4期

最新文章

• Weighted approximations of tail processes for β-mixing random variables AI翻译
  作者：Drees, H
  作者单位：Ruprecht Karls University Heidelberg
  摘要：While the extreme value statistics for i.i.d data is well developed, much less is known about the asymptotic behavior of statistical procedures in the presence of dependence. We establish convergence of the tail empirical processes to Gaussian limits for beta -mixing stationary time series. As a consequence, one obtains weighted approximations of the tail empirical quantile function that is based on a random sequence with marginal distribution belonging to the domain of attraction of an extrem...
• On the maximum workload of a queue fed by fractional Brownian motion AI翻译
  作者：Zeevi, AJ; Glynn, PW
  作者单位：Stanford University; Stanford University
  摘要：Consider a queue with a stochastic fluid input process modeled as fractional Brownian motion (fBM). When the queue is stable, we prove that the maximum of the workload process observed over an interval of length t grows like gamma (logt)(1/(2-2H)), where H > 1/2 is the self-similarity index (also known as the Hurst parameter) that characterizes the fBM and can be explicitly computed. Consequently, we also have that the typical time required to reach a level b grows like exp{b(2(1-H))}. We also...
• On the rate of mixing for p-shuffles AI翻译
  作者：Lalley, SP
  作者单位：University of Chicago
  摘要：The p-shuffle is a natural generalization of the dovetail shuffle. It is defined as follows. First, the deck is cut into a top stack and a bottom stack so that the distribution of the size of the top stack is Binomial (N, p), where N is the total number of cards in the deck Then, conditional on the outcome of the cut, the two stacks are riffled in such a way that all possible riffles (interleavings) of these two stacks are equally likely The main result of the paper is an asymptotic (N --> in...
• On the averaged dynamics of the random field Curie-Weiss model AI翻译
  作者：Fontes, LR; Mathieu, P; Picco, P
  作者单位：Universidade de Sao Paulo; Aix-Marseille Universite; Aix-Marseille Universite
  摘要：We describe the averaged over the disordered dynamics for the random field Curie-Weiss model. We consider both the magnetization and the full spin dynamics. Our approach is based on spectral asymptotics and includes results on the random fluctuations of eigenvalues and eigenvectors.
• Mixed percolation as a bridge between site and bond percolation AI翻译
  作者：Chayes, L; Schonmann, RH
  作者单位：University of California System; University of California Los Angeles
  摘要：By using mixed percolation as a bridge between site and band percolation, me derive a nem inequality between the critical points of these processes that is optimal in a certain sense, We also extend a result on the crossover exponent of bond-diluted Potts models to site-diluted Potts models. Same new results about the critical line in mixed percolation are also proved.
• Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients AI翻译
  作者：Huebner, M; Lototsky, S
  作者单位：Michigan State University; Massachusetts Institute of Technology (MIT)
  摘要：In this paper we construct a kernel estimator of a time-varying coefficient of a strongly elliptic partial differential operator in a stochastic parabolic equation. The equation is assumed diagonalizable; that is, all the operators have a common system of eigenfunctions. The mean-square convergence of the estimator is established. The rate of convergence is determined both by the smoothness of the true coefficient and by the asymptotics of the eigenvalues of the operators in the equation.
• Nonuniform random transformations AI翻译
  作者：O'Cinneide, CA; Pokrovskii, AV
  作者单位：Purdue University System; Purdue University; University College Cork
  摘要：With a given transformation on a finite domain, we associate a three-dimensional distribution function describing the component size, cycle length and trajectory length of each point in the domain. We then consider a random transformation on the domain, in which images of points are independent and identically distributed. The three-dimensional distribution function associated with this random transformation is itself random. We show that, under a simple homogeneity condition on the distributi...
• Fractional Brownian motions in a limit of turbulent transport AI翻译
  作者：Fannjiang, A; Komorowski, T
  作者单位：University of California System; University of California Davis; Maria Curie-Sklodowska University; Polish Academy of Sciences
  摘要：We show that the motion of a particle advected by a random Gaussian velocity held with long-range correlations converges to a fractional Brownian motion in the long time limit.
• The large deviations of a multi-allele Wright-Fisher process mapped on the sphere AI翻译
  作者：Papangelou, F
  作者单位：University of Manchester; National & Kapodistrian University of Athens
  摘要：This is the fourth in a series of papers devoted to the study of the large deviations of a Wright-Fisher process modeling the genetic evolution of a reproducing population. Variational considerations imply that if the process undergoes a large deviation, then it necessarily follows closely a definite path from its original to its current state. The favored paths were determined previously for a one-dimensional process subject to oneway mutation or natural selection, respectively, acting on a f...
• Asymptotic optimality of tracking policies in stochastic networks AI翻译
  作者：Bäuerle, N
  作者单位：Ulm University
  摘要：Control problems in stochastic queuing networks are hard to solve. However, it is well known that the fluid model provides a useful approximation to the stochastic network. We will formulate a general class of control problems in stochastic queuing networks and consider the corresponding fluid optimization problem (F) which is a deterministic control problem and often easy to solve. Contrary to previous literature, our cost rate function is rather general. The value function of (F) provides an...