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作者：Durrett, R
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作者：Li, D; Rogers, TD
作者单位：Lakehead University; University of Alberta
摘要：Let D subset of or equal to (-infinity, infinity) be a dosed domain and set xi = inf{x; x is an element of D}. Let the sequence X-(n) = {X-j((n)); j greater than or equal to 1}, n greater than or equal to 1 be associated with the sequence of measurable iterated functions f (n)(x(1), x(2), ..., x(kn)): D-kn -> D (k(n) greater than or equal to 2), n greater than or equal to 1 and some initial sequence X-(0) = {X-j((0)); j greater than or equal to 1} of stationary and m-dependent random variables...
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作者：Jagers, P
作者单位：Chalmers University of Technology; University of Gothenburg
摘要：A (general) branching process, where individuals need not reproduce independently, satisfies a homogeneous growth condition if, vaguely, one would not expect the progeny from any one individual to make out more than its proper fraction of the whole population at any time in the future. This notion is made precise, and it is shown how it entails classical Malthusian growth in supercritical cases, in particular for population size-dependent Bienayme-Galton-Watson and Markov branching processes, ...
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作者：Spivak, G; Cvitanic, J
作者单位：Columbia University
摘要：In the framework of continuous-time, Ito processes models for financial markets, we study the problem of maximizing the probability of an agent's wealth at time T being no less than the value C of a contingent claim with expiration time T. The solution to the problem has been known in the context of complete markets and recently also for incomplete markets; we rederive the complete markets solution using a powerful and simple duality method, developed in utility maximization literature. We the...
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作者：Cao, J; Worsley, K
作者单位：Alcatel-Lucent; Lucent Technologies; AT&T; McGill University
摘要：We introduce two new types of random field. The cross correlation field R(s, t) is the usual sample correlation coefficient for a set of pairs of Gaussian random fields, one sampled at point s is an element of R-M, the other sampled at point t is an element of R-M. The homologous correlation field is defined as R(t) = R(t, t), that is, the diagonal of the cross correlation field restricted to the same location s = t. Although the correlation coefficient can be transformed pointwise to a t-stat...
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作者：Pittel, B
作者单位：University System of Ohio; Ohio State University
摘要：For various global characteristics of large ge size combinatorial structures, such as graphs, trees, one can usually estimate the mean and the variance, and also obtain a recurrence for the generating function, with the structure size n serving as the recursive parameter As a heuristic principle based on our experience, we claim that such a characteristic is asymptotically normal if the mean and the variance are nearly linear in n. The technical reason is that in such a case the moment generat...
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作者：Coutin, L; Decreusefond, L
作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier; IMT - Institut Mines-Telecom; IMT Atlantique
摘要：We develop the filtering theory in the case where both the signal and the observation are solutions of some stochastic differential equation driven by a multidimensional fractional Brownian motion. We show that the classical approach fails to give a closed equation for the filter and we develop another approach using an auxiliary process-valued semimartingale which solves this problem theoretically.
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作者：Donnelly, P; Kurtz, TG
作者单位：University of Oxford; University of Wisconsin System; University of Wisconsin Madison
摘要：Infinite population genetic models with general type space incorporating mutation, selection and recombination are considered. The Fleming-Viot measure-valued diffusion is represented in terms of a countably infinite-dimensional process. The complete genealogy of the population at each time can be recovered from the model. Results are given concerning the existence of stationary distributions and ergodicity and absolute continuity of the stationary distribution for a model vith selection with ...
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作者：Häggström, O
作者单位：Chalmers University of Technology
摘要：The fuzzy Potts model arises by taking the q-state Potts model, then identifying r of the Potts spins with the fuzzy spin 0, and the remaining q - r Potts spins with the fuzzy spin 1. Here we extend a result of Chayes by showing that the fuzzy Potts model has positive correlations. We also give an application to the percolation-theoretic behavior of the Potts model on Z(2).
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作者：Bhattacharya, R
作者单位：Indiana University System; Indiana University Bloomington
摘要：Consider diffusions on R-k, k > 1, governed by the It (o) over cap equation dX(t) = {b(X(t)) + beta(X(t)/a)} dt + sigma dB(t), where b, beta are periodic with the same period and are divergence free, cr is nonsingular and a is a large integer. Two distinct Gaussian phases occur as time progresses. The initial phase is exhibited over times 1 much less than t much less than a(2/3). Under a geometric condition on the velocity field beta, the final Gaussian phase occurs for times t much greater th...
