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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:[Anonymous]