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作者：Nacu, E; Peres, Y
作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley
摘要：Let S subset of (0, 1). Given a known function f : S --> (0, 1), we consider the problem of using independent tosses of a coin with probability of heads p (where p is an element of S is unknown) to simulate a coin with probability of heads f(p). We prove that if S is a closed interval and f is real analytic on S, then f has a fast simulation on S (the number of p-coin tosses needed has exponential tails). Conversely, if a function f has a fast simulation on an open set, then it is real analyti...
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作者：Atar, R
作者单位：Technion Israel Institute of Technology
摘要：This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers working in parallel, grouped in several stations. Servers in different stations offer service to customers of each class at possibly different rates. The control corresponds to selecting what customer class each server serves at each time. The diffusion control ...
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作者：Herrmann, S; Imkeller, P
作者单位：Universite de Lorraine; Humboldt University of Berlin
摘要：Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective dynamics: continuous-time finite-state Markov chains describing the rough features of transitions between different domains of attraction of metastable points. In the framework of one-dimensional diffusions moving in periodically changing double-well potentia...
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作者：Schinazi, RB
作者单位：University of Colorado System; University of Colorado at Colorado Springs
摘要：We introduce a spatial stochastic process on the lattice Z(d) to model mass extinctions. Each site of the lattice may host a flock of up to N individuals. Each individual may give birth to a new individual at the same site at rate 0 until the maximum of N individuals has been reached at the site. Once the flock reaches N individuals, then, and only then, it starts giving birth on each of the 2d neighboring sites at rate; lambda(N). Finally, disaster strikes at rate 1, that is, the whole flock ...
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作者：Cheridito, P; Soner, HM; Touzi, N
作者单位：Princeton University; Koc University; Institut Polytechnique de Paris; ENSAE Paris
摘要：We study the small time path behavior of double stochastic integrals of othe form f(0)(t)(f(0)(r) b(u) dW(u))(T) dW(r), where W is ad-dimensional Brownian motion and b is an integrable progressively measurable stochastic process taking values in the set of d x d-matrices. We prove a law of the iterated logarithm that holds for all bounded progressively measurable b and give additional results under continuity assumptions on b. As an application, we discuss a stochastic control problem that ari...
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作者：Azaïs, JM; Wschebor, M
作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Centre National de la Recherche Scientifique (CNRS); Universidad de la Republica, Uruguay
摘要：Let I be a compact d-dimensional manifold, let X : I --> R be a Gaussian process with regular paths and let F-I (u), u c R, be the probability distribution function of sup(tis an element ofI) X (t). We prove that under certain regularity and nondegeneracy conditions, F-I is a C-1-function and satisfies a certain implicit equation that permits to give bounds for its values and to compute its asymptotic behavior as u --> +infinity. This is a partial extension of previous results by the authors i...
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作者：Chi, ZY
作者单位：University of Chicago
摘要：We study the asymptotics related to the following matching criteria for two independent realizations of point processes X similar to X and Y similar to Y. Given l > 0, X boolean AND [0, l) serves as a template. For each t > 0, the matching score between the template and Y boolean AND [t, t + l) is a weighted sum of the Euclidean distances from y - t to the template over all y is an element of Y boolean AND [t, t + l). The template matching criteria are used in neuroscience to detect neural act...
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作者：Heinrich, L
作者单位：University of Augsburg
摘要：We study the existence of the (thermodynamic) limit of the scaled cumulant-generating function L-n (z) = \W-n\(-1) log E exp{z\Xi boolean AND Wn\} of the empirical volume fraction \Xi boolean AND W-n\/\W-n\, where \ . \ denotes the d-dimensional Lebesgue measure. Here Xi = U-igreater than or equal to1 (Xi(i) + X-i) denotes a d-dimensional Poisson grain model (also known as a Boolean model) defined by a stationary Poisson process Pi(lambda) = Sigma(igreater than or equal to1) delta(Xi) with int...
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作者：Matzinger, H
作者单位：University of Bielefeld
摘要：Let {xi(n)}(nis an element ofZ) be a two-color random scenery, that is, a random coloring of 76 in two colors, such that the xi(i)'s are i.i.d. Bernoulli variables with parameter 1/2. Let {S(n)}(nEN) be a symmetric random walk starting at 0. Our main result shows that a.s., xi o S (the composition of xi and S) determines xi up to translation and reflection. In other words, by observing the scenery along the random walk path S, we can a.s. reconstruct up to translation and reflection. This resu...
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作者：Luczak, MJ; McDiarmid, C
作者单位：University of London; London School Economics & Political Science; University of Oxford
摘要：Suppose that there are n bins, and balls arrive in a Poisson process at rate lambda n, where lambda > 0 is a constant. Upon arrival, each ball chooses a fixed number d of random bins, and is placed into one with least load. Balls have independent exponential lifetimes with unit mean. We show that the system converges rapidly to its equilibrium distribution; and when d > 2, there is an integer-valued function m(d)(n) = 1n1nn/1nd + O(1) such that, in the equilibrium distribution, the maximum loa...
