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作者：Pitman, J
作者单位：University of California System; University of California Berkeley
摘要：Let B be a standard one-dimensional Brownian motion started at 0. Let L-t,L-v(\B\) be the occupation density of \B\ at level v up to time t. The distribution of the process of local times (L-t,L-v(\B\), v greater than or equal to 0) conditionally given B-t = 0 and L-t,L-0(\B\) = l is shown to be that of the unique strong solution X of the Ito SDE, dX(v) = {4 - X-v(2)(t - integral(0)(v) X-u du)(-1)}dv + 2 root X-v dB(v)on the interval [0, V-t(X)) where V-t(X) := inf{v: integral(0)(v)X(u) du = t...
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作者：Erhardsson, T
作者单位：Royal Institute of Technology
摘要：Let eta be a stationary Harris recurrent Markov chain on a Polish state space (S,F), with stationary distribution mu. Let Psi(n):= Sigma(i=1)(n) I(eta(i) is an element of S-1} be the number of visits to S-1 is an element of F by eta, where S-1 is rare in the sense that mu(S-1) is small. We want to find an approximating compound Poisson distribution for L(Psi(n)), such that the approximation error, measured using the total variation distance, can be explicitly bounded with a bound of order not ...
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作者：Imkeller, P; Scheutzow, M
作者单位：Humboldt University of Berlin; Technical University of Berlin
摘要：We study asymptotic growth rates of stochastic flows on Rd and their derivatives with respect to the spatial parameter under Lipschitz conditions on the local characteristics of the generating semimartingales. In a first step these conditions are seen to imply moment inequalities for the flow phi of the form E sup \phi(0t)(x) - phi(0t)(y)\(p) less than or equal to \x - y\p exp(cp(2)) for all p greater than or equal to 1. 0 less than or equal to t less than or equal to T In a second step we ded...
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作者：Veretennikov, AY
作者单位：Russian Academy of Sciences; Kharkevich Institute for Information Transmission Problems of the RAS
摘要：We establish the large deviation principle for stochastic differential. equations with averaging in the case when all coefficients of the fast component depend on the slow one, including diffusion.
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作者：Lalley, SP
作者单位：Purdue University System; Purdue University
摘要：It is known that the contact process on a homogeneous tree of degree d + 1 greater than or equal to 3 has a weak survival phase, in which the infection survives with positive probability but nevertheless eventually vacates every finite subset of the tree. It is shown in this paper that in the weak survival phase there exists a spherically symmetric invariant measure whose density decays exponentially at infinity, thus confirming a conjecture of Liggett. The proof is based on a study of the rel...
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作者：Penrose, MD
作者单位：Durham University
摘要：Suppose X-1, X-2, X-3,... are independent random points in R-d, d greater than or equal to 2, with common density f, having connected compact support Omega with smooth boundary partial derivative Omega, with f/Omega continuous. Let M-n denote the smallest r such that the union of balls of diameter r centered at the first n points is connected. Let theta denote the volume of the unit ball. Then as n --> infinity, [GRAPHICS]
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作者：Lyons, T; Stoica, L
作者单位：Imperial College London
摘要：This paper is concerned with the integration (of 1-forms) against the Markov stochastic process associated with a second-order elliptic differential operator in divergence form. It focuses on the limiting behavior of the integral as the process leaves a fixed point or goes to infinity. This extends previous work in the area where advantage was usually taken of the fact that the operator was self adjoint and started with the associated invariant measure. Applications cue given. For example, it ...
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作者：Seppäläinen, T
作者单位：Iowa State University
摘要：In a totally asymmetric simple K-exclusion process, particles take nearest-neighbor steps to the right on the lattice Z, under the constraint that each site contain at most K particles. We prove that such processes satisfy hydrodynamic limits under Euler scaling, and that the limit of the empirical particle profile is the entropy solution of a scalar conservation law with a concave flux function. Our technique requires no knowledge of the invariant measures of the process, which is essential b...
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作者：Bobkov, SG
作者单位：Syktyvkar State University
摘要：We study the question on how large the size of singular component of translates of product probability measures can be in terms of Fisher information. We then prove some shift inequalities.
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作者：Bass, RF; Burdzy, K
作者单位：University of Connecticut; University of Washington; University of Washington Seattle
摘要：We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems) and on time and direction of bifurcation. A relationship with Lipschitz approximations to Brownian paths is also discussed.
