-
作者：Külske, C
作者单位：Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
摘要：Can the joint measures of quenched disordered lattice spin models (with finite range) on the product of spin-space and disorder-space be represented as (suitably generalized) Gibbs measures of an annealed system? - We prove that there is always a potential (depending on both spin and disorder variables) that converges absolutely on a set of full measure w.r.t. the joint measure (weak Gibbsianness). This positive result is surprising when contrasted with the results of a previous paper [K6], wh...
-
作者：Li, WV; Shao, QM
作者单位：University of Delaware; University of Oregon
摘要：Let B-0, B-1, ... , B-n be independent standard Brownian motions, starting at 0. We investigate the tail of the capture time tau (n), = inf {t > 0 : B-i (t) - b(i) = B-0 (t) for some 1 less than or equal to i less than or equal to n} where 0 < b(i) less than or equal to 1, 1 < i less than or equal to n. In particular, we have E tau (3) = infinity and E tau (5) < infinity. Various generalizations are also studied.
-
作者：Greven, A; Klenke, A; Wakolbinger, A
作者单位：University of Erlangen Nuremberg; Goethe University Frankfurt
摘要：We study the longtime behaviour of interacting systems in a randomly fluctuating (space-time) medium and focus on models from population genetics. There are two prototypes of spatial models in population genetics: spatial branching processes and interacting Fisher-Wright diffusions. Quite a bit is known on spatial branching processes where the local branching rate is proportional to a random environment (catalytic medium). Here we introduce a model of interacting Fisher-Wright diffusions where...
-
作者：Léandre, R; Mohammed, SEA
作者单位：Universite de Lorraine; Southern Illinois University System; Southern Illinois University
摘要：In this paper, we study stochastic functional differential equations (sfde's) whose solutions are constrained to live on a smooth compact Riemannian manifold. We prove the existence and uniqueness of solutions to such sfde's. We consider examples of geometrical sfde's and establish the smooth dependence of the solution on finite-dimensional parameters.
