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作者：Kontoyiannis, Loannls; Meyn, Sean R.
作者单位：Athens University of Economics & Business; University of Illinois System; University of Illinois Urbana-Champaign; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Suppose the expectation E(F(X)) is to be estimated by the empirical averages of the values of F on independent and identically distributed samples (Xi). A sampling rule called the screened estimator is introduced, and its performance is studied. When the mean E(U(X)) of a different function U is known, the estimates are screened, in that we only consider those which correspond to times when the empirical average of the [U(Xi)) is sufficiently close to its known mean. As long as U dominates F a...
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作者：Pittel, B. G.
作者单位：University System of Ohio; Ohio State University
摘要：A uniformly random graph on n vertices with a fixed degree sequence, obeying a y subpower law, is studied. It is shown that, for y > 3, in a subcritical phase with high probability the largest component size does not exceed n I /Y +E,, -n = 0 (In In n1 In n), I ly being the best power for this random graph. This is similar to the best possible n'l(y-') bound for a different model of the random graph, one with independent vertex degrees, conjectured by Durrett, and proved recently by Janson.
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作者：Atar, Rami
作者单位：Technion Israel Institute of Technology
摘要：Given a random variable N with values in N, and N i.i.d. positive random variables (AkI, we consider a queue with renewal arrivals and N exponential servers, where server k serves at rate Ak, under two work conserving routing schemes. In the first, the service rates 1141 need not be known to the router, and each customer to arrive at a time when some servers are idle is routed to the server that has been idle for the longest time (or otherwise it is queued). In the second, the service rates ar...
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作者：Kahale, Nabil
作者单位：heSam Universite; ESCP Business School
摘要：We calculate crossing probabilities and one-sided last exit time densities for a class of moving barriers on an interval [0, T] via Schwartz distributions. We derive crossing probabilities and first hitting time densities for another class of barriers on [0, T] by proving a Schwartz distribution version of the method of images. Analytic expressions for crossing probabilities and related densities are given for new explicit and semi-explicit barriers.
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作者：Austin, Tim D.
作者单位：University of California System; University of California Los Angeles
摘要：In this paper we consider the classical differential equations of Hodgkin and Huxley and a natural refinement of them to include a layer of stochastic behavior, modeled by a large number of finite-state-space Markov processes coupled to a simple modification of the original Hodgkin-Huxley PDE. We first prove existence, uniqueness and some regularity for the stochastic process, and then show that in a suitable limit as the number of stochastic components of the stochastic model increases and th...
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作者：Lijoi, Antonio; Prunster, Igor; Walker, Stephen G.
作者单位：University of Pavia; University of Turin; University of Kent
摘要：We consider discrete nonparametric priors which induce Gibbs-type exchangeable random partitions and investigate their posterior behavior in detail. In particular, we deduce conditi onal distributions and the corresponding Bayesian nonparametric estimators, which can be readily exploited for predicting various features of additional samples. The results provide useful tools for genomic applications where prediction of future outcomes is required.
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作者：Blanchet, Jose; Glynn, Peter
作者单位：Harvard University; Stanford University
摘要：Let (X : n >_ 0) be a sequence of i.i.d. r.v.'s with negative mean. Set So = 0 and define Sn = XI + - - - + Xn. We propose an importance sampling algorithm to estimate the tail of M = max{S : n > Ol that is strongly efficient for both light and heavy-tailed increment distributions. Moreover, in the case of heavy-tailed increments and under additional technical assumptions, our estimator can be shown to have asymptotically vanishing relative variance in the sense that its coefficient of variati...
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作者：Yoshida, Nobuo
作者单位：Kyoto University
摘要：We consider branching random walks in d-dimensional integer lattice with time-space i.i.d. offspring distributions. When d > 3 and the fluctuation of the environment is well moderated by the random walk, we prove a central limit theorem for the density of the population, together with upper bounds for the density of the most populated site and the replica overlap. We also discuss the phase transition of this model in connection with directed polymers in random environment.
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作者：Toninelli, Fabio Lucio
作者单位：Ecole Normale Superieure de Lyon (ENS de LYON); Centre National de la Recherche Scientifique (CNRS); CNRS - Institute of Physics (INP); Ecole Normale Superieure de Lyon (ENS de LYON)
摘要：We consider a general model of a disordered copolymer with adsorption. This includes, as particular cases, a generalization of the copolymer at a selective interface introduced by Garel et a]. [Europhys. Lett. 8 (1989) 9-131, pinning and wetting models in various dimensions, and the Poland-Scheraga model of DNA denaturation. We prove a new variational upper bound for the free energy via an estimation of noninteger moments of the partition function. As an application, we show that for strong di...
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作者：Janson, Svante
作者单位：Uppsala University
摘要：It is shown that in a subcritical random graph with given vertex degrees satisfying a power law degree distribution with exponent y > 3, the largest component is of order n 1 Ay- 1). More precisely, the order of the largest component is approximatively given by a simple constant times the largest vertex degree. These results are extended to several other random graph models with power law degree distributions. This proves a conjecture by Durrett.
