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作者：Erhardsson, T
作者单位：Royal Institute of Technology; University of Western Australia
摘要：We consider a stationary Version of a renewal reward process, i.e., a renewal process where a random variable called a reward is associated with each renewal. The rewards are nonnegative and I.I.D., but each reward may depend on the distance to the next renewal. We give an explicit bound for the total variation distance between the distribution of the accumulated reward over the interval (0, L) and a compound Poisson distribution. The bound depends in its simplest form only on the first two jo...
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作者：Hueter, I; Lalley, SP
作者单位：State University System of Florida; University of Florida; University of Chicago
摘要：Symmetric branching random walk on a homogeneous tree exhibits a weak survival phase: For parameter values in a certain interval, the population survives forever with positive probability, but, with probability one, eventually vacates every finite subset of the tree. In this phase, particle trails must converge to the geometric boundary Omega of the tree. The random subset Lambda of the boundary consisting of all ends of the tree in which the population survives, called the limit set of the pr...
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作者：Comets, F; Gantert, N; Zeitouni, O
作者单位：Universite Paris Cite; Technical University of Berlin; Technion Israel Institute of Technology
摘要：Suppose that the integers are assigned random variables {omega(i)} (taking values in the unit interval), which serve as an environment. This environment defines a random walk {X-n} (called a RWRE) which, when at i, moves one step to the right with probability omega(i), and one step to the left with probability 1 - omega(i). When the {omega(i)} sequence is i.i.d., Greven and den Hollander (1994) proved a large deviation principle for X-n/n, conditional upon the environment, with deterministic r...
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作者：Bass, RF; Eisenbaum, N; Shi, Z
作者单位：University of Connecticut; Sorbonne Universite
摘要：Let X be a symmetric stable process of index alpha is an element of (1, 2] and let L-t(x) denote the local time at time t and position x. Let V(t) be such that L-t(V(t)) = sup(x is an element of R) L-t(x). We call V(t) the most visited site of X up to time t. We prove the transience of V, that is, lim(t-->infinity) \V(t)\ = infinity almost surely. An estimate is given concerning the rate of escape of V. The result extends a well-known theorem of Bass and Griffin for Brownian motion. Our approa...
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作者：Evans, SN
作者单位：University of California System; University of California Berkeley
摘要：We consider diffusion processes on a class of R-trees. The processes are defined in a manner similar to that of Le Gall's Brownian snake. Each point in the tree has a real-valued height or generation, and the height of the diffusion process evolves as a Brownian motion. When the height process decreases the diffusion retreats back along a lineage, whereas when the height process increases the diffusion chooses among branching lineages according to relative weights given by a possibly infinite ...
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作者：Wu, LM
作者单位：Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Clermont Auvergne (UCA); Wuhan University
摘要：By means of the martingale representation, we establish a new modified logarithmic Sobolev inequality, which covers the previous modified logarithmic Sobolev inequalities of Bobkov-Ledoux and the L-1-logarithmic Sobolev inequality obtained in our previous work. From it we derive several sharp deviation inequalities of Talagrand's type, by following the powerful Herbst method developed recently by Ledoux and al. Moreover this new modified logarithmic Sobolev inequality is transported on the dis...
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作者：Aldous, D; Pitman, J
作者单位：University of California System; University of California Berkeley
摘要：Regard an element of the set of ranked discrete distributions Delta := {(x(1), x(2),...) : x(1) greater than or equal to x(2) greater than or equal to ... greater than or equal to 0, Sigma (i) x(i) = 1} as a fragmentation of unit mass into clusters of masses xi. The additive coalescent is the Delta -valued Markov process in which pairs of clusters of masses {x(i), x(j)} merge into a cluster of mass x(i) + x(j) at rate x(i) + x(j). Aldous and Pitman (1998) showed that a version of this process ...
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作者：Cox, JT; Klenke, A
作者单位：Syracuse University; University of Erlangen Nuremberg
摘要：Many interacting particle systems with short range interactions are not ergodic, but converge weakly towards a mixture of their ergodic invariant measures. The question arises whether a.s. the process eventually stays close to one of these ergodic states, or if it changes between the attainable ergodic states infinitely often (recurrence). Under the assumption that there exists a convergence-determining class of distributions that is (strongly) preserved under the dynamics, we show that the sy...
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作者：Ren, JG; Röckner, M
作者单位：Huazhong University of Science & Technology; University of Bielefeld
摘要：We prove Holder-continuity on rays in the direction of vectors in the (generalized) Cameron-Martin space for functions in Sobolev spaces in L-p Of fractional order alpha is an element of (1/p, 1) over infinite dimensional linear spaces. The underlying measures are required to satisfy some easy standard structural assumptions only. Apart from Wiener measure they include Gibbs measures on a lattice and Euclidean interacting quantum fields in infinite volume. A number of applications, e.g., to th...
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作者：[Anonymous]
