3B期

最新文章

• Characterization of the cubic exponential families by orthogonality of polynomials AI翻译
  作者：Hassairi, A; Zarai, M
  作者单位：Universite de Sfax; Faculty of Sciences Sfax
  摘要：This paper introduces a notion of 2-orthogonality for a sequence of polynomials to give extended versions of the Meixner and Feinsilver characterization results based on orthogonal polynomials. These new versions subsume the Letac-Mora characterization of the real natural exponential families having cubic variance function.
• 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...
• Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients AI翻译
  作者：Delarue, F
  作者单位：Universite Paris Cite
  摘要：We study the homogenization property of systems of quasi-linear PDEs of parabolic type with periodic coefficients, highly oscillating drift and highly oscillating nonlinear term. To this end, we propose a probabilistic approach based on the theory of forward-backward stochastic differential equations and introduce the new concept of auxiliary SDEs.
• Two-player nonzero-sum stopping games in discrete time AI翻译
  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.
• Robust reconstruction on trees is determined by the second Eigenvalue AI翻译
  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...
• Weighted uniform consistency of kernel density estimators AI翻译
  作者：Giné, E; Koltchinskii, V; Zinn, J
  作者单位：University of Connecticut; University of Connecticut; University of New Mexico; Texas A&M University System; Texas A&M University College Station; University of Washington; University of Washington Seattle; Sorbonne Universite
  摘要：Let fin denote a kernel density estimator of a continuous density f in d dimensions, bounded and positive. Let Psi(t) be a positive continuous function such that parallel toPsif(beta)parallel toinfinity < infinity for some 0 < beta < 1/2. Under natural smoothness conditions, necessary and sufficient conditions for the sequence rootnh(n)(d)/2\logh(n)(d)\ parallel toPsi(t)(f(n)(t) - Efn(t))parallel toinfinity to be stochastically bounded and to converge a.s. to a constant are obtained. Also, the...
• A stochastic log-laplace equation AI翻译
  作者：Xiong, J
  作者单位：University of Tennessee System; University of Tennessee Knoxville
  摘要：We study a nonlinear stochastic partial differential equation whose solution is the conditional log-Laplace functional of a superprocess in a random environment. We establish its existence and uniqueness by smoothing out the nonlinear term and making use of the particle system representation developed by Kurtz and Xiong [Stochastic Process. Appl. 83 (1999) 103-126]. We also derive the Wong-Zakai type approximation for this equation. As an application, we give a direct proof of the moment formu...