2004

最新文章

• Concentration of normalized sums and a central limit theorem for noncorrelated random variables AI翻译
  作者：Bobkov, SG
  作者单位：University of Minnesota System; University of Minnesota Twin Cities
  摘要：For noncorrelated random variables, we study a concentration property of the family of distributions of normalized sums formed by sequences of times of a given large length.
• Conditioning and initial enlargement of filtration on a Riemannian manifold AI翻译
  作者：Baudoin, F
  作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier
  摘要：We extend to Riemannian manifolds the theory of conditioned stochastic differential equations. We also provide some enlargement formulas for the Brownian filtration in this nonflat setting.
• Relative entropy and variational properties of generalized Gibbsian measures AI翻译
  作者：Külske, C; Le Ny, A; Redig, F
  作者单位：Technical University of Berlin; Universite Paris Saclay; Eindhoven University of Technology
  摘要：We study the relative entropy density for generalized Gibbs measures. We first show its existence and obtain a familiar expression in terms of entropy and relative energy for a class of almost Gibbsian measures (almost sure continuity of conditional probabilities). For quasilocal measures, we obtain a full variational principle. For the joint measures of the random field Ising model, we show that the weak Gibbs property holds, with an almost surely rapidly decaying translation-invariant potent...
• The escape rate of favorite sites of simple random walk and Brownian motion AI翻译
  作者：Lifshits, MA; Shi, Z
  作者单位：Saint Petersburg State University; Sorbonne Universite; Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
  摘要：Consider a simple symmetric random walk on the integer lattice Z. For each n, let V(n) denote a favorite site (or most visited site) of the random walk in the first n steps. A somewhat Surprising theorem of Bass and Griffin [Z. Wahrsch. Verw. Gebiete 70 (1985) 417-436] says that V is almost surely transient, thus disproving a previous conjecture of Erdos and Revesz [Mathematical Structures-Computational Mathematics-Mathematical Modeling 2 (1984) 152-157]. More precisely, Bass and Griffin prove...
• Percolation on finite graphs and isoperimetric inequalities AI翻译
  作者：Alon, N; Benjamini, I; Stacey, A
  作者单位：Microsoft; Tel Aviv University; Tel Aviv University; University of Cambridge
  摘要：Consider a uniform expanders family G(n) with a uniform bound on the degrees. It is shown that for any p and c > 0, a random subgraph of G(n) obtained by retaining each edge, randomly and independently, with probability p, will have at most one cluster of size at least c\G(n)\, with probability going to one, uniformly in p. The method from Ajtai, Komlos and Szemeredi [Combinatorica 2 (1982) 1-7] is applied to obtain some new results about the critical probability for the emergence of a giant c...
• Hausdorff dimensions for SLE6 AI翻译
  作者：Beffara, V
  作者单位：Universite Paris Saclay
  摘要：We prove that the Hausdorff dimension of the trace of SLE6 is almost surely 7/4 and give a more direct derivation of the result (due to Lawler-Schramm-Werner) that the dimension of its boundary is 4/3. We also prove that, for all kappa < 8, the SLEkappa trace has cut-points.
• Large deviation asymptotics for occupancy problems AI翻译
  作者：Dupuis, P; Nuzman, C; Whiting, P
  作者单位：Brown University; AT&T
  摘要：In the standard formulation of the occupancy problem one considers the distribution of r balls in n cells, with each ball assigned independently to a given cell with probability 1/n. Although closed form expressions can be given for the distribution of various interesting quantities (such as the fraction of cells that contain a given number of balls), these expressions are often of limited practical use. Approximations provide an attractive alternative, and in the present paper we consider a l...
• Large deviations for random power moment problem AI翻译
  作者：Gamboa, F; Lozada-Chang, LV
  作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Universidad de la Habana
  摘要：We consider the set M, of all n-truncated power moment sequences of probability measures on [0, 1]. We endow this set with the uniform probability. Picking randomly a point in M, we show that the upper canonical measure associated with this point satisfies a large deviation principle. Moderate deviation are also studied completing earlier results on asymptotic normality given by Chang, Kemperman and Studden [Ann. Probab. 21 (1993) 1295-1309]. Surprisingly, our large deviations results allow us...
• Multiple decorrelation and rate of convergence in multidimensional limit theorems for the Prokhorov metric AI翻译
  作者：Pène, F
  作者单位：Universite de Bretagne Occidentale
  摘要：The motivation of this work is the study of the error term e(t)(epsilon)(x,omega) in the averaging method for differential equations perturbed by a dynamical system. Results of convergence in distribution for ( e(t)(epsilon) (x,.)/ rootepsilon) epsilon>0 have been established in Khas'minskii [Theory Probab. Appl. 11 (1966) 211-228], Kifer [Ergodic Theory Dynamical Systems 15 (1995) 1143-1172] and Pene [ESAIM Probab. Statist. 6 (2002) 33-88]. We are interested here in the question of the rate o...
• Poisson approximations for epidemics with two levels of mixing AI翻译
  作者：Ball, F; Neal, P
  作者单位：University of Nottingham; Lancaster University
  摘要：This paper is concerned with a stochastic model for the spread of an epidemic among a population of n individuals, labeled 1, 2,. .., n, in which a typical infected individual, i say, makes global contacts, with individuals chosen independently and uniformly from the whole population, and local contacts, with individuals chosen independently according to the contact distribution V-i(n) = {nu(i, j,)(n) ; j = 1, 2,. . . n}, at the points of independent Poisson processes with rates gimel(G)(n) an...