作者：Kruk, Lukasz; Lehoczky, John; Ramanan, Kavita; Shreve, Steven
作者单位：Maria Curie-Sklodowska University; Carnegie Mellon University; Carnegie Mellon University
摘要：The Skorokhod map is a convenient tool for constructing solutions to stochastic differential equations with reflecting boundary conditions. In this work, an explicit formula for the Skorokhod map Gamma(0,a) on [0,a] for any a > 0 is derived. Specifically, it is shown that on the space D[0, infinity) of right-continuous functions with left limits taking values in R, Gamma (0, a) = Lambda(a) omicron Gamma(0), where Lambda(a) : D[0, infinity) -> D [0, infinity) is defined by [Graphics] and Gamma(...
作者：Kargin, Vladislav
摘要：This paper derives sufficient conditions for superconvergence of sums of bounded free random variables and provides an estimate for the rate of superconvergence.
作者：Limic, Vlada; Tarres, Pierre
作者单位：Aix-Marseille Universite; University of Oxford
摘要：The goal is to show that an edge-reinforced random walk on a graph of bounded degree, with reinforcement weight function W taken from a general class of reciprocally summable reinforcement weight functions, traverses a random attracting edge at all large times. The statement of the main theorem is very close to settling a conjecture of Sellke [Technical Report 94-26 (1994) Purdue Univ.]. An important corollary of this main result says that if W is reciprocally summable and nondecreasing, the a...
