-
作者:Trevisan, Dario
作者单位:Scuola Normale Superiore di Pisa
摘要:We establish the renormalization property for essentially bounded solutions of the continuity equation associated to bounded variation () fields in Wiener spaces, with values in the associated Cameron-Martin space; thus obtaining, by standard arguments, new uniqueness and stability results for correspondent Lagrangian flows.
-
作者:Bogdan, Krzysztof; Grzywny, Tomasz; Ryznar, Micha
作者单位:Polish Academy of Sciences; Institute of Mathematics of the Polish Academy of Sciences; Wroclaw University of Science & Technology
摘要:We give superharmonic functions and derive sharp bounds for the expected exit time and probability of survival for isotropic unimodal L,vy processes in smooth domains.
-
作者:Ferrari, Patrik L.; Nejjar, Peter
作者单位:University of Bonn
摘要:We consider the totally asymmetric simple exclusion process with initial conditions and/or jump rates such that shocks are generated. If the initial condition is deterministic, then the shock at time will have a width of order . We determine the law of particle positions in the large time limit around the shock in a few models. In particular, we cover the case where at both sides of the shock the process of the particle positions is asymptotically described by the Airy process. The limiting di...
-
作者:Kassel, Adrien; Wu, Wei
作者单位:Swiss Federal Institutes of Technology Domain; ETH Zurich; Brown University
摘要:When a simply connected domain () is approximated in a good way by embedded connected weighted graphs, we prove that the transfer current matrix (defined on the edges of the graph viewed as an electrical network) converges, up to a local weight factor, to the differential of Green's function on . This observation implies that properly rescaled correlations of the spanning tree model and correlations of minimal subconfigurations in the abelian sandpile model have a universal and conformally cov...
-
作者:Schnellmann, Daniel
作者单位:Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite PSL; Ecole Normale Superieure (ENS)
摘要:We show that for almost every map in a transversal one-parameter family of piecewise expanding unimodal maps the Birkhoff sum of suitable observables along the forward orbit of the turning point satisfies the law of iterated logarithm. This result will follow from an almost sure invariance principle for the Birkhoff sum, as a function on the parameter space. Furthermore, we obtain a similar result for general one-parameter families of piecewise expanding maps on the interval.
-
作者:Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo
作者单位:Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University of California System; University of California Los Angeles; University of Tokyo
摘要:Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an important role in probability theory, especially in empirical process and extreme value theories. Here we give explicit comparisons of expectations of smooth functions and distribution functions of maxima of Gaussian random vectors without any restriction on the covariance matrices. We also establish an anti-concentration...
-
作者:Erhard, D.; den Hollander, F.; Maillard, G.
作者单位:Leiden University; Leiden University - Excl LUMC; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Aix-Marseille Universite
摘要:We continue our study of the parabolic Anderson equation , where is the diffusion constant, is the discrete Laplacian, and plays the role of a dynamic random environment that drives the equation. The initial condition , is taken to be non-negative and bounded. The solution of the parabolic Anderson equation describes the evolution of a field of particles performing independent simple random walks with binary branching: particles jump at rate , split into two at rate , and die at rate . We assu...
-
作者:Nguyen, Hoi H.; O'Rourke, Sean
作者单位:University System of Ohio; Ohio State University; Yale University
摘要:The circular law asserts that if is a matrix with iid complex entries of mean zero and unit variance, then the empirical spectral distribution of converges almost surely to the uniform distribution on the unit disk as tends to infinity. Answering a question of Tao, we prove the circular law for a general class of random block matrices with dependent entries. The proof relies on an inverse-type result for the concentration of linear operators and multilinear forms.
-
作者:Lu, Jianfeng; Nolen, James
作者单位:Duke University; Duke University
摘要:We study the trajectories of a solution to an It stochastic differential equation in , as the process passes between two disjoint open sets, and . These segments of the trajectory are called transition paths or reactive trajectories, and they are of interest in the study of chemical reactions and thermally activated processes. In that context, the sets and represent reactant and product states. Our main results describe the probability law of these transition paths in terms of a transition pat...