This paper aims to explore the formation mechanism of probability distribution in situations where the differences among random experiments are distinguishable, and these differences continue to evolve along with the dynamic changes in conditions and their mechanisms of action. To this end, we are motivated to devise a new theoretical system -- theory of uncertain probability (TUP) with Kolmogorov's system and nonlinear theories as special cases. TUP develops a novel model that integrates probability and uncertainty as well as the known and unknown to more accurately depict numerous typical random phenomena under more realistic assumptions, and thus provides appropriate tools for greater variety of real needs. It also allows for pioneering interpretation of the causal mechanisms underlying many important distributional characteristics and incorporation of pathwise property to distribution model.

We investigate the asymptotic behavior of solutions to a class of fully coupled forward-backward stochastic differential equations with time-delayed generators. Such systems arise naturally in stochastic models with memory effects and constitute a significant extension of the classical fully coupled FBSDE framework. The presence of delay introduces additional analytical difficulties due to the dependence of the coefficients on the past trajectories of the solution processes and the resulting non-Markovian structure. Under suitable assumptions on the coefficients, we study the asymptotic properties of a perturbed delayed FBSDE driven by a small noise parameter. We first establish the convergence in distribution of the associated solution processes as the perturbation parameter tends to zero. We then prove almost sure convergence towards the solution of the corresponding deterministic limiting system. As a consequence of these asymptotic results, we derive a large deviation principle for the solution processes. Our results extend the asymptotic analysis of Cruzeiro, Gomes and Zhang (2014) from the classical fully coupled FBSDE setting to the delayed framework, and complement existing works on weakly coupled delayed forward-backward systems. They provide, to the best of our knowledge, the first large deviation principle for fully coupled forward-backward stochastic differential equations with delayed generators.

We prove an optimal dimension-free sparsification theorem for suprema of centered Gaussian processes. Given a bounded set $T\subseteq\mathbb{R}^n$, we show that the supremum of the canonical Gaussian process on $T$ can be $L^2$-approximated by the supremum of a shifted subprocess indexed by only $\exp(O(1/\varepsilon^2))$ points, with error at most $\varepsilon$ times the Gaussian width of $T$. In particular, the size of the approximating process is independent of both the ambient dimension and the cardinality of the original index set. This improves a recent sparsification theorem of De, Nadimpalli, O'Donnell, and Servedio (2026) by an exponential factor, and we show that the dependence on $\varepsilon$ is tight up to constants in the exponent. As consequences, we obtain an exponentially improved junta theorem for norms over Gaussian space and sharpen results on learning, property testing, and polyhedral approximation of convex sets under the Gaussian measure. The proof is based on an interpolation argument that combines Sudakov's minoration with the Brascamp--Lieb inequality.

The preferential attachment model (PAM) describes the sequential growth of a network based on the "rich-get-richer" principle. Several versions of it have become established for modeling, e.g., citation networks, capturing a power-law degree distribution. Directed versions of the preferential attachment model where the edges are directed from the new to the old vertices have been the subject of extensive research. They have been shown to exhibit remarkable properties such as heavier tails for the limiting graph-normalized PageRank than for the in-degrees. By contrast, for the undirected version, we recently showed that PageRank has similar tails as the degree. In the present paper, we discuss the PageRank asymptotics for a multi-type version of the undirected PAM (here vertices have different colors), complementing previous results of Antunes, Bhamidi, Banerjee and Pipiras on the asymptotics of PageRank on similar directed multi-type or colored PAMs. Our studies are motivated by the aim to go beyond the rigid rule of edge orientation in directed preferential attachment models. As the main result, for the case of a finite set of colors, we show that the power-law hypothesis for PageRank is fulfilled also for the colored undirected PAM, where, by contrast to the directed case, the power-law exponent is color-dependent for some choices of the initial color distribution and the attractiveness function. For the specific case of a two-type model, we discuss implications of our results on fairness in sampling underrepresented nodes from the network.

In this work we consider an Aztec diamond model split into two unequal regions which are asymptotically fixed in size. Each region is weighted with a distinct two-periodic weighting. We refer to this model as the t-split two-periodic Aztec diamond, to signify its difference from the previous work title Split Two-Periodic Aztec Diamond, where the model was split into two equal regions. We derive an integral expression for the correlation kernel of the model and give a partial description of the scaling limit behavior, along with a conjecture for the remainder. We refer to the larger and smaller sides of the model as the dominant and non-dominant sides, and to the location of the weight change as the interface. The dominant side exhibits a limit shape that depends only on its own weighting and is identical to that of the two-periodic Aztec diamond, while the non-dominant side appears to have a novel limit shape that depends on both weightings and the location of the interface. Lastly, we consider the complete limit shape in the case where the dominant side two-periodic parameter goes to 0.

