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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: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: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: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:Camia, Federico; Newman, Charles M.
作者单位:Vrije Universiteit Amsterdam; New York University
摘要:It was argued by Schramm and Smirnov that the critical site percolation exploration path on the triangular lattice converges in distribution to the trace of chordal SLE6. We provide here a detailed proof, which relies on Smirnov's theorem that crossing probabilities have a conformally invariant scaling limit (given by Cardy's formula). The version of convergence to SLE (6) that we prove suffices for the Smirnov-Werner derivation of certain critical percolation crossing exponents and for our an...
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作者:Schapira, Bruno
作者单位:Universite de Orleans; Universite Paris Cite; Sorbonne Universite
摘要:We introduce and study the natural counterpart of the Dunkl Markov processes in a negatively curved setting. We give a semimartingale decomposition of the radial part, and some properties of the jumps. We prove also a law of large numbers, a central limit theorem, and the convergence of the normalized process to the Dunkl process. Eventually we describe the asymptotic behavior of the infinite loop as it was done by Anker, Bougerol and Jeulin in the symmetric spaces setting in (Iberoamericana 1...