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Preprints 2024

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24083 Adrian Padellaro, Sanjaye Ramgoolam, Ryo SuzukiPDF

Eigenvalue systems for integer orthogonal bases of multi-matrix invariants at finite $N$

Project: C6

Published: Journal of High Energy Physics 2025 (2025), Article number 111

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Eigenvalue systems for integer orthogonal bases of multi-matrix invariants at finite $N$


Authors: Adrian Padellaro, Sanjaye Ramgoolam, Ryo Suzuki Projects: C6
Submission Date: 18.10.2024 Submitter: Gernot Akemann
Download: PDF Link: 24083
Published: Journal of High Energy Physics 2025 (2025), Article number 111

24081 Yufei Shao, Xianliang ZhaoPDF

Quantitative particle approximation of stochastic 2D navier-stokes equation

Project: B1

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Quantitative particle approximation of stochastic 2D navier-stokes equation


Authors: Yufei Shao, Xianliang Zhao Projects: B1
Submission Date: 17.10.2024 Submitter: Michael Röckner
Download: PDF Link: 24081

24078 Émy Lecuyer, Frank Riedel, Lorenzo StancaPDF

Arbitrage pricing in convex, cash-additive markets

Project: C5

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Arbitrage pricing in convex, cash-additive markets


Authors: Émy Lecuyer, Frank Riedel, Lorenzo Stanca Projects: C5
Submission Date: 09.10.2024 Submitter: Giorgio Ferrari
Download: PDF Link: 24078

24077 Sebastian Herr, Michael Röckner, Martin Spitz, Deng ZhangPDF

The energy-critical stochastic zakharov system

Project: A1, B1

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The energy-critical stochastic zakharov system


Authors: Sebastian Herr, Michael Röckner, Martin Spitz, Deng Zhang Projects: A1, B1
Submission Date: 08.10.2024 Submitter: Vitali Wachtel
Download: PDF Link: 24077

24076 Xicheng ZhangPDF

New algorithms for sampling and diffusion models

Project: B1

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New algorithms for sampling and diffusion models


Authors: Xicheng Zhang Projects: B1
Submission Date: 07.10.2024 Submitter: Michael Röckner
Download: PDF Link: 24076

24075 Viorel Barbu, Marco Rehmeier, Michael RöcknerPDF

$p$-Brownian motion and the $p$-Laplacian

Project: A5, B1

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$p$-Brownian motion and the $p$-Laplacian


Authors: Viorel Barbu, Marco Rehmeier, Michael Röckner Projects: A5, B1
Submission Date: 04.10.2024 Submitter: Alexander Grigor'yan
Download: PDF Link: 24075

24074 Herbert Dawid, Philipp Harting, Michal NeugartPDF

Deep Q-learning of prices in oligopolies: the number of competitors matters

Project: C2

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Deep Q-learning of prices in oligopolies: the number of competitors matters


Authors: Herbert Dawid, Philipp Harting, Michal Neugart Projects: C2
Submission Date: 04.10.2024 Submitter: Giorgio Ferrari
Download: PDF Link: 24074

24071 Denis Denisov, Vitali WachtelPDF

Harmonic measure in a multidimensional gambler’s problem

Project: B10

Published: Ann. Appl. Probab. 34, no. 5 (2024), 4387–4407

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Harmonic measure in a multidimensional gambler’s problem


Authors: Denis Denisov, Vitali Wachtel Projects: B10
Submission Date: 01.10.2024 Submitter: Sebastian Herr
Download: PDF Link: 24071
Published: Ann. Appl. Probab. 34, no. 5 (2024), 4387–4407

24070 Wojciech Cygan, Denis Denisov, Zbigniew Palmowsk, Vitali WachtelPDF

Stable random walks in cones

Project: B10

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Stable random walks in cones


Authors: Wojciech Cygan, Denis Denisov, Zbigniew Palmowsk, Vitali Wachtel Projects: B10
Submission Date: 01.10.2024 Submitter: Sebastian Herr
Download: PDF Link: 24070

24069 L’ubomír Baňas, Sebastian HerrPDF

Numerical approximation of bi-harmonic wave maps into spheres

Project: A1, B3

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Numerical approximation of bi-harmonic wave maps into spheres


Authors: L’ubomír Baňas, Sebastian Herr Projects: A1, B3
Submission Date: 23.09.2024 Submitter: Michael Röckner
Download: PDF Link: 24069

24068 Gernot Akemann, Federico Balducci, Aurélia Chenu, Patricia Päßler, Federico Roccati, Ruth ShirPDF

Two transitions in complex eigenvalue statistics: Hermiticity and integrability breaking

