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作者：Chan, B.; Durrett, R.; Lanchier, N.
作者单位：Cornell University; Arizona State University; Arizona State University-Tempe
摘要：We introduce a multitype contact process with temporal heterogeneity involving two species competing for space on the d-dimensional integer lattice. Time is divided into seasons called alternately season 1 and season 2. We prove that there is an open set of the parameters for which both species can coexist when their dispersal range is large enough. Numerical simulations also suggest that three species can coexist in the presence of two seasons. This contrasts with the long-term behavior of th...
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作者：Addario-Berry, Louigi; Broutin, Nicolas; Lugosi, Gabor
作者单位：Universite de Montreal; Pompeu Fabra University; ICREA; Pompeu Fabra University
摘要：We investigate the effective resistance R(n) and conductance C(n) between the root and leaves of a binary tree of height n. In this electrical network, the resistance of each edge e at distance d from the root is defined by r(e) = 2(d)X(e) where the X(e) are i.i.d. positive random variables bounded away from zero and infinity. It is shown that ER(n) = nEX(e) - (Var(X(e))/EX(e)) In n + O(1) and Var(R(n)) = O(1). Moreover, we establish sub-Gaussian tail bounds for R(n). We also discuss some poss...
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作者：Atar, Rami; Shaikhet, Gennady
作者单位：Technion Israel Institute of Technology; Carnegie Mellon University
摘要：This paper introduces and analyzes the notion of throughput suboptimality for many-server queueing systems in heavy traffic. The queueing model under consideration has multiple customer classes, indexed by a finite set l, and heterogenous, exponential servers. Servers are dynamically chosen to serve customers, and buffers are available for customers waiting to be served. The arrival rates and the number of servers are scaled up in such a way that the processes representing the number of class-...
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作者：Ferrari, Pablo A.; Martin, James B.; Pimentel, Leandro P. R.
作者单位：Universidade de Sao Paulo; University of Oxford; Delft University of Technology
摘要：We study the competition interface between two growing clusters in a growth model associated to last-passage percolation. When the initial unoccupied set is approximately a cone, we show that this interface has an asymptotic direction with probability 1. The behavior of this direction depends on the angle theta of the cone: for theta >= 180 degrees, the direction is deterministic, while for theta < 180 degrees, it is random, and its distribution can be given explicitly in certain cases. We als...
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作者：Jacobsen, Martin; Mikosch, Thomas; Rosinski, Jan; Samorodnitsky, Gennady
作者单位：University of Copenhagen; University of Copenhagen; University of Tennessee System; University of Tennessee Knoxville; Cornell University
摘要：In this paper, we consider certain sigma-finite measures which can be interpreted as the output of a linear filter. We assume that these measures have regularly varying tails and study whether the input to the linear filter must have regularly varying tails as well. This turns out to be related to the presence of a particular cancellation property in sigma-finite measures, which in turn, is related to the uniqueness of the solution of certain functional equations. The techniques we develop are...
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作者：Beskos, Alexandros; Roberts, Gareth; Stuart, Andrew
作者单位：University of Warwick; University of Warwick
摘要：We investigate local MCMC algorithms, namely the random-walk Metropolis and the Langevin algorithms, and identify the optimal choice of the local step-size as a function of the dimension n of the state space, asymptotically as n -> infinity. We consider target distributions defined as a change of measure from a product law. Such structures arise, for instance, in inverse problems or Bayesian contexts when a product prior is combined with the likelihood. We state analytical results on the asymp...
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作者：Chow, Pao-Liu
作者单位：Wayne State University
摘要：The paper is concerned with the problem of explosive solutions for a class of nonlinear stochastic wave equations in a domain D subset of R-d for d <= 3. Under appropriate conditions on the initial data, the nonlinear term and the noise intensity is proved in Theorem 3.1 that the L-2-norm of the solution will blow up at a finite time in the mean-square sense. An example is given to show an application of the theorem.
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作者：Durrett, Rick; Schmidt, Deena; Schweinsberg, Jason
作者单位：Cornell University; University of Minnesota System; University of Minnesota Twin Cities; University of California System; University of California San Diego
摘要：We consider the population genetics problem: how long does it take before some member of the population has m specified mutations? The case m = 2 is relevant to onset of cancer due to the inactivation of both copies of a tumor suppressor gene. Models for larger m are needed for colon cancer and other diseases where a sequence of mutations leads to cells with uncontrolled growth.
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作者：Eberlein, Ernst; Papapantoleon, Antonis; Shiryaev, Albert N.
作者单位：University of Freiburg; Technische Universitat Wien; Russian Academy of Sciences; Steklov Mathematical Institute of the Russian Academy of Sciences
摘要：The duality principle in option pricing aims at simplifying valuation problems that depend on several variables by associating them to the corresponding dual option pricing problem. Here, we analyze the duality principle for options that depend on several assets. The asset price processes are driven by general semimartingales, and the dual measures are constructed via an Esscher transformation. As an application, we can relate swap and quanto options to standard call and put options. Explicit ...
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作者：Caputo, P.; Faggionato, A.
作者单位：Roma Tre University; Sapienza University Rome
摘要：We consider random walks in a random environment which are generalized versions of well-known effective models for Mott variable-range hopping. We study the homogenized diffusion constant of the random walk in the one-dimensional case. We prove various estimates on the low-temperature behavior which confirm and extend previous work by physicists.
