The Annals of Probability

最新文章

• Classification of killed one-dimensional diffusions AI翻译
  作者：Martínez, S; Martín, JS
  作者单位：Universidad de Chile
  摘要：We show necessary and sufficient conditions for R-recurrence and R-positivity of one-dimensional diffusions killed at the origin. These conditions are stated in terms of the bottom eigenvalue function.
• Weak convergence results for the Kakutani interval splitting procedure AI翻译
  作者：Pyke, R; Van Zwet, WR
  作者单位：University of Washington; University of Washington Seattle; Leiden University; Leiden University - Excl LUMC
  摘要：This paper obtains the weak convergence of the empirical processes of both the division points and the spacings that result from the Kakutani interval splitting model. In both cases, the limit processes are Gaussian. For the division points themselves, the empirical processes converge to a Brownian bridge as they do for the usual uniform splitting model, but with the striking difference that its standard deviations are about one-half as large. This result gives a clear measure of the degree of...
• A general nonconvex large deviation result II AI翻译
  作者：De Acosta, A
  作者单位：University System of Ohio; Case Western Reserve University
  摘要：We refine the conditions for the lower bound in an abstract large deviation result with nonconvex rate function we had previously introduced. We apply the results to certain stochastic recursive schemes.
• Convergence to equilibrium of conservative particle systems on Zd AI翻译
  作者：Landim, C; Yau, HT
  作者单位：Universite de Rouen Normandie; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); New York University
  摘要：We consider the Ginzburg-