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作者：Marchand, R
作者单位：Universite de Lorraine
摘要：In this work we are interested in the variations of the asymptotic shape in first passage percolation on Z(2) according to the passage time distribution. Our main theorem extends a result proved by van den Berg and Kesten, which says that the time constant strictly decreases when the distribution of the passage time is modified in a certain manner (according to a convex order extending stochastic comparison). Van den Berg and Kesten's result requires, when the minimum r of the support of the p...
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作者：Dantzer, JF; Robert, P
作者单位：Universite Paris Saclay
摘要：The stability properties of the bandwidth allocation algorithm first fit are analyzed for the distributions concentrated on three sizes for the requests. We give the explicit expression of the ergodicity condition of this model; it involves a quadratic functional of the input parameters. The stochastic processes describing these systems are string valued Markov processes. The notion of a smooth random state is introduced. Starting from a smooth random state the fluid limits of the process can ...
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作者：Boucheron, S; Gamboa, F; Léonard, C
作者单位：Universite Paris Saclay; Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Universite Paris Nanterre
摘要：In the random allocation model, balls are sequentially inserted at random into n exchangeable bins. The occupancy score of a bin denotes the number of balls inserted in this bin. The (random) distribution of occupancy scores defines the object of this paper: the empirical occupancy measure which is a probability measure over the integers. This measure-valued random variable packages many useful statistics. This paper characterizes the large deviations of the flow of empirical occupancy measure...
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作者：Owen, MP
作者单位：Technische Universitat Wien
摘要：We provide the solution to a fusion of two fundamental problems in mathematical finance. The first problem is that of maximizing the expected utility of terminal wealth of an investor who holds a short position in a contingent claim, and the second is that of maximizing terminal wealth where the utility function allows the investor to have negative wealth. Under assumptions of reasonable asymptotic elasticity on the investor's utility function, we present an optimal investment theorem and simu...
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作者：Alsmeyer, G; Rösler, U
作者单位：University of Munster; University of Kiel
摘要：We consider the supercritical bisexual Galton-Watson process (BGWP) with promiscuous mating, that is, a branching process which behaves like an ordinary supercritical Galton-Watson process (GWP) as long as at least one male is born in each generation. For a certain example, it was pointed out by Daley, Hull and Taylor [J. Appl. Probab. 23 (1986) 585-600] that the extinction probability of such a BGWP apparently behaves like a constant times the respective probability of its asexual counterpart...
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作者：Assaf, D; Goldstein, L; Samuel-Cahn, E
作者单位：Hebrew University of Jerusalem; University of Southern California
摘要：Let X-i be nonnegative, independent random variables with finite expectation, and X-n* = max{X-1, ..., X-n}. The value EXn* is what can be obtained by a prophet. A mortal on the other hand, may use k greater than or equal to I stopping rules t(1), ..., t(k), yielding a return of E[max(i=1), ..., k X-ti]. For n greater than or equal to k the optimal return is V-k(n) (X-1, ..., X-n) = sup E[max(i=1) ,..., k X-ti] where the supremum is over all stopping rules t(1), ..., t(k) such that P(t(i) less...
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作者：Cranston, M; Scheutzow, M
作者单位：University of Rochester; Technical University of Berlin
摘要：We consider the growth rate of a collection of passive tracers moving in the plane under the influence of a random, fluctuating, velocity field. The velocity field we consider is a finite mode approximation to Kolmogorov velocity fields, which are commonly used as models for turbulent diffusion. We show that the diameter of the body of passive tracers grows linearly in time under the influence of these velocity fields.
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作者：Shen, L
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We discuss a class of anisotropic random walks in a random media on Z(d), d greater than or equal to 1, which have reversible transition kernels when the environment is fixed. The aim is to derive a strong law of large numbers and a functional central limit theorem for this class of models. The technique of the environment viewed from the particle does not seem to apply well in this setting. Our approach is based on the technique of introducing certain times similar to the regeneration times i...
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作者：Braverman, M; Mikosch, T; Samorodnitsky, G
作者单位：Ben-Gurion University of the Negev; University of Copenhagen; Cornell University; Cornell University
摘要：We study the tail behavior of the distribution of certain subadditive functionals acting on the sample paths of Levy processes. The functionals we consider have, roughly speaking, the following property: only the points of the process that lie above a certain curve contribute to the value of the functional. Our assumptions will make sure that the process ends up eventually below the curve. Our results apply to ruin probabilities, distributions of sojourn times over curves, last hitting times a...
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作者：François, O
作者单位：Communaute Universite Grenoble Alpes; Institut National Polytechnique de Grenoble
摘要：This article studies a stochastic model of an evolutionary algorithm that evolves a population of potential solutions to a minimization problem. The minimization process is based on two operators. First, each solution is regarded as an individual that attempts a random search on a graph, involving a probabilistic operator called exploration, The second operator is called selection. This deterministic operator creates interaction between individuals. The convergence of the evolutionary process ...
