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作者：Boucheron, S; Bousquet, O; Lugosi, G; Massart, P
作者单位：Universite Paris Saclay; Centre National de la Recherche Scientifique (CNRS); Max Planck Society; Pompeu Fabra University; Universite Paris Saclay
摘要：A general method for obtaining moment inequalities for functions of independent random variables is presented. It is a generalization of the entropy method which has been used to derive concentration inequalities for such functions [Boucheron, Lugosi and Massart Anti. Probab. 31 (2003) 1583-1614], and is based on a generalized tensorization inequality due to Latala and Oleszkiewicz [Lecture Notes in Math. 1745 (2000) 147-168]. The new inequalities prove to be a versatile tool in a wide range o...
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作者：Anshelevich, M
作者单位：University of California System; University of California Riverside
摘要：Given a basis for a polynomial ring, the coefficients in the expansion of a product of some of its elements in terms of this basis are called linearization coefficients. These coefficients have combinatorial significance for many classical families of orthogonal polynomials. Starting with a stochastic process and using the stochastic measures machinery introduced by Rota and Wallstrom, we calculate and give an interpretation of linearization coefficients for a number of polynomial families. Th...
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作者：Holroyd, AE; Peres, Y
作者单位：University of British Columbia; University of California System; University of California Berkeley; University of California System; University of California Berkeley
摘要：Let Pi be an ergodic simple point process on R-d and let Pi* be its Palm version. Thorisson [Ann. Probab. 24 (1996) 2057-2064] proved that there exists a shift coupling of Pi and Pi*; that is, one can select a (random) point Y of Pi such that translating Pi by -Y yields a configuration whose law is that of Pi*. We construct shift couplings in which Y and Pi* are functions of Pi and prove that there is no shift coupling in which Pi is a function of Pi*. The key ingredient is a deterministic tra...
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作者：Hsing, T; Rootzén, H
作者单位：University System of Ohio; Ohio State University; Chalmers University of Technology
摘要：This paper considers the asymptotic distribution of the longest edge of the minimal spanning tree and nearest neighbor graph on X-1,..., X-Nn where X-1, X-2,... are i.i.d. in R-2 with distribution F and N-n is independent of the X-i and satisfies N-n/n --> (p) 1. A new approach based on spatial blocking and a locally orthogonal coordinate system is developed to treat cases for which F has unbounded support. The general results are applied to a number of special cases, including elliptically co...
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作者：Borgs, C; Chayes, JT; Van der Hofstad, R; Slade, G; Spencer, J
作者单位：Microsoft; University of British Columbia; Eindhoven University of Technology; New York University
摘要：In a previous paper we defined a version of the percolation triangle condition that is suitable for the analysis of bond percolation on a finite connected transitive graph, and showed that this triangle condition implies that the percolation phase transition has many features in common with the phase transition on the complete graph. In this paper we use a new and simplified approach to the lace expansion to prove quite generally that, for finite graphs that are tori, the triangle condition fo...
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作者：Nikeghbali, A; Yor, M
作者单位：Universite Paris Cite; Sorbonne Universite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
摘要：Recently, Williams [Bull. London Math. Soc. 34 (2002) 610-612]gave an explicit example of a random time rho associated with Brownian motion such that p is not a stopping time but EM rho = EM0 for every bounded martingale M. The aim of this paper is to characterize such random times, which we call pseudo-stopping times, and to construct further examples, using techniques of progressive enlargements of filtrations.
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作者：Léandre, R
作者单位：Universite Bourgogne Europe
摘要：We give two stochastic diffeologies on the free loop space which allow us to define stochastic equivariant cohomology theories in the Chen-Souriau sense and to establish a link with cyclic cohomology. With the second one, we can establish a stochastic fixed point theorem.
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作者：Flajolet, P; Gabarró, J; Pekari, H
作者单位：Universitat Politecnica de Catalunya
摘要：This article describes a purely analytic approach to urn models of the generalized or extended Polya-Eggenberger type, in the case of two types of balls and constant balance, that is, constant row sum. The treatment starts from a quasilinear first-order partial differential equation associated with a combinatorial renormalization of the model and bases itself on elementary conformal mapping arguments coupled with singularity analysis techniques. Probabilistic consequences in the case of subtra...
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作者：Afanasyev, VI; Geiger, J; Kersting, G; Vatutin, VA
作者单位：Russian Academy of Sciences; Steklov Mathematical Institute of the Russian Academy of Sciences; Goethe University Frankfurt; University of Kaiserslautern
摘要：We study branching processes in an i.i.d. random environment, where the associated random walk is of the oscillating type. This class of processes generalizes the classical notion of criticality. The main properties of such branching processes are developed under a general assumption, known as Spitzer's condition in fluctuation theory of random walks, and some additional moment condition. We determine the exact asymptotic behavior of the survival probability and prove conditional functional li...
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作者：Heveling, M; Last, G
作者单位：Helmholtz Association; Karlsruhe Institute of Technology
摘要：The paper considers a stationary point process N in Rd. A point-map picks a point of N in a measurable way. It is called bijective [Thorisson, H. (2000). Coupling, Stationarity, and Regeneration. Springer, New York] if it is generating (by suitable shifts) a bijective mapping on N. Mecke [Math. Nachr 65 (1975) 335-344] proved that the Palm measure of N is pointstationary in the sense that it is invariant under bijective point-shifts. Our main result identifies this property as being characteri...