We study dynamical orthogonal (DO) approximations of stochastic differential equations and investigate their long-time behaviour. The DO formulation represents the solution by a low-rank decomposition and leads to a coupled system consisting of an evolution equation on the Stiefel manifold and a reduced stochastic process. We establish the well-posedness of the strong DO system and derive quantitative error estimates between the original stochastic differential equation and its low-rank approximation in the Wasserstein distance. Our main contribution is the analysis of invariant probability measures for the DO dynamics. Under suitable dissipativity, Lipschitz continuity, and non-degeneracy assumptions on the coefficients, we prove the existence of an invariant probability measure for the strong DO system. The proof combines uniform moment estimates, a Krylov--Bogoliubov argument for an associated frozen system, and a Kakutani-Fan-Glicksberg fixed-point theorem to recover the self-consistent dynamics. We further show that the induced low-rank process admits an invariant probability measure and discuss the structure of invariant measures through several illustrative examples. These results provide a rigorous foundation for the use of dynamical low-rank approximations in the approximation of long-time statistical properties of stochastic dynamical systems.

Despite the theoretical appeal of their non-reversibility, to date, no Piecewise Deterministic Markov Process (PDMP) samplers have been developed that scale better than $\mathcal{O}(\sqrt{d})$ in computational complexity with respect to the target dimension $d$. We prove that this is a fundamental limitation by establishing an $Ω(\sqrt{d})$ lower bound on the algorithmic complexity of PDMP samplers in a standard setup. By relaxing the assumption that the target density must remain invariant at all continuous times, we then demonstrate how to bypass this barrier. Specifically, we introduce a novel PDMP sampling scheme and show that it achieves an empirical complexity of $\mathcal{O}(d^α)$, where $α\in [0.2, 0.3]$ for Gaussian-tailed targets. In addition, this PDMP scheme is locally adaptive in both trajectory length and distance between velocity updates.

In this article, we present a robust $Q$-learning algorithm for discrete-time mean-field control problems under Wasserstein uncertainty in the common noise law. The algorithm combines a quantization-and-projection scheme with a Wasserstein dual reformulation on the common-noise space. We establish its convergence together with finite-time iteration bounds for both synchronous and asynchronous learning schemes. Numerical experiments on systemic risk and epidemic models compare the asynchronous implementation with an idealized Bellman iteration, illustrate the robustness-performance tradeoff under common-noise misspecification, and report the observed convergence behavior of the asynchronous $Q$-learning algorithm.

We give a Bellman-function proof of the dimension-free estimate \[ \Big\| \vec{R} f \Big\|_{L^p(Ω;\,\ell^2)} \lesssim (p-1) \,\|f\|_{L^p(Ω)}, \qquad 2\le p<\infty, \] for the vector of Riesz transforms associated with the Walsh number operator on the Hamming cube $Ω=\{-1,1\}^n$, as well as for locally compact abelian groups, in particular $Ω=\mathbb{Z}^n$. The argument is based on a Poisson semigroup representation, symmetrized estimates along edges of $Ω$, and a two-point inequality. This is the first non noncommutative proof of this result, after the seminal papers of Lust-Piquard and later Junge-Mei-Parcet. According to an example of Lamberton, for $1<p<2$ such a dimension-free bound is known to be false.

We introduce optimal coarse correlated equilibria for continuous-time mean field games. A coarse correlated equilibrium is a randomized recommendation scheme from which no player can gain by ignoring the recommendation and switching to an alternative strategy. The problem is as follows: a moderator selects, among all mean-field coarse correlated equilibria, one that optimizes a prescribed performance criterion, which may differ from the representative player's objective. After formulating the problem, we develop a linear programming (LP) formulation, prove the existence of optimal LP coarse correlated equilibria, and relate the LP characterization to the original probabilistic setting. Building on this characterization, we design a no-regret primal-dual algorithm, based on an equivalent Lagrangian formulation of the external-regret constraint, for learning such equilibria. We provide explicit convergence rates for the learning algorithm, and numerical examples illustrate the method.

