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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：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：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...
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作者：Orsingher, E; Beghin, L
作者单位：Sapienza University Rome
摘要：We study the fundamental solutions to time-fractional telegraph equations of order 2alpha. We are able to obtain the Fourier transform of the solutions for any alpha and to give a representation of their inverse, in terms of stable densities. For the special case alpha=1/2, we can show that the fundamental solution is the distribution of a telegraph process with Brownian time. In a special case, this becomes the density of the iterated Brownian motion, which is therefore the fundamental soluti...
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作者：Biskup, M; Blanchard, P; Chayes, L; Gandolfo, D; Krüger, T
作者单位：University of California System; University of California Los Angeles; University of Bielefeld; Universite de Toulon; Aix-Marseille Universite
摘要：We study a model of ''organized'' criticality, where a single avalanche propagates through an a priori static (i.e., organized) sandpile configuration. The latter is chosen according to an i.i.d. distribution from a Borel probability measure rho on [0,1]. The avalanche dynamics is driven by a standard toppling rule, however, we simplify the geometry by placing the problem on a directed, rooted tree. As our main result, we characterize which rho are critical in the sense that they do not admit ...
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作者：Le Jan, Y; Raimond, O
作者单位：Universite Paris Saclay
摘要：This paper gives a construction of sticky flows on the circle. Sticky flows give examples of stochastic flows of kernels that interpolates between Arratia's coalescing flow and the deterministic diffusion flow. They are associated with systems of sticky independent Brownian particles on the circle, for some fixed parameter of stickyness. It is proved that the noise generated by Brownian sticky flows is black. A new proof of the fact that the noise of Arratia's coalescing flow is black is given.
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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(...
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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.
