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作者:COURBAGE, M; HAMDAN, D
摘要:We study the class C-pi of probability measures invariant with respect to the shift transformation on K-Z (where K is a finite set of integers) which satisfies the Chapman-Kolmogorov equation for a given stochastic matrix Pi. We construct a dense subset of measures in C-pi distinct from the Markov measure. When Pi is irreducible and aperiodic, these measures are ergodic but not weakly mixing. We show that the set of measures with infinite memory is G(delta) dense in C-pi and that the Markov me...
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作者:STEIF, JE
摘要:We consider the threshold voter automaton in one dimension with threshold tau > n/2, where n is the number of neighbors and where we start from a product measure with density 1/2. It has recently been shown that there is a critical value theta(c) approximate to 0.6469076, so that if tau = theta n with theta > theta(c) and n is large, then most sites never flip, while for theta epsilon (1/2, theta(c)) and n large, there is a limiting state consisting mostly of large regions of points of the sam...
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作者:LU, SL
摘要:We study equilibrium fluctuations for hydrodynamic limits of a nongradient Ginzburg-Landau model. We prove that the limit fluctuation process is governed by a generalized stationary Ornstein-Uhlenbeck process.
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作者:TALAGRAND, M
作者单位:University System of Ohio; Ohio State University
摘要:We show that the logarithm of the probability that the Brownian sheet has a supremum at most epsilon over [0, 1](2) is of order epsilon(-2)(log(1/epsilon))(3).
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作者:DEHEUVELS, P; MASON, DM
作者单位:University of Delaware
摘要:We introduce the notion of a multivariate local (and tail) empirical process indexed by sets and establish a number of functional laws of the iterated logarithm for such processes. This leads to a unified methodology to study the almost sure behavior of various statistics which are local functionals of the empirical distribution. Such statistics include density estimators and the Bahadur-Kiefer representation.
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作者:GNEDIN, AV
摘要:For any n > 2 we construct an exchangeable sequence of positive continuous random variables, X(1),...,X(n), for which, among all stopping rules, tau, based on the X's, sup(tau) P(X(tau) = X(1) V...V X(n)) is achieved by a rule based only on the relative ranks of the X's.
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作者:KLEIN, A
摘要:We consider the (inhomogeneous) percolation process on Z(d) x R defined as follows: Along each vertical line {x} x R we put cuts at times given by a Poisson point process with intensity delta(x), and between each pair of adjacent vertical lines {x} x R and {y} x R we place bridges at times given by a Poisson point process with intensity lambda(x, y). We say that (x, t) and (y, s) are connected (or in the same cluster) if there is a path from (x, t) to (y, s) made out of uncut segments of verti...
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作者:GREVEN, A; DENHOLLANDER, F
作者单位:Radboud University Nijmegen
摘要:Let omega = (p(x))(x epsilon Z) be an i.i.d, collection of (0, 1) valued random variables. Given omega, let (X(n))(n greater than or equal to 0) be the Markov chain on Z defined by X(0) = 0 and X(n+1) = X(n)+1(resp.X(n)-1) with probability p(Xn) (resp. 1-p(Xn)). It is shown that X(n)/n satisfies a large deviation principle with a continuous rate function, that is, [GRAPHICS] First, we derive a representation of the rate function I in terms of a variational problem. Second, we solve the latter ...
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作者:CACOULLOS, T; PAPATHANASIOU, V; UTEV, SA
作者单位:Novosibirsk State University
摘要:Upper bounds for the distance in variation between an arbitrary probability measure and the standard normal one are established via some integrodifferential functionals including information. The results are illustrated by gamma- and t-distributions. Moreover, as a by-product, another proof of the central limit theorem is obtained.
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作者:BARLOW, MT; PERKINS, EA
摘要:We show that the historical Brownian motion may be recovered from ordinary super-Brownian motion when the dimension d of the underlying Brownian motion is greater than 4. We outline a proof showing that this conclusion is false if d less than or equal to 3. The state of affairs in the critical dimension d = 4 is left unresolved. Some extensions are given for 1+beta stable branching mechanisms where beta epsilon (0, 1).