Recent research on Doeblin coefficients has shed light on their usefulness as a multi-way generalization of the Dobrushin contraction coefficient for TV distance, in a separate vein from their classic role in the theory of Markov chain ergodicity. However, strong conditions, such as being bounded away from 0, are typically necessary for Doeblin coefficients to establish the existence of information contraction. Building on recently formulated concepts of nonlinear information contraction, we aim to propose a finer-grained Doeblin-based characterization of multi-way contraction behavior which yields non-vacuous contraction guarantees even for channels whose Doeblin coefficient is 0. To this end, we introduce the notion of a Doeblin curve -- a nonlinear function which quantifies the contraction behavior of a Markov kernel on collections of input distributions at specific levels of divergence and power. Through the course of our analysis, we develop a new variational characterization of Doeblin coefficients, present several properties of Doeblin curves, define several versions of power-constrained Doeblin curves, and derive upper and lower bounds using our aforementioned variational characterization. We then utilize these results in diverse areas, including generalization bounds for noisy iterative optimization, error bounds for reliable computation with noisy circuits, and differential privacy guarantees for online iterative algorithms. In particular, we extend results in these areas to broader domains or group settings, leveraging Doeblin curves to reveal finer-grained contraction phenomena than Doeblin coefficients.

Aided by the AI tool GPT5.5 Pro, we provide a counterexample to a conjecture made by Ramachandra and Natarajan (2025) [Pairwise independent correlation gap, Operations Research Letters, 107255, 6040].

Motivated by two seminal results of multivariate prediction theory by Helson and Lowdenslager and by Wiener and Masani we prove extremal representations of functions of matrices and derive their prediction-theoretic consequences. We also sketch a way to obtain matricial inequalities from our results. The main goal of the paper is the computation of the infimum of a set of values of the form $tr(A ΔA^*)$, where $Δ$ is a given non-negative Hermitian $n \times n$ matrix and the choices for $A$ exhauste a certain set of $n \times n$ matrices. In particular, we focus on norm-bounded unit spheres with certain types of properties of unitary invariance, what allows an application of the theory of majorization.

We study random Schrödinger operators on closed Riemannian manifolds with Anderson-type potentials. We prove high-probability spectral inclusion bounds showing that eigenvalues remain close to those of the Laplacian, with deviations controlled by a norm of the potential coefficients. Compared with deterministic bounds, this yields a square-root cancellation gain. The proof is based on a general principle showing that randomisation improves operator norm bounds for multiplier-type operators, which we formulate in both discrete and continuous settings.

The expected signature uniquely determines the law of a random rough path under a moment-growth condition, yet finite-sample bounds for estimating its truncations from a single long dependent trajectory remain unavailable. We study a strictly stationary stochastic process equipped with a geometric rough-path lift, observed in non-overlapping blocks of equally-spaced samples, and prove a non-asymptotic mean-squared error (MSE) bound for the block-averaging estimator of its truncated expected signature. Under moment and stationarity assumptions together with a direct covariance-decay condition on block signatures -- strictly weaker than $α$-mixing and applicable to long-range-dependent processes -- the error separates into a discretization term and a fluctuation term, with rates determined respectively by path regularity and dependence strength. A levelwise rough-factorial variance analysis keeps finite-truncation constants explicit and yields an optimal allocation rule under a fixed observation budget. We verify the assumptions for independent-coordinate fractional Ornstein--Uhlenbeck processes in three regimes: short-range (Hurst $1/4<H<1/2$), semimartingale ($H=1/2$), and long-range ($H>1/2$); in all three, the block-signature covariance is summable, so the fluctuation term decays at the same rate as in the independent-block case, even under long memory at $H>1/2$. Monte Carlo experiments show empirical slopes steeper than the guaranteed upper-bound rates.

We present a detailed study of the evolution of the number of connected components in sub-critical multiplicative random graph processes. We consider a model where edges appear independently after an exponential time at rate equal to the product of the sizes of the vertices. We provide an explicit expression for the fluid limit of the number of connected components normalized by its initial value, when the time is smaller than the inverse of the sum of the square of the initial vertex sizes. We also identify the diffusion limit of the rescaled fluctuations around the fluid limit. This is applied to several examples. In the particular setting of the Erdős-Rényi graph process, we explicit the fluid limit of the number of connected components normalized, and the diffusion limit of the scaled fluctuations in the sub-critical regime, where the mean degree is between zero and one.

In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in signal processing. In particular, we derive the exact joint and marginal distributions for two steps, numerical solutions for a general number of steps, and approximations for a large number of steps. Furthermore, we provide an exact characterization of the support for an arbitrary number of steps. The results in this work provide a reference for future work involving such problems.

