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作者：DEMBO, A; KARLIN, S
作者单位：Stanford University
摘要：Let (X(i), U(i)) be pairs of i.i.d. bounded real-valued random variables (X(i) and U(i) are generally mutually dependent). Assume E[X(i)] < 0 and Pr{X(i) > 0} > 0. For the (rare) partial sum segments where SIGMA-i = k(l)X(i) --> infinity, strong limit laws are derived for the sums SIGMA-i = k(l)U(i). In particular a strong law for the length (l - k + 1) and the empirical distribution of U(i) in the event of large segmental sums of SIGMA-X(i) are obtained. Applications are given in characterizi...
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作者：KATZENBERGER, GS
摘要：We consider a sequence of R(d)-valued semimartingales {X(n)} satisfying X(n)(t) = X(n)(0) + integral-0/t-sigma-n(X(n)(s-))dZ(n)(s) + integral-0/t(F)(X(n)(s-))DA(n)(s), where {Z(n)} is a well-behaved sequence of R(e)-valued semimartingales, sigma-n is a continuous d x e matrix-valued function, F is a vector field whose deterministic flow has an asymptotically stable manifold of fixed points-GAMMA, and A(n) is a nondecreasing process which asymptotically puts infinite mass on every interval. Man...
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作者：AMIT, Y; PICCIONI, M
作者单位：University of Rome Tor Vergata; University of Rome Tor Vergata
摘要：We consider an estimation problem in which the signal is modelled by a continuous Gaussian random field and is observed through smooth and bounded nonlinear sensors. A nonhomogeneous Markov process is defined in order to sample the conditional distribution of the signal given the observations. At any finite time the process takes values in a finite-dimensional space, although the dimension goes to infinity in time. We prove that the empirical averages of any bounded functional continuous w.p.1...
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作者：JACKA, SD
摘要：This paper establishes the best constant c(q) appearing in inequalities of the form [GRAPHICS] where M is an arbitrary nonnegative submartingale and [GRAPHICS] The method of proof is via the Lagrangian for a version of the problem [GRAPHICS] where M = \B\, B a Brownian motion. More general inequalities of the form [GRAPHICS] and [GRAPHICS] (where parallel-to . parallel-to-phi and phi are, respectively, the Luxemburg norm and its dual, the Orlicz norm, associated with a Young function PHI) are ...
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作者：GUTMANN, S; KEMPERMAN, JHB; REEDS, JA; SHEPP, LA
作者单位：AT&T; Nokia Corporation; Nokia Bell Labs; Rutgers University System; Rutgers University New Brunswick
摘要：We show that if f is a probability density on R(n) wrt Lebesgue measure (or any absolutely continuous measure) and 0 less-than-or-equal-to f less-than-or-equal-to 1, then there is another density g with only the values 0 and 1 and with the same (n - 1)-dimensional marginals in any finite number of directions. This sharpens, unifies and extends the results of Lorentz and of Kellerer. Given a pair of independent random variables 0 less-than-or-equal-to X, Y less-than-or-equal-to 1, we further st...
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作者：HONG, C; MANDELBAUM, A
作者单位：Stanford University; New Jersey Institute of Technology; Technion Israel Institute of Technology
摘要：Diffusion approximations for stochastic congested networks, both open and closed, are described in terms of the networks' bottlenecks. The approximations arise as limits of functional central limit theorems. The limits are driven by reflected Brownian motions on the nonnegative orthant (for open networks) and on the simplex (for closed ones). The results provide, in particular, invariance principles for Jackson's open queueing networks, Gordon and Newell's closed networks and some of Spitzer's...
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作者：STEINEBACH, J
摘要：Let {N(t), t greater-than-or-equal-to 0} be the (generalized) renewal process associated with an i.i.d. sequence X1, X2,... of random variables having finite moment generating function on some left-sided neighborhood of the origin. Some strong limiting results are proved for the maximal increments sup0 less-than-or-equal-to t less-than-or-equal-to T - K (N(t + K) - N(t)), where K = K(T) is a function of T such that K(T) up infinity, but K(T)/log T down 0 as T --> infinity. These provide analog...
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作者：BARSKY, DJ; AIZENMAN, M
作者单位：New York University
摘要：For independent percolation models, it is shown that if the diagrammatic triangle condition is satisfied, then the critical exponents-delta and beta exist and take their mean-field values, generalizing the criterion introduced in 1984 by Aizenman and Newman for the mean-field value of gamma in nonoriented percolation. The results apply to a broad class of nonoriented, as well as oriented, weakly homogeneous models, in which the range of the connecting bonds need not be bounded. For the nonorie...
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作者：KINOSHITA, K; RESNICK, SI
作者单位：Cornell University
摘要：Let {X(j), 1 less-than-or-equal-to j less-than-or-equal-to n} be a sequence of iid random vectors in R(d) and S(n) = {X(j)/b(n), 1 less-than-or-equal-to j less-than-or-equal-to n}. When do there exist scaling constants b(n) --> infinity such that S(n) converges to some compact set S in R(d) almost surely (in probability)? We show that a limit set S is star-shaped (i.e., x is-an-element-of S implies tx is-an-element-of S, for 0 less-than-or-equal-to t less-than-or-equal-to 1) so that after a po...
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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.
