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作者：Flajolet, P; Gabarró, J; Pekari, H
作者单位：Universitat Politecnica de Catalunya
摘要：This article describes a purely analytic approach to urn models of the generalized or extended Polya-Eggenberger type, in the case of two types of balls and constant balance, that is, constant row sum. The treatment starts from a quasilinear first-order partial differential equation associated with a combinatorial renormalization of the model and bases itself on elementary conformal mapping arguments coupled with singularity analysis techniques. Probabilistic consequences in the case of subtra...
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作者：Afanasyev, VI; Geiger, J; Kersting, G; Vatutin, VA
作者单位：Russian Academy of Sciences; Steklov Mathematical Institute of the Russian Academy of Sciences; Goethe University Frankfurt; University of Kaiserslautern
摘要：We study branching processes in an i.i.d. random environment, where the associated random walk is of the oscillating type. This class of processes generalizes the classical notion of criticality. The main properties of such branching processes are developed under a general assumption, known as Spitzer's condition in fluctuation theory of random walks, and some additional moment condition. We determine the exact asymptotic behavior of the survival probability and prove conditional functional li...
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作者：Heveling, M; Last, G
作者单位：Helmholtz Association; Karlsruhe Institute of Technology
摘要：The paper considers a stationary point process N in Rd. A point-map picks a point of N in a measurable way. It is called bijective [Thorisson, H. (2000). Coupling, Stationarity, and Regeneration. Springer, New York] if it is generating (by suitable shifts) a bijective mapping on N. Mecke [Math. Nachr 65 (1975) 335-344] proved that the Palm measure of N is pointstationary in the sense that it is invariant under bijective point-shifts. Our main result identifies this property as being characteri...
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作者：Kupsa, M; Lacroix, Y
作者单位：Charles University Prague; Universite de Toulon
摘要：In this paper we characterize possible asymptotics for hitting times in aperiodic ergodic dynamical systems: asymptotics are proved to be the distribution functions of subprobability measures on the line belonging to the functional class [GRAPHICS] Note that all possible asymptotics are absolutely continuous.
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作者：Tindel, S
作者单位：Universite de Lorraine
摘要：In this note we show how to generalize the stochastic calculus method introduced by Comets and Neveu [Comm. Math. Phys. 166 (1995) 549-564] for two models of spin glasses, namely, the SK model with external field and the perceptron model. This method allows to derive quite easily some fluctuation results for the free energy in those two cases.
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作者：Ruzmaikina, A; Aizenman, M
作者单位：University of Virginia; Purdue University System; Purdue University; Purdue University System; Purdue University; Princeton University; Princeton University
摘要：We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. Quasi-stationary states are defined as probability measures, on the sigma-algebra generated by the gap variables, for which joint distribution of gaps between particles is invariant under the time evolution. Examples are provided by Poisson processes with densities of the form rho(dx) = e(-sx) sdx, with s > 0, and linear superpositions of such measures. We show that, convers...
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作者：Einmahl, U; Deli, L
作者单位：Vrije Universiteit Brussel; Lakehead University
摘要：Let {X, X-n; n > 1} be a sequence of i.i.d. mean-zero random variables, and let S-n = Sigma(n)(i) (=1) X-i, n >= 1. We establish necessary and sufficient conditions for having with probability 1, 0 < lim sup(n ->infinity)vertical bar Sn vertical bar/root nh(n) < infinity where h is from a suitable subclass of the positive, nondecreasing slowly varying functions. Specializing our result to h(n) = (log log n)(P), where p > 1 and to h(n) = (log n)(r), r > 0, we obtain analogues of the Hartman-Win...
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作者：Ferrari, PL; Spohn, H
作者单位：Technical University of Munich
摘要：Motivated by the polynuclear growth model, we consider a Brownian bridge b(t) with b(+/- T) = Oconditioned to stay above the semicircle C-T(t) = root T-2 - t(2). In the limit of large T, the fluctuation scale of b(t) - CT(t) is T-1/3 and its time-correlation scale is T-2/3. We prove that, in the sense of weak convergence of path measures, the conditioned Brownian bridge, when properly resealed, converges to a stationary diffusion process with a drift explicitly given in terms of Airy functions...
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作者：Dereich, S; Lifshits, MA
作者单位：Technical University of Berlin; Saint Petersburg State University
摘要：We investigate the Gaussian small ball probabilities with random centers, find their deterministic a.s.-equivalents and establish a relation to infinite-dimensional high-resolution quantization.
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作者：Chen, ZJ; Chen, T; Davison, M
作者单位：Shandong University; Western University (University of Western Ontario)
摘要：In this paper we consider two ways to generalize the mathematical expectation of a random variable, the Choquet expectation and Peng's g-expectation. An open question has been, after making suitable restrictions PP to the class of random variables acted on by the Choquet expectation, for what class of expectation do these two definitions coincide? In this paper we provide a necessary and sufficient condition which proves that the only expectation which lies in both classes is the traditional l...
