-
作者：Guo, Xin; Zeng, Yan
作者单位：University of California System; University of California Berkeley; Bloomberg L.P.
摘要：Let (X-t)(t >= 0) be a continuous-time, time-homogeneous strong Markov process with possible jumps and let tau be its first hitting time of a Borel subset of the state space. Suppose X is sampled at random times and suppose also that X has not hit the Borel set by time t. What is the intensity process of tau based on this information? This question from credit risk encompasses basic mathematical problems concerning the existence of an intensity process and filtration expansions, as well as som...
-
作者：Hart, Sergiu; Rinott, Yosef; Weiss, Benjamin
作者单位：Hebrew University of Jerusalem; Hebrew University of Jerusalem; Hebrew University of Jerusalem
摘要：An evolutionarily stable strategy (ESS) is an equilibrium strategy that is immune to invasions by rare alternative (mutant) strategies. Unlike Nash equilibria, ESS do not always exist in finite games. In this paper we address the question of what happens when the size of the game increases: does an ESS exist for almost every large game? Letting the entries in the n x n game matrix be independently randomly chosen according to a distribution F, we study the number of ESS with support of size 2....
-
作者：Durrett, Richard; Restrepo, Mateo
作者单位：Cornell University; Cornell University
摘要：Consider a one-dimensional stepping stone model with colonies of size M and per-generation migration probability v, or a voter model on Z in which interactions occur over a distance of order K. Sample one individual at the origin and one at L. We show that if Mv/L and L/K-2 converge to positive finite limits, then the genealogy of the sample converges to a pair of Brownian motions that coalesce after the local time of their difference exceeds an independent exponentially distributed random var...
-
作者：Bender, Christian; Zhang, Jianfeng
作者单位：Braunschweig University of Technology; University of Southern California
摘要：In this paper we lay the foundation for a numerical algorithm to simulate high-dimensional coupled FBSDEs under weak coupling or monotonicity conditions. In particular, we prove convergence of a time discretization and a Markovian iteration. The iteration differs from standard Picard iterations for FBSDEs in that the dimension of the underlying Markovian process does not increase with the number of iterations. This feature seems to be indispensable for an efficient iterative scheme from a nume...
-
作者：van Enter, Aernout C. D.; Kulske, Christof
作者单位：University of Groningen
摘要：We consider statistical mechanics models of continuous spins in a disordered environment. These models have a natural interpretation as effective interface models. It is well known that without disorder there are no interface Gibbs measures in infinite volume in dimension d = 2, while there are gradient Gibbs measures describing an infinite-volume distribution for the increments of the field, as was shown by Funaki and Spohn. In the present paper we show that adding a disorder term prohibits t...
-
作者：Debussche, Arnaud; Gautier, Eric
作者单位：Centre National de la Recherche Scientifique (CNRS); Universite Paris Saclay; Centre National de la Recherche Scientifique (CNRS)
摘要：We consider the problem of the error in soliton transmission in long-haul optical fibers caused by the spontaneous emission of noise inherent to amplification. We study two types of noises driving the stochastic focusing cubic one dimensional nonlinear Schrodinger equation which appears in physics in that context. We focus on the fluctuations of the mass and arrival time or timing jitter. We give the small noise asymptotic of the tails of these two quantities for the two types of noises. We ar...
-
作者：Burden, Conrad J.; Kantorovitz, Miriam R.; Wilson, Susan R.
作者单位：Australian National University; John Curtin School of Medical Research; Australian National University; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Given two sequences over a finite alphabet L, the D-2 statistic is the number of m-letter word matches between the two sequences. This statistic is used in bioinformatics for expressed sequence tag database searches. Here we study a generalization of the D2 statistic in the context of DNA sequences, under the assumption of strand symmetric Bernoulli text. For k < m, we look at the count of m-letter word matches with up to k mismatches. For this statistic, we compute the expectation, give upper...
-
作者：Marckert, Jean-Francois
作者单位：Centre National de la Recherche Scientifique (CNRS); Universite de Bordeaux
摘要：We consider branching random walks built on Galton-Watson trees with offspring distribution having a bounded support, conditioned to have n nodes, and their resealed convergences to the Brownian snake. We exhibit a notion of globally centered discrete snake that extends the usual settings in which the displacements are supposed centered. We show that under some additional moment conditions, when n goes to +infinity, globally centered discrete snakes converge to the Brownian snake. The proof re...
-
作者：Ramanan, Kavita; Reiman, Martin I.
作者单位：Carnegie Mellon University; Alcatel-Lucent
摘要：This work considers a server that processes J classes using the generalized processor sharing discipline with base weight vector alpha = (alpha(1), . . . , alpha(J)) and redistribution weight vector beta = (beta(1), . . . , beta(j)). The invariant manifold M of the so-called fluid limit associated with this model is shown to have the form M = [x is an element of R-+(J) : x(j) = 0 for J is an element of s), where s is the set of strictly sub-critical classes, which is identified explicitly in t...
-
作者：Sturm, Anja; Swart, Jan
作者单位：University of Delaware
摘要：This paper studies variations of the usual voter model that favor types that are locally less common. Such models are dual to certain systems of branching annihilating random walks that are parity preserving. For both the voter models and their dual branching annihilating systems we determine all homogeneous invariant laws, and we study convergence to these laws started from other initial laws.
