-
作者：WU, LM
摘要：Let (X(n))n greater-than-or-equal-to 1 be a sequence of i.i.d. r.v.'s with values in a measurable space (E, E) of law mu, and consider the empirical process L(n)(f) = (1/n)SIGMA(k=1)n f(X(k)) with f varying in a class of bounded functions F. Using a recent isoperimetric inequality of Talagrand, we obtain the necessary and sufficient conditions for the large deviation estimations, the moderate deviation estimations and the LIL of L(n)(.) in the Banach space of bounded functionals l(infinity)(F)...
-
作者：BOLTHAUSEN, E; DENHOLLANDER, F
作者单位：Utrecht University
摘要：Let W(t) be the Wiener sausage in R(d), that is, the a-neighborhood for some a > 0 of the path of Brownian motion up to time t. It is shown that integrals of the type integral0(t)nu(s)d\W(s)\, with t --> nu(t) nonincreasing and nu(t) approximately nut(-gamma), t --> infinity, have a large deviation behavior similar to that of \W(t)\established by Donsker and Varadhan. Such a result gives information about the survival asymptotics for Brownian motion in a Poisson field of spherical traps of rad...
-
作者：ISCOE, I; MCDONALD, D
作者单位：University of Ottawa
摘要：General conditions on general state space Markov jump processes are established for the asymptotic exponentiality of the distribution of the exit time into any small forbidden set. The error bounds for this exponential approximation tend to 0 as the size of the forbidden set tends to 0.
-
作者：DEMASI, A; PELLEGRINOTTI, A; PRESUTTI, E; VARES, ME
作者单位：University of Rome Tor Vergata; Sapienza University Rome
摘要：We consider a one-dimensional Glauber-Kawasaki process which gives rise in the hydrodynamical limit to a reaction diffusion equation with a double-well potential. We study the case when the process starts off from a product measure with zero averages, which, hydrodynamically, corresponds to a stationary unstable state. We prove that at times longer than the hydrodynamical ones the reaction diffusion equation no longer describes the behavior of the system, which in fact leaves the unstable equi...
-
作者：PEMANTLE, R; PERES, Y
作者单位：Yale University; Oregon State University
摘要：We define a notion of stochastic domination between trees, where one tree dominates another if, when the vertices of each are labeled with independent, identically distributed random variables, one tree is always more likely to contain a path with a specified property. Sufficient conditions for this kind of domination are (1) more symmetry and (2) earlier branching. We apply these conditions to the problem of determining how fast a tree must grow before first-passage percolation on the tree ex...
-
作者：HITCZENKO, P
摘要：It is known that if (X(n)) and (Y(n)) are two (F(n))-adapted sequences of random variables such that for each k greater-than-or-equal-to 1 the conditional distributions of X(k) and Y(k), given F(k-1), coincide a.s., then the following is true: \\SIGMAX(k)\\p less-than-or-equal-to B(p)\\SIGMA Y(k)\\p, 1 less-than-or-equal-to p < infinity, for some constant B(p) depending only on p. The aim of this paper is to show that if a sequence (Y(n)) is conditionally independent, then the constant B(p) ma...
-
作者：LYONS, TJ; ZHANG, TS
摘要：We extend the forward-backward martingale approach to Stratonovich integrals developed by Zheng and Lyons to the general context of Dirichlet spaces. From this perspective, it is clear that the Stratonovich integral of an L2 1-form against a Dirichlet process is well defined, coordinate invariant, and obeys appropriate chain rules. The paper continues by examining the tightness and continuity of the mapping from Dirichlet forms to probability measures on path space. Some positive results are o...
-
作者：DABROWSKI, AR; JAKUBOWSKI, A
作者单位：Nicolaus Copernicus University
摘要：We consider a stationary sequence of associated real random variables and state conditions which guarantee that partial sums of this sequence, when properly normalized, converge in distribution to a stable, non-Gaussian limit. Limit theorems for jointly stable and associated random variables are investigated in detail. In the general case we assume that finite-dimensional distributions belong to the domain of attraction of multidimensional strictly stable laws and that there is a bound on the ...
-
作者：ARNAUD, JP
摘要：Let T be the set of vertices of a homogeneous tree and let (X(t))t is-an-element-of T be a second-order real or complex-valued process such that the expected value E(X(s)X(t)BAR) depends only on the distance between the vertices s and t. In this paper we construct a measure space (K, H, m) and an isometry of the closed subspace of L(C)2(OMEGA, A, P) spanned by (X(t))t is-an-element-of T onto L2(m).
-
作者：RAJPUT, BS
