2期

最新文章

• WEAK APPROXIMATIONS FOR WIENER FUNCTIONALS (vol 23, pg 1660, 2013) AI翻译
  作者：Leao, Dorival; Ohashi, Alberto
  作者单位：Universidade de Sao Paulo; Universidade Federal da Paraiba
• RECONSTRUCTION OF A MULTIDIMENSIONAL SCENERY WITH A BRANCHING RANDOM WALK AI翻译
  作者：Matzinger, Heinrich; Pachon, Angelica; Popov, Serguei
  作者单位：University System of Georgia; Georgia Institute of Technology; University of Turin; Universidade Estadual de Campinas
  摘要：We consider a d-dimensional scenery seen along a simple symmetric branching random walk, where at each time each particle gives the color record it observes. We show that up to equivalence the scenery can be reconstructed a.s. from the color record of all particles. To do so, we assume that the scenery has at least 2d + 1 colors which are i.i.d. with uniform probability. This is an improvement in comparison to Popov and Pachon [Stochastics 83 (2011) 107-116], where at each time the particles n...
• FROM STOCHASTIC, INDIVIDUAL-BASED MODELS TO THE CANONICAL EQUATION OF ADAPTIVE DYNAMICS IN ONE STEP AI翻译
  作者：Baar, Martina; Bovier, Anton; Champagnat, Nicolas
  作者单位：University of Bonn; Universite de Lorraine; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
  摘要：We consider a model for Darwinian evolution in an asexual population with a large but nonconstant populations size characterized by a natural birth rate, a logistic death rate modeling competition and a probability of mutation at each birth event. In the present paper, we study the long-term behavior of the system in the limit of large population (K -> infinity) size, rare mutations (u -> 0) and small mutational effects (sigma -> 0), proving convergence to the canonical equation of adaptive dy...
• EQUIVALENCE OF ENSEMBLES FOR LARGE VEHICLE-SHARING MODELS AI翻译
  作者：Fricker, Christine; Tibi, Danielle
  作者单位：Universite Paris Cite
  摘要：For a class of large closed Jackson networks submitted to capacity constraints, asymptotic independence of the nodes in normal traffic phase is proved at stationarity under mild assumptions, using a local limit theorem. The limiting distributions of the queues are explicit. In the Statistical Mechanics terminology, the equivalence of ensembles-canonical and grand canonical-is proved for specific marginals. The framework includes the case of networks with two types of nodes: single server/finit...
• THE ROUNDING OF THE PHASE TRANSITION FOR DISORDERED PINNING WITH STRETCHED EXPONENTIAL TAILS AI翻译
  作者：Lacoin, Hubert
  作者单位：Instituto Nacional de Matematica Pura e Aplicada (IMPA)
  摘要：The presence of frozen-in or quenched disorder in a system can often modify the nature of its phase transition. A particular instance of this phenomenon is the so-called rounding effect: it has been shown in many cases that the free energy curve of the disordered system at its critical point is smoother than that of the homogeneous one. In particular some disordered systems do not allow first-order transitions. We study this phenomenon for the pinning of a renewal with stretched-exponential ta...
• OPTIMAL STOPPING UNDER MODEL UNCERTAINTY: RANDOMIZED STOPPING TIMES APPROACH (vol 26, pg 1260, 2016) AI翻译
  作者：Belomestny, Denis; Kraetschmer, Volker
  作者单位：University of Duisburg Essen; HSE University (National Research University Higher School of Economics)
• OPTIMAL CONSUMPTION UNDER HABIT FORMATION IN MARKETS WITH TRANSACTION COSTS AND RANDOM ENDOWMENTS AI翻译
  作者：Yu, Xiang
  作者单位：Hong Kong Polytechnic University
  摘要：This paper studies the optimal consumption via the habit formation preference in markets with transaction costs and unbounded random endowments. To model the proportional transaction costs, we adopt the Kabanov's multi asset framework with a cash account. At the terminal time T, the investor can receive unbounded random endowments for which we propose a new definition of acceptable portfolios based on the strictly consistent price system (SCPS). We prove a type of super-hedging theorem using t...
• EVOLVING VOTER MODEL ON DENSE RANDOM GRAPHS AI翻译
  作者：Basu, Riddhipratim; Sly, Allan
  作者单位：Stanford University; University of California System; University of California Berkeley
  摘要：In this paper, we examine a variant of the voter model on a dynamically changing network where agents have the option of changing their friends rather than changing their opinions. We analyse, in the context of dense random graphs, two models considered in Durrett et al. [Proc. Natl. Acad. Sci. USA 109 (2012) 3682-3687]. When an edge with two agents holding different opinion is updated, with probability &, one agent performs a voter model step and changes its opinion to copy the other, and wit...
• FINITE-LENGTH ANALYSIS ON TAIL PROBABILITY FOR MARKOV CHAIN AND APPLICATION TO SIMPLE HYPOTHESIS TESTING AI翻译
  作者：Watanabe, Shun; Hayashi, Masahito
  作者单位：Tokyo University of Agriculture & Technology; Nagoya University; National University of Singapore
  摘要：Using terminologies of information geometry, we derive upper and lower bounds of the tail probability of the sample mean for the Markov chain with finite state space. Employing these bounds, we obtain upper and lower bounds of the minimum error probability of the type-2 error under the exponential constraint for the error probability of the type-1 error in a simple hypothesis testing for a finite-length Markov chain, which yields the Hoeffding-type bound. For these derivations, we derive upper...