2期

最新文章

• Solving Landau equation for some soft potentials through a probabilistic approach AI翻译
  作者：Guérin, H
  作者单位：Universite Paris Nanterre
  摘要：This article deals with a way to solve the spatially homogeneous Landau equation using probabilistic tools. Thanks to the study of a nonlinear stochastic differential equation driven by a space-time white noise, we state the existence of a measure solution of the Landau equation with probability measure initial data, for a generalization of the Maxwellian molecules case. Then, by approximation of the Landau coefficients, the first result helps us to state the existence of a measure solution fo...
• Algebraic convergence of Markov chains AI翻译
  作者：Chen, MF; Wang, YZ
  作者单位：Beijing Normal University
  摘要：Algebraic convergence in the L-2-sense is studied for general time-continuous, reversible Markov chains with countable state space, and especially for birth-death chains. Some criteria for the convergence are presented. The results are effective since the convergence region can be completely covered, as illustrated by two examples.
• Transient Markov arrival processes AI翻译
  作者：Latouche, G; Remiche, MA; Taylor, P
  作者单位：Universite Libre de Bruxelles; Universite Libre de Bruxelles; University of Melbourne
  摘要：We define the family of transient Markov arrival processes (transient MAPS) which combine features of transient (or terminating) renewal processes and of the well-known MAPS: transient MAPS are point processes on the line, controlled by a finite Markov chain, which almost surely comprise a finite number of points. We analyze their basic properties.
• Partial immunization processes AI翻译
  作者：Stacey, A
  作者单位：University of Cambridge
  摘要：Partial immunization processes are generalizations of the contact process in which the susceptibility of a site to infection depends on whether or not it has been previously infected. Such processes can exhibit a phase of weak survival, in which the process survives but drifts off to infinity, even on graphs such as Z(d), where no such phase exists for the contact process. We establish that whether or not strong survival occurs depends only on the rate at which sites are reinfected and not on ...
• A complete explicit solution to the log-optimal portfolio problem AI翻译
  作者：Goll, T; Kallsen, J
  作者单位：University of Freiburg
  摘要：D. Kramkov and W. Schachermayer [Ann. Appl. Probab. 9 (1999) 904950] proved the existence of log-optimal portfolios under weak assumptions in a very general setting. For many-but not all-cases, T. Goll and J. Kallsen [Stochastic Process. Appl. 89 (2000) 31-48] obtained the optimal solution explicitly in terms of the semimartingale characteristics of the price process. By extending this result, this paper provides a complete explicit characterization of log-optimal portfolios without constraint...
• Harmonic moments and large deviation rates for supercritical branching processes AI翻译
  作者：Ney, PE; Vidyashankar, AN
  作者单位：University of Wisconsin System; University of Wisconsin Madison; University System of Georgia; University of Georgia
  摘要：Let {Z(n), n greater than or equal to 1) be a single type supercritical Galton-Watson process with mean EZ(1) equivalent to m initiated by a single ancestor. This paper studies the large deviation behavior of the sequence {R-n equivalent to (Zn)-(Zn+1) : n greater than or equal to 1} and establishes a phase transition in rates depending on whether r, the maximal number of moments possessed by the offspring distribution, is less than, equal to or greater than the Schroder constant alpha. This i...
• The stepping stone model: New formulas expose old myths (vol 12, pg 1348, 2002) AI翻译
  作者：Cox, T; Durrett, R
  作者单位：Syracuse University; Cornell University
• Relaxation time of anisotropic simple exclusion processes and quantum Heisenberg models AI翻译
  作者：Caputo, P; Martinelli, F
  作者单位：Roma Tre University
  摘要：Motivated by an exact mapping between anisotropic half integer spin quantum Heisenberg models and asymmetric diffusions on the lattice, we consider an anisotropic simple exclusion process with N particles in a rectangle of Z(2). Every particle at row h tries to jump to an arbitrary empty site at row h +/- 1 with rate q(+1), where q is an element of (0, 1) is a measure of the drift driving the particles toward the bottom of the rectangle. We prove that the spectral gap of the generator is unifo...
• A degenerate central limit theorem for single resource loss systems AI翻译
  作者：Fricker, C; Robert, P; Tibi, D
  作者单位：Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Sorbonne Universite; Universite Paris Cite
  摘要：Loss networks in heavy traffic under Kelly's scaling are analyzed. In the case of a single node and R classes of calls, a degenerate diffusion approximation theorem around the corresponding fluid limit in an (R - 1)-dimensional hyperplane is proved.
• Convergence to equilibrium for granular media equations and their Euler schemes AI翻译
  作者：Malrieu, F
  摘要：We introduce a new interacting particle system to investigate the behavior of the nonlinear, nonlocal diffusive equation already studied by Benachour et al. [3, 4]. We first prove an uniform (with respect to time) propagation of chaos. Then, we show that the solution of the nonlinear PDE converges exponentially fast to equilibrium recovering a result established by an other way by Carrillo, McCann and Vilanni [7]. At last we provide explicit and Gaussian confidence intervals for the convergenc...