For a non-zero parameter $q$, we define Hermite trace polynomials, which are multivariate polynomials indexed by permutations. We prove several combinatorial properties for them, such as expansions and product formulas. The linear functional determined by these trace polynomials is a state for $q = \frac{1}{N}$ for $N$ a non-zero integer. For such $q$, Hermite trace polynomials of different degrees are orthogonal. The product formulas extend to the closure with respect to the state. The state can be identified with the expectation induced by the $N \times N$ Hermitian Brownian motion. Hermite trace polynomials are martingales for this Brownian motion, while the elements in the closure can be interpreted as stochastic integrals with respect to it. Using the grading on the algebra, we prove several chaos decompositions for such integrals, as well as analyze corresponding creation and annihilation operators. In the univariate, pure trace polynomial case, trace Hermite polynomials can be identified with the Hermite polynomials of matrix argument.

We introduce a broad class of families of branching random walks on a countable set $X$, which we refer to as germ-monotone branching random walks (GMBRWs). The processes in each family are parametrized by a positive parameter $λ>0$, which controls the overall reproductive speed, and they are monotonically increasing in $λ$ with respect to the germ order, a notion that extends classical stochastic domination. This framework encompasses a wide range of models, including classical continuous-time branching random walks, as well as discrete-time counterparts of certain non-Markovian processes such as ageing branching random walks. We define a general notion of critical parameter $λ(A)$ associated with each subset $A \subseteq X$, which serves as a threshold separating almost sure extinction in $A$ from positive probability of survival in $A$. This unifies and extends the classical global and local critical parameters $λ_w$ and $λ_s$, which can be recovered as special cases. We then investigate how modifications of the reproduction laws, either on a finite set or on a more general subset of $X$, affect these critical parameters. Our results extend earlier contributions in the literature.

In this work we study the mean-field description of Consensus-Based Optimization (CBO), a derivative-free particle optimization method. Such a description is provided by a non-local SDE of McKean-Vlasov type, whose fields lack of global Lipschitz continuity. We propose a novel approach to prove the well-posedness of the mean-field CBO equation based on a truncation argument. The latter is performed through the introduction of a cut-off function, defined on the space of probability measures, acting on the fields. This procedure allows us to study the well-posedness problem in the classical framework of Sznitman. Through this argument, we recover the established result on the existence of strong solutions, and we extend the class of solutions for which pathwise uniqueness holds.

This article investigates the phenomenon of maximal rigidity in spatial processes, where perfect interpolation of the process is possible from partial information, specifically, from its restriction to a strict subdomain, often resulting in a trivial tail $σ$algebra. A classical example known since the 1930's is that a time series is fully determined by its values on the negative integers if its spectrum has a gap, or at least a sufficiently deep zero. We extend such results to higher dimensions and continuous settings by establishing a connection with the concept of uniqueness pairs, rooted in the uncertainty principle of harmonic analysis. We present several other manifestations of this principle, unify and strengthen seemingly unrelated results across different models: quasicrystals and stealthy processes are shown to be maximally rigid on cones, and discrete integer-valued processes are necessarily periodic when they have a simply connected spectrum. Finally, we identify a surprising class of continuous fields with seemingly standard behavior, such as linear variance and finite dependency range, that undergo a phase transition: they are perfectly interpolable on B(0, $ρ$) for $ρ$ ___ 2 $π$ but exhibit no rigidity for $ρ$ > 2.

We study the large-$N$ asymptotics of the central trace of the heat kernel on compact classical groups. For every classical family $G_N\subset \mathrm{GL}_N(\C)$, we prove a full large-$N$ asymptotic expansion, using a highest weights/partitions correspondence adapted to the large-rank regime, under which the eigenvalues of the Laplace--Beltrami operator stabilize as observables in the algebra of shifted symmetric functions. Then, we prove a random surface representation of the trace in terms of ramified coverings of the torus. We provide two independent applications: an explicit large-rank counting law for the Casimir spectrum, with exponential Hardy--Ramanujan-type growth in contrast with the polynomial behavior of Weyl's law at fixed rank, and a rigorous probabilistic formulation of the Yang--Mills/Hurwitz duality on a two-dimensional torus initiated by Gross and Taylor, completing a previous work of the authors. We also extend this duality to a Yang--Mills/Gromov--Witten duality by expressing the coefficients of the central heat trace as explicit functionals of the generating function of Gromov--Witten invariants.

