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作者：Ignatiouk-Robert, I
作者单位：CY Cergy Paris Universite
摘要：This paper is devoted to the problem of sample path large deviations for the Markov processes on RN having a constant but different transition mechanism oil each boundary set {x: x(i) = 0 for i is not an element of Lambda, x(i) > 0 for i is an element of Lambda). The global sample path large deviation principle and an integral representation of the rate function are derived from local large deviation estimates. Our results complete the proof of Dupuis and Ellis of the sample path large deviati...
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作者：van der Vaart, A; van Zanten, H
作者单位：Vrije Universiteit Amsterdam
摘要：We consider the empirical process G(t) of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G(t) converge weakly to those of a zero-mean Gaussian random process G. We prove that the weak convergence G(t) double right arrow G takes place in l(infinity)(F) if and only if the limit G exists as a tight, Borel measurable map. The proof relies on majorizing measure techni...
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作者：Goldschmidt, C
作者单位：Sorbonne Universite; Universite Paris Cite
摘要：We consider a model for random hypergraphs with identifiability, an analogue of connectedness. This model has a phase transition in the proportion of identifiable vertices when the underlying random graph becomes critical, The phase transition takes various forms, depending on the values of the parameters controlling the different types of hyperedges. It may be continuous as in a random graph. (In fact, when there are no higher-order edges, it is exactly the emergence of the giant component.) ...
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作者：Klenke, A; Mörters, P
作者单位：Johannes Gutenberg University of Mainz; University of Bath
摘要：Let f be the projected intersection local time of two independent Brownian paths in R-d for d = 2, 3. We determine the lower tail of the random variable l(U), where U is the unit ball. The answer is given in terms of intersection exponents, which are explicitly known in the case of planar Brownian motion. We use this result to obtain the multifractal spectrum, or spectrum of thin points, for the intersection local times.
