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作者:Seppäläinen, T
作者单位:Iowa State University
摘要:We study the evolution of a small perturbation of the equilibrium of a totally asymmetric one-dimensional interacting system. The model we take as an example is Hammersley's process as seen from a tagged particle, which can be viewed as a process of interacting positive-valued stick heights on the sites of Z. It is known that under Euler scaling (space and time scale n) the empirical stick profile obeys the Burgers equation. We refine this result in two ways. If the process starts close enough...
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作者:Giné, E; Kwapien, S; Latala, R; Zinn, J
作者单位:University of Connecticut; University of Connecticut; University of Warsaw; Texas A&M University System; Texas A&M University College Station
摘要:Let X, X-i, i epsilon N, be independent identically distributed random variables and let h(x, y) = h(y, x) be a measurable function of two variables. It is shown that the bounded law of the iterated logarithm, lim sup(n) log n(log n)(-1) \ Sigma1 less than or equal toi . \ \g \ \ (infinity) < infinity) less than or equal to C.
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作者:Hitczenko, P; Montgomery-Smith, S
作者单位:Drexel University; University of Missouri System; University of Missouri Columbia
摘要:This paper considers how to measure the magnitude of the sum of independent random variables in several ways. We give a formula for the tail distribution for sequences that satisfy the so called Levy property. We then give a connection between the tail distribution and the pth moment, and between the pth moment and the rearrangement invariant norms.
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作者:Bryc, W
作者单位:University System of Ohio; University of Cincinnati
摘要:We analyze and identify stationary fields with linear regressions and quadratic conditional variances. We give sufficient conditions to determine one-dimensional distributions uniquely as normal and as certain compactly supported distributions. Our technique relies on orthogonal polynomials, which under our assumptions turn out to be a version of the so-called continuous q-Hermite polynomials.