2期

最新文章

• Palm measure duality and conditioning in regenerative sets AI翻译
  作者：Kallenberg, O
  作者单位：Auburn University System; Auburn University
  摘要：For a simple point process Xi on a suitable topological space, the associated Palm distribution at a point s may be approximated by the conditional distribution, given that Xi hits a small neighborhood of s. To study the corresponding approximation problem for more general random sets, we develop a general duality theory, which allows the Palm distributions with respect to an associated random measure to be expressed in terms of conditional densities with suitable martingale and continuity pro...
• On the construction and support properties of measure-valued diffusions on D ⊆ Rd with spatially dependent branching AI翻译
  作者：Engländer, J; Pinsky, RG
  作者单位：Technion Israel Institute of Technology
  摘要：In this paper, we construct a measure-valued diffusion on D subset of or equal to R-d whose underlying motion is a diffusion process with absorption at the boundary corresponding to an elliptic operator L = 1/2 del . a del + b . del on D subset of or equal to R-d and whose spatially dependent branching term is of the form beta(x)z - alpha(x)z(2), x is an element of D, where beta satisfies a very general condition and alpha > 0. In the case that alpha and beta are bounded from above, we show th...
• Integration by parts formula and logarithmic Sobolev inequality on the path space over loop groups AI翻译
  作者：Fang, SZ
  作者单位：Universite Bourgogne Europe
  摘要：The geometric stochastic analysis on the Riomannian path space developed recently gives rise to the concept of tangent processes. Roughly speaking, it is the infinitesimal version of the Girsanov theorem. Using this concept, we shall establish a formula of integration by parts on the path space over a loop group. Following the martingale method developed in Capitaine, Hsu and Ledoux, we shall prove that the logarithmic Sobolev inequality holds on the full paths. As a particular case of our res...
• Crossing estimates and convergence of Dirichlet functions along random walk and diffusion paths AI翻译
  作者：Ancona, A; Lyons, R; Peres, Y
  作者单位：Universite Paris Saclay; Indiana University System; Indiana University Bloomington; Hebrew University of Jerusalem; University of California System; University of California Berkeley
  摘要：Let {X-n} be a transient reversible Markov chain and let f be a function on the state space with finite Dirichlet energy. We prove crossing inequalities for the process (f(X-n)}(n greater than or equal to 1) and show that it converges almost surely and in L-2. Analogous results are also established for reversible diffusions on Riemannian manifolds.
• Harnack inequalities for log-Sobolev functions and estimates of log-Sobolev constants AI翻译
  作者：Wang, FY
  作者单位：Beijing Normal University; University of Bielefeld
  摘要：By using the maximum principle and analysis of heat semigroups, Harnack inequalities are studied for log-Sobolev functions. From this, some lower bound estimates of the log-Sobolev constant are presented by using the spectral gap inequality and the coupling method. The resulting inequalities either recover or improve the corresponding ones proved by Chung and Yau. Especially, Harnack inequalities and estimates of log-Sobolev constants can be dimension-free.
• An invariance principle for diffusion in turbulence AI翻译
  作者：Fannjiang, A; Komorowski, T
  作者单位：University of California System; University of California Davis; Swiss Federal Institutes of Technology Domain; ETH Zurich
  摘要：We prove an almost sure invariance principle for diffusion driven by velocities with unbounded stationary vector potentials. The result generalizes to multiple particles motion, driven by a common velocity field and independent molecular Brownian motions.