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作者：Mountford, T; Guiol, H
作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA); Institut National Polytechnique de Grenoble
摘要：We prove a strong law of large numbers for the location of the second class particle in a totally asymmetric exclusion process when the process is started initially from a decreasing shock. This completes a study initiated in Ferrari and Kipnis [Ann. Inst. H. Poincare Probab. Statist. 13 (1995) 143-154].
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作者：Chan, HP
作者单位：National University of Singapore
摘要：A summation test is proposed to determine admissible types of gap penalties for logarithmic growth of the local alignment score. We also define a converging sequence of log moment generating functions that provide the constants associated with the large deviation rate and logarithmic strong law of the local alignment score and the asymptotic number of matches in the optimal local alignment.
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作者：Barbour, AD; Pugliese, A
作者单位：University of Zurich; University of Trento
摘要：We study the behavior of an infinite system of ordinary differential equations modeling the dynamics of a metapopulation, a set of (discrete) populations subject to local catastrophes and connected via migration under a mean field rule; the local population dynamics follow a generalized logistic law. We find a threshold below which all the solutions tend to total extinction of the metapopulation, which is then the only equilibrium; above the threshold, there exists a unique equilibrium with po...
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作者：Ekeland, I; Taflin, E
作者单位：University of British Columbia; CY Cergy Paris Universite; Ecole Internationale des Sciences du Traitement de linformation
摘要：We introduce a bond portfolio management theory based on foundations similar to those of stock portfolio management. A general continuous-time zero-coupon market is considered. The problem of optimal portfolios of zero-coupon bonds is solved for general utility functions, under a condition of no-arbitrage in the zero-coupon market. A mutual fund theorem is proved, in the case of deterministic volatilities. Explicit expressions are given for the optimal solutions for several utility functions.
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作者：Ben Arous, G; Cerny, J
作者单位：New York University; Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
摘要：Let E-i be a collection of i.i.d. exponential random variables. Bouchaud's model on Z is a Markov chain X(t) whose transition rates are given by w(ij) = vexp(-beta((1 - a)E-i - aE(j))) if i, j are neighbors in Z. We study the behavior of two correlation functions: P[X(t(w) + t) = X(t(w))] and P[X (t') = X (t(w)) for all t' epsilon [t(w), t(w) + t]]. We prove the (sub)aging behavior of these functions when beta > 1 and a epsilon [0, 1].
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作者：Hwang, CR; Hwang-Ma, SY; Sheu, SJ
作者单位：Academia Sinica - Taiwan; Soochow University - China
摘要：Roughly speaking, L-C is a perturbation of the self-adjoint L-0 by an antisymmetric operator C (.) del, where C is weighted divergence free. We prove that lambda(C) <= (0) and equality holds only in some rare situations. Furthermore, rho(C) <= lambda(C) and equality holds for C = 0. In other words, adding an extra drift, C(x), accelerates convergence. Related problems are also discussed.
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作者：Doney, RA; Maller, RA
作者单位：University of Manchester; Australian National University; Australian National University
摘要：The natural analogue for a Levy process of Cramer's estimate for a reflected random walk is a statement about the exponential rate of decay of the tail of the characteristic measure of the height of an excursion above the minimum. We establish this estimate for any Levy process with finite negative mean which satisfies Cramer's condition, and give an explicit formula for the limiting constant. Just as in the random walk case, this leads to a Poisson limit theorem for the number of high excursi...
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作者：Christophi, CA; Mahmoud, HM
作者单位：George Washington University
摘要：We investigate A, the distance between randomly selected pairs of nodes among n keys in a random trie, which is a kind of digital tree. Analytical techniques, such as the Mellin transform and an excursion between poissonization and depoissonization, capture small fluctuations in the mean and variance of these random distances. The mean increases logarithmically in the number of keys, but curiously enough the variance remains O (1), as n -> infinity. It is demonstrated that the centered random ...
