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作者:Piau, D
作者单位:Universite Claude Bernard Lyon 1
摘要:The immortal branching Markov process (iBMP) is a modification of the usual branching model, in which each particle of generation 17 is counted, in addition to its offspring, as a member of generation n + 1, its state being unchanged. When the number of offspring is Bernoulli, iBMP accounts, for instance, for the variability of the biological sequences that are produced by polymerase chain reactions (PCRs). This variability is due to the mutations and to the incomplete replications that affect...
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作者:Barlow, MT
作者单位:University of British Columbia
摘要:We obtain Gaussian upper and lower bounds on the transition density q(t)(x, y) of the continuous time simple random walk on a supercritical percolation cluster C(infinity) in the Euclidean lattice. The bounds, analogous to Aronsen's bounds for uniformly elliptic divergence form diffusions, hold with constants c(i) depending only on p (the percolation probability) and d. The irregular nature of the medium means that the bound for q(t) (x, (.)) holds only for t greater than or equal to S(x) (ome...
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作者:Luschgy, H; Pagès, G
作者单位:Universitat Trier; Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Sorbonne Universite
摘要:The sharp asymptotics for the L-2-quantization errors of Gaussian measures on a Hilbert space and, in particular, for Gaussian processes is derived. The condition imposed is regular variation of the eigenvalues.
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作者:Lutwak, E; Yang, D; Zhang, GY
作者单位:New York University; New York University Tandon School of Engineering
摘要:It is shown that the product of the Renyi entropies of two independent random vectors provides a sharp lower bound for the expected value of the moments of the inner product of the random vectors. This new inequality contains important geometry (such as extensions of one of the fundamental affine isoperimetric inequalities, the Blaschke-Santalo inequality).
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作者:Chen, X
作者单位:University of Tennessee System; University of Tennessee Knoxville
摘要:Let alpha([0, 1](P)) denote the intersection local time of p independent d-dimensional Brownian motions running up to the time 1. Under the conditions p(d - 2) < d and d greater than or equal to 2, we prove lim(t-->infinity) t(-1) logP{alpha([0, 1](P)) greater than or equal to t((d(p-1))/2)} = -gammaalpha(d, p) with the right-hand side being identified in terms of the the best constant of the Gagliardo-Nirenberg inequality. Within the scale of moderate deviations, we also establish the precise...
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作者:Shmaya, E; Solan, E
作者单位:Tel Aviv University; Northwestern University
摘要:We prove that every two-player nonzero-sum stopping game in discrete time admits an e-equilibrium in randomized strategies for every epsilon > 0. We use a stochastic variation of Ramsey's theorem, which enables us to reduce the problem to that of studying properties of epsilon-equilibria in a simple class of stochastic games with finite state space.
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作者:Janson, S; Mossel, E
作者单位:Uppsala University; University of California System; University of California Berkeley
摘要:Consider a Markov chain on an infinite tree T = (V, E) rooted at rho. In such a chain, once the initial root state a(p) is chosen, each vertex iteratively chooses its state from the one of its parent by an application of a Markov transition rule (and all such applications are independent). Let mu(j) denote the resulting measure for sigma(rho) = j. The resulting measure mu(j) is defined on configurations sigma = (sigma(x))(xis an element ofV) is an element of A(V), where A is some finite set. L...
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作者:Chen, LHY; Shao, QM
作者单位:National University of Singapore; National University of Singapore; University of Oregon
摘要:We establish both uniform and nonuniform error bounds of the Berry-Esseen type in normal approximation under local dependence. These results are of an order close to the best possible if not best possible. They are more general or sharper than many existing ones in the literature. The proofs couple Stein's method with the concentration inequality approach.
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作者:Hennion, H; Hervé, L
作者单位:Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite de Rennes; Universite de Rennes
摘要:Let M be a noncompact metric space in which every closed ball is compact, and let G be a semigroup of Lipschitz mappings of M. Denote by (Y-n)(ngreater than or equal to1) a sequence of independent G-valued, identically distributed random variables (r.v.'s), and by Z an M-valued r.v. which is independent of the r.v. Y-n, n greater than or equal to 1. We consider the Markov chain (Z(n))(ngreater than or equal to0) with state space M which is defined recursively by Z(0) = Z and Z(n+1) = Y(n+1)Z(n...
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作者:Jeganathan, P
作者单位:Indian Statistical Institute; Indian Statistical Institute Bangalore
摘要:Consider a sequence X-k = Sigma(j=0) (infinity) c(j)xi(k-j) k greater than or equal to 1, where c(j), j greater than or equal to 0, is a sequence of constants and xi(j), -infinity < j < infinity, is a sequence of independent identically distributed (i.i.d.) random variables (r.v.s) belonging to the domain of attraction of a strictly stable law with index 0 < alpha < 2. Let S-k = Sigma(j=1)(k) X-j. Under suitable conditions on the constants c(j) it is known that for a suitable normalizing const...