2期

最新文章

• Decreasing sequences of sigma-fields and a measure change for Brownian motion .2. AI翻译
  作者：Feldman, J; Tsirelson, B
  作者单位：Tel Aviv University
  摘要：Sharpening the main result of the preceding paper, it is shown that if B-t, 0 less than or equal to t < infinity, is a standard Brownian motion on (Omega,f,P), then for any epsilon > 0 there is a probability measure Q with (1 - epsilon)P less than or equal to Q less than or equal to (1 + epsilon)P such that the filtration of B cannot be generated by any Brownian motion on (Omega,F,Q).
• Increase of Levy processes AI翻译
  作者：Doney, RA
  摘要：A rather complicated condition is shown to be necessary and sufficient for a Levy process to have points of increase. A much simpler condition is then shown to be sufficient in the general case, and necessary under certain regularity conditions. The approach used here also gives a unified proof of results for certain special classes of Levy processes, which have previously been obtained by Bertoin.
• A Liapounov bound for solutions of the Poisson equation AI翻译
  作者：Glynn, PW; Meyn, SP
  作者单位：University of Illinois System; University of Illinois Urbana-Champaign
  摘要：In this paper we consider psi-irreducible Markov processes evolving in discrete or continuous time on a general state space. We develop a Liapounov function criterion that permits one to obtain explicit bounds on the solution to the Poisson equation and, in particular, obtain conditions under which the solution is square integrable. These results are applied to obtain sufficient conditions that guarantee the validity of a functional central limit theorem for the Markov process. As a second con...
• Spectral criteria, SLLN's and as convergence of series of stationary variables AI翻译
  作者：Houdre, C; Lacey, MT
  作者单位：Indiana University System; Indiana University Bloomington
  摘要：It is shown here how to extend the spectral characterization of the strong law of large numbers for weakly stationary processes to certain singular averages. For instance, letting {X(t), t is an element of R(3)} be a weakly stationary field, {X(t)} satisfies the usual SLLN (by averaging over balls) if and only if the averages of {X(t)} over spheres of increasing radii converge pointwise. The same result in two dimensions is false. This spectral approach also provides a necessary and sufficient...
• Different clustering regimes in systems of hierarchically interacting diffusions AI翻译
  作者：Klenke, A
  摘要：We study a system of interacting diffusions dx xi(t) = Sigma(zeta is an element of Xi) a(xi,zeta)(x(zeta)(t) - x(xi)(t))dt + root g(x xi(t)) dW xi(t) (xi is an element of Xi), indexed by the hierarchical group Xi, as a genealogical two genotype model [where x(xi)(t) denotes the frequency of, say, type A] with hierarchically determined degrees of relationship between colonies. In the case of short interaction range it is known that the system clusters. That is, locally one genotype dies out. We...
• Packing and covering indices for a general Levy process AI翻译
  作者：Pruitt, WE; Taylor, SJ
  作者单位：University of Virginia
  摘要：There has been substantial interest in the indices 0 less than or equal to beta '' less than or equal to beta' less than or equal to beta less than or equal to 2 defined by Blumenthal and Getoor, determined by a general Levy process in R(d). Pruitt defined an index gamma which determines the covering dimension and Taylor showed that an index gamma', first considered by Hendricks, determines the packing dimension for the trajectory. In the present paper we prove that beta/2 less than or equal t...
• A countable representation of the Fleming-Viot measure-valued diffusion AI翻译
  作者：Donnelly, P; Kurtz, TG
  作者单位：University of Wisconsin System; University of Wisconsin Madison
  摘要：The Fleming-Viot measure-valued diffusion arises as the infinite population limit of various discrete genetic models with general type space. The paper gives a countable construction of the process as the empirical measure carried by a certain interactive particle system. This explicit representation facilitates the study of various properties of the Fleming-Viot process. The construction also carries versions of the familiar genealogical processes from population genetics, in particular, King...
• On random random walk AI翻译
  作者：Roichman, Y
  摘要：We estimate the expected mixing time of a random walk on a finite group supported by a random polylogarithmic set of elements. Following the spectral approach of Broder and Shamir, we present an alternative proof of the Dou-Hildebrand estimate and show that it holds almost surely. Good bounds on diameters follow from these results.
• 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...