Project: C6

Published: Phys. Rev. Research 7, no. 1 (2025), 013098

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Two transitions in complex eigenvalue statistics: Hermiticity and integrability breaking


Authors: Gernot Akemann, Federico Balducci, Aurélia Chenu, Patricia Päßler, Federico Roccati, Ruth Shir Projects: C6
Submission Date: 23.09.2024 Submitter: Friedrich Götze
Download: PDF Link: 24068
Published: Phys. Rev. Research 7, no. 1 (2025), 013098

24067 Hanwu Li, Frank RiedelPDF

Optimal Consumption for Recursive Preferences with Local Substitution under Risk

Project: C3

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Optimal Consumption for Recursive Preferences with Local Substitution under Risk


Authors: Hanwu Li, Frank Riedel Projects: C3
Submission Date: 12.09.2024 Submitter: Giorgio Ferrari
Download: PDF Link: 24067

24065 Emanuela Gussetti, Antoine HocquetPDF

A pathwise stochastic Landau-Lifshitz-Gilbert equation with application to large deviations

Project: B7

Published: Journal of Functional Analysis 285, no. 9 (2023)

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A pathwise stochastic Landau-Lifshitz-Gilbert equation with application to large deviations


Authors: Emanuela Gussetti, Antoine Hocquet Projects: B7
Submission Date: 11.09.2024 Submitter: Martina Hofmanová
Download: PDF Link: 24065
Published: Journal of Functional Analysis 285, no. 9 (2023)

24064 Gernot Akemann, Sungsoo Byun, Kohei NodaPDF

Pfaffian structure of the eigenvector overlap for the symplectic Ginibre ensemble

Project: C6

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Pfaffian structure of the eigenvector overlap for the symplectic Ginibre ensemble


Authors: Gernot Akemann, Sungsoo Byun, Kohei Noda Projects: C6
Submission Date: 02.09.2024 Submitter: Friedrich Götze
Download: PDF Link: 24064

24060 Benjamin Gess, Vitalii KonarovskyiPDF

A quantitative central limit theorem for the simple symmetric exclusion process

Project: B8

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A quantitative central limit theorem for the simple symmetric exclusion process


Authors: Benjamin Gess, Vitalii Konarovskyi Projects: B8
Submission Date: 29.08.2024 Submitter: Michael Röckner
Download: PDF Link: 24060

24059 Benjamin Gess, Rishabh S. Gvalani, Vitalii KonarovskyiPDF

Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent

Project: B8

Published: Probab. Theory Relat. Fields (2025)

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Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent


Authors: Benjamin Gess, Rishabh S. Gvalani, Vitalii Konarovskyi Projects: B8
Submission Date: 29.08.2024 Submitter: Michael Röckner
Download: PDF Link: 24059
Published: Probab. Theory Relat. Fields (2025)

24056 Andrey Dorogovtsev, Vitalii Konarovskyi, Max von RenessePDF

A central limit theorem for modified massive Arratia flow

Project: B8

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A central limit theorem for modified massive Arratia flow


Authors: Andrey Dorogovtsev, Vitalii Konarovskyi, Max von Renesse Projects: B8
Submission Date: 29.08.2024 Submitter: Benjamin Gess
Download: PDF Link: 24056

24054 Jodi Dianetti, Giorgio Ferrari, Renyuan XuPDF

Exploratory optimal stopping: A singular control formulation

Project: C4

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Exploratory optimal stopping: A singular control formulation


Authors: Jodi Dianetti, Giorgio Ferrari, Renyuan Xu Projects: C4
Submission Date: 21.08.2024 Submitter: Frank Riedel
Download: PDF Link: 24054

24053 Sebastian Herr, Robert Schippa, Nikolay TzvetkovPDF

The Cauchy problem for the periodic Kadomtsev--Petviashvili--II equation below $L^2$

Project: A1

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The Cauchy problem for the periodic Kadomtsev--Petviashvili--II equation below $L^2$


Authors: Sebastian Herr, Robert Schippa, Nikolay Tzvetkov Projects: A1
Submission Date: 18.07.2024 Submitter: Alexander Grigor'yan
Download: PDF Link: 24053

24052 Ellen Baake, Fernando Cordero, Enrico Di GasperoPDF

Killing versus catastrophes in birth-death processes and an application to population genetics

Project: C1

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Killing versus catastrophes in birth-death processes and an application to population genetics


Authors: Ellen Baake, Fernando Cordero, Enrico Di Gaspero Projects: C1
Submission Date: 12.07.2024 Submitter: Vitali Wachtel
Download: PDF Link: 24052

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