2016

最新文章

• ON VALUES OF REPEATED GAMES WITH SIGNALS AI翻译
  作者：Gimbert, Hugo; Renault, Jerome; Sorin, Sylvain; Venel, Xavier; Zielonka, Wieslaw
  作者单位：Centre National de la Recherche Scientifique (CNRS); Universite de Bordeaux; Universite de Toulouse; Universite Toulouse 1 Capitole; Toulouse School of Economics; Sorbonne Universite; Universite Paris Cite; heSam Universite; Universite Pantheon-Sorbonne; Universite Paris Cite
  摘要：We study the existence of different notions of value in two-person zero sum repeated games where the state evolves and players receive signals. We provide some examples showing that the limsup value (and the uniform value) may not exist in general. Then we show the existence of the value for any Borel payoff function if the players observe a public signal including the actions played. We also prove two other positive results without assumptions on the signaling structure: the existence of the ...
• SHORTEST PATH THROUGH RANDOM POINTS AI翻译
  作者：Hwang, Sung Jin; Damelin, Steven B.; Hero, Alfred O., III
  作者单位：University of Michigan System; University of Michigan
  摘要：Let (M, g(1)) be a complete d-dimensional Riemannian manifold for d > 1. Let X-n be a set of n sample points in M drawn randomly from a smooth Lebesgue density f supported in M. Let x, y be two points in M. We prove that the normalized length of the power-weighted shortest path between x, y through X-n converges almost surely to a constant multiple of the Riemannian distance between x, y under the metric tensor g(p) = f(2)(1-P)/d g(1), where p > 1 is the power parameter.
• THE WINNER TAKES IT ALL AI翻译
  作者：Deijfen, Maria; van der Hofstad, Remco
  作者单位：Stockholm University; Eindhoven University of Technology
  摘要：We study competing first passage percolation on graphs generated by the configuration model. At time 0, vertex 1 and vertex 2 are infected with the type 1 and the type 2 infection, respectively, and an uninfected vertex then becomes type 1 (2) infected at rate lambda(1) (lambda(2)) times the number of edges connecting it to a type 1 (2) infected neighbor. Our main result is that, if the degree distribution is a power-law with exponent tau is an element of (2, 3), then as the number of vertices...
• APPROXIMATIONS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS AI翻译
  作者：Di Nunno, Giulia; Zhang, Tusheng
  作者单位：University of Oslo; University of Manchester
  摘要：In this paper, we show that solutions of stochastic partial differential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. Applications to stochastic Burgers equations are discussed.
• THE DENSEST SUBGRAPH PROBLEM IN SPARSE RANDOM GRAPHS AI翻译
  作者：Anantharam, Venkat; Salez, Justin
  作者单位：University of California System; University of California Berkeley; Universite Paris Cite
  摘要：We determine the asymptotic behavior of the maximum subgraph density of large random graphs with a prescribed degree sequence. The result applies in particular to the Erdos-Renyi model, where it settles a conjecture of Hajek [IEEE Trans. Inform. Theory 36 (1990) 1398-1414]. Our proof consists in extending the notion of balanced loads from finite graphs to their local weak limits, using unimodularity. This is a new illustration of the objective method described by Aldous and Steele [In Probabil...
• WHAT IS THE PROBABILITY THAT A LARGE RANDOM MATRIX HAS NO REAL EIGENVALUES? AI翻译
  作者：Kanzieper, Eugene; Poplavskyi, Mihail; Timm, Carsten; Tribe, Roger; Zaboronski, Oleg
  作者单位：Weizmann Institute of Science; University of Warwick; Technische Universitat Dresden
  摘要：We study the large-n limit of the probability P-2n,P-2k that a random 2n x 2n matrix sampled from the real Ginibre ensemble has 2k real eigenvalues. We prove that lim(n ->infinity)1/root 2n log P-2n,P-2k = lim(n ->infinity) 1/root 2n log P-2n,P-0 = -1/root 2 pi zeta (3/2), where zeta is the Riemann zeta-function. Moreover, for any sequence of non-negative integers (k(n))(n >= 1), lim(n ->infinity) 1/root 2n log p(2n,2kn) = -1/root 2 pi zeta (3/2), provided lim(n ->infinity) (n(-1/2) log(n))k(n...
• SOCIAL CONTACT PROCESSES AND THE PARTNER MODEL AI翻译
  作者：Foxall, Eric; Edwards, Roderick; van den Driessche, P.
  作者单位：University of Victoria
  摘要：We consider a stochastic model of infection spread on the complete graph on N vertices incorporating dynamic partnerships, which we assume to be monogamous. This can be seen as a variation on the contact process in which some form of edge dynamics determines the set of contacts at each moment in time. We identify a basic reproduction number R-0 with the property that if R-0 < 1 the infection dies out by time O(logN), while if R-0 > 1 the infection survives for an amount of time e(gamma N) for ...
• RATE OF CONVERGENCE AND ASYMPTOTIC ERROR DISTRIBUTION OF EULER APPROXIMATION SCHEMES FOR FRACTIONAL DIFFUSIONS AI翻译
  作者：Hu, Yaozhong; Liu, Yanghui; Nualart, David
  作者单位：University of Kansas
  摘要：For a stochastic differential equation(SDE) driven by a fractional Brownian motion(fBm) with Hurst parameter H > 1/2, it is known that the existing (naive) Euler scheme has the rate of convergence n(1-2H). Since the limit H -> 1/2 of the SDE corresponds to a Stratonovich SDE driven by standard Brownian motion, and the naive Euler scheme is the extension of the classical Euler scheme for Ito SDEs for H = 1/2, the convergence rate of the naive Euler scheme deteriorates for H -> 1/2. In this pape...