-
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.
-
作者：TUERO, A
摘要：Suppose that P and P(n), n is-an-element-of N, are probabilities on a real, separable Hilbert space, V. It is known that if P satisfies some regularity conditions and X is such that P(X) = P, then there exist mappings H(n): V --> V, such that P(Hn(X)) = P(n) and the Wasserstein distance between P(n) and P coincides with (integral\\x - H(n)(x)\\2 dp)1/2, n is-an-element-of N. In this paper we prove that the weak convergence of (P(n)) to P is enough to ensure that {H(n)(X)} converges to X in mea...
-
作者：VANZANDT, T
摘要：Using a result by Landers and Rogge, it is shown that the Hausdorff metric of sigma-fields is uniformly equivalent to the metric induced by the Hausdorff distance between sets of measurable functions. An application is given to the continuity of the value of information with respect to the Hausdorff metric of sigma-fields.
-
作者：SANMARTIN, J
作者单位：Purdue University System; Purdue University
摘要：We consider one-dimensional stochastic differential equations of the Stratonovich type: [GRAPHICS] where Z(i) are continuous semimartingales, and A(k) are continuous finite variation processes. We extend the definition of the Fisk-Stratonovich integral for a large class of coefficients sigma(i), and under suitable conditions we prove existence and uniqueness for that equation.
-
作者：BOVIER, A; PICCO, P
作者单位：Centre National de la Recherche Scientifique (CNRS); Aix-Marseille Universite
摘要：We consider the random variables xi(beta) = SIGMA(n=0)(infinity)beta(n)epsilon(n) for beta < 1. We prove that if the epsilon(n) are i.i.d. random variables with mean zero and variance 1, then a law of the iterated logarithm holds in the sense that the cluster set of [GRAPHICS] when beta converges to one, is the interval [-1,1].
-
作者：DURRETT, R; STEIF, JE
作者单位：University of Gothenburg
摘要：We consider threshold voter systems in which the threshold tau > n/2, where n is the number of neighbors, and we present results in support of the following picture of what happens starting from product measure with density 1/2. The system fixates, that is, each site flips only finitely many times. There is a critical value, theta(c), so that if tau = thetan with theta > theta(c) and n is large then most sites never flip, while for theta is-an-element-of (1/2, theta(c)) and n large, the limiti...
