4期

最新文章

• Conditional exponential moments for iterated Wiener integrals AI翻译
  作者：Lyons, T; Zeitouni, O
  作者单位：Imperial College London; Technion Israel Institute of Technology
  摘要：We provide sharp exponential moment bounds for (Stratonovich) iterated stochastic integrals under conditioning by certain small balls, including balls in certain Holder-like norms of exponent greater than 1/3. The proof uses a control of the variation of the Levy area. under conditioning. The results are applied to the computation of the Onsager-Machlup functional of diffusion processes with constant diffusion matrix.
• Additive functionals of several Levy processes and intersection local times AI翻译
  作者：Marcus, MB; Rosen, J
  作者单位：City University of New York (CUNY) System; City College of New York (CUNY); City University of New York (CUNY) System; College of Staten Island (CUNY)
  摘要：Different extensions of an isomorphism theorem of Dynkin are developed and are used to study two distinct but related families of functionals of Levy processes; n-fold near-intersections of a single Levy process and continuous additive functionals of several independent Levy processes. Intersection local times for n independent Levy processes are also studied. They are related to both of the above families. In all three cases sufficient conditions are obtained for the almost sure continuity of...
• A Berry-Esseen bound for finite population student's statistic AI翻译
  作者：Bloznelis, M
  作者单位：Vilnius University; Vilnius University
  摘要：A general and precise Berry-Esseen bound is proved for the Studentized mean based on N random observations drawn without replacement from a finite population. The bound yields the optimal rate O(N-1/2) under minimal conditions. If the Erdos-Renyi condition holds this bound implies the asymptotic normality of Student's statistic and the self-normalized sum.
• Finite size scaling in three-dimensional bootstrap percolation AI翻译
  作者：Cerf, R; Cirillo, ENM
  作者单位：Universite Paris Saclay
  摘要：We consider the problem of bootstrap percolation on a three-dimensional lattice and we study its finite size Scaling behavior. Bootstrap percolation is an example of cellular automata defined on the d-dimensional lattice {1,2,..., L}(d) in which each site can be empty or occupied by a single particle; in the starting configuration each site is occupied with probability p, occupied sites remain occupied forever, while empty sites are occupied by a particle if at least l among their 2d nearest n...
• A probabilistic approach to the two-dimensional Navier-Stokes equations AI翻译
  作者：Busnello, B
  作者单位：University of Pisa
  摘要：We turn the Navier-Stokes equations for a 2-dimensional viscous incompressible fluid into a system of functional integrals in the trajectory space of a suitable diffusion process. Using probabilistic techniques as Girsanov's transformation and Bismut-Elworthy formula, we prove the existence of a unique global solution of this system in a constructive way.
• The limit behavior of elementary symmetric polynomials of IID random variables when their order tends to infinity AI翻译
  作者：Major, P
  作者单位：HUN-REN; HUN-REN Alfred Renyi Institute of Mathematics; Hungarian Academy of Sciences
  摘要：Let xi(1), xi(2),... be a sequence of i.i.d. random variables, and consider the elementary symmetric polynomial S-(k)(n) of order k = k(n) of the first n elements xi(1),..., xi(n) of this sequence. We are interested in the limit behavior of S-(k)(n) with an appropriate transformation if k(n)/n --> alpha, 0 < alpha < 1. Since k(n) --> infinity as n --> infinity, the classical methods cannot be applied in this case and new kinds of results appear. We solve the problem under some conditions which...
• Laws of the iterated logarithm for censored data AI翻译
  作者：Giné, E; Guillou, A
  作者单位：University of Connecticut; Sorbonne Universite
  摘要：First- and second-order laws of the iterated logarithm are obtained for both the Nelson-Aalen and the Kaplan-Meier estimators in the random censorship model, uniform up to a large order statistic of the censored data. The rates for the first-order processes are exact except for constants. The LIL for the second-order processes (where one subtracts a linear, empirical process, term from the difference between the original process and the estimator), uniform over fixed intervals, is also proved....
• A particular case of correlation inequality for the Gaussian measure AI翻译
  作者：Hargé, G
  作者单位：Universite Paris Saclay
  摘要：Our purpose is to prove a particular case of a conjecture concerning the Gaussian measure of the intersection of two symmetric convex sets of R-n. This conjecture states that the measure of the intersection is greater or equal to the product of the measures. In this paper, we prove the inequality when one of the two convex sets is a symmetric ellipsoid and the other one is simply symmetric. The general case is still open.
• Intersection exponents for planar Brownian motion AI翻译
  作者：Lawler, GF; Werner, W
  作者单位：Duke University; Universite Paris Saclay
  摘要：We derive properties concerning all intersection exponents for planar Brownian motion and we define generalized exponents that, loosely speaking, correspond to noninteger numbers of Brownian paths. Some of these properties lead to general conjectures concerning the exact value of these exponents.
• Locally contractive iterated function systems AI翻译
  作者：Steinsaltz, D
  作者单位：University of California System; University of California Berkeley
  摘要：An iterated function system on X subset of Rd is defined by successively applying an i.i.d. sequence of random Lipschitz functions from X to X. This paper shows how F-n = f(1) circle...circle f(n) may converge even in the absence of the strong contraction conditions, for instance, Lipschitz constant smaller than 1 on average, which earlier work has required. Instead, it is posited that there be a region of contraction which compensates for the noncontractive or even expansive part of the funct...