2002

最新文章

• Strong clumping of super-Brownian motion in a stable catalytic medium AI翻译
  作者：Dawson, DA; Fleischmann, K; Mörters, P
  作者单位：Carleton University; Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; University of Bath
  摘要：A typical feature of the long time behavior of continuous super-Brownian motion in a stable catalytic medium is the development of large mass clumps (or clusters) at spatially rare sites. We describe this phenomenon by means of a functional limit theorem under renormalization. The limiting process is a Poisson point field of mass clumps with no spatial motion component and with infinite variance. The mass of each cluster evolves independently according to a non-Markovian continuous process tra...
• Growth profile and invariant measures for the weakly supercritical contact process on a homogeneous tree (vol 27, pg 204, 1999) AI翻译
  作者：Lalley, SP
  作者单位：University of Chicago
• Rates of convergence for the empirical quantization error AI翻译
  作者：Graf, S; Luschgy, H
  作者单位：University of Passau; Universitat Trier
  摘要：For n, k is an element of N and r > 0 let e(n,r)(P-k)(r) = inf (1)/(k)(kSigmai=1) parallel toX(i) - f(X-i)parallel to(r), where the infimum is taken over all measurable maps f:R-d --> R-d with \f(R-d)\ less than or equal to n and X-1,..., X-k are i.i.d. R-d-valued random variables. We analyse the asymptotic a.s. behaviour of the nth empirical quantization error e(n,r)(P-k).
• Nonlinear martingale theory for processes with values in metric spaces of nonpositive curvature AI翻译
  作者：Sturm, KT
  作者单位：University of Bonn
  摘要：We develop a nonlinear martingale theory for time discrete processes (Y-n)(nis an element ofN0). These processes are defined on any filtered probability space (Omega, F, F-n, P)(nis an element ofN0) and have values in a metric space (N, d) of nonpositive curvature (in the sense of A. D. Alexandrov). The defining martingale property for such processes is E(Yn+1\F-n) = Y-n, P-a.s., where the conditional expectation on the left-hand side is defined as the minimizer of the functional Z --> Ed(2)(Z...
• Generalized integration and stochastic ODEs AI翻译
  作者：Flandoli, F; Russo, F
  作者单位：University of Pisa; Universite Paris 13
  摘要：Stochastic forward integrals for processes more general than semimartingales are shown to exist, generalized forms of Ito-Wentzell formula and covariation formula are proved, and one-dimensional stochastic equations driven by finite quadratic variation processes and semimartingales are solved. This generalized stochastic calculus is motivated by applications to uniqueness and dependence on parameters for stochastic equations with nonregular drift.
• Level sets of additive Levy processes AI翻译
  作者：Khoshnevisan, D; Xiao, YM
  作者单位：Utah System of Higher Education; University of Utah; Microsoft
  摘要：We provide a probabilistic interpretation of a class of natural capacities on Euclidean space in terms of the level sets of a suitably chosen multiparameter additive Levy process X. We also present several probabilistic applications of the aforementioned potential-theoretic connections. They include areas such as intersections of Levy processes and level sets, as well as Hausdorff dimension computations.
• On the minimal entropy martingale measure AI翻译
  作者：Grandits, P; Rheinländer, T
  作者单位：University of Cambridge; Swiss Federal Institutes of Technology Domain; ETH Zurich
  摘要：Let X be a locally bounded semimartingale. Using the theory of BMO-martingales we give a sufficient criterion for a martingale measure for X to minimize relative entropy among all martingale measures. This is applied to prove convergence of the q-optimal martingale measure to the minimal entropy martingale measure in entropy for q down arrow 1 under the assumption that X is continuous and that the density process of some equivalent martingale measure satisfies a reverse LLogL-inequality.
• Total variation asymptotics for sums of independent integer random variables AI翻译
  作者：Barbour, AD; Cekanavicius, V
  作者单位：University of Zurich; Vilnius University
  摘要：Let W-n := Sigma(j-1)(n) (Zj) be a sum of independent integer-valued random variables. In this paper, we derive an asymptotic expansion for the probability P[W-n is an element of A] of an arbitrary subset A is an element of Z. Our approximation improves upon the classical expansions by including an explicit, uniform error estimate, involving only easily computable properties of the distributions of the Z(j): an appropriate number of moments and the total variation distance d(TV) (X (Zj), L(Z(j...
• Stationary blocking measures for one-dimensional nonzero mean exclusion processes AI翻译
  作者：Bramson, M; Mountford, T
  作者单位：University of Minnesota System; University of Minnesota Twin Cities; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
  摘要：The product Bernoulli measures rho(alpha) with densities alpha, alpha is an element of [0, 1], are the extremal translation invariant stationary measures for an exclusion process with irreducible random walk kernel p((.)). In d = 1, stationary measures that are not translation invariant are known to exist for specific p((.)) satisfying Sigma(x) xp(x) > 0. These measures are concentrated on configurations that are completely occupied by particles far enough to the right and are completely empty...
• On random walks on wreath products AI翻译
  作者：Pittet, C; Saloff-Coste, L
  作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Cornell University
  摘要：Wreath products are a type of semidirect product. They play an important role in group theory. This paper studies the basic behavior of simple random walks on such groups and shows that these walks have interesting, somewhat exotic behaviors. The crucial fact is that the probability of return to the starting point of certain walks on wreath products is closely related to some functionals of the local times of a walk taking place on a simpler factor group.