-
作者：LEGALL, JF
摘要：Let (xi(S)) be a continuous Markov process satisfying certain regularity assumptions. We introduce a path-valued strong Markov process associated with (xi(S)), which is closely related to the so-called superprocess with spatial motion (xi(S)). In particular, a subset H of the state space of (xi(S)) intersects the range of the superprocess if and only if the set of paths that hit H is not polar for the path-valued process. The latter property can be investigated using the tools of the potential...
-
作者：SZNITMAN, AS
摘要：We study here a d-dimensional Brownian motion in a random potential V(.,omega) obtained as the sum of translations of a given fixed non negative shape function at the points of a Poisson cloud of constant intensity nu. We are interested in the large t behavior for typical cloud configurations, of the Brownian path in time t under the influence of the natural Feynman-Kac weight associated to V(.,omega). In particular, we show that the location at time t of the process tends to be concentrated n...
-
作者：CHENG, R; POURAHMADI, M
作者单位：Northern Illinois University
摘要：We show that smoothness properties of a spectral density matrix and its optimal factor are closely related when the density satisfies the boundedness condition. This is crucial in proving multivariate generalizations of Baxter's inequality and obtaining rates of convergence of finite predictors. We rely on a technique of Lowdenslager and Rosenblum relating the optimal factor to the spectral density via Toeplitz operators.
-
作者：HIGUCHI, Y
摘要：We show that the percolation transition for the two-dimensional Ising model is sharp. Namely, we show that for every reciprocal temperature beta > 0, there exists a critical value h(c)(beta) of external magnetic field h such that the following two statements hold. If h > h(c)(beta), then the percolation probability (i.e., the probability that the origin is in the infinite cluster of + spins) with respect to the Gibbs state mu(beta,h) for the parameter (beta,h) is positive. If h < h(c)(beta), t...
-
作者：STUMMER, W
作者单位：University of Zurich; University Zurich Hospital
摘要：We consider multidimensional stochastic differential equations of the form [GRAPHICS] with arbitrary initial (probability) distribution mu on R(d), d greater than or equal to 1. The first aim of this paper is to give handy-to-verify analytic (i.e. non-stochastic) conditions for the existence of a weak solution of (1), where the drift b will be allowed to have singularities. These investigations are illustrated by various examples. We first concentrate on (a uniform form of) the Novikov conditi...
-
作者：SURGAILIS, D; ROSINSKI, J; MANDREKAR, V; CAMBANIS, S
作者单位：Vilnius University; University of Tennessee System; University of Tennessee Knoxville; Michigan State University
摘要：The class of (non-Gaussian) stable moving average processes is extended by introducing an appropriate joint randomization of the filter function and of the stable noise, leading to stable mixed moving averages. Their distribution determines a certain combination of the filter function and the mixing measure, leading to a generalization of a theorem of Kanter (1973) for usual moving averages. Stable mixed moving averages contain sums of independent stable moving averages, are ergodic and are no...
-
作者：WEINRYB, S; YOR, M
作者单位：Sorbonne Universite
摘要：J.F. Le Gall [4] proved that n2 times the volume of the intersection of two independent Wiener sausages in R3 , with radius 1/n, converges in L2, as n --> infinity, towards a multiple of the intersection local time at 0, for the underlying Brownian motions. We complete this result by proving a corresponding central limit theorem.
