-
作者:TALAGRAND, M
作者单位:University System of Ohio; Ohio State University
摘要:Under natural conditions on a class F of functions on a probability space, near optimal bounds are given for the probabilities [GRAPHICS]. The method is a variation of this author's method to study the tailprobability of the supremum of a Gaussi
-
作者:CSORGO, S; MASON, DM
作者单位:University of Delaware
摘要:Let X(1,n) less-than-or-equal-to ... less-than-or-equal-to X(n,n) be the order statistics of n independent random variables with a common distribution function F and let k(n) be positive numbers such that k(n) --> infinity and k(n)/n --> 0 as n --> infinity, and consider the sums I(n)(a, b) = SIGMA(i=[akn]+1)[bkn]X(n+1-i,n) of intermediate order statistics, where 0 < a < b. We find necessary and sufficient conditions for the existence of constants A(n) > 0 arid C(n) such that A(n)-1(I(n)(a,b)-...
-
作者:FERRARI, PA; GALVES, A; LANDIM, C
作者单位:Centre National de la Recherche Scientifique (CNRS); Universite de Rouen Normandie
摘要:The first time that the N sites to the right of the origin become empty in a one-dimensional zero-range process is shown to converge exponentially fast, as N --> infinity, to the exponential distribution, when divided by its mean. The initial distribution of the process is assumed to be one of the extremal invariant measures nu(rho), rho is-an-element-of(0, 1), with density rho/(1 - rho). The proof is based on the classical Burke theorem.
-
作者:DURRETT, R; NEUHAUSER, C
作者单位:University of Southern California
摘要:In this paper we will consider translation invariant finite range particle systems with state space {0,1,..., kappa-1)S with S = epsilonZ(d). De Masi, Ferrari and Lebowitz have shown that if we introduce stirring at rate epsilon-2, then the system converges to the solution of an associated reaction diffusion equation. We exploit this connection to prove results about the existence of phase transitions when the stirring rate is large that apply to a wide variety of examples with state space {0,...
-
作者:IMKELLER, P; NUALART, D
作者单位:University of Barcelona
摘要:We present a general criterion for the existence of an occupation density, which is based on the integration by parts formula on Wiener space. This criterion is applied to two particular examples of anticipating processes. First we discuss the case of Brownian motion plus a nonadapted . absolutely continuous drift, and second we consider the case of a Skorohod integral process. Finally a version of Tanaka's formula is proved for the Skorohod integral process.
-
作者:YU, B
摘要:Classical empirical process theory for Vapnik-Cervonenkis classes deals mainly with sequences of independent variables. This paper extends the theory to stationary sequences of dependent variables. It establishes rates of convergence for beta-mixing and phi-mixing empirical processes indexed by classes of functions. The method of proof depends on a coupling of the dependent sequence with sequences of independent blocks, to which the classical theory can be applied. A uniform O(n(-s/(1+s))) rat...
-
作者:KRISTIANSEN, GK
摘要:A proof is given of a conjecture, due to F. W. Steutel: the set of positive alpha-values, for which any positive mixture of GAMMA(alpha)-distributions is infinitely divisible, is the interval (0, 2].