2期

最新文章

• Diffusion approximation for slow motion in fully coupled averaging AI翻译
  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...
• Essential spectral radius for Markov semigroups (I): discrete time case AI翻译
  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...
• Quenched invariance principles for walks on clusters of percolation or among random conductances AI翻译
  作者：Sidoravicius, V; Sznitman, AS
  作者单位：Instituto Nacional de Matematica Pura e Aplicada (IMPA); Swiss Federal Institutes of Technology Domain; ETH Zurich
  摘要：In this work we principally study random walk on the supercritical infinite cluster for bond percolation on Z(d). We prove a quenched functional central limit theorem for the walk when dgreater than or equal to4. We also prove a similar result for random walk among i.i.d. random conductances along nearest neighbor edges of Z(d), when dgreater than or equal to1.
• Free transportation cost inequalities via random matrix approximation AI翻译
  作者：Hiai, F; Petz, D; Ueda, Y
  作者单位：Tohoku University; Budapest University of Technology & Economics; Kyushu University
  摘要：By means of random matrix approximation procedure, we re-prove Biane and Voiculescu's free analog of Talagranda's transportation cost inequality for measures on R in a more general setup. Furthermore, we prove the free transportation cost inequality for measures on T as well by extending the method to special unitary random matrices.
• Large and moderate deviations for intersection local times AI翻译
  作者：Chen, X; Li, WV
  作者单位：University of Tennessee System; University of Tennessee Knoxville; University of Delaware
  摘要：We study the large and moderate deviations for intersection local times generated by, respectively, independent Brownian local times and independent local times of symmetric random walks. Our result in the Brownian case generalizes the large deviation principle achieved in Mansmann (1991) for the L-2-norm of Brownian local times, and coincides with the large deviation obtained by Csorgo, Shi and Yor (1999) for self intersection local times of Brownian bridges. Our approach relies on a Feynman-...
• Kernel density estimators: convergence in distribution for weighted sup-norms AI翻译
  作者：Giné, E; Koltchinskii, V; Sakhanenko, L
  作者单位：University of Connecticut; University of Connecticut; University of New Mexico; Michigan State University
  摘要：Let f(n) denote a kernel density estimator of a bounded continuous density f in the real line. Let Psi(t) be a positive continuous function such that parallel toPsif(beta)parallel to(infinity) < infinity. Under natural smoothness conditions, necessary and sufficient conditions for the sequence root nh(n)/2log(n)(h-1) sup(tis an element ofR)\Psi(t)(f(n)(t) - Ef(n)(t))\(properly centered and normalized) to converge in distribution to the double exponential law are obtained. The proof is based on...
• Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes AI翻译
  作者：Donati-Martin, C; Rouault, A; Yor, M; Zani, M
  作者单位：Universite Paris Cite; Sorbonne Universite; Universite Paris Saclay; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Paris-Est-Creteil-Val-de-Marne (UPEC)
  摘要：Let (X-t((delta)),tgreater than or equal to0) be the BESQ(delta) process starting at deltax. We are interested in large deviations as delta --> infinity for the family {delta(-1)X(t)((delta)), tless than or equal toT}(delta), - or, more generally, for the family of squared radial OUdelta process. The main properties of this family allow us to develop three different approaches: an exponential martingale method, a Cramer-type theorem, thanks to a remarkable additivity property, and a Wentzell-F...
• 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.
• 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.