2期

最新文章

• 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...
• Bounding (d)over-bar-distance by informational divergence: A method to prove measure concentration AI翻译
  作者：Marton, K
  摘要：There is a simple inequality by Pinsker between variational distance and informational divergence of probability measures defined on arbitrary probability spaces. We shall consider probability measures on sequences taken from countable alphabets, and derive, from Pinsker's inequality, bounds on the d-distance by informational divergence. Such bounds can be used to prove the ''concentration of measure'' phenomenon for some nonproduct distributions.
• Diffusion limits for a nonlinear density dependent space-time population model AI翻译
  作者：Blount, D
  摘要：A population density process is constructed using approximately NI particles performing rate N-2 random walks between N cells distributed on the unit interval. Particles give birth or die within cells, and particle death rates are a function of the occupied cell population. With suitable scaling, two possible limiting stochastic partial differential equations are obtained. Both are nonlinear perturbations of the equation satisfied by the density process of super Brownian motion.
• Enumeration and random random walks on finite groups AI翻译
  作者：Dou, C; Hildebrand, M
  作者单位：University of Texas System; University of Texas Austin
  摘要：This paper examines random walks on a finite group G and finds upper bounds on how long it takes typical random walks supported on (log\G\)(a) elements to get close to uniformly distributed on G. For certain groups, a cutoff phenomenon is shown to exist for these typical random walks. A variation of the upper bound lemma of Diaconis and Shahshahani and some counting arguments related to a group equation are used to get the upper bound. A further example which uses this variation is discussed.
• Nonlinear superprocesses AI翻译
  作者：Overbeck, L
  摘要：Nonlinear martingale problems in the McKean-Vlasov sense for superprocesses are studied. The stochastic calculus on historical trees is used in order to show that there is a unique solution of the nonlinear martingale problems under Lipschitz conditions on the-coefficients.
• Hydrodynamic limits for one-dimensional particle systems with moving boundaries AI翻译
  作者：Chayes, L; Swindle, G
  作者单位：University of California System; University of California Santa Barbara
  摘要：We analyze a new class of one-dimensional interacting particle systems featuring random boundaries with a random motion that is coupled to the local particle density. We show that the hydrodynamic limiting behavior in these systems corresponds to the solution of an appropriate Stefan (free-boundary) equation and describe some applications of these results.
• Minima of H-valued Gaussian processes AI翻译
  作者：Albin, JMP
  作者单位：University of Gothenburg
  摘要：We study low local extremes of Gaussian random fields with values in a separable Hilbert space and constant variance. Our results are sharp for certain stationary processes on the line and for these processes we also prove global limits.
• On the chemical distance for supercritical Bernoulli percolation AI翻译
  作者：Antal, P; Pisztora, A
  作者单位：Harvard University
  摘要：We prove large deviation estimates at the correct order for the graph distance of two sites lying in the same cluster of an independent percolation process. We improve earlier results of Gartner and Molchanov and Grimmett and Marstrand and answer affirmatively a conjecture of Kozlov.