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作者：MEERSCHAERT, MM
摘要：Regular variation is used to study the asymptotic behavior of norming operators for generalized domains of attraction. This leads to a powerful decomposition theorem. Applications include a complete, concise description of moment behavior, centering constants, convergence criteria and tail behavior for generalized domains of attraction.
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作者：LANDIM, C
摘要：We prove conservation of local equilbrium, away from the shock, for some attractive asymmetric particle systems on Z(d). The method applies to a class of particle processes which includes zero-range and simple exclusion processes. The main point in the proof is to exploit attractiveness. The hydrodynamic equation obtained is a first-order nonlinear partial differential equation which presents shock waves.
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作者：EINMAHL, U
摘要：We study the almost sure behavior of sums of iid random variables satisfying the bounded LIL in Hilbert space. We show that the almost sure behavior is different from the Gaussian case, whenever the second strong moments are infinite. A law of the kappa times iterated logarithm is established which refines the bounded LIL. The interesting feature here is that contrary to the known conditions for the bounded LIL, one needs not only moment type conditions but also a nice structure of the covaria...
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作者：FERRARI, PA; KIPNIS, C; SAADA, E
作者单位：Institut Polytechnique de Paris; Ecole Polytechnique; ENSTA Paris; Universite de Rouen Normandie
摘要：The one-dimensional nearest neighbor asymmetric simple exclusion process has been used as a microscopic approximation for the Burgers equation. This equation has travelling wave solutions. In this paper we show that those solutions have a microscopic structure. More precisely, we consider the simple exclusion process with rate p (respectively, q = 1 - p) for jumps to the right (left), 1/2 < p less-than-or-equal-to 1, and we prove the following results: There exists a measure mu on the space of...
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作者：DEMBO, A; KARLIN, S
摘要：Let A1, A2,..., A(n) be generated governed by an r-state irreducible Markov chain and suppose (X(i), U(i)) are real valued independently distributed given the sequence A1, A2,..., A(n), where the joint distribution of (X(i), U(i)) depends only on the values of A(i-1) and A(i) and is of bounded support. Where A0 is started with its stationary distribution, E[X1] < 0 and the existence of a finite cycle C = {A0 = i0,..., A(k) = i(k) = i0} such that Pr{SIGMA-i(m) = 1X(i) > 0, m = 1,..., k; C} > 0 ...
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作者：LIGGETT, TM
摘要：Reversible nearest particle systems are certain one-dimensional interacting particle systems whose transition rates are determined by a probability density beta(n) with finite mean on the positive integers. The reversible measure for such a system is the distribution upsilon of the stationary renewal process corresponding to this density. In an earlier paper, we proved under certain regularity conditions that the system converges exponentially rapidly in L2(upsilon) if and only if the system i...
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作者：NUALART, D; PARDOUX, E
作者单位：Aix-Marseille Universite
摘要：In this paper, we study stochastic differential equations with boundary conditions at the endpoints of a time interval (instead of the customary initial condition). We present existence and uniqueness results and study the Markov property of the solution. In the one-dimensional case, we prove that the solution is a Markov field iff the drift is affine.
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作者：HOUDRE, C
摘要：We develop the linear least squares prediction theory for some classes of nonstationary processes having a Fourier spectral representation. We study time domain as well as spectral domain properties for these processes, such as a Wold decomposition and a decomposition for matrix bimeasures. We also obtain an autoregressive representation for the optimum predictor.
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作者：KALLENBERG, O
摘要：Ustunel and Zakai have recently obtained a necessary and sufficient condition for two multiple Wiener integrals with respect to the same Brownian motion to be independent. In the present note, the sufficiency of their condition is shown to be a simple consequence of the classical relationship between multiple Wiener integrals and Hermite polynomials. The original proofs use Malliavin calculus.
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作者：COGBURN, R
摘要：A functional central limit theorem is established for Markov chains in random environments under the assumption of existence of a finite invariant, ergodic measure and a mixing condition. These conditions are always satisfied when the state space is finite.
