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作者：Boutsikas, MV; Koutras, MV
作者单位：University of Piraeus
摘要：Let X-1, X-2,..., X-n be a sequence of integer-valued random variables that are either associated or negatively associated. We present a simple upper bound for the distance between the distribution of the sum of X-i and a sum of n independent random variables with the same marginals as X-i. An upper bound useful for establishing a compound Poisson approximation for Sigma X-n(i=1)i is also provided. The new bounds are of the same order as the much acclaimed Stein-Chen bound.
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作者：Méléard, S
作者单位：Universite Paris Nanterre
摘要：We consider the Navier-Stokes equation in dimension 2 and more precisely the vortex equation satisfied by the curl of the velocity field. We show the relation between this equation and a nonlinear stochastic differential equation. Next we use this probabilistic interpretation to construct approximating interacting particle systems which satisfy a propagation of chaos property: the laws of the empirical measures tend, as the number of particles tends to infinity, to a deterministic law for whic...
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作者：Fleischmann, K; Klenke, A
作者单位：Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; University of Erlangen Nuremberg
摘要：In this paper we investigate the structure of the equilibrium state of three-dimensional catalytic super-Brownian motion where the catalyst is itself a classical super-Brownian motion. We show that the reactant has an infinite local biodiversity or genetic abundance. This contrasts to the finite local biodiversity of the equilibrium of classical super-Brownian motion. Another question we address is that of extinction of the reactant in finite time or in the long-time Limit in dimensions d = 2,...
