-
作者：Shmaya, E; Solan, E
作者单位：Tel Aviv University; Northwestern University
摘要：We prove that every two-player nonzero-sum stopping game in discrete time admits an e-equilibrium in randomized strategies for every epsilon > 0. We use a stochastic variation of Ramsey's theorem, which enables us to reduce the problem to that of studying properties of epsilon-equilibria in a simple class of stochastic games with finite state space.
-
作者：Janson, S; Mossel, E
作者单位：Uppsala University; University of California System; University of California Berkeley
摘要：Consider a Markov chain on an infinite tree T = (V, E) rooted at rho. In such a chain, once the initial root state a(p) is chosen, each vertex iteratively chooses its state from the one of its parent by an application of a Markov transition rule (and all such applications are independent). Let mu(j) denote the resulting measure for sigma(rho) = j. The resulting measure mu(j) is defined on configurations sigma = (sigma(x))(xis an element ofV) is an element of A(V), where A is some finite set. L...
-
作者：Chen, LHY; Shao, QM
作者单位：National University of Singapore; National University of Singapore; University of Oregon
摘要：We establish both uniform and nonuniform error bounds of the Berry-Esseen type in normal approximation under local dependence. These results are of an order close to the best possible if not best possible. They are more general or sharper than many existing ones in the literature. The proofs couple Stein's method with the concentration inequality approach.
-
作者：Hennion, H; Hervé, L
作者单位：Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite de Rennes; Universite de Rennes
摘要：Let M be a noncompact metric space in which every closed ball is compact, and let G be a semigroup of Lipschitz mappings of M. Denote by (Y-n)(ngreater than or equal to1) a sequence of independent G-valued, identically distributed random variables (r.v.'s), and by Z an M-valued r.v. which is independent of the r.v. Y-n, n greater than or equal to 1. We consider the Markov chain (Z(n))(ngreater than or equal to0) with state space M which is defined recursively by Z(0) = Z and Z(n+1) = Y(n+1)Z(n...
-
作者：Jeganathan, P
作者单位：Indian Statistical Institute; Indian Statistical Institute Bangalore
摘要：Consider a sequence X-k = Sigma(j=0) (infinity) c(j)xi(k-j) k greater than or equal to 1, where c(j), j greater than or equal to 0, is a sequence of constants and xi(j), -infinity < j < infinity, is a sequence of independent identically distributed (i.i.d.) random variables (r.v.s) belonging to the domain of attraction of a strictly stable law with index 0 < alpha < 2. Let S-k = Sigma(j=1)(k) X-j. Under suitable conditions on the constants c(j) it is known that for a suitable normalizing const...
-
作者：Fontes, LRG; Isopi, M; Newman, CM; Ravishankar, K
作者单位：Universidade de Sao Paulo; Sapienza University Rome; New York University; State University of New York (SUNY) System; University at Albany, SUNY
摘要：The Brownian web (BW) is the random network formally consisting of the paths of coalescing one-dimensional Brownian motions starting from every space-time point in R x R. We extend the earlier work of Arratia and of Toth and Werner by providing a new characterization which is then used to obtain convergence results for the BW distribution, including convergence of the system of all coalescing random walks to the BW under diffusive space-time scaling.
-
作者：Alexander, KS
作者单位：University of Southern California
摘要：An infinite-volume mixing or exponential-decay property in a spin system or percolation model reflects the inability of the influence of the configuration in one region to propagate to distant regions, but in some circumstances where such properties hold, propagation can nonetheless occur in finite volumes endowed with boundary conditions. We establish the absense of such propagation, particularly in two dimensions in finite volumes which are simply connected, under a variety of conditions, ma...
-
作者：Burdzy, K; Chen, ZQ; Sylvester, J
作者单位：University of Washington; University of Washington Seattle
摘要：The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic moving boundaries, also known as noncylindrical domains, and its connections with partial differential equations. Construction is given for RBM in C-3-smooth time-dependent domains in the n-dimensional Euclidean space R-n. We present various sample path properties of the process, two-sided estimates for its transition density function, and a probabilistic representation of solutions to some partial diffe...
-
作者：Diaconis, P; Mayer-Wolf, E; Zeitouni, O; Zerner, MPW
作者单位：Stanford University; Stanford University; University of Minnesota System; University of Minnesota Twin Cities
摘要：We consider a Markov chain on the space of (countable) partitions of the interval [0, 1], obtained first by size-biased sampling twice (allowing repetitions) and then merging the parts (if the sampled parts are distinct) or splitting the part uniformly (if the same part was sampled twice). We prove a conjecture of Vershik stating that the Poisson-Dirichlet law with parameter theta = 1 is the unique invariant distribution for this Markov chain. Our proof uses a combination of probabilistic, com...
-
作者：Burdzy, K; Kaspi, H
作者单位：University of Washington; University of Washington Seattle; Technion Israel Institute of Technology
摘要：We consider a stochastic flow in which individual particles follow skew Brownian motions, with each one of these processes driven by the same Brownian motion. One does not have uniqueness for the solutions of the corresponding stochastic differential equation simultaneously for all real initial conditions. Due to this lack of the simultaneous strong uniqueness for the whole system of stochastic differential equations, the flow contains lenses, that is, pairs of skew Brownian motions which star...
