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作者：ACCARDI, L; LU, YG
摘要：A continuous version of De Finetti's theorem is proved in which the role of the homogeneous product states is played by the independent increment stationary processes on the real line. The proof is based on a conditional, finite De Finetti's theorem (i.e., a result involving only a finite number of random variables and exchangeable conditional expectations rather than exchangeable probabilities). Our technique of proof improves and simplifies a result of Freedman and includes a generalization ...
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作者：CARLSON, JM; GRANNAN, ER; SWINDLE, GH; TOUR, J
作者单位：University of California System; University of California Santa Barbara; AT&T; Nokia Corporation; Nokia Bell Labs; University of California System; University of California Los Angeles
摘要：We establish hydrodynamic limits for a class of attractive, reversible particle systems with an infinite range of interaction. The limiting nonlinear diffusion equations have diffusion coefficients which are functions of the local density, and which have a singularity at a critical value of the density. On open driven systems, these singular diffusion limits explain the observed nontrivial scaling behavior known as self-organized criticality.
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作者：INGLOT, T; LEDWINA, T
摘要：Let alpha(n) be the classical empirical process. Assume T, defined on D[0, 1], satisfies the Lipschitz condition with respect to a weighted sup-norm in D[0, 1]. Explicit bounds for P(T(alpha(n)) greater-than-or-equal-to x(n) square-root n) are obtained for every n greater-than-or-equal-to n0 and all x(n) is-an-element-of (0, sigma], where n0 and sigma are also explicitly given. These bounds lead to moderately large deviations and expansions of the asymptotic large deviations for T(alpha(n)). T...
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作者：MOGULSKII, AA
摘要：This PaPer strengthens and generalizes some theorems proved earlier by Lynch and Sethuraman on large deviations (LD) for random processes with independent increments.
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作者：LALLEY, SP
摘要：Local limit theorems and saddlepoint approximations are given for random walks on a free group whose step distributions have finite support. The techniques used to prove these results are necessarily different from those used for random walks in Euclidean spaces, because Fourier analysis is not available; the basic tools are the elementary theory of algebraic functions and the Perron-Frobenius theory of nonnegative matrices. An application to the structure of the boundary process is also given.
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作者：PRAESTGAARD, J; WELLNER, JA
作者单位：University of Washington; University of Washington Seattle
摘要：We consider an exchangeably weighted bootstrap of the general function-indexed empirical process. We find sufficient conditions on the bootstrap weights for the central limit theorem to hold for the bootstrapped empirical process, almost surely and in probability. The results resemble those of Gine and Zinn for Efron's bootstrap. As a corollary we obtain a result on the almost sure convergence in distribution of the Efron-bootstrapped empirical process with arbitrary sample size. A large numbe...
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作者：DINWOODIE, IH
摘要：Assume a sequence of probabilities {P(n)} has a large deviation rate function I. It is proved that I takes a form analogous to a convex conjugate. If I is also assumed convex, then I is a convex conjugate of an explicitly defined function psi. The results are applied to the empirical law of a Markov chain yielding universal bounds on I. Examples are given of Markov chains in which the empirical law has a large deviation rate strictly between the given bounds.
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作者：MAYERWOLF, E; ZEITOUNI, O
作者单位：Technion Israel Institute of Technology
摘要：The problem of computing the lower tail of a Gaussian norm is considered in this paper. Based on large deviations arguments, a bound on these tails is derived which is tighter than those obtained by other methods. Conditional exponential moment bounds are also derived and as an application, L2 type Onsager-Machlup functionals for diffusions are computed.
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作者：BRAMSON, M; COX, JT; GREVEN, A
作者单位：Syracuse University; University of Gottingen
摘要：We consider two critical spatial branching processes on R(d): critical branching Brownian motion, and the Dawson-Watanabe process. A basic feature of these processes is that their ergodic behavior is highly dimension-dependent. It is known that in low dimensions, d less than or equal to 2, the unique invariant measure with finite intensity is delta(0), the unit point mass on the empty state. In high dimensions, d greater than or equal to 3, there is a one-parameter family of nondegenerate inva...
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作者：BURTON, RM; GOULET, M; MEESTER, R
作者单位：Utrecht University
摘要：A stationary process {X(n)}(n epsilon Z) is said to be k-dependent if {X(n)}(n<0) is independent of {X(n)}(n>k-1). It is said to be a k-block factor of a process {Y-n} if it can be represented as X(n) = f(Y-n,...,Y-n+k-1), where f is a measurable function of k variables. Any (k + 1)-block factor of an i.i.d. process is k-dependent. We answer an old question by showing that there exists a one-dependent process which is not a k-block factor of any i.i.d. process for any k. Our method also leads ...
