1996

最新文章

• epsilon-Close measures producing nonisomorphic filtrations AI翻译
  作者：Feldman, J
  摘要：A consequence of the preceding two papers is this. Let {A(t): 0 less than or equal to t < infinity) be the filtration of a stochastic process on (Omega,A,P). Under a mild assumption on the process, there exist, for any epsilon > 0, uncountably many probability measures Q(alpha) with (1 - epsilon)P less than or equal to Q(alpha)less than or equal to (1 + epsilon)P so that no two of the filtrations (Omega,(A(t))(0 less than or equal to t), Q(alpha)) and (Omega, (A(t))(0 less than or equal to t),...
• Hydrodynamical limit for space inhomogeneous one-dimensional totally asymmetric zero-range processes AI翻译
  作者：Landim, C
  摘要：We consider totally asymmetric attractive zero-range processes with bounded jump rates on Z. In order to obtain a lower bound for the large deviations from the hydrodynamical limit of the empirical measure, we perturb the process in two ways. We first choose a finite number of sites and slowdown the jump rate at these sites. We prove a hydrodynamical limit for this perturbed process and show the appearance of Dirac measures on the sites where the rates are slowed down. The second type of pertu...
• Potential theory for elliptic systems AI翻译
  作者：Chen, ZQ; Zhao, Z
  作者单位：University of Missouri System; University of Missouri Columbia
  摘要：The existence and uniqueness theorem is proved for solutions of the Dirichlet boundary value problems for weakly coupled elliptic systems on bounded domains. The elliptic systems are only assumed to have measurable coefficients and have singular coefficients for the lower-order terms. A probabilistic representation theorem for solutions of the Dirichlet boundary value problems is obtained by using the switched diffusion process associated with the system A strong positivity result for solution...
• On states of exit measures for superdiffusions AI翻译
  作者：Sheu, YC
  摘要：We consider the exit measures of (L, alpha)-superdiffusions, 1 < alpha less than or equal to 2, from a bounded smooth domain D in R(d). By using analytic results about solutions of the corresponding boundary value problem, we study the states of the exit measures. (Abraham and Le Gall investigated earlier this problem for a special case L = Delta and alpha = 2.) Also as an application of these analytic results, we give a different proof for the critical Hausdorff dimension of boundary polarity...
• Cycle structure of riffle shuffles AI翻译
  作者：Lalley, SP
  摘要：A class of models for riffle shuffles (''f-shuffles'') related to certain expansive mappings of the unit interval is studied. The main result concerns the cycle structure of the resulting random permutations in l(n) when n is large. It describes the asymptotic distribution of the number of cycles of a given length, relating this distribution to dynamical properties of the associated mapping. This result generalizes a recent result of Diaconis, McGrath and Pitman.
• Weak limits of perturbed random walks and the equation Y-t=B-t+alpha sup{Y-s:s<=t}+beta inf{Y-s:s<=t} AI翻译
  作者：Davis, B
  摘要：Let alpha and beta be real numbers and f is an element of C-0[O,infinity). We study the existence and uniqueness of solutions g of the equation g(t) =f(t)f alpha sup(0 less than or equal to s less than or equal to) t g(s) + beta info 0 (less than or equal to s less than or equal to) t g(S). Carmona, Petit, Le Gall, and Yor have shown existence (or noxexistence) and uniqueness for some alpha, beta. We settle the remaining cases. We study the nearest neighbor walk on the integers, which behaves ...
• Wiener functionals associated with joint distributions of exit time and position from small geodesic balls AI翻译
  作者：Hara, K
  摘要：Consider the first exit time and position from small geodesic balls for Brownian motion on Riemannian manifolds. We establish a smooth Besselization technique and calculate the asymptotic expansion for the joint distributions by a purely probabilistic approach.
• A central limit theorem for a one-dimensional polymer measure AI翻译
  作者：Konig, W
  摘要：Let (S-n)n is an element of N-0 be a random walk on the integers having bounded steps. The self-repellent (resp., self-avoiding) walk is a sequence of transformed path measures which discourage (resp., forbid) self-intersections. This is used as a model for polymers. Previously, we proved a law of large numbers; that is, we showed the convergence of \S-n\/n toward a positive number Theta under the polymer measure. The present paper proves a classical central limit theorem for the self-repellen...
• A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance AI翻译
  作者：Klein, I; Schachermayer, W
  摘要：The celebrated theorem of Halmos and Savage implies that if M is a set of BP-absolutely continuous probability measures Q on (Omega,F,P) such that each A is an element of F, P(A) > 0 is charged by some Q is an element of M, that is, Q(A) > 0 (where the choice of Q depends on the set A), then-provided M is closed under countable convex combinations-we can find Q(0) is an element of M with full support; that is, P(A) > 0 implies Q(0)(A) > 0. We show a quantitative version: if we assume that, for...
• On conservation of probability and the Feller property AI翻译
  作者：Qian, ZM
  摘要：It is known that any smooth, nondegenerate, second-order elliptic operator on a manifold (dimension not equal 2) has the form Delta + B, where B is a vector field and Delta is the Laplace-Beltrami operator under some Riemannian metric on the manifold. In this paper we give several conditions on the ''Ricci curvature'' Ric - del(B)(8) associated with the operator Delta + B to ensure that the diffusion semigroup generated by Delta + B conserves probability and possesses the Feller property.