2期

最新文章

• When is a probability measure determined by infinitely many projections? AI翻译
  作者：Bélisle, C; Massé, JC; Ransford, T
  作者单位：Laval University
  摘要：The well-known Cramer-Wold theorem states that a Borel probability measure on R-d is uniquely determined by the totality of its one-dimensional projections. In this paper we examine various conditions under which a probability measure is determined by a subset of its (d - 1)-dimensional orthogonal projections.
• Brownian excursions, critical random graphs and the multiplicative coalescent AI翻译
  作者：Aldous, D
  作者单位：University of California System; University of California Berkeley
  摘要：Let(B-t(s), 0 less than or equal to s < infinity) be reflecting inhomogeneous Brownian motion with drift t - s at time s, started with B-t(0) = 0. Consider the random graph G(n, n(-1) + tn(-4/3)), whose largest components have size of order n(2/3) Normalizing by n(-2/3), the asymptotic joint distribution of component sizes is the same as the joint distribution of excursion lengths of Bt (Corollary 2). The dynamics of merging of components as t increases are abstracted to define the multiplicat...
• Natural linear additive functionals of superprocesses AI翻译
  作者：Dynkin, EB; Kuznetsov, SE
  作者单位：Russian Academy of Sciences; Central Economics & Mathematics Institute RAS
  摘要：We investigate natural linear additive (NLA) functionals of a general critical (xi, K, psi)-superprocess X. We prove that all of them have only fixed discontinuities. All homogeneous NLA functionals of time-homogeneous superprocesses are continuous (this was known before only in the case of quadratic branching). We introduce an operator epsilon(u) defined in terms of (xi, K, psi) and we prove that the potential h and the log-potential u of a NLA functional A are connected by the equation u + e...
• Semimartingale integral representation AI翻译
  作者：Ahn, H
  作者单位：University of California System; University of California Santa Barbara
  摘要：We provide an integral representation for smooth functionals of continuous semimartingales. The representation is related to an infinite-dimensional nonautonomous parabolic equation. Semimartingale integral representations, including a martingale representation, are given in terms of a solution to this equation.
• Reflected solutions of backward SDE's, and related obstacle problems for PDE's AI翻译
  作者：El Karoui, N; Kapoudjian, C; Pardoux, E; Peng, S; Quenez, MC
  作者单位：Sorbonne Universite; Aix-Marseille Universite; Ecole Normale Superieure de Lyon (ENS de LYON); Shandong University; Universite Paris-Est-Creteil-Val-de-Marne (UPEC)
  摘要：We study reflected solutions of one-dimensional backward stochastic differential equations. The reflection keeps the solution above a given stochastic process. We prove uniqueness and existence both by a fixed point argument and by approximation via penalization. We show that when the coefficient has a special form, then the solution of our problem is the value function of a mixed optimal stopping-optimal stochastic control problem. We finally show that, when put in a Markovian framework, the ...
• On self-attracting d-dimensional random walks AI翻译
  作者：Bolthausen, E; Schmock, U
  作者单位：University of Zurich; Swiss Federal Institutes of Technology Domain; ETH Zurich
  摘要：Let {X-t}(t greater than or equal to 0) be a symmetric, nearest-neighbor random walk on Z(d) with exponential holding times of expectation 1/d, starting at the origin. For a potential V: Z(d) --> [0, infinity) with finite and nonempty support, define transformed path measures by d (P) over cap(T) = exp(T(-1)integral(0)(T)integral(0)(T)V(X-s - X-t)ds/dt)dP/Z(T) for T > 0, where ZT is the normalizing constant. If d = 1 or if the self-attraction is sufficiently strong, then \\X-t\\(infinity) has ...
• Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences AI翻译
  作者：Choi, KP; Klass, MJ
  作者单位：National University of Singapore; University of California System; University of California Berkeley; University of California System; University of California Berkeley
  摘要：Let Phi(.) be a nondecreasing convex function on [0, infinity). We show that for any integer n greater than or equal to 1 and real a, E Phi((M-n - a)(+)) less than or equal to 2E Phi((S-n - a)(+)) - Phi(0) and E(M-n boolean OR med S-n) less than or equal to E\S-n - med S-n\. where X-1, X-2,... are any independent mean zero random variables with partial sums S-0 = 0, S-k = X-1 +...+ X-k and partial sum maxima M-n = max(0 less than or equal to k less than or equal to n) S-k. There are various in...
• Central limit theorem for the Edwards model AI翻译
  作者：van der Hofstad, R; den Hollander, F; König, W
  作者单位：Utrecht University; Radboud University Nijmegen; Technical University of Berlin
  摘要：The Edwards model in one dimension is a transformed path measure for standard Brownian motion discouraging self-intersections. We prove a central limit theorem for the endpoint of the path, extending a law of large numbers proved by Westwater. The scaled variance is characterized in terms of the largest eigenvalue of a one-parameter family of differential operators, introduced and analyzed by van der Hofstad and den Hollander. Interestingly, the scaled variance turns out to be independent of t...
• Asymptotic properties of additive functionals of Brownian motion AI翻译
  作者：Takeda, M; Zhang, TS
  作者单位：University of Osaka; University of Bielefeld
  摘要：In this paper we study the asymptotic behavior of additive functionals of Brownian motion which are not necessarily of bounded variation. The result is then applied to the Hilbert transform of the Brownian local time.
• The point of a closed set visited the most by Brownian motion AI翻译
  作者：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)