-
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...
-
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.
-
作者：COSTANTINI, C
摘要：Consider a stochastic process consisting of the pair of a position and a velocity, in a piecewise l1 d-dimensional domain. In the interior of the domain the dynamics are assigned by a potential and by random changes of the velocity occurring at exponentially distributed times, according to a probability distribution which may depend on the current position and velocity. On the boundary the process reflects physically (the angle of reflection equals the angle of incidence). First it is shown th...
-
作者：SHOR, PW; YUKICH, JE
作者单位：Lehigh University
摘要：In this article we solve the minimax grid matching problem in dimensions greater than two. As a by-product, we settle a long-open problem involving the Glivenko-Cantelli convergence of empirical measures.
-
作者：DUPUIS, P; ELLIS, RS; WEISS, A
作者单位：Nokia Corporation; Nokia Bell Labs; AT&T
摘要：In this paper we prove an upper large deviation bound for a general class of Markov processes, which includes processes with discontinuous statistics. We also specialize the results to a class of jump Markov processes that model scaled queueing systems.
-
作者：DYNKIN, EB
摘要：We start from a model of a branching particle system with immigration and with death rate and branching mechanism depending on time and location. Then we consider a limit case when the mass of particles and their life times are small and their density is high. This way, we construct a measure-valued process X(t) which we call a superprocess. Replacing the underlying Markov process xi-t by the corresponding historical process xi less-than-or-equal-to t, we construct a measure-valued process M(t...
-
作者：HOGLUND, T
摘要：We derive an asymptotic approximation of the joint distribution prob(N(u) - n is-an-element-of A, S(N(u)) - u is-element-of B) as n and u --> infinity. Here N(u) = min{n; S(n) > u} denotes the first passage time for a random walk of the form S(n) = SIGMA-k = 1n U(k)(xi-k - 1, xi-k), where xi-0, xi-1,... is a finite Markov chain and where {U(k)(i, j)} infinity(k = 1) is a sequence of independent random variables. The approximation holds for all sets B and a fairly large class of sets A.
-
作者：KURTZ, TG
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：An analog of conditions of Meyer and Zheng for the relative compactness (in the sense of convergence in distribution) of a sequence of stochastic processes is formulated for general separable metric spaces and the corresponding notion of convergence is characterized in terms of the convergence in the Skorohod topology of time changes of the original processes. In addition, convergence in distribution under the topology of convergence in measure is discussed and results of Jacod, Memin and Meti...
-
作者：LINDVALL, T
摘要：We commemorate W. Doeblin with a brief recollection of his work, influence and life.
-
作者：BERGER, E
摘要：In this paper we describe a general device that allows us to deduce various kinds of theorems (moment estimates, exponential inequalities, strong law of large numbers, stability results, bounded law of the iterated logarithm) for partial sums of independent vector-valued random variables from related results for partial sums of independent real-valued random variables. The concept of majorization will play a key role in our considerations.