Predictions from statistical physics postulate that recovery of the communities in the Stochastic Block Model (SBM) with a fixed number $K$ of communities is possible in polynomial time above, and only above, the Kesten-Stigum (KS) threshold. This conjecture has given rise to a rich literature, proving that non-trivial community recovery is indeed possible in SBM above the KS threshold. Failure of low-degree polynomials (LDP) below the KS threshold was also proven, as long as $K\ll \sqrt{n}$, where $n$ is the number of nodes in the observed graph. When $K\geq \sqrt{n}$, Chin et al.(2025) recently proved that, in a \emph{sparse regime}, community recovery in polynomial time is possible below the KS threshold by counting non-backtracking paths. This breakthrough led them to postulate a new threshold for the many-communities regime $K\geq \sqrt{n}$. In this work, we provide evidence supporting their conjecture:\\ 1- We prove that, for \emph{any graph density}, LDP fail to recover communities below the threshold postulated by Chin et al.(2025) ;\\ 2- We prove that community recovery is possible in polynomial time above the postulated threshold, not only in the \emph{sparse regime} considered in Chin et al.~(2025), but also in \emph{moderately sparse regimes}, by counting occurrences of some specific motifs inspired by the LDP analysis.\\ In particular, counting self-avoiding paths of length $\log(n)$, which is closely related to spectral algorithms based on the Non-Backtracking operator, is optimal only in the sparse regime. More complex motifs based on the blow-up of a cycle must be considered in denser regimes.

We introduce the Cycle Walk, a new Markov chain Monte Carlo method for sampling distributions on balanced graph partitions, motivated by applications in political redistricting. The method operates on spanning forests and combines two types of updates: local "cycle" moves within districts and global moves that exchange population between adjacent districts while preserving balance constraints. This construction enables efficient Metropolis--Hastings correction while allowing proposals at multiple spatial scales. We show that the Cycle Walk naturally interpolates between existing approaches based on local updates and a class of global update methods derived from recombination (RECOM). Through a range of numerical experiments on synthetic graphs and real-world precinct data, we demonstrate that the Cycle Walk exhibits improved empirical convergence diagnostics for distributions that place weaker weight on spanning-tree counts, a regime that is challenging for existing methods. In particular, the algorithm remains effective when incorporating alternative compactness measures that more closely reflect policy-relevant criteria. These results suggest that the Cycle Walk provides a flexible and computationally efficient framework for sampling from a broader class of redistricting distributions than previously accessible with MCMC techniques.

In this paper, we develop the mathematical framework for filtering problems arising from biophysical applications where data is collected from confocal laser scanning microscopy recordings of the space-time evolution of intracellular wave dynamics of biophysical quantities. In these applications, signals are described by stochastic partial differential equations (SPDEs) and observations can be modelled as functionals of marked point processes whose intensities depend on the underlying signal. We derive both the unnormalized and normalized filtering equations for these systems, demonstrate the asymptotic consistency and approximations of finite dimensional observation schemes respectively partial observations. Our theoretical results are validated through extensive simulations using synthetic and real data. These findings contribute to a deeper understanding of filtering with point process observations and provide a robust framework for future research in this area.

Given a subset $A$ of $\mathbb{R}^n$, we define \begin{align*} \mathrm{conv}_k(A) := \left\{ λ_1 s_1 + \cdots + λ_k s_k : λ_i \in [0,1], \sum_{i=1}^k λ_i = 1 , s_i \in A \right\} \end{align*} to be the set of vectors in $\mathbb{R}^n$ that can be written as a $k$-fold convex combination of vectors in $A$. Let $γ_n$ denote the standard Gaussian measure on $\mathbb{R}^n$. We show that for every $\varepsilon > 0$, there exists a subset $A$ of $\mathbb{R}^n$ with Gaussian measure $γ_n(A) \geq 1- \varepsilon$ such that for all $k = O_\varepsilon(\sqrt{\log \log(n)})$, $\mathrm{conv}_k(A)$ contains no convex set $K$ of Gaussian measure $γ_n(K) \geq \varepsilon$. This result acts as a complement to the recent affirmative resolution of Talagrand's convexity conjecture by Hua, Song, and Tudose, which states that a universal dilation of the threefold Minkowski sum $A+A+A$ of a large set $A$ guarantees a large convex subset. Our approach utilises concentration properties of random copulas and the application of optimal transport techniques to the empirical coordinate measures of vectors in high dimensions.

