4期

最新文章

• Second class particles and cube root asymptotics for Hammersley's process AI翻译
  作者：Cator, Eric; Groeneboom, Piet
  作者单位：Delft University of Technology; Vrije Universiteit Amsterdam
  摘要：We show that, for a stationary version of Hammersley's process, with Poisson sources on the positive x-axis and Poisson sinks on the positive y-axis, the variance of the length of a longest weakly North-East path L(t, t) from (0, 0) to (t, t) is equal to 2E(t - X(t))+, where X(t) is the location of a second class particle at time t. This implies that both E(t - X(t))+ and the variance of L (t, t) are of order t(2/3). Proofs are based on the relation between the flux and the path of a second cl...
• Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDE's AI翻译
  作者：Goldys, B.; Maslowski, B.
  作者单位：University of New South Wales Sydney; Czech Academy of Sciences; Institute of Mathematics of the Czech Academy of Sciences
  摘要：A formula for the transition density of a Markov process defined by an infinite-dimensional stochastic equation is given in terms of the Ornstein-Uhlenbeck bridge and a useful lower estimate on the density is provided. As a consequence, uniform exponential ergodicity and V-ergodicity are proved for a large class of equations. We also provide computable bounds on the convergence rates and the spectral gap for the Markov semigroups defined by the equations. The bounds turn out to be uniform with...
• Stationary processes whose filtrations are standard AI翻译
  作者：Bressaud, X.; Maass, A.; Martinez, S.; San Martin, J.
  作者单位：Aix-Marseille Universite; Universidad de Chile
  摘要：We study the standard property of the natural filtration associated to a 0-1 valued stationary process. In our main result we show that if the process has summable memory decay, then the associated filtration is standard. We prove it by coupling techniques. For a process whose associated filtration is standard, we construct a product type filtration extending it, based upon the usual couplings and the Vershik's criterion for standardness.
• Loss of information in transformations of the heads or tails game. AI翻译
  作者：Brossard, Jean; Leuridan, Christophe
  作者单位：Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA); Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
• Large deviations for trapped interacting brownian particles and paths AI翻译
  作者：Adams, Stefan; Bru, Jean-Bernard; Koenig, Wolfgang
  作者单位：Max Planck Society; Dublin Institute for Advanced Studies; Johannes Gutenberg University of Mainz; Leipzig University
  摘要：We introduce two probabilistic models for N interacting Brownian motions moving in a trap in R-d under mutually repellent forces. The two models are defined in terms of transformed path measures on finite time intervals under a trap Hamiltonian and two respective pair-interaction Hamiltonians. The first pair interaction exhibits a particle repellency, while the second one imposes a path repellency. We analyze both models in the limit of diverging time with fixed number N of Brownian motions. I...
• Nontangential and probabilistic boundary behavior of pluriharmonic functions AI翻译
  作者：Tanner, Steve
  作者单位：Eastern Oregon University
  摘要：Let u be a pluriharmonic function on the unit ball in C-n. I consider the relationship between the set of points L-u on the boundary of the ball at which u converges nontangentially and the set of points L-u at which u converges along conditioned Brownian paths. For harmonic functions u of two variables, the result L-u (a.e.)= L-u has been known for some time, as has a counterexample to the same equality for three variable harmonic functions. I extend the L-u (a.e.)= result to pluriharmonic fu...