximately counting and almost uniformly sampling common bases of two matroids given by their independence oracles.Trading with the STARS: Algorithm Design & Spectrum of Fundamental Limits for Trading with Storage
We study an online trading problem where a trader, given a sequence of i.i.d. prices drawn from a known distribution $F$ on $[0,1]$, must make irrevocable buy, sell, or hold decisions subject to…When the noncommutative AM-GM inequality holds
In this note, we prove that the noncommutative AM-GM inequality holds if $n\ge 2\lceil m/2 \rceil^2$.Buying at Support: The Entry Problem under Multi-Skew Brownian Motion
We study when to buy a share that will later be sold optimally, when the price follows a geometric multi-skew Brownian motion whose skew levels model support and resistance.Poisson Autoregression on a Large Network with a Stochastic Block Model Structure
We consider multivariate Poisson autoregressive processes evolving on random networks generated by a Stochastic Block Model.Walk/Zeta correspondence for quantum walks on path graphs: a pre-geometric structure implied by a generalized reflection principle
We establish a local Konno-Sato correspondence for reflected random and Szegedy walks on a finite path graph.Universality and Convergence of Generative Flows
Generative flows sample from an unnormalized target by training a flow to be balanced, and the training loss is the signal a practitioner watches.An equality condition for the Dobrushin bound on attention rollout and how often it holds in trained transformers
The Dobrushin coefficient of each attention-rollout factor satisfies $κ(\frac12(I+A))\le\frac12(1+κ(A))$, and multiplying these inequalities over layers bounds the coefficient of the whole rollout.The Right Wing of the SABR Smile with an Absorbing Boundary: Resolution of Conjectures of Henry-Labordère
We determine the leading logarithmic asymptotics of the fixed-maturity right tail of the SABR model with $β\in(0,1)$ and absorption at zero, for every correlation $ρ\in(-1,1)$.Efficient Mass Matrix Estimation with Gaussian Cooling
We introduce an algorithm for efficiently preconditioning log-concave and log-smooth distributions that scales logarithmically with the condition number of the underlying distribution.On some concepts of convergence and their connections
The notions of classical two-scale convergence and the periodic unfolding method, which both rely on an additional scale for the representation of periodic micro-oscillations, are in this paper…Shapley-based Structural Analysis of Neural Calibration for Stochastic Volatility Models
Neural network-based approaches have emerged as efficient alternatives to traditional optimization-based procedures for the calibration of stochastic volatility models.Probability flow ODEs in score-based and reflected diffusion models
Probability-flow ordinary differential equations (PF-ODEs) are widely used as deterministic samplers for score-based diffusion models.