2006

最新文章

• Poincare and transportation inequalities for Gibbs measures under the Dobrushin uniqueness condition AI翻译
  作者：Wu, Liming
  作者单位：Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Clermont Auvergne (UCA); Wuhan University
  摘要：In in this paper we establish an explicit and sharp estimate of the spectral gap (Poincare inequality) and the transportation inequality for Gibbs measures, under the Dobrushin uniqueness condition. Moreover, we give a generalization of the Liggett's M - epsilon theorem for interacting particle systems.
• A Gaussian kinematic formula AI翻译
  作者：Taylor, JE
  作者单位：Stanford University
  摘要：In this paper we consider probabilistic analogues of some classical integral geometric formulae: Weyl-Steiner tube formulae and the Chern-Federer kinematic fundamental formula. The probabilistic building blocks are smooth, real-valued random fields built up from i.i.d. copies of centered, unit-variance smooth Gaussian fields on a manifold M. Specifically, we consider random fields of the form f(p) = F(y(1) (p),..., y(k) (p)) for F is an element of C-2 (R-k ; R) and (y(1),..., y(k)) a vector of...
• A theorem on majorizing measures AI翻译
  作者：Bednorz, Witold
  作者单位：University of Warsaw
  摘要：Let (T,d) be a metric space and phi:R+ -> R an increasing, convex function with phi(0) = 0. We prove that if m is a probability measure m on T which is majorizing with respect to d, phi, that is, delta := sup(x epsilon T)integral(D(T))(0)phi(-1)(1/m(B(x, epsilon))) d epsilon < infinity, then E sup(s,t epsilon T)vertical bar X(s)-X(t)vertical bar <= 32 delta for each separable stochastic process X(t), t epsilon T, which satisfies E phi vertical bar X(s) - X(t)vertical bar/d(s,t) <= 1 for all s,...
• Spectral gap for the zero range process with constant rate AI翻译
  作者：Morris, Ben
  作者单位：University of California System; University of California Davis
  摘要：We solve an open problem concerning the relaxation time (inverse spectral gap) of the zero range process in Z(d)/LZ(d) with constant rate, proving a tight upper bound of 0 ((p + 1)(2)L(2)), where p is the density of particles.
• The Shannon information of filtrations and the additional logarithmic utility of insiders AI翻译
  作者：Ankirchner, Stefan; Dereich, Steffen; Imkeller, Peter
  作者单位：Humboldt University of Berlin; Technical University of Berlin
  摘要：The background for the general mathematical link between utility and information theory investigated in this paper is a simple financial market model with two kinds of small traders: less informed traders and insiders, whose extra information is represented by an enlargement of the other agents' filtration. The expected logarithmic utility increment, that is, the difference of the insider's and the less informed trader's expected logarithmic utility is described in terms of the information dri...
• Notes on the two-dimensional, fractional Brownian motion AI翻译
  作者：Baudoin, F; Nualart, D
  作者单位：University of Barcelona
  摘要：We study the two-dimensional fractional Brownian motion with Hurst parameter H > (1)/(2). In particular, we show, using stochastic calculus, that this process admits a skew-product decomposition and deduce from this representation some asymptotic properties of the motion.
• Finitely additive beliefs and universal type spaces AI翻译
  作者：Meier, M
  作者单位：Consejo Superior de Investigaciones Cientificas (CSIC); CSIC - Institut d'Analisi Economica (IAE)
  摘要：The probabilistic type spaces in the sense of Harsanyi [Management Sci. 14 (1967/68) 159-182, 320-334, 486-502] are the prevalent models used to describe interactive uncertainty. In this paper we examine the existence of a universal type space when beliefs are described by finitely additive probability measures. We find that in the category of all type spaces that satisfy certain measurability conditions (kappa-measurability, for some fixed regular cardinal K), there is a universal type space ...
• Finite-dimensional approximation for the diffusion coefficient in the simple exclusion process AI翻译
  作者：Jara, Milton
  摘要：We show that for the mean zero simple exclusion process in Z(d) and for the asymmetric simple exclusion process in Z(d) for d >= 3, the self-diffusion coefficient of a tagged particle is stable when approximated by simple exclusion processes on large periodic lattices. The proof depends on a similar stability property of the Sobolev inner product associated with the operator.
• Extremes of the discrete two-dimensional Gaussian free field AI翻译
  作者：Daviaud, Olivier
  作者单位：Stanford University
  摘要：We consider the lattice version of the free field in two dimensions and study the fractal structure of the sets where the field is unusually high (or low). We then extend some of our computations to the case of the free field conditioned on being everywhere nonnegative. For example, we compute the width of the largest downward spike of a given length. Through the prism of these results, we find that the extrema of the free field under entropic repulsion (minus its mean) and those of the uncond...
• A microscopic model for Stefan's melting and freezing problem AI翻译
  作者：Landim, C; Valle, G
  作者单位：Universite de Rouen Normandie; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
  摘要：We study a class of one-dimensional interacting particle systems with random boundaries as a microscopic model for Stefan's melting and freezing problem. We prove that under diffusive rescaling these particle systems exhibit a hydrodynamic behavior described by the solution of a Cauchy-Stefan problem.