Suppose $μ$ and $ν$ are probability measures on $\mathbb{R}$ satisfying $μ\leq_{cx} ν$. Let $a$ and $b$ be convex functions on $\mathbb{R}$ with $a \geq b \geq 0$. We are interested in finding $$\sup_{\mathbf{M}} \sup_τ \mathbb{E}^{\mathbf{M}} \left[ a(X) I_{ \{ τ= 1 \} } + b(Y) I_{ \{ τ= 2 \} } \right] $$ where the first supremum is taken over consistent models $\mathbf{M}$ (i.e., filtered probability spaces $(Ω, \mathbf{F}, \mathbb{F}, \mathbb{P})$ such that $Z=(z,Z_1,Z_2)=(\int_{\mathbb{R}} x μ(dx) = \int_{\mathbb{R}} y ν(dy), X, Y)$ is a $(\mathbb{F},\mathbb{P})$ martingale, where $X$ has law $μ$ and $Y$ has law $ν$ under $\mathbb{P}$) and $τ$ in the second supremum is a $(\mathbb{F},\mathbb{P})$-stopping time taking values in $\{1,2\}$. Our contributions are first to characterise and simplify the dual problem, and second to completely solve the problem under some structural assumptions on the measures $μ$ and $ν$ (namely that $μ$ and $ν$ are absolutely continuous probability measures that satisfy the Dispersion Assumption). A key finding is that the canonical set-up in which the filtration is that generated by $Z$ is not rich enough to define an optimal model and additional randomisation is required. This holds even though the marginal laws $μ$ and $ν$ are atom-free. The problem has an interpretation of finding the robust, or model-free, no-arbitrage bound on the price of a Bermudan option with two possible exercise dates, given the prices of co-maturing European options.

Piecewise-Deterministic Markov Processes (PDMPs) hold significant promise for sampling from complex probability distributions. However, their practical implementation is hindered by the need to compute model-specific bounds. Conversely, while Hamiltonian Monte Carlo (HMC) offers a generally efficient approach to sampling, its inability to adaptively tune step sizes impedes its performance when sampling complex distributions like funnels. To address these limitations, we introduce three innovative concepts: (a) a Metropolis-adjusted approximation for PDMP simulation that eliminates the need for explicit bounds without compromising the invariant measure, (b) an adaptive step size mechanism compatible with the Metropolis correction, and (c) a No U-Turn Sampler (NUTS)-inspired scheme for dynamically selecting path lengths in PDMPs. These three ideas can be seamlessly integrated into a single, `doubly-adaptive' PDMP sampler with favourable robustness and efficiency properties.

We study the systole of a model of random hyperbolic 3-manifolds introduced by Petri and Raimbault, answering a question posed in that same article. These are compact manifolds with boundary constructed by randomly gluing truncated tetrahedra along their faces. We prove that the limit, as the volume tends to infinity, of the expected value of their systole exists and we give a closed formula of it. Moreover, we compute a numerical approximation of this value.

We study the probabilistic convergence between the mapper graph and the Reeb graph of a topological space $\mathbb{X}$ equipped with a continuous function $f: \mathbb{X} \rightarrow \mathbb{R}$. We first give a categorification of the mapper graph and the Reeb graph by interpreting them in terms of cosheaves and stratified covers of the real line $\mathbb{R}$. We then introduce a variant of the classic mapper graph of Singh et al.~(2007), referred to as the enhanced mapper graph, and demonstrate that such a construction approximates the Reeb graph of $(\mathbb{X}, f)$ when it is applied to points randomly sampled from a probability density function concentrated on $(\mathbb{X}, f)$. Our techniques are based on the interleaving distance of constructible cosheaves and topological estimation via kernel density estimates. Following Munch and Wang (2018), we first show that the mapper graph of $(\mathbb{X}, f)$, a constructible $\mathbb{R}$-space (with a fixed open cover), approximates the Reeb graph of the same space. We then construct an isomorphism between the mapper of $(\mathbb{X},f)$ to the mapper of a super-level set of a probability density function concentrated on $(\mathbb{X}, f)$. Finally, building on the approach of Bobrowski et al.~(2017), we show that, with high probability, we can recover the mapper of the super-level set given a sufficiently large sample. Our work is the first to consider the mapper construction using the theory of cosheaves in a probabilistic setting. It is part of an ongoing effort to combine sheaf theory, probability, and statistics, to support topological data analysis with random data.