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作者：Kallenberg, Olav
作者单位：Auburn University System; Auburn University
摘要：Consider a locally compact group G acting measurably on some spaces S and T. We prove a general representation of G-invariant measures on S and the existence of invariant disintegrations of jointly invariant measures on S x T. The results are applied to Palm and related kernels associated with a stationary random pair (xi,eta), where xi is a random measure on S and eta is a random element in T.
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作者：Hausenblas, Erika
摘要：The article deals with SPDEs driven by Poisson random measure with non Lipschitz coefficients. Let A : E -> E be a generator of an analytic semigroup on E, E being a certain Banach space. Let (Omega, F, (F-t)(t >= 0), P) be a stochastic basis carrying an E-valued Poisson random measure eta with characteristic measure v and compensator gamma. Let 1 <= p <= 2. Our point of interest is the existence of solutions to SPDE's of e.g. the following type [GRAPHICS] where g : E -> L (E, E-0) is some map...
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作者：Fountoulakis, N.; Reed, B. A.
作者单位：McGill University
摘要：We prove a new bound on the mixing time of a Markov chain by considering the conductance of its connected subsets.
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作者：Benaych-Georges, Florent
作者单位：Universite PSL; Ecole Normale Superieure (ENS)
摘要：In a previous paper (Benaych-Georges in Related Convolution 2006), we defined the rectangular free convolution boxed plus(lambda). Here, we investigate the related notion of infinite divisibility, which happens to be closely related the classical infinite divisibility: there exists a bijection between the set of classical symmetric infinitely divisible distributions and the set of boxed plus(lambda)-infinitely divisible distributions, which preserves limit theorems. We give an interpretation o...
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作者：Cardot, Herve; Mas, Andre; Sarda, Pascal
作者单位：Universite de Montpellier; Institut Agro; AgroSup Dijon; Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Universite de Toulouse; Universite de Toulouse - Jean Jaures
摘要：We propose in this work to derive a CLT in the functional linear regression model. The main difficulty is due to the fact that estimation of the functional parameter leads to a kind of ill-posed inverse problem. We consider estimators that belong to a large class of regularizing methods and we first show that, contrary to the multivariate case, it is not possible to state a CLT in the topology of the considered functional space. However, we show that we can get a CLT for the weak topology unde...
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作者：Berger, Noam; Biskup, Marek
作者单位：California Institute of Technology; University of California System; University of California Los Angeles
摘要：We consider the simple random walk on the (unique) infinite cluster of supercritical bond percolation in Z(d) with d >= 2. We prove that, for almost every percolation configuration, the path distribution of the walk converges weakly to that of non-degenerate, isotropic Brownian motion. Our analysis is based on the consideration of a harmonic deformation of the infinite cluster on which the random walk becomes a square-integrable martingale. The size of the deformation, expressed by the so call...
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作者：Baudoin, Fabrice; Hairer, Martin
作者单位：University of Warwick; Universite de Toulouse; Universite Toulouse III - Paul Sabatier
摘要：It is shown that the law of an SDE driven by fractional Brownian motion with Hurst parameter greater than 1/2 has a smooth density with respect to Lebesgue measure, provided that the driving vector fields satisfy Hormander's condition. The main new ingredient of the proof is an extension of Norris' lemma to this situation.
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作者：Goldsheid, Ilya Ya.
作者单位：University of London; Queen Mary University London
摘要：We consider a simple random walk (dimension one, nearest neighbour jumps) in a quenched random environment. The goal of this work is to provide sufficient conditions, stated in terms of properties of the environment, under which the central limit theorem (CLT) holds for the position of the walk. Verifying these conditions leads to a complete solution of the problem in the case of independent identically distributed environments as well as in the case of uniformly ergodic (and thus also weakly ...
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作者：Hu, Yueyun; Shi, Zhan
作者单位：Universite Paris 13; Sorbonne Universite; Universite Paris Cite
摘要：We are interested in the random walk in random environment on an infinite tree. Lyons and Pemantle (Ann. Probab. 20, 125-136, 1992) give a precise recurrence/ transience criterion. Our paper focuses on the almost sure asymptotic behaviours of a recurrent random walk (X-n) in random environment on a regular tree, which is closely related to Mandelbrot's (C. R. Acad. Sci. Paris 278, 289-292, 1974) multiplicative cascade. We prove, under some general assumptions upon the distribution of the envir...
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作者：Chazottes, J. R.; Collet, P.; Kuelske, C.; Redig, F.
作者单位：Leiden University; Leiden University - Excl LUMC; University of Groningen; Institut Polytechnique de Paris; Ecole Polytechnique; Centre National de la Recherche Scientifique (CNRS); CNRS - Institute of Physics (INP)
摘要：We present a new and simple approach to concentration inequalities in the context of dependent random processes and random fields. Our method is based on coupling and does not use information inequalities. In case one has a uniform control on the coupling, one obtains exponential concentration inequalities. If such a uniform control is no more possible, then one obtains polynomial or stretched-exponential concentration inequalities. Our abstract results apply to Gibbs random fields, both at hi...
