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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：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：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：Cavazos-Cadena, R; Hernández-Hernández, D
作者单位：CIMAT - Centro de Investigacion en Matematicas
摘要：This work concerns controlled Markov chains with finite state and action spaces. The transition law satisfies the simultaneous Doeblin condition, and the performance of a control policy is measured by the (long-run) risk-sensitive average cost criterion associated to a positive, but otherwise arbitrary, risk sensitivity coefficient. Within this context, the optimal risk-sensitive average cost is characterized via a minimization problem in a finite-dimensional Euclidean space.
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作者：Garet, O; Marchand, R
作者单位：Universite de Orleans; Universite de Lorraine
摘要：We study the problem of coexistence in a two-type competition model governed by first-passage percolation on Z(d) or on the infinite cluster in Bernoulli percolation. We prove for a large class of ergodic stationary passage times that for distinct points x, y is an element of Z(d), there is a strictly positive probability that {z is an element of Z(d); d(y, z) < d(x, z)} and {z is an element of Z(d); d(y, z) > d(x, z)} are both infinite sets. We also show that there is a strictly positive prob...
