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作者:Alexopoulos, GK
作者单位:Universite Paris Saclay
摘要:Let it be a probability measure with finite support on a discrete group Gamma of polynomial volume growth. The main purpose of this paper is to study the asymptotic behavior of the convolution powers mu*(n) of mu. If mu is centered, then we prove upper and lower Gaussian estimates. We prove a central limit theorem and we give a generalization of the Berry-Esseen theorem. These results also extend to noncentered probability measures. We study the associated Riesz transform operators. The main t...
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作者:Janvresse, E
作者单位:Universite de Rouen Normandie; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
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作者:Bovier, A; Kurkova, I; Löwe, M
作者单位:Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; Sorbonne Universite; Radboud University Nijmegen
摘要:We consider the random fluctuations of the free energy in the p-spin version of the Sherrington-Kirkpatrick (SK) model in the high-temperature regime. Using the martingale approach of Comets and Neveu as used in the standard SK model combined with truncation techniques inspired by a recent paper by Talagrand on the p-spin version, we prove that the random corrections to the free energy are on a scale N-(p-2)/2 only and, after proper rescaling, converge to a standard Gaussian random variable. T...
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作者:Campanino, M; Ioffe, D
作者单位:University of Bologna; Technion Israel Institute of Technology
摘要:We derive a precise Ornstein-Zernike asymptotic formula for the decay of the two-point function P-p(0 <----> x) of the Bernoulli bond percolation on the integer lattice Z(d) in any dimension d greater than or equal to 2, in any direction x and for any subcritical value of p < p(c)(d).
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作者:Hobson, DG; Pedersen, JL
作者单位:University of Bath; Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要:Let (M-t)(0less than or equal totless than or equal to1) be a continuous martingale with initial law M-0 similar to mu(0), and terminal law M-1 similar to mu(1), and let S = sup(0less than or equal totless than or equal to1) M-t. In this paper we prove that there exists a greatest lower bound with respect to stochastic ordering of probability measures, on the law of S. We give an explicit construction of this bound. Furthermore a martingale is constructed which attains this minimum by solving ...
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作者:Ledoux, M; Lyons, T; Qian, Z
作者单位:Centre National de la Recherche Scientifique (CNRS); Universite de Toulouse; Universite Toulouse III - Paul Sabatier; University of Oxford
摘要:The goal of this paper is to construct canonical Levy area processes for Banach space valued Brownian motions via dyadic approximations. The significance of the existence of canonical Levy area processes is that a (stochastic) integration theory can be established for such Brownian motions (in Banach spaces). Existence of flows for stochastic differential equations with infinite dimensional noise then follows via the results of Lyons and Lyons and Qian [see, e.g., System Control and Rough Path...