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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: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...