Papers to Appear in Subsequent Issues

When papers are accepted for publication, they will appear below. Any changes that are made during the production process will only appear in the final version. Papers listed here are not updated during the production process and are removed once an issue is published.

Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models Lukasz Szpruch, Tanut Treetanthiploet, and Yufei Zhang
Statistical Learning with Sublinear Regret of Propagator Models Eyal Neuman and Yufei Zhang
Zero-One Laws for Random Feasibility Problems Dylan J Altschuler
Uniform Attachment With Freezing Étienne Bellin, Arthur Blanc-Renaudie, Emmanuel Kammerer, and Igor Kortchemski
Non-Linear Conductances of Galton-Watson Trees and Application to the (Near) Critical Random Cluster Model Irene Ayuso Ventura and Quentin Berger
Mean Field Optimization Problem Regularized by Fisher Information Julien Claisse, Giovanni Conforti, Zhenjie Ren, and Songbo Wang
The Multicolour East Model Yannick Couzinié
Largest Entries of High-Dimensional Sample Covariance Matrix Under Autoregressive Structure: Asymptotic Theory and Phase Transition Tiefeng Jiang and Tuan Pham
Condensation in Scale-Free Geometric Graphs with Excess Edges Remco van der Hofstad, Pim van der Hoorn, Céline Kerriou, Neeladri Maitra, and Peter Mörters
Free Probability, Path Developments and Signature Kernels as Universal Scaling Limits William F. Turner and Thomas Cass
Time-Uniform Self-Normalized Concentration for Vector-Valued Processes Justin Whitehouse, Zhiwei Steven Wu, and Aaditya Ramdas
Stationary States for Stable Processes With Partial Resetting Tomasz Grzywny, Zbigniew Palmowski, Karol Szczypkowski, and Bartosz Trojan
Exponential Inequalities and Laws of the Iterated Logarithm for Multiple Poisson–Wiener Integrals and Poisson $U$-Statistics Radosław Adamczak and Dominik Kutek
Kernel Limit of Recurrent Neural Networks Trained on Ergodic Data Sequences Samuel Chun-Hei Lam, Justin Sirignano, and Konstantinos Spiliopoulos
Asymptotics for First-Passage Percolation on Logarithmic Subgraphs of Z^2 Michael Damron and Wai-Kit Lam
Quantitative Instability for Stochastic Scalar Reaction-Diffusion Equations Tommaso Rosati and Alexandra Blessing
The Metric Removability of Interfaces in the Directed Landscape Manan Bhatia
General Markovian Randomized Equilibrium Existence and Construction in Zero-Sum Dynkin Games for Diffusions Sören Christensen and Kristoffer Lindensjö
Uniqueness of the Solution of the Filtering Equations in Spaces of Measures Dan Crisan and Etienne Pardoux
Asymptotically Unbiased Approximation of the QSD of Diffusion Processes with a Decreasing Time Step Euler Scheme Fabien Panloup and Julien Reygner
Asymptotic Expansion of the Hard-to-Soft Edge Transition Luming Yao and Lun Zhang
Ergodicity and Mixing of Invariant Capacities and Applications Chunrong Feng, Wen Huang, Chunlin Liu, and Huaizhong Zhao
Berry-Esseen Inequality for Random Walks Conditioned to Stay Positive Denis Denisov, Alexander Tarasov, and Vitali Wachtel
Forward-Backward Stochastic Differential Equations on Tensor Fields and a Stochastic Representation of Navier-Stokes Equations on Riemannian Manifolds Xin Chen, Ana Bela Cruzeiro, Wenjie Ye, and Qi Zhang
Ergodic and Mixing Properties of the 2D Navier-Stokes Equations with a Degenerate Multiplicative Gaussian Noise Zhao Dong and Xuhui Peng
A Phase Transition in Sampling From Restricted Boltzmann Machines Youngwoo Kwon, Qian Qin, Guanyang Wang, and Yuchen Wei
Kernel Mean Embedding Topology: Weak and Strong Forms for Stochastic Kernels and Implications for Model Learning Naci Saldi and Serdar Yuksel
Strong Existence and Uniqueness for Singular SDEs Driven by Stable Processes Leonid Mytnik and Johanna Weinberger
A localisation phase transition for the catalytic branching random walk Cécile Mailler and Bruno Schapira
On the convergence of dynamic implementations of Hamiltonian Monte Carlo and No U-Turn Samplers Samuel Gruffaz, Alain Durmus, Miika Kailas, Eero Saksman and Matti Vihola
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition Fabien Gensbittel, Jean-Paul Décamps and Thomas Mariotti
A general partial Cramer’s condition for Edgeworth expansion of a function of sample means with applications Yashi Wei, Jiang Hu and Zhidong Bai
Central limit theorem for superdiffusive reflected Brownian motion Aleksandar Mijatovic, Isao Sauzedde and Andrew Wade
Consistency of MLE in partially observed diffusion models on a torus Ibrahim Ekren and Sergey Nadtochiy
Sharper analysis of the random graph $d$-process via a balls-in-bins model Andrzej Ruciński and Nick Wormald
The asymptotic behavior of fraudulent algorithms Laurent Miclo and Michel Benaïm
Loewner Theory for Bernstein functions II: applications to inhomogeneous continuous-state branching processes Pavel Gumenyuk, Takahiro Hasebe and José-Luis Pérez
