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作者：Owhadi, H
作者单位：Aix-Marseille Universite; Centre National de la Recherche Scientifique (CNRS)
摘要：This paper is concerned with the approximation of the effective conductivity sigma (A, mu) associated to an elliptic operator del(x)A (x, eta)del(x) where for x is an element of R-d, d greater than or equal to 1, A (x, eta) is a bounded elliptic random symmetric d x d matrix and eta takes value in an ergodic probability space (X, mu). Writing A(N) (x, eta) the periodization of A(x, eta) the torus T-N(d) of dimension d and side N we prove that for mu-almost all eta lim sigma(A(N), eta) = sigma(...
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作者：Kou, SC
作者单位：Harvard University
摘要：This paper concerns the cubic smoothing spline approach to nonparametric regression. After first deriving sharp asymptotic formulas for the eigenvalues of the smoothing matrix, the paper uses these formulas to investigate the efficiency of different selection criteria for choosing the smoothing parameter. Special attention is paid to the generalized maximum likelihood (GML), C-P and extended exponential (EE) criteria and their marginal Bayesian interpretation. It is shown that (a) when the Bay...
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作者：Fagnola, F; Rebolledo, R
作者单位：University of Genoa; Pontificia Universidad Catolica de Chile
摘要：This article introduces a concept of transience and recurrence for a Quantum Markov Semigroup and explores its main properties via the associated potential. We show that an irreducible semigroup is either recurrent or transient and characterize transient semigroups by means of the existence of non trivial superharmonic operators.
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作者：Götze, F; Tikhomirov, A
作者单位：University of Bielefeld; Syktyvkar State University
摘要：A stochastic bound of order Op(n(-1/2)) for the Kolmogorov distance between the spectral distribution function of an n x n matrix from Wigner ensemble and the distribution function of the semi-circular law is obtained. The result holds assuming that the twelfth moment of the entries of the matrix is uniformly bounded.
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作者：Tindel, S; Tudor, CA; Viens, E
作者单位：Universite Paris 13; Sorbonne Universite; Purdue University System; Purdue University; Purdue University System; Purdue University
摘要：In this paper linear stochastic evolution equations driven by infinite-dimensional fractional Brownian motion are studied. A necessary and sufficient condition for the existence and uniqueness of the solution is established and the spatial regularity of the solution is analyzed; separate proofs are required for the cases of Hurst parameter above and below 1/2. The particular case of the Laplacian on the circle is discussed in detail.
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作者：Bertoin, J; Le Gall, JF
作者单位：Universite Paris Cite; Sorbonne Universite; Sorbonne Universite; Institut Universitaire de France; Universite PSL; Ecole Normale Superieure (ENS)
摘要：We study a class of stochastic flows connected to the coalescent processes that have been studied recently by Mohle, Pitman, Sagitov and Schweinsberg in connection with asymptotic models for the genealogy of populations with a large fixed size. We define a bridge to be a right-continuous process (B(r), r is an element of [0, 1]) with nondecreasing paths and exchangeable increments, such that B(0) = 0 and B(1) = 1. We show that flows of bridges are in one-to-one correspondence with the so-calle...
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作者：Den Hollander, F; Nardi, FR; Olivieri, E; Scoppola, E
作者单位：University of Rome Tor Vergata; Roma Tre University; Consiglio Nazionale delle Ricerche (CNR); Istituto Nazionale per la Fisica della Materia (INFM-CNR)
摘要：The goal of this paper is to describe metastability and nucleation for a local version of the three-dimensional lattice gas with Kawasaki dynamics at low temperature and low density. Let Lambda subset of or equal to Z(3) be a large finite box. Particles perform simple exclusion on Lambda, but when they. occupy neighboring sites they feel a binding energy -U < 0 that slows down their dissociation. Along each bond touching the boundary of Lambda from the outside, particles are created with rate ...
