3期

最新文章

• On the Poisson equation and diffusion approximation 3 AI翻译
  作者：Pardoux, E; Veretennikov, AY
  作者单位：Aix-Marseille Universite; University of Leeds; Kharkevich Institute for Information Transmission Problems of the RAS
  摘要：We study the Poisson equation Lu + f = 0 in R-d, where L is the infinitesimal generator of a diffusion process. In this paper, we allow the second-order part of the generator L to be degenerate, provided a local condition of Doeblin type is satisfied, so that, if we also assume a condition on the drift which implies recurrence, the diffusion process is ergodic. The equation is understood in a weak sense. Our results are then applied to diffusion approximation.
• Large deviations for renormalized self-intersection local times of stable processes AI翻译
  作者：Bass, R; Chen, X; Rosen, J
  作者单位：University of Connecticut; University of Tennessee System; University of Tennessee Knoxville; City University of New York (CUNY) System; College of Staten Island (CUNY)
  摘要：We study large deviations for the renormalized self-intersection on local time of d-dimensional stable processes of index beta is an element of (2d/3,d]. We find a difference between the upper and lower tail. In addition, we find that the behavior of the lower tail depends critically on whether beta < d or beta = d.
• Blow-up for the stochastic nonlinear Schrodinger equation with multiplicative noise AI翻译
  作者：De Bouard, A; Debussche, A
  作者单位：Centre National de la Recherche Scientifique (CNRS); Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Paris Saclay; Universite Paris Saclay
  摘要：We study the influence of a multiplicative Gaussian noise, white in time and correlated in space, on the blow-up phenomenon in the supercritical nonlinear Schrodinger equation. We prove that any sufficiently regular and localized deterministic initial data gives rise to a solution which blows up in arbitrarily small time with a positive probability.
• A strong law of large numbers for capacities AI翻译
  作者：Maccheroni, F; Marinacci, M
  作者单位：Bocconi University; Bocconi University; University of Turin; University of Turin
  摘要：We consider a totally monotone capacity on a Polish space and a sequence of bounded p.i.i.d. random variables. We show that, on a full set, any cluster point of empirical averages lies between the lower and the upper Choquet integrals of the random variables, provided either the random variables or the capacity are continuous.
• Analytic urns AI翻译
  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...
• Choquet expectation and Peng's g-expectation AI翻译
  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...
• Hammersley's process with sources and sinks AI翻译
  作者：Cator, E; Groeneboom, P
  作者单位：Delft University of Technology
  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, an isolated second-class particle, located at the origin at time zero, moves asymptotically, with probability 1, along the characteristic of a conservation equation for Hammersley's process. This allows us to show that Hammersley's process without sinks or sources, as defined by Aldous and Diaconis [Probab. Theory Related Fields 10 (1995) 199-21...
• Rescaled Lotka-Volterra models converge to super-Brownian motion AI翻译
  作者：Cox, JT; Perkins, EA
  作者单位：Syracuse University; University of British Columbia
  摘要：We show that a sequence of stochastic spatial Lotka-Volterra models, suitably rescaled in space and time, converges weakly to super-Brownian motion with drift. The result includes both long range and nearest neighbor models, the latter for dimensions three and above. These theorems are special cases of a general convergence theorem for perturbations of the voter model.
• Concentration around the mean for maxima of empirical processes AI翻译
  作者：Klein, T; Rio, E
  作者单位：Universite Paris Saclay
  摘要：In this paper we give optimal constants in Talagrand's concentration inequalities for maxima of empirical processes associated to independent and eventually nonidentically distributed random variables. Our approach is based on the entropy method introduced by Ledoux.
• Classical and free infinitely divisible distributions and random matrices AI翻译
  作者：Benaych-Georges, F
  作者单位：Universite PSL; Ecole Normale Superieure (ENS)
  摘要：We construct a random matrix model for the bijection Psi between classical and free infinitely divisible distributions: for every d >= 1, we associate in a quite natural way to each *-infinitely divisible distribution P a distribution P-d(mu) on the space of d x d Hermitian matrices such that P-d(mu) * P-d(v) = P-d(mu*v). The spectral distribution of a random matrix with distribution P-d(mu) converges in d probability to Psi(mu) when d tends to +infinity. It gives, among other things, a new pr...