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作者：Berglund, N; Gentz, B
作者单位：Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：Additive white noise may significantly increase the response of bistable systems to a periodic driving signal. We consider the overdamped motion of a Brownian particle in two classes of double-well potentials, symmetric and asymmetric ones. These potentials are modulated periodically in time with period 1/epsilon, where epsilon is a moderately (not exponentially) small parameter. We show that the response of the system changes drastically when the noise intensity sigma crosses a threshold valu...
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作者：Choi, KP; Xia, AH
作者单位：National University of Singapore; University of Melbourne
摘要：Let I-1, I-2, ..., I-n be independent Bernoulli random variables with P(I-i = 1) = 1 - P(I-i = 0) = p(i), 1 less than or equal to i less than or equal to n, and W = Sigma(i)(n) = (1) I-i, lambda = EW = Sigma(i)(n) = p(i). It is well known that if pi's are the same, then W follows a binomial distribution and if pi's are small, then the distribution of W, denoted by X W, can be well approximated by the Poisson(lambda). Define r = [lambda], the greatest integer less than or equal to lambda and se...
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作者：Cox, JT; Durrett, R
作者单位：Syracuse University; Cornell University
摘要：We study the stepping stone model on the two-dimensional torus. We prove several new hitting time results for random walks from which we derive some simple approximation formulas for the homozygosity in the stepping stone model as a function of the separation of the colonies and for Wright's genetic distance F-ST. These results confirm a result of Crow and Aoki (1984) found by simulation: in the usual biological range of parameters F-ST grows like the log of the number of colonies. In the othe...
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作者：Denuit, M; Müller, A
作者单位：Universite Catholique Louvain; Helmholtz Association; Karlsruhe Institute of Technology
摘要：The purpose of this paper is to show that many integral stochastic orders have a generator consisting of infinitely differentiable functions. This especially holds for all stochastic orders with characterizations via difference operators. The usefulness of this result is demonstrated in two applications relating to stochastic ordering of multivariate normal distributions and ordering of random vectors in a random environment.
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作者：Pham, H
作者单位：Sorbonne Universite; Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
摘要：We consider a controlled process governed by X-x,X-theta = x + integraltheta dS + H-theta, where S is a seznimartingale, Theta the set of control processes theta is a convex subset of L (S) and {H-theta : theta is an element of Theta} is a concave family of adapted processes with finite variation. We study the problem of minimizing the shortfall risk defined as the expectation of the shortfall (B - X-T(x, theta)) + weighted by some loss function, where B is a given nonnegative measurable rando...
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作者：Camia, F; De Santis, E; Newman, CM
作者单位：New York University; Sapienza University Rome; New York University
摘要：We analyze clustering and (local) recurrence of a standard Markov process model of spatial domain coarsening. The continuous time process, whose state space consists of assignments of +1 or -1 to each site in Z(2), is the zero-temperature limit of the stochastic homogeneous Ising ferromagnet (with Glauber dynamics): the initial state is chosen uniformly at random and then each site, at rate 1, polls its four neighbors and makes sure it agrees with the majority, or tosses a fair coin in case of...
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作者：Zachary, S; Ziedins, I
作者单位：Heriot Watt University; University of Auckland
摘要：This paper gives a refinement of the results of Hunt and Kurtz on the dynamical behavior of large loss networks. We introduce a Liapounov function technique which, under the limiting regime of Kelly, enables the unique identification of limiting dynamics in many applications. This technique considerably simplifies much previous work in this area. We further apply it to the study of the dynamical behavior of large single-resource loss systems under virtual partitioning, or dynamic trunk reserva...
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作者：Alves, OSM; Machado, FP; Popov, SY
作者单位：Universidade de Sao Paulo
摘要：We prove a shape theorem for a growing set of simple random walks on Z(d), known as the frog model. The dynamics of this process is described as follows: There are active particles, which perform independent discrete time SRWs, and sleeping particles, which do not move. When a sleeping particle is hit by an active particle, it becomes active too. At time 0 all particles are sleeping, except for that placed at the origin. We prove that the set of the original positions of all active particles, ...
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作者：Baldi, P; Caramellino, L
作者单位：University of Rome Tor Vergata
摘要：We consider a general one-dimensional diffusion process and we study the probability of crossing a boundary for the associated pinned diffusion as the time at which the conditioning takes place goes to zero. We provide asymptotics for this probability as well as a first order development. We consider also the cases of two boundaries possibly depending on the time. We give applications to simulation.
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作者：Bertoin, J
作者单位：Universite Paris Cite; Sorbonne Universite; Institut Universitaire de France; Sorbonne Universite; Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
摘要：The cornerstone of this work, which is partly motivated by the characterization of the so-called eternal additive coalescents by Aldous and Pitman, is an explicit expression for the general eternal solution to Smoluchowski's coagulation equation with additive kernel. This expression points at certain Levy processes with no negative jumps and more precisely at a stochastic model for aggregation based on such processes, which has been recently considered by Bertoin and Miermont and is known to b...
