2004

最新文章

• Linear phase transition in random linear constraint satisfaction problems AI翻译
  作者：Gamarnik, D
  作者单位：International Business Machines (IBM); IBM USA
  摘要：Our model is a generalized linear programming relaxation of a much studied random K-SAT problem. Specifically, a set of linear constraints on K variables is fixed. From a pool of n variables, K variables are chosen uniformly at random and a constraint is chosen from also uniformly at random. This procedure is repeated m times independently. We are interested in whether the resulting linear programming problem is feasible. We prove that the feasibility property experiences a linear phase transi...
• A series expansion of fractional Brownian motion AI翻译
  作者：Dzhaparidze, K; van Zanten, H
  作者单位：Vrije Universiteit Amsterdam
  摘要：Let B be a fractional Brownian motion with Hurst index His an element of(0,1). Denote by x(1)<... the positive, real zeros of the Bessel function J(-H) of the first kind of order -H, and let y(1),y(2)<... be the positive zeros of J(1-H). In this paper we prove the series representation [GRAPHICS] where X-1,X-2,... and Y-1,Y-2,... are independent, Gaussian random variables with mean zero and VarX(n)=2c(H)(2)x(n)(-2H)J(1-H)(-2)(x(n)), VarY(n)=2c(H)(2)y(n)(-2H)J(-H)(-2)(y(n)), and the constant c(...
• Exact L2-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems AI翻译
  作者：Nazarov, AL; Nikitin, YY
  作者单位：Saint Petersburg State University
  摘要：We find the exact small deviation asymptotics for the L-2-norm of various m- times integrated Gaussian processes closely connected with the Wiener process and the Ornstein - Uhlenbeck process. Using a general approach from the spectral theory of linear differential operators we obtain the two-term spectral asymptotics of eigenvalues in corresponding boundary value problems. This enables us to improve the recent results from [15] on the small ball asymptotics for a class of m-times integrated W...
• Partial mixing and Edgeworth expansion AI翻译
  作者：Yoshida, N
  作者单位：University of Tokyo
  摘要：Introducing a conditional mixing property, Gotze and Hipp's theory is generalized to a continuous-time conditional epsilon-Markov process satisfying this property. The Malliavin calculus for jump processes applies to random-coefficient stochastic differential equations with jumps with the aid of the support theorem to verify the non-degeneracy condition, i.e., a conditional type Cramer condition.
• Boundary trace of reflecting Brownian motions AI翻译
  作者：Benjamini, I; Chen, ZQ; Rohde, S
  作者单位：Weizmann Institute of Science; University of Washington; University of Washington Seattle
  摘要：We establish a uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains. Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are determined. Extensions to stable-like jump processes and to symmetric reflecting diffusions are also given.
• Asymptotic analysis via Mellin transforms for small deviations in L2-norm of integrated Brownian sheets AI翻译
  作者：Fill, JA; Torcaso, F
  作者单位：Johns Hopkins University
  摘要：We use Mellin transforms to compute a full asymptotic expansion for the tail of the Laplace transform of the squared L-2-norm of any multiply-integrated Brownian sheet. Through reversion we obtain corresponding strong small-deviation estimates.
• Estimates for distances between first exit times via parabolic equations in unbounded cylinders AI翻译
  作者：Dokuchaev, N
  作者单位：University of Limerick
  摘要：First exit times and their dependence on variations of parameters are studied for diffusion processes with non-stationary coefficients. Estimates of L-p-distances and some other distances between two exit times are obtained. These estimates are based on some new prior estimates for solutions of parabolic Kolmogorov's equations with infinite horizon without Cauchy conditions.
• Random perturbations of dynamical systems and diffusion processes with conservation laws AI翻译
  作者：Freidlin, M; Weber, M
  作者单位：University System of Maryland; University of Maryland College Park
  摘要：In this paper we consider random perturbations of dynamical systems and diffusion processes with a first integral. We calculate, under some assumptions, the limiting behavior of the slow component of the perturbed system in an appropriate time scale for a general class of perturbations. The phase space of the slow motion is a graph defined by the first integral. This is a natural generalization of the results concerning random perturbations of Hamiltonian systems. Considering diffusion process...
• Monge's problem with a quadratic cost by the zero-noise limit of h-path processes AI翻译
  作者：Mikami, T
  作者单位：Hokkaido University
  摘要：We study the asymptotic behavior, in the zero-noise limit, of solutions to Schrodinger's functional equations and that of h-path processes, and give a new proof of the existence of the minimizer of Monge's problem with a quadratic cost.
• Random planar lattices and integrated superBrownian excursion AI翻译
  作者：Chassaing, P; Schaeffer, G
  作者单位：Universite de Lorraine; Institut Polytechnique de Paris; Ecole Polytechnique; Centre National de la Recherche Scientifique (CNRS)
  摘要：In this paper, a surprising connection is described between a specific brand of random lattices, namely planar quadrangulations, and Aldous' Integrated SuperBrownian Excursion (ISE). As a consequence, the radius r(n) of a random quadrangulation with n faces is shown to converge, up to scaling, to the width r = R - L of the support of the one-dimensional ISE, or precisely: n(-1/4)r(n) (law)--> (8/9)(1/4)r. More generally the distribution of distances to a random vertex in a random quadrangulati...