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作者：Pipiras, V; Taqqu, MS
作者单位：Boston University
摘要：Let alpha is an element of (1, 2) and X-alpha be a symmetric alpha-stable (SalphaS) process with stationary increments given by the mixed moving average X-alpha(t) = integral(X) integral(R) (G(x, t + u) - G(x, u)) Malpha(dx, du), t is an element of R, where (X, chi, mu) is a standard Lebesgue space, G: X x R --> R is some measurable function and M-alpha is a SalphaS random measure on X x R with the control measure m(dx, du) = mu(dx)du. Assume, in addition, that X-alpha is self-similar with exp...
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作者：Fontes, LRG; Isopi, M; Newman, CM
作者单位：Universidade de Sao Paulo; Universita degli Studi di Bari Aldo Moro; New York University
摘要：Let tau = (tau(i) : i is an element of Z) denote i.i.d. positive random variables with common distribution F and (conditional on tau) let X = (X-t : t greater than or equal to 0, X-0 = 0), be a continuous-time simple symmetric random walk on Z with inhomogeneous rates (tau(i)(-1) : i is an element of Z). When F is in the domain of attraction of a stable law of exponent alpha < 1 [so that E(tau(i)) = infinity and X is subdiffusive], we prove that (X, tau), suitably rescaled (in space and time),...
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作者：Landim, C; Olla, S; Varadhan, SRS
作者单位：Universite de Rouen Normandie; Centre National de la Recherche Scientifique (CNRS); CY Cergy Paris Universite; Institut Polytechnique de Paris; Ecole Polytechnique; ENSTA Paris; New York University
摘要：We show that for the symmetric simple exclusion process on Z(d) the self-diffusion coefficient of a tagged particle is stable when approximated by simple exclusion processes on large periodic lattices. The proof depends on a similar stability property of the asymptotic variance of additive functionals of mean 0. This requires establishing a property for the Dirichlet space known as the Liouville-D property.
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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).
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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...
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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.
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作者：Engländer, L; Turaev, D
作者单位：Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
摘要：Consider the or-finite measure-valued diffusion corresponding to the evolution equation u(t) = Lu + beta(x)u - f(x, u), where f(x, u) = alpha(x)u(2) + integral(0)(infinity) (e(-ku) - 1 + ku)n (x, dk) and n is a smooth kernel satisfying an integrability condition. We assume that beta, alpha is an element of C-eta (R-d) with eta is an element of (0, 1), and alpha > 0. Under appropriate spectral theoretical assumptions we prove the existence of the random measure lim(tup arrowinfinity)(e-lambdact...
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作者：Le Jan, Y; Raimond, O
作者单位：Universite Paris Saclay
摘要：Using the Wiener chaos decomposition, we show that strong solutions of non-Lipschitzian stochastic differential equations are given by random Markovian kernels. The example of Sobolev flows is studied in some detail, exhibiting interesting phase transitions.
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作者：Zanzotto, PA
作者单位：University of Udine
摘要：We consider the class of one-dimensional stochastic differential equations d X-t = b(X-t-) dZ(t), t > 0, where b is a Beret measurable real function and Z is a strictly alpha-stable Levy process (0 < alpha < 2). Weak solutions are investigated improving previous results of the author in various ways. In particular, for the equation driven by a strictly 1-stable Levy process, a sufficient existence condition is proven. Also we extend the weak existence and uniqueness exact criteria due to Engel...
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作者：Katori, M; Konno, N; Tanemura, H
作者单位：Chuo University; Yokohama National University; Chiba University
摘要：We study the Domany-Kinzel model, which is a class of discrete time Markov processes with two parameters (p(1), p(2)) is an element of [0, 1](2) and whose states are subsets of Z, the set of integers. When p(1) = alphabeta and p(2) = alpha(2beta - beta(2)) with (alpha, beta) is an element of [0, 1](2), the process can be identified with the mixed site-bond oriented percolation model on a square lattice with the probabilities of open site alpha and of open bond beta. For the attractive case, 0 ...
