1-2期

最新文章

• An invariance principle for a class of non-ballistic random walks in random environment AI翻译
  作者：Baur, Erich
  作者单位：Ecole Normale Superieure de Lyon (ENS de LYON); Centre National de la Recherche Scientifique (CNRS)
  摘要：We are concerned with random walks on , , in an i.i.d. random environment with transition probabilities -close to those of simple random walk. We assume that the environment is balanced in one fixed coordinate direction, and invariant under reflection in the coordinate hyperplanes. The invariance condition was used in Baur and Bolthausen (Ann Probab 2013, arXiv:1309.3169) as a weaker replacement of isotropy to study exit distributions. We obtain precise results on mean sojourn times in large b...
• Complex obtuse random walks and their continuous-time limits AI翻译
  作者：Attal, S.; Deschamps, J.; Pellegrini, C.
  作者单位：Centre National de la Recherche Scientifique (CNRS); Ecole Centrale de Lyon; Institut National des Sciences Appliquees de Lyon - INSA Lyon; Universite Claude Bernard Lyon 1; Universite Jean Monnet; University of Genoa; Universite de Toulouse; Universite Toulouse III - Paul Sabatier
  摘要：We study a particular class of complex-valued random variables and their associated random walks: complex obtuse random variables. They generalize, to the complex case, the real-valued obtuse random variables introduced in Equations de structure pour des martingales vectorielles. (S,minaire de Probabilit,s, XXVIII, p. 256278. Lecture Notes in Math., vol. 1583. Springer, Berlin (1994)) in order to understand the structure of normal martingales in . The extension to the complex case is motivated...
• The fixed points of the multivariate smoothing transform AI翻译
  作者：Mentemeier, Sebastian
  作者单位：University of Wroclaw
  摘要：Let (T-1, T-2, . . .) be a sequence of random d x d matrices with nonnegative entries, and let Q be a random vector with nonnegative entries. Consider random vectors X with nonnegative entries, satisfying X =(L) Sigma(i >= 1) TiXi + Q, (*) where =(L) denotes equality of the corresponding laws, (X-i)(i >= 1) are i.i.d. copies of X and independent of (Q, T-1, T-2,...). For d = 1, this equation, known as fixed point equation of the smoothing transform, has been intensively studied. Under assumpti...
• Fluctuations at the edges of the spectrum of the full rank deformed GUE AI翻译
  作者：Capitaine, Mireille; Peche, Sandrine
  作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Centre National de la Recherche Scientifique (CNRS); Universite Paris Cite
  摘要：We consider a full rank deformation of the GUE where is a full rank Hermitian matrix of size and is a GUE. The empirical eigenvalue distribution of converges to a probability distribution . We identify all the possible limiting eigenvalue statistics at the edges of the spectrum, including outliers, edges and merging points of connected components of the limiting spectrum. The results are stated in terms of a deterministic equivalent of the empirical eigenvalue distribution of , namely the free...
• Perfect simulation for the infinite random cluster model, Ising and Potts models at low or high temperature AI翻译
  作者：De Santis, Emilio; Maffei, Andrea
  作者单位：Sapienza University Rome; University of Pisa
  摘要：In this article we create a new algorithm for the perfect simulation of the infinite random cluster model for a sufficiently small or a sufficiently high value of the parameters. This implies the simulation of the Ising and Potts models with free boundary conditions.