2006

最新文章

• Tail probability approximations for Student's t-statistics AI翻译
  作者：Zhou, Wang; Jing, Bing-Yi
  作者单位：National University of Singapore; Hong Kong University of Science & Technology
  摘要：In this paper, we derive saddlepoint approximations for Student's t-statistics for strongly nonlattice random variables without moment conditions. Under very mild conditions, we show that saddlepoint equations always have solutions.
• Sharp asymptotics for Kawasaki dynamics on a finite box with open boundary AI翻译
  作者：Bovier, A; den Hollander, F; Nardi, FR
  作者单位：Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; Technical University of Berlin; Sapienza University Rome
  摘要：In this paper we study the metastable behavior of the lattice gas in two and three dimensions subject to Kawasaki dynamics in the limit of low temperature and low density. We consider the local version of the model, where particles live on a finite box and are created, respectively, annihilated at the boundary of the box in a way that reflects an infinite gas reservoir. We are interested in how the system nucleates, i.e., how it reaches a full box when it starts from an empty box. Our approach...
• Backward stochastic differential equations on manifolds II AI翻译
  作者：Blache, Fabrice
  作者单位：Universite Clermont Auvergne (UCA); Centre National de la Recherche Scientifique (CNRS)
  摘要：In [1], we have studied a generalization of the problem of finding a martingale on a manifold whose terminal value is known. This article completes the results obtained in the first article by providing uniqueness and existence theorems in a general framework (in particular if positive curvatures are allowed), still using differential geometry tools.
• Sharp adaptive estimation of quadratic functionals AI翻译
  作者：Klemela, J
  作者单位：University of Mannheim
  摘要：Estimation of a quadratic functional of a function observed in the Gaussian white noise model is considered. A data-dependent method for choosing the amount of smoothing is given. The method is based on comparing certain quadratic estimators with each other. It is shown that the method is asymptotically sharp or nearly sharp adaptive simultaneously for the regular and irregular region. We consider l(p) bodies and construct bounds for the risk of the estimator which show that for p=4 the estima...
• On the spectrum of Markov semigroups via sample path large deviations AI翻译
  作者：Ignatiouk-Robert, I
  作者单位：CY Cergy Paris Universite
  摘要：The essential spectral radius of a sub-Markovian process is defined as the infimum of the spectral radiuses of all local perturbations of the process. When the family of rescaled processes satisfies sample path large deviation principle, the spectral radius and the essential spectral radius are expressed in terms of the rate function. The paper is motivated by applications to reflected diffusions and jump Markov processes describing stochastic networks for which the sample path large deviation...
• Reflected symmetric α-stable processes and regional fractional Laplacian AI翻译
  作者：Guan, QY; Ma, ZM
  作者单位：Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
  摘要：In this paper we investigate the reflected symmetric alpha-stable processes and their generators. We show that the generators are regional fractional Laplacians on the closed region. In the case of 1 <= alpha < 2 their existence requires that partial derivative u/partial derivative n = 0 on the boundary. Among other things we obtain the integration by parts formula of the regional fractional Laplacian and the semi-martingale decomposition of the reflected symmetric alpha-stable processes.
• Classification and decomposition of quantum Markov semigroups AI翻译
  作者：Umanitá, V
  作者单位：University of Genoa
  摘要：We show that a QMS on a sigma-finite von Neumann algebra A can be decomposed as the sum of several sub-semigroups corresponding to transient and recurrent projections. We discuss two applications to physical models.
• Convergence and local equilibrium for the one-dimensional nonzero mean exclusion process AI翻译
  作者：Bahadoran, C.; Mountford, T. S.
  作者单位：Universite Clermont Auvergne (UCA); Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
  摘要：We consider finite-range, nonzero mean, one-dimensional exclusion processes on Zeta. We show that, if the initial configuration has ``density'' alpha, then the process converges in distribution to the product Bernoulli measure with mean density alpha. From this we deduce the strong form of local equilibrium in the hydrodynamic limit for non-product initial measures.
• On equivalence of Lp-norms related to Schrodinger type operators on Riemannian manifolds AI翻译
  作者：Miyokawa, Tomohiro; Shigekawa, Ichiro
  作者单位：Kyoto University
  摘要：In this paper, we study Schrodinger type operator on a Riemannian manifold. Under some assumptions on a potential function, we characterize the domain of the square root of the Schrodinger type operator on L-p space. In the proof, the defective intertwining properties and the Littlewood-Paley inequalities play important roles.