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作者：Marton, K
作者单位：HUN-REN; HUN-REN Alfred Renyi Institute of Mathematics; Hungarian Academy of Sciences
摘要：Let q(n) be a continuous density function in n-dimensional Euclidean space. We think of q(n) as the density function of some random sequence X-n with values in R-n. For I subset of [1. n], let X-I denote the collection of coordinates X-i, i is an element of I, and let X-I, denote the collection of coordinates X-i, i is not an element of I. We denote by Q(I)(x(I)\x(I)) the joint conditional density function of X-I, given X-I. We prove measure concentration for q in the case when, for an appropr...
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作者：Strauss, W; Macheras, ND; Musial, K
作者单位：University of Stuttgart; University of Wroclaw
摘要：We prove that if (X, U, P) is an arbitrary probability space with countably generated sigma-algebra U, (Y, B, Q) is an arbitrary complete probability space with a lifting rho and (R) over cap is a complete probability measure on Ucircle times(R) B determined by a regular conditional probability {S-y : y is an element of Y} on U with respect to B, then there exist a lifting pi on (X x Y, Ucircle times(R) B, (R) over cap) and liftings sigma(y) on (X, (U) over cap (y), (S) over cap (y)), y is an ...
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作者：Djellout, H; Guillin, A; Wu, L
作者单位：Universite Clermont Auvergne (UCA); Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite PSL; Universite Paris-Dauphine; Wuhan University
摘要：We first give a characterization of the L-1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-information inequalities for dependent sequences. Applications to random dynamical systems and diffusions are studied.
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作者：Li, XD
作者单位：University of Oxford; Universite de Toulouse; Universite Toulouse III - Paul Sabatier
摘要：We first prove the LP-convergence (p greater than or equal to 1) and a Fernique-type exponential integrability of divergence functionals for all Cameron-Martin vector fields with respect to the pinned Wiener measure on loop spaces over a compact Riemannian manifold. We then prove that the Driver flow is a smooth transform on path spaces in the sense of the Malliavin calculus and has an infinity-quasi-continuous modification which can be quasi-surely well defined on path spaces. This leads us t...
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作者：Chen, LHY; Xia, AH
作者单位：National University of Singapore; University of Melbourne
摘要：The framework of Stein's method for Poisson process approximation is presented from the point of view of Palm theory, which is used to construct Stein identities and define local dependence. A general result (Theorem 2.3) in Poisson process approximation is proved by taking the local approach. It is obtained without reference to any particular metric, thereby allowing wider applicability. A Wasserstein pseudometric is introduced for measuring the accuracy of point process approximation. The ps...
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作者：Tarrés, P
作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Centre National de la Recherche Scientifique (CNRS); University of Neuchatel
摘要：Vertex-reinforced random walk (VRRW), defined by Pemantle in 1988, is a random process that takes values in the vertex set of a graph G, which is more likely to visit vertices it has visited before. Pemantle and Volkov considered the case when the underlying graph is the one-dimensional integer lattice Z. They proved that the range is almost surely finite and that with positive probability the range contains exactly five points. They conjectured that this second event holds with probability 1....
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作者：Erhardsson, T
作者单位：Royal Institute of Technology
摘要：Let W be the number of points in (0, t] of a stationary finite-state Markov renewal point process. We derive a bound for the total variation distance between the distribution of W and a compound Poisson distribution. For any nonnegative random variable (, we construct a strong memoryless time zeta such that zeta - t is exponentially distributed conditional on {zeta less than or equal to t, zeta > t}, for each t. This is used to embed the Markov renewal point process into another such process w...
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作者：Neininger, R; Rüschendorf, L
作者单位：Goethe University Frankfurt; University of Freiburg
摘要：A class of random recursive sequences (Y-n) with slowly varying variances as arising for parameters of random trees or recursive algorithms X leads after normalizations to degenerate limit equations of the form X =(L) X. For nondegenerate limit equations the contraction method is a main tool to establish convergence of the scaled sequence to the unique solution of the limit equation. In this paper we develop an extension of the contraction method which allows us to derive limit theorems for pa...
