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作者：ROSEN, J
作者单位：Technion Israel Institute of Technology
摘要：In this paper, we study a renormalized self-intersection local time for superprocesses over stable processes and classical diffusions. When the renormalization breaks down, we obtain limit theorems.
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作者：MARQUES, MSD; MARTIN, LS
摘要：A sequence of measures on a topological space is pert-bed by a sequence of elements of a Lie group acting on that space. Criteria are given for the singularity and equivalence of the corresponding product measures. These criteria extend the results of Shepp and Steele. In particular, Fisher information comes into the scene and its role is further clarified.
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作者：ZAKAI, M; ZEITOUNI, O
摘要：Let {B, H, P0) be an abstract Wiener space and for every real rho, let T(rho)omega = omega + rho-F(omega) be a transformation from B to B. It is well known that under certain assumptions the measures induced by T(rho) or T(rho)-1 are mutually absolutely continuous with respect to P0 and the density function is represented by the Ramer formula. In this formula, the Carleman-Fredholm determinant det2(I(H) + rho-del-F) appears as a factor. We characterize the class of del-F for which a.s.-P0, det...
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作者：CATONI, O
摘要：Simulated annealing algorithms are time inhomogeneous controlled Markov chains used to search for the minima of energy functions defined on finite state spaces. The control parameters, the so-called cooling schedule, control the probability that the energy should increase during one step of the algorithm. Most of the studies on simulated annealing have dealt with limit theorems, such as characterizing convergence conditions on the cooling schedule, or giving an equivalent of the law of the pro...
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作者：PEMANTLE, R
作者单位：Cornell University
摘要：Consider a collection of real-valued random variables indexed the integers. It is well known that such a process can be stationary, that is, translation invariant, and ergodic and yet have very strong associations: The one-sided tail field may determine the sample; the measure may fail to be mixing in any sense; the weak law of large numbers may fail on some infinite subset of the integers. The main result of this paper is that this cannot happen if the integers are replaced by an infinite hom...
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作者：BERTOIN, J
摘要：If X is a spectrally positive Levy process, X(c)BAR the continuous part of its maximum process, and J the sum of the jumps of X across its previous maximum, then X - 2X(c)BAR - J has the same law as X conditioned to stay negative. This extends a result due to Pitman, who links the real Brownian motion and the three-dimensional Bessel process. Several other relations between the Brownian motion and the Bessel process are extended in this setting.
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作者：FITZSIMMONS, PJ; GETOOR, RK
摘要：We derive simple explicit formulas for the Fourier-Laplace transforms of the Hilbert transform and related functionals of the local time of a symmetric Levy process. These formulas generalize results of Biane and Yor for Brownian motion. The method of proof provides an explanation (of sorts) for the presence of the hyperbolic functions in such formulas.
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作者：SHIELDS, PC
作者单位：Eotvos Lorand University
摘要：Of interest in DNA analysis is the length L(x1n) of the longest sequence that appears twice in a sequence x1n of length n. Karlin and Ghandour and Arratia and Waterman have shown that if the sequence is a sample path from an i.i.d. or Markov process, then L(x1n) = O(log n). In this paper, examples of ergodic processes are constructed for which the asymptotic growth rate is infinitely often as large as lambda(n), where lambda(n) is subject only to the condition that it be o(n).
