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作者：Dzhaparidze, K; Spreij, P; Valkeila, E
作者单位：University of Amsterdam; University of Helsinki
摘要：In this paper we give explicit representations for Kullback-Leibler information numbers between a priori and a posteriori distributions, when the observations come from a semimartingale. We assume that the distribution of the observed sernimartingale is described in terms of the so-called triplet of predictable characteristics. We end by considering the corresponding notions in a model with a fractional noise.
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作者：Evans, SN; Sowers, RB
作者单位：University of California System; University of California Berkeley; University of Illinois System; University of Illinois Urbana-Champaign
摘要：We develop a technique for partially collapsing one Markov process to produce another. The state space of the new Markov process is obtained by a pinching operation that identifies points of the original state space via an equivalence relationship. To ensure that the new process is Markovian we need to introduce a randomized twist according to an appropriate probability kernel. Informally, this twist randomizes over the uncollapsed. region of the state space when the process leaves the collaps...
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作者：Járai, AA
作者单位：University of British Columbia
摘要：We study several kinds of large critical percolation clusters in two dimensions. We show that from the microscopic (lattice scale) perspective these clusters can be described by Kesten's incipient infinite cluster (IIC), as was conjectured by Aizenman. More specifically, we establish this for incipient spanning clusters, large clusters in a finite box and the inhomogeneous model of Chayes, Chayes and Durrett. Our results prove the equivalence of several natural definitions of the IIC. We also ...
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作者：Lyons, R; Permantle, R
作者单位：Indiana University System; Indiana University Bloomington; University System of Georgia; Georgia Institute of Technology; University System of Ohio; Ohio State University
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作者：Sznitman, AS
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：In this article we show that random walks in random environment on Z(d), d greater than or equal to 3, with transition probabilities which are epsilon-perturbations of the simple random walk and such that the expectation of the local drift has size bigger than epsilon(rho), with rho < 5/2, when d = 3, rho < 3, when d greater than or equal to 4, fulfill the condition (T') introduced by Sznitman [Prob. Theory Related Fields (2002) 122 509-544], when E is small. As a result these walks satisfy a ...
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作者：Hösel, V; Lasser, R
作者单位：Helmholtz Association; Helmholtz-Center Munich - German Research Center for Environmental Health
摘要：We investigate random sequences (X(n))(nis an element ofN0) with spectral representation based on certain orthogonal polynomials, that is, random sequences that are weakly stationary with respect to polynomial hypergroups. We present various situations where one meets this kind of sequence. The main topic is on the one-step prediction. In particular, it is examined when the mean-squared error tends to zero. For many cases we present a complete solution for the problem of (X(n))(nis an element ...
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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 the rate of approximation of distributions of weighted sums by typical distributions.
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作者：Grigor'yan, A; Kelbert, M
作者单位：Imperial College London; Swansea University; Russian Academy of Sciences; Institute of Earthquake Prediction Theory & Mathematical Geophysics
摘要：We relate the recurrence and transience of a branching diffusion process on a Riemannian manifold M to some properties of a linear elliptic operator on M (including spectral properties). There is a trade-off between the tendency of the transient Brownian motion to escape and the birth process of the new particles. If the latter has a high enough intensity then it may override the transience of the Brownian motion, leading to the recurrence of the branching process, and vice versa. In the case ...
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作者：Jajte, R
作者单位：University of Lodz
