2期

最新文章

• Asymptotic statistical equivalence for scalar ergodic diffusions AI翻译
  作者：Dalalyan, A; Reiss, M
  作者单位：Sorbonne Universite; Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
  摘要：For scalar diffusion models with unknown drift function asymptotic equivalence in the sense of Le Cam's deficiency between statistical experiments is considered under long-time asymptotics. A local asymptotic equivalence result is established with an accompanying sequence of simple Gaussian shift experiments. Corresponding globally asymptotically equivalent experiments are obtained as compound experiments. The results are extended in several directions including time discretisation. An explici...
• Translation invariant Gibbs states for the Ising model AI翻译
  作者：Bodineau, T
  作者单位：Universite Paris Cite; Sorbonne Universite
  摘要：We prove that all the translation invariant Gibbs states of the Ising model are a linear combination of the pure phases mu(+)(beta), mu(-)(beta) for any beta not equal beta(c). This implies that the average magnetization is continuous for beta > beta(c). Furthermore, combined with previous results on the slab percolation threshold [B2] this shows the validity of Pisztora's coarse graining [ Pi] up to the critical temperature.
• Discrete and continuous Yang-Mills measure for non-trivial bundles over compact surfaces AI翻译
  作者：Levy, Thierry
  作者单位：Centre National de la Recherche Scientifique (CNRS); Universite PSL; Ecole Normale Superieure (ENS)
  摘要：In this paper, we construct one Yang-Mills measure on an orientable compact surface for each isomorphism class of principal bundles with compact connected structure group over this surface. For this, we refine the discretization procedure used in a previous construction [9] and define a discrete theory on a new configuration space which is essentially a covering of the usual one. We prove that the measures corresponding to different isomorphism classes of bundles or to different total areas of...
• A phase transition in the random transposition random walk AI翻译
  作者：Berestycki, Nathanael; Durrett, Rick
  作者单位：Universite PSL; Ecole Normale Superieure (ENS); Cornell University
  摘要：Our work is motivated by Bourque and Pevzner's (2002) simulation study of the effectiveness of the parsimony method in studying genome rearrangement, and leads to a surprising result about the random transposition walk on the group of permutations on n elements. Consider this walk in continuous time starting at the identity and let D-t be the minimum number of transpositions needed to go back to the identity from the location at time t. D (t) undergoes a phase transition: the distance D-cn /2 ...
• A CLT for a band matrix model AI翻译
  作者：Anderson, GW; Zeitouni, O
  作者单位：University of Minnesota System; University of Minnesota Twin Cities; Technion Israel Institute of Technology; Technion Israel Institute of Technology
  摘要：A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of the same variance. The derivation is based on systematic combinatorial enumeration, study of generating functions, and concentration inequalities of the Poincare type. Special cases treated, with an explicit evaluation of limiting variances, are generalized Wi...
• Systems of equations driven by stable processes AI翻译
  作者：Bass, RF; Chen, ZQ
  作者单位：University of Connecticut; University of Washington; University of Washington Seattle
  摘要：Let Z(t)(j), j = 1,..., d, be independent one-dimensional symmetric stable processes of index alpha is an element of (0, 2). We consider the system of stochastic differential equations dX(t)(i) = Sigma(d)(j=1) A(ij)(Xt-)dZ(t)(j), i = 1,...,d, where the matrix A(x) = (A(ij) (x))(1 <= i, j <= d) is continuous and bounded in x and nondegenerate for each x. We prove existence and uniqueness of a weak solution to this system. The approach of this paper uses the martingale problem method. For this, ...
• 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.