Empirical Bernstein in smooth Banach spaces Diego Martinez-Taboada and Aaditya Ramdas
Foundations of bare-simulation optimization of distances Michel Broniatowski and Wolfgang Stummer
Up-down ordered Chinese restaurant processes with two-sided immigration, emigration and diffusion limits Quan Shi and Matthias Winkel
Downward conditional monotonicity gives survival and extinction for contact processes in random environments Joseph Patrick Stover
Uniform-in-time weak propagation of chaos for consensus-based optimization Erhan Bayraktar, Ibrahim Ekren and Hongyi Zhou
Intersections of branching random walks on $\mathbb{Z}^8$ Zsuzsanna Baran
A note on the long time behaviour of stochastic McKean-Vlasov equations with common noise Raphaël Maillet
Functional Central Limit Theorem for the principal eigenvalue of dynamic Erdős-Rényi random graphs Rajat Subhra Hazra, Nikolai Kriukov and Michel Mandjes
On the robustness of semi-discrete optimal transport Davy Paindaveine and Riccardo Passeggeri
Quantitative equilibrium fluctuations for interacting particle systems Chenlin Gu, Jean-Christophe Mourrat and Maximilian Nitzschner
Convergence of Coordinate Ascent Variational Inference for log-concave measures via optimal transport Manuel Arnese and Daniel Lacker
Time correlations in KPZ models with diffusive initial conditions Riddhipratim Basu and Xiao Shen
Deep Operator BSDE: a Numerical Scheme to Approximate the Solution Operators Pere Diaz Lozano and Giulia Di Nunno
On the MCMC performance in Bernoulli Group Testing and the Random Max-set cover problem Max Lovig and Ilias Zadik
Entropic Conditional Central Limit Theorem and Hadamard Compression Zhi-Ming Ma, Liu-quan Yao, Shuai Yuan and Hua-zi Zhang
Sharp connectivity bounds for the vacant set of random interlacements Subhajit Goswami, Pierre-Francois Rodriguez and Yuriy Shulzhenko
On the maximal correlation of some stochastic processes Yinshan Chang and Qinwei Chen
Existence and Non-Uniqueness of Ergodic Leray–Hopf Solutions to the Stochastic Power-Law Flows Stefanie Elisabeth Berkemeier
Fluctuations in random field Ising models Seunghyun Lee, Nabarun Deb and Sumit Mukherjee
On the First Passage Times of Branching Random Walks in $\mathbb{R}^d$ Jose Blanchet, Wei Cai, Shaswat Mohanty and Zhenyuan Zhang
A G-BSDE approach to the long-term decomposition of robust pricing kernels Jaehyun Kim and Hyungbin Park
A remarkable example on clustering of extremes for regularly-varying stochastic processes Shuyang Bai, Rafal Kulik and Yizao Wang
Simulation of infinite-dimensional diffusion bridges Thorben Pieper-Sethmacher, Frank van der Meulen, and Aad van der Vaart
Randomisation with moral hazard: a path to existence of optimal contracts Daniel Kršek and Dylan Possamaï
Optimal subgraphs in geometric scale-free random graphs Riccardo Michielan
Error estimates between SGD with momentum and underdamped Langevin diffusion Arnaud Guillin, Yu Wang, Lihu Xu and Haoran Yang
Cutoff for Mixtures of Permuted Markov Chains: Reversible Case Bastien Dubail
Rearranged Stochastic Heat Equation: Ergodicity and Related Gradient Descent on ${\mathcal P}({\mathbb R})$ François Delarue and William Richard Philip Hammersley
Limit Profile for the Bernoulli–Laplace Urn via Diffusions Sam Olesker-Taylor and Dominik Schmid
Convergence and stationary distribution of Elo rating systems Roberto Cortez and Hagop Tossounian
Optimal recovery of correlated Erdős–Rényi graphs Hang Du
Synchronization by noise for traveling pulses Christian Kuehn and Joris van Winden
An extended variational setting for critical SPDEs with Lévy noise Sebastian Bechtel, Fabian Germ and Mark Veraar
The Gapeev-Shiryaev Conjecture Philip Ernst and Goran Peskir
The two square root laws of market impact and the role of sophisticated market participants Bruno Durin, Mathieu Rosenbaum and Grégoire Szymanski
Long time behavior of killed Feynman-Kac semigroups with singular Schrödinger potentials Boris Nectoux, Arnaud Guillin, Di Lu and Liming Wu
Aizenman-Wehr argument  for a class of disordered gradient models Simon Buchholz and Codina Cotar
Numerical simulation of Generalized Hermite Processes Antoine Ayache, Julien Hamonier and Laurent Loosveldt
On the Ziv–Merhav theorem beyond Markovianity II: leveraging the thermodynamic formalism Nicholas Barnfield, Raphaël Grondin, Gaia Pozzoli and Renaud Raquépas
From Hyper Roughness to Jumps as $H \to -1/2$ Eduardo Abi Jaber, Elie Attal and Mathieu Rosenbaum
Concentration via metastable mixing, with applications to the supercritical exponential random graph model Vilas Sreenivasan Winstein
Eigenvector decorrelation for random matrices Giorgio Cipolloni
Geometric functionals of polyconvex excursion sets of Poisson shot noise processes Vanessa Mattutat
Critical point representation of the mutual information in the sparse stochastic block model Tomas Dominguez and Jean-Christophe Mourrat