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作者:Li, ZH; Wang, H; Xiong, J
作者单位:University of Oregon; Beijing Normal University; University of Tennessee System; University of Tennessee Knoxville; University of Alberta
摘要:The scaling limit for a class of interacting superprocesses and the associated singular, degenerate stochastic partial differential equation (SDSPDE) are investigated. It is proved that the scaling limit is a coalescing, purely-atomic-measure-valued process which is the unique strong solution of a reconstructed, associated SDSPDE.
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作者:Linusson, S; Wästlund, J
作者单位:Linkoping University
摘要:An assignment problem is the optimization problem of finding, in an m by n matrix of nonnegative real numbers, k entries, no two in the same row or column, such that their sum is minimal. Such an optimization problem is called a random assignment problem if the matrix entries are random variables. We give a formula for the expected value of the optimal k-assignment in a matrix where some of the entries are zero, and all other entries are independent exponentially distributed random variables w...
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作者:Zhan, DP
作者单位:California Institute of Technology
摘要:This paper introduces the annulus SLEkappa processes in doubly connected domains. Annulus SLE6 has the same law as stopped radial SLE6, up to a time-change. For kappa not equal 6, some weak equivalence relation exists between annulus SLEkappa and radial SLEkappa. Annulus SLE2 is the scaling limit of the corresponding loop-erased conditional random walk, which implies that a certain form of SLE2 satisfies the reversibility property. We also consider the disc SLEkappa process defined as a limiti...
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作者:Bakhtin, V; Kifer, Y
作者单位:Belarusian State University; Hebrew University of Jerusalem
摘要:In systems which combine fast and slow motions it is usually impossible to study directly corresponding two scale equations and the averaging principle suggests to approximate the slow motion by averaging in fast variables. We consider the averaging setup when both fast and slow motions are diffusion processes depending on each other (fully coupled) and show that there exists a diffusion process which approximates the slow motion in the L-2 sense much better than the averaged motion prescribed...
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作者:Wu, LM
作者单位:Wuhan University
摘要:Using two new measures of non-compactness beta(tau) (P) and beta(w) (P) for a positive kernel P on a Polish space E, we obtain a new formula of Nussbaum-Gelfand type for the essential spectral radius r(ess) (P) on bB. Using that formula we show that different known sufficient conditions for geometric ergodicity such as Doeblin's condition, drift condition by means of Lyapunov function, geometric recurrence etc lead to variational formulas of the essential spectral radius. All those can be easi...
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作者:van den Berg, M; Bolthausen, E
作者单位:University of Bristol; University of Zurich
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作者:Chistyakov, GP; Götze, F
作者单位:National Academy of Sciences Ukraine; B. Verkin Institute for Low Temperature Physics & Engineering of the National Academy of Sciences of Ukraine; University of Bielefeld
摘要:The distribution of the shape lambda of the semi-standard tableau of a random word in k letters is asymptotically given by the distribution of the spectrum of a random traceless kxk Gaussian Unitary Ensemble (GUE) matrix provided that these letters are independent with uniform distribution. Kuperberg (2002) conjectured that this result by Johansson (2001) remains valid if the letters of the word are generated by an irreducible Markov chain on the alphabet with cyclic transition matrix. In this...
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作者:Michoel, T; Nachtergaele, B
作者单位:KU Leuven; University of California System; University of California Davis
摘要:We use a generalized form of Dyson's spin wave formalism to prove several central limit theorems for the large-spin asymptotics of quantum spins in a coherent state.
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作者:Forrester, PJ; Rains, EM
作者单位:University of Melbourne; AT&T
摘要:A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the classical matrix ensembles with orthogonal symmetry, it is known that forming superpositions and decimations gives rise to classical matrix ensembles with unitary and symplectic symmetry. The basic identities expressing these facts can be extended to includ...
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作者:Golubev, Y
作者单位:Aix-Marseille Universite
摘要:We study a standard method of regularization by projections of the linear inverse problem Y=Ax+epsilon, where epsilon is a white Gaussian noise, and A is a known compact operator. It is assumed that the eigenvalues of AA(*) converge to zero with exponential decay. Such behavior of the spectrum is typical for inverse problems related to elliptic differential operators. As model example we consider recovering of unknown boundary conditions in the Dirichlet problem for the Laplace equation on the...