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作者：LAHIRI, SN
摘要：Let S(n) denote the nth normalized partial sum of a sequence of mean zero, weakly dependent random vectors. This paper gives asymptotic expansions for Ef(S(n)) under weaker moment conditions than those of Gotze and Hipp (1983). It is also shown that an expansion for Ef(S(n)) with an error term o(n-(s-2)/2) is valid without any Cramer-type condition, if f has partial derivatives of order (s-1) only. This settles a conjecture of Gotze and Hipp in their 1983 paper.
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作者：MAITRA, A; SUDDERTH, W
摘要：We consider two-person zero-sum stochastic games with limit superior payoff function and Borel measurable state and action spaces. The games are shown to have a value and the value function is calculated by transfinite iteration of an operator and proved to be upper analytic. The paper extends results of our earlier article [17] in which the same class of games was considered for countable state spaces and finite action sets.
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作者：BOLTHAUSEN, E; DEUSCHEL, JD
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We investigate large deviations for the empirical distribution functional of a Gaussian random field on R(Zd), d greater than or equal to 3, in the phase transition regime. We first prove that the specific entropy governs an N-d volume order large deviation principle outside the Gibbsian class. Within the Gibbsian class we derive an N-d-2 capacity order large deviation principle with exact rate function, and we apply this result to the asymptotics of microcanonical ensembles. We also give a sp...
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作者：KHOSHNEVISAN, D
摘要：We present a Brownian embedding for a broad class of compensated compound Poisson processes. Applications of this method are discussed for a problem of level crossings, as well as Donsker's invariance type of principles. In particular, we give a central limit theorem for local times.
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作者：CHAGANTY, NR; SETHURAMAN, J
作者单位：State University System of Florida; Florida State University
摘要：Most large deviation results give asymptotic expressions for log P(Y(n) greater-than-or-equal-to y(n)), where the event {Y(n) greater-than-or-equal-to y(n)) is a large deviation event, that is, P(Y(n) greater-than-or-equal-to y(n)) goes to 0 exponentially fast. We refer to such results as weak large deviation results. In this paper we obtain strong large deviation results for arbitrary random variables {Y(n)}, that is, we obtain asymptotic expressions for P(Y(n) greater-than-or-equal-to y(n)),...
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作者：KESTEN, H
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作者：CAI, HY; LUO, XL
作者单位：Cornell University
摘要：We prove laws of large numbers for a cellular automaton in the space {0,1,..., p - 1}Z with p being a prime number. The dynamics tau of the system are defined by taueta(x) = eta(x - 1) + eta(x + 1) mod p for eta is-an-element-of X.
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作者：ETHIER, SN; GRIFFITHS, RC
作者单位：Monash University
摘要：Let S be a compact metric space, let theta greater-than-or-equal-to 0, and let nu0 be a Borel probability measure on S. An explicit formula is found for the transition function of the Fleming-Viot process with type space S and mutation operator (Af)(x) = (1/2)theta integral(S)(f(xi) - f(x))nu0(dxi).
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作者：ALBEVERIO, S; ROCKNER, M; ZHANG, TS
作者单位：University of Bonn; University of Edinburgh
摘要：A Cameron-Martin-Girsanov-Maruyama type formula for symmetric diffusions on infinite dimensional state space is proved. In particular, relaxations of the usual assumptions which still imply absolute continuity (but possibly no longer equivalence) of the path space measures are discussed. In addition a converse result is proved, that is, we show that absolute continuity of the path space measures enables us to identify the underlying Dirichlet form.
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作者：IMKELLER, P
摘要：Let f be a square-integrable function on the unit square. Assume that the singular numbers (a(i))i is-an-element-of N of the Hilbert-Schmidt operator associated with f admit some 0 < alpha < 1/3 such that SIGMA(i = 1)infinity \alpha(i)\alpha < infinity. We present a purely stochastic method to investigate the occupation densities of the Skorohod integral process U induced by f. It allows us to show that U possesses continuous square-integrable occupation densities and obviously generalizes bey...
