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作者:MATTHEWS, P
摘要:Given a partial order of N items, a linear extension that is almost uniformly distributed, in the sense of variation distance, is generated. The algorithm runs in polynomial time. The technique used is a coupling for a random walk on a polygonal subset of the unit sphere in R(N). Included is a discussion of how accurately the steps of the random walk must be computed.
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作者:BEZUIDENHOUT, C; GRIMMETT, G
作者单位:University of Bristol
摘要:We study the contact process, together with a version of the percolation process with one continuously varying coordinate. It is proved here that the radius of the infected cluster has an exponentially decaying tail throughout the subcritical phase. The same is true of the Lebesgue measure (in space-time) of this cluster. Certain critical-exponent inequalities are derived and the critical point of the percolation process in two dimensions is determined exactly.
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作者:LINDE, W
摘要:We study the behavior of mu{ is-an-element-of E; parallel-to x parallel-to > t} as t --> infinity for a Gaussian measure mu in a Banach or quasi-Banach space in the following cases: 1. E = l(p), 2 < p < infinity, and mu of diagonal form but not necessarily symmetric; 2. E = Hilbert space and mu-arbitrary; 3. E = l(p)n, 0 < p < 2, and mu of diagonal form. While 2 solves a problem of Hweng (1980), 1 and 3 extend some results of Dobric, Marcus and Weber (1988).
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作者:SZULGA, J
摘要:Multiple stochastic integrals with respect to an infinitely divisible symmetric random measure are constructed for integrands taking values in a Banach space.
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作者:BARLEV, SK; BSHOUTY, D; ENIS, P
作者单位:Technion Israel Institute of Technology; State University of New York (SUNY) System; University at Buffalo, SUNY
摘要:A natural exponential family F is characterized by the pair (V, OMEGA), called the variance function (VF), where OMEGA is the mean domain and V is the variance of F expressed in terms of the mean. Any VF can be used to construct an exponential dispersion model, thus providing a potential generalized linear model. A problem of increasing interest in the literature is the following: Given an open interval OMEGA and a function V defined on OMEGA, is the pair (V, OMEGA) a VF of a natural exponenti...
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作者:HANSEN, JC
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作者:OREY, S
摘要:Markov chains on a countable state space are studied under the assumption that the transition probabilities (P(n)(x,y)) constitute a stationary stochastic process. An introductory section exposing some basic results of Nawrotzki and Cogburn is followed by four sections of new results.
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作者:BRAMSON, M; DURRETT, R; SCHONMANN, RH
作者单位:University of California System; University of California Los Angeles; Cornell University
摘要:We show that in one dimension, the contact process in a random environment has an intermediate phase in which it survives but does not grow linearly. We conjecture that this does not occur in dimensions d > 1.
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作者:KURTZ, TG; PROTTER, P
作者单位:University of Wisconsin System; University of Wisconsin Madison; Purdue University System; Purdue University
摘要:Assuming that {(X(n), Y(n))} is a sequence of cadlag processes converging in distribution to (X, Y) in the Skorohod topology, conditions are given under which the sequence {integral X(n) dY(n)} converges in distribution to integral X dY. Examples of applications are given drawn from statistics and filtering theory. In particular, assuming that (U(n), Y(n)) double-line-arrow-pointing-right (U, Y) and that F(n) --> F in an appropriate sense, conditions are given under which solutions of a sequen...
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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...