3期

最新文章

• The controller-and-stopper game for a linear diffusion AI翻译
  作者：Karatzas, I; Sudderth, WD
  作者单位：Columbia University; Columbia University; University of Minnesota System; University of Minnesota Twin Cities
  摘要：Consider a process X(.) = {X(t), 0 less than or equal to t less than or equal to infinity) with values in the interval I = (0, 1), absorption at the boundary points of I, and dynamics dX(t) =beta(t) dt + sigma(t) dW(t), X(0) = x. The values beta(t), sigma(t)) are selected by a controller from a subset of 91 x (0, infinity) that depends on the current position X(t), for every t greater than or equal to 0. At any stopping rule tau of his choice, a second player, called a stopper, can halt the ev...
• Renormalization of the voter model in equilibrium AI翻译
  作者：Zähle, I
  作者单位：University of Erlangen Nuremberg
  摘要：We consider the d-dimensional voter model for d greater than or equal to 3. Our interest is the large scale limit of the equilibrium state of the voter model, where we prove the d = 3 results of [1] for d greater than or equal to 4, which turn out to be of a different nature than for d = 3. For this purpose we use the historical process. We establish some surprising facts about the Green's function of random walks in dimension d > 4, which lead to the different features in d = 3 versus d > 4. ...
• Markov chains indexed by -N: Existence and behaviour AI翻译
  作者：Brossard, J; Leuridan, C
  作者单位：Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA); Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
• On the Poisson equation and diffusion approximation. I AI翻译
  作者：Pardoux, E; Veretennikov, AY
  作者单位：Aix-Marseille Universite; Russian Academy of Sciences; Kharkevich Institute for Information Transmission Problems of the RAS
  摘要：A Poisson equation in R-d for the elliptic operator corresponding to an ergodic diffusion process is considered. Existence and uniqueness of its solution in Sobolev classes of functions is established along with the bounds for its growth. This result is used to study a diffusion approximation for two-scaled diffusion processes using the method of corrector; the solution of a Poisson equation serves as a corrector.
• Asymptotic results for super-Brownian motions and semilinear differential equations AI翻译
  作者：Lee, TY
  作者单位：University System of Maryland; University of Maryland College Park
  摘要：Limit laws for three-dimensional super-Brownian motion are derived, conditioned on survival up to a large time. A large deviation principle is proved for the joint behavior of occupation times and their difference. These are done via analyzing the generating function and exploiting a connection between probability and differential-integral equations.
• Continuum limit for some growth models II AI翻译
  作者：Rezakhanlou, F
  作者单位：University of California System; University of California Berkeley
  摘要：We continue our investigations on a class of growth models introduced in a previous paper. Given a nonnegative function upsilon: Z(d) --> Z with upsilon(0) = 0, we define the space of configurations F to consist of functions h: Zd Z such that h(i)-h(j) < upsilon(i-j) for all i, j is an element of Z(d). We then take two sequences of independent Poisson clocks (p(+/-) (i, t): i is an element of Z(d)) of rates lambda(+/-). We start with a possibly random configuration h is an element of Gamma. Th...
• Large deviations for a Brownian motion in a drifted Brownian potential AI翻译
  作者：Taleb, M
  作者单位：Universite Paris Cite
  摘要：We derive a large deviation principle both quenched and annealed for a one-dimensional diffusion process in a drifted Brownian environment providing the continuous time analogue of what Comets, Gantert and Zeitouni recently establish for the random walk in random environment. A key-ingredient, Kotani's lemma, allows us to compute the corresponding rate functions. The results are more explicit than in the discrete-time setting.
• Dominos and the Gaussian free field AI翻译
  作者：Kenyon, R
  作者单位：Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Paris Saclay
  摘要：We define a scaling limit of the height function on the domino tiling model (dimer model) on simply connected regions in Z(2) and show that it is the massless free field, a Gaussian process with independent coefficients when expanded in the eigenbasis of the Laplacian.
• Equilibrium fluctuations for delφ interface model AI翻译
  作者：Giacomin, G; Olla, S; Spohn, H
  作者单位：Universite Paris Cite; CY Cergy Paris Universite; Institut Polytechnique de Paris; Ecole Polytechnique; Technical University of Munich; University of Munich; Technical University of Munich
  摘要：We study the large scale space-time fluctuations of an interface which is modeled by a massless scalar field with reversible Langevin dynamics. For a strictly convex interaction potential we prove that on a large space-time scale these fluctuations are governed by an infinite-dimensional Ornstein-Uhlenbeek process. Its effective diffusion type covariance matrix is characterized through a variational formula.
• Super-Brownian limits of voter model clusters AI翻译
  作者：Bramson, M; Cox, JT; Le Gall, JF
  作者单位：University of Minnesota System; University of Minnesota Twin Cities; Syracuse University; Universite PSL; Ecole Normale Superieure (ENS)
  摘要：The voter model is one of the standard interacting particle systems. Two related problems for this process are to analyze its behavior, after large times t, for the sets of sites (1) sharing the same opinion as the site 0, and (2) having the opinion that was originally at 0. Results on the sizes of these sets were given by Sawyer (1979) and Bramson and Griffeath (1980). Here, we investigate the spatial structure of these sets in d greater than or equal to 2, which we show converge to quantitie...