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作者：Luschgy, Harald; Pages, Gilles
作者单位：Universitat Trier; Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Sorbonne Universite
摘要：We investigate the connections between the mean pathwise regularity of stochastic processes and their L-r(P)-functional quantization rates as random variables taking values in some L-p ([0, T], dt)-spaces (0 < p <= r). Our main tool is the Haar basis. We then emphasize that the derived functional quantization rate may be optimal (e.g., for Brownian motion or symmetric stable processes) so that the rate is optimal as a universal upper bound. As a first application, we establish the 0((Iog N)(-1...
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作者：James, Lancelot F.; Lijoi, Antonio; Prunster, Igor
作者单位：Hong Kong University of Science & Technology; University of Pavia; University of Turin
摘要：The present paper provides exact expressions for the probability distributions of linear functionals of the two-parameter Poisson-Dirichlet process PD(alpha, theta). We obtain distributional results yielding exact forms for density functions of these functionals. Moreover, several interesting integral identities are obtained by exploiting a correspondence between the mean of a Poisson-Dirichlet process and the mean of a suitable Dirichlet process. Finally, some distributional characterizations...
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作者：Cox, J. Theodore; Perkins, Edwin A.
作者单位：Syracuse University; University of British Columbia
摘要：We show that renormalized two-dimensional Lotka-Volterra models near criticality converge to a super-Brownian motion. This is used to establish long-term survival of a rare type for a range of parameter values near the voter model.
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作者：Onatski, Alexei
作者单位：Columbia University
摘要：This paper extends the work of E1 Karoui [Ann. Probab. 35 (2007) 663-714] which finds the Tracy-Widom limit for the largest eigenvalue of a nonsingular p-dimensional complex Wishart matrix WC (Omega(p), n) to the case of several of the largest eigenvalues of the possibly singular (n < p) matrix WC(Omega(p), n). As a byproduct, we extend all results of Baik, Ben Arous and Peche [Ann. Probab. 33 (2005) 1643-1697] to the singular Wishart matrix case. We apply our findings to obtain a 95% confiden...
