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作者：Berard, Jean; Ramirez, Alejandro F.
作者单位：Centre National de la Recherche Scientifique (CNRS); Ecole Centrale de Lyon; Institut National des Sciences Appliquees de Lyon - INSA Lyon; Universite Claude Bernard Lyon 1; Universite Jean Monnet; CNRS - National Institute for Mathematical Sciences (INSMI); Pontificia Universidad Catolica de Chile
摘要：We investigate the probabilities of large deviations for the position of the front in a stochastic model of the reaction X + Y -> 2X on the integer lattice in which Y particles do not move while X particles move as independent simple continuous time random walks of total jump rate 2. For a wide class of initial conditions, we prove that a large deviations principle holds and we show that the zero set of the rate function is the interval [0, nu vertical bar. where nu is the velocity of the fron...
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作者：Chatterjee, Sourav; Dey, Partha S.
作者单位：University of California System; University of California Berkeley
摘要：Stein's method for concentration inequalities was introduced to prove concentration of measure in problems involving complex dependencies such as random permutations and Gibbs measures. In this paper, we provide some extensions of the theory and three applications: (1) We obtain a concentration inequality for the magnetization in the Curie-Weiss model at critical temperature (where it obeys a nonstandard normalization and super-Gaussian concentration). (2) We derive exact large deviation asymp...
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作者：Balint, Andras
作者单位：Vrije Universiteit Amsterdam
摘要：For parameters p is an element of [0, 1] and q > 0 such that the Fortum Kasteleyn (FK) random-cluster measure Phi(Zd)(p,q) for Z(d) with parameters p and q is unique. the q-divide and color [DaC(q)] model on Z(d) is defined as follows First, we draw a bond confitmration with distribution Phi(Zd)(p,q) Then, to each (FK) cluster (i e. to every vertex in the FK cluster). independently for different FK clusters. we assign a spin value from the set {1, 2...s} in such a way that spin t has probabili...
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作者：Bryc, Wlodek; Wesolowski, Jacek
作者单位：University System of Ohio; University of Cincinnati; Warsaw University of Technology
摘要：We use orthogonality measures of Askey Wilson polynomials to construct Markov processes with linear regressions and quadratic conditional variances. Askey-Wilson polynomials are orthogonal martingale polynomials for these processes.
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作者：Valko, Benedek; Virag, Balint
作者单位：University of Wisconsin System; University of Wisconsin Madison; University of Toronto
摘要：We show that in the point process limit of the bolt eigenvalues of beta-ensembles of random matrices, the probability of having no eigenvalue ill a fixed interval of size lambda is given by (kappa beta + sigma(1))lambda(gamma beta) exp(-beta/64 lambda(2) + (beta/8-1/4)lambda) as lambda --> infinity, where gamma beta = 1/4(beta/2 + 2/beta -3) and kappa beta is an undetermined positive constant. This is a slightly corrected version of a prediction by Dyson 11 Math. Phys. 3 (1962) 157-1651. Our p...
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作者：Joulin, Alderic; Ollivier, Yann
作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Universite Federale Toulouse Midi-Pyrenees (ComUE); Institut National des Sciences Appliquees de Toulouse; Ecole Normale Superieure de Lyon (ENS de LYON)
摘要：We provide explicit nonasymptotic estimates for the rate of convergence of empirical means of Markov chains, together with a Gaussian or exponential control on the deviations of empirical means. These estimates hold under a positive curvature assumption expressing a kind of metric ergodicity, which generalizes the Ricci curvature from differential geometry and, on finite graphs, amounts to contraction under path coupling.
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作者：Nystrom, Kaj; Onskog, Thomas
作者单位：Umea University
摘要：The deterministic Skorohod problem plays an important role in the construction and analysis of diffusion processes with reflection. In the form studied here, the multidimensional Skorohod problem was introduced, in time-independent domains, by H. Tanaka [61] and further investigated by P.-L. Lions and A.-S. Sznitman [42] in their celebrated article. Subsequent results of several researchers have resulted in a large literature on the Skorohod problem in time-independent domains. In this article...
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作者：Sadel, Christian; Schulz-Baldes, Hermann
作者单位：University of Erlangen Nuremberg
摘要：A random Lie group action on a compact manifold generates a discrete time Markov process. The main object of this paper is the evaluation of associated Birkhoff sums in a regime of weak, but sufficiently effective coupling of the randomness. This effectiveness is expressed in terms of random Lie algebra elements and replaces the transience or Furstenberg's irreducibility hypothesis in related problems. The Birkhoff sum of any given smooth function then turns out to be equal to its integral w.r...
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作者：Astashkin, S. V.; Sukochev, F. A.
作者单位：Samara National Research University; University of New South Wales Sydney
摘要：Let X be a symmetric Banach function space on [0, 1] with the Kruglov property, and let f = {f(k)}(k=1)(n), n > 1 be an arbitrary sequence of independent random variables in X. This paper presents sharp estimates in the deterministic characterization of the quantities parallel to Sigma(n)(k=1) f(k)parallel to(X), parallel to(Sigma(n)(k=1)vertical bar f(k)vertical bar(p))(1/p)parallel to(X), 1 <= p < infinity, in terms of the sum of disjoint copies of individual terms of f. Our method is novel ...
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作者：Caravenna, Francesco; Giacomin, Giambattista
作者单位：University of Padua; Sorbonne Universite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Paris Cite
摘要：A copolymer is a chain of repetitive units (monomers) that are almost identical, but they differ in their degree of affinity for certain solvents. This difference leads to striking phenomena when the polymer fluctuates in a non-homogeneous medium, for example, made of two solvents separated by an interface. One may observe, for instance, the localization of the polymer at the interface between the two solvents. A discrete model of such system, based on the simple symmetric random walk on Z, ha...
