4期

最新文章

• The standard additive coalescent AI翻译
  作者：Aldous, D; Pitman, J
  作者单位：University of California System; University of California Berkeley
  摘要：Regard an element of the set Delta := {(x(1), x(2), ...): x(1) greater than or equal to x(2) greater than or equal to ... greater than or equal to 0, Sigma(i) x(i) = 1} as a fragmentation of unit mass into clusters of masses x(i). The additive coalescent of Evans and Pitman is the Delta-valued Markov process in which pairs of clusters of masses {x(i), x(j)} merge into a cluster of mass x(i) + x(j) at rate x(i) + x(j). They showed that a version (X-infinity(t), -infinity < t < infinity) of this...
• Unpredictable nearest neighbor processes AI翻译
  作者：Hoffman, C
  作者单位：University System of Maryland; University of Maryland College Park
  摘要：Benjamini, Pemantle and Peres constructed nearest neighbor processes which have predictability profiles that decay faster than that of the simple random walk. Haggstrom and Mossel found processes with even faster decaying predictability profiles. We prove that the rate of decay achieved by Haggstrom and Mossel is optimal.
• First order correction for the hydrodynamic limit of symmetric simple exclusion processes with speed change in dimension d≥3 AI翻译
  作者：Janvresse, E
  作者单位：Universite de Rouen Normandie
  摘要：The hydrodynamic limit of the symmetric simple exclusion process with speed change is given by a diffusive equation in the appropriate scale. Following the nongradient method introduced by Varadhan and the Navier-Stokes methods developed by Yau, we prove that in the same scale, the next order correction is given by a third order equation for dimension d greater than or equal to 3.
• Logarithmic Sobolev inequality for some models of random walks AI翻译
  作者：Lee, TY; Yau, HT
  作者单位：University System of Maryland; University of Maryland College Park; New York University
  摘要：We determine the logarithmic Sobolev constant for the Bernoulli-Laplace model and the time to stationarity for the symmetric simple exclusion model up to the leading order. Our method for proving the logarithmic Sobolev inequality is based on a martingale approach and is applied to the random transposition model as well. The proof for the time to stationarity is based on a general observation relating the time to stationarity to the hydrodynamical limit.
• Wavefront propagation for reaction-diffusion systems and backward SDES AI翻译
  作者：Pradeilles, F
  作者单位：Institut Polytechnique de Paris; ENSAE Paris
  摘要：We first show a large deviation principle for degenerate diffusion-transmutation processes and study the Riemannian metric associated with the action functional under a Hormander-type assumption. Then we study the behavior of the solution u(epsilon) of a system of strongly coupled scaled KPP equations. Using backward stochastic differential equations and the theory of Hamilton-Jacobi equations, we show that, when the parabolic operator satisfies a Hormander-type hypothesis or when the nonlinea...
• Random walks and hyperplane arrangements AI翻译
  作者：Brown, KS; Diaconis, P
  作者单位：Cornell University; Cornell University
  摘要：Let E be the set of chambers of a real hyperplane arrangement. We study a random walk on E introduced by Bidigare, Hanlon and Rockmore. This includes various shuffling schemes used in computer science, biology and card games. It also includes random walks on zonotopes and zonotopal tilings. We find the stationary distributions of these Markov chains, give good bounds on the rate of convergence to stationarity, and prove that the transition matrices are diagonalizable. The results are extended ...
• The limits of Sinai's simple random walk in random environment AI翻译
  作者：Hu, YY; Shi, Z
  作者单位：Sorbonne Universite; Sorbonne Universite
  摘要：We study the sample path asymptotics of a class of recurrent diffusion processes with random potentials, including examples of Sinai's simple random walk in random environment and Brox's diffusion process with Brownian potential. The main results consist of several integral criteria which completely characterize all the possible Levy classes, therefore providing a very precise image of the almost sure asymptotic behaviors of these processes.
• Random Brownian scaling identities and splicing of Bessel processes AI翻译
  作者：Pitman, J; Yor, M
  作者单位：University of California System; University of California Berkeley; Sorbonne Universite
  摘要：An identity in distribution due to Knight for Brownian motion is extended in two different ways: first by replacing the supremum of a reflecting Brownian motion by the range of an unreflected Brownian motion and second by replacing the reflecting Brownian motion by a recurrent Bessel process. Both extensions are explained in terms of random Brownian scaling transformations and Brownian excursions. The first extension is related to two different constructions of Ito's law of Brownian excursions...
• Branching processes in Levy processes: Laplace functionals of snakes and superprocesses AI翻译
  作者：Le Gall, JF; Le Jan, Y
  作者单位：Universite PSL; Ecole Normale Superieure (ENS); Universite Paris Saclay
  摘要：We use the exploration process introduced in a previous work to develop a new construction of superprocesses with a general branching mechanism. This construction depends on a path-valued process called the Levy snake, which is of independent interest. Our method of proof involves a calculation of the Laplace functional of the occupation field of the Levy snake. This calculation relies on an evaluation of the corresponding moment functionals, which requires precise information about the underl...