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作者：Caputo, Pietro; Martinelli, Fabio; Sinclair, Alistair; Stauffer, Alexandre
作者单位：Roma Tre University; University of California System; University of California Berkeley
摘要：The paper concerns lattice triangulations, that is, triangulations of the integer points in a polygon in R-2 whose vertices are also integer points. Lattice triangulations have been studied extensively both as geometric objects in their own right and by virtue of applications in algebraic geometry. Our focus is on random triangulations in which a triangulation a has weight Ala I, where is a positive real parameter, and vertical bar sigma vertical bar is the total length of the edges in a. Empi...
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作者：Dalang, Robert C.; Shiryaev, Albert N.
作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; Russian Academy of Sciences; Steklov Mathematical Institute of the Russian Academy of Sciences
摘要：In the classical quickest detection problem, one must detect as quickly as possible when a Brownian motion without drift changes into a Brownian motion with positive drift. The change occurs at an unknown disorder time with exponential distribution. There is a penalty for declaring too early that the change has occurred, and a cost for late detection proportional to the time between occurrence of the change and the time when the change is declared. Here, we consider the case where there is als...
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作者：Racz, Miklos Z.; Shkolnikov, Mykhaylo
作者单位：University of California System; University of California Berkeley
摘要：We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and the entire particle system is slowed down until the collision is resolved. We show that under diffusive scaling of space and time such processes converge to what one might refer to as a sticky reflected Brownian motion in the wedge. The latter behaves as a Bro...
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作者：Amini, Hamed; Lelarge, Marc
作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; Inria
摘要：In this paper we study the impact of random exponential edge weights on the distances in a random graph and, in particular, on its diameter. Our main result consists of a precise asymptotic expression for the maximal weight of the shortest weight paths between all vertices (the weighted diameter) of sparse random graphs, when the edge weights are i.i.d. exponential random variables.
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作者：Guo, Wenjie; Zhang, Jianfeng; Zhuo, Jia
作者单位：Fudan University; University of Southern California
摘要：this paper we propose a feasible numerical scheme for high-dimensional, fully nonlinear parabolic PDEs, which includes the quasi-linear PDE associated with a coupled FBSDE as a special case. Our paper is strongly motivated by the remarkable work Fahim, Touzi and Warin [Ann. Appl. Probab. 21 (2011) 1322-1364] and stays in the paradigm of monotone schemes initiated by Barles and Souganidis [Asymptot. Anal. 4 (1991) 271-283]. Our scheme weakens a critical constraint imposed by Fahim, Touzi and Wa...
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作者：Sturm, Anja; Swart, Jan M.
作者单位：University of Gottingen; Czech Academy of Sciences; Institute of Information Theory & Automation of the Czech Academy of Sciences
摘要：In this paper, we introduce a one-dimensional model of particles performing independent random walks, where only pairs of particles can produce offspring (cooperative branching), and particles that land on an occupied site merge with the particle present on that site (coalescence). We show that the system undergoes a phase transition as the branching rate is increased. For small branching rates, the upper invariant law is trivial, and the process started with finitely many particles a.s. ends ...
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作者：Yu, Xiang
作者单位：University of Michigan System; University of Michigan
摘要：This paper studies the continuous time utility maximization problem on consumption with addictive habit formation in incomplete semimartingale markets. Introducing the set of auxiliary state processes and the modified dual space, we embed our original problem into a time-separable utility maximization problem with a shadow random endowment on the product space L-+(0) (Omega x [0, T], O, (P) over bar). Existence and uniqueness of the optimal solution are established using convex duality approac...
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作者：Chhita, Sunil; Johansson, Kurt; Young, Benjamin
作者单位：University of Bonn; Royal Institute of Technology; University of Oregon
摘要：We study random domino filings of the Aztec diamond with different weights for horizontal and vertical dominoes. A domino tiling of an Aztec diamond can also be described by a particle system which is a determinantal process. We give a relation between the correlation kernel for this process and the inverse Kasteleyn matrix of the Aztec diamond. This gives a formula for the inverse Kasteleyn matrix which generalizes a result of Helfgott. As an application, we investigate the asymptotics of the...
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作者：Blondel, Oriane
作者单位：Universite Paris Cite
摘要：We describe the motion of a tracer in an environment given by a kinetically constrained spin model (KCSM) at equilibrium. We check convergence of its trajectory properly rescaled to a Brownian motion and positivity of the diffusion coefficient D as soon as the spectral gap of the environment is positive (which coincides with the ergodicity region under general conditions). Then we study the asymptotic behavior of D when the density 1 - q of the environment goes to 1 in two classes of KCSM. For...
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作者：Reed, Josh; Talreja, Rishi
作者单位：New York University
摘要：We study the G/GI/infinity queue in heavy-traffic using tempered distribution-valued processes which track the age and residual service time of each customer in the system. In both cases, we use the continuous mapping theorem together with functional central limit theorem results in order to obtain fluid and diffusion limits for these processes in the space of tempered distribution-valued processes. We find that our diffusion limits are tempered distribution-valued Ornstein-Uhlenbeck processes.
