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作者：Doug, R; Guillin, A; Najim, J
作者单位：Institut Polytechnique de Paris; Ecole Polytechnique; Universite PSL; Universite Paris-Dauphine; Centre National de la Recherche Scientifique (CNRS); IMT - Institut Mines-Telecom; IMT Atlantique
摘要：Consider the state space model (X-t, Y-t), where (X-t) is a Markov chain, and (Y-t) are the observations. In order to solve the so-called filtering problem, one has to compute L(X-t\Y-1,..., Y-t), the law of X-t given the observations (Y-1,..., Y-t). The particle filtering method gives an approximation of the law L(X-t\Y-1,..., Y-t) by an empirical measure 1/n Sigma(1)(n)delta(xi,t). In this paper we establish the moderate deviation principle for the empirical mean 1/n Sigma(1)(n)psi(x(i,t)) (...
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作者：Bai, ZD; Hu, FF
作者单位：Northeast Normal University - China; National University of Singapore; University of Virginia
摘要：This paper studies a very general urn model stimulated by designs in clinical trials, where the number of balls of different types added to the urn at trial n depends on a random outcome directed by the composition at trials 1, 2,..., n - 1. Patient treatments are allocated according to types of balls. We establish the strong consistency and asymptotic normality for both the urn composition and the patient allocation under general assumptions on random generating matrices which determine how b...
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作者：Schuhmacher, D
作者单位：University of Zurich
摘要：We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed processes behave approximately like Poisson processes for large T. In this article, under very similar assumptions, explicit upper bounds are given for the d(2)-distance between the corresponding point process distributions. A number of related results, and a...
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作者：Del Moral, P; Tindel, S
作者单位：Centre National de la Recherche Scientifique (CNRS); Universite Cote d'Azur; Universite de Lorraine
摘要：In this paper we investigate the speed of convergence of the fluctuations of a general class of Feynman-Kac particle approximation models. We design an original approach based on new Berry-Esseen type estimates for abstract martingale sequences combined with original exponential concentration estimates of interacting processes. These results extend the corresponding statements in the classical theory and apply to a class of branching and genealogical path-particle models arising in nonlinear f...
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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：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：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：Foley, RD; McDonald, DR
作者单位：University System of Georgia; Georgia Institute of Technology; University of Ottawa
摘要：We extend the Markov additive methodology developed in [Ann. Appl. Probab. 9 (1999) 110-145, Ann. Appl. Probab. 11 (2001) 596-607] to obtain the sharp asymptotics of the steady state probability of a queueing network when one of the nodes gets large. We focus on a new phenomenon we call a bridge. The bridge cases occur when the Markovian part of the twisted Markov additive process is one null recurrent or one transient, while the jitter cases treated in [Ann. Appl. Probab. 9 (1999) 110-145, An...
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作者：Arratia, R; Liggett, TM
作者单位：University of Southern California; University of California System; University of California Los Angeles
摘要：Given i.i.d. positive integer valued random variables D-1,..., D-n, one can ask whether there is a simple graph on n vertices so that the degrees of the vertices are D-1,..., D-n. We give sufficient conditions on the distribution of D-i for the probability that this be the case to be asymptotically 0, 2 or strictly between 0 and 2. These conditions roughly correspond to whether the limit of nP(D-i greater than or equal to n) is infinite, zero or strictly positive and finite. This paper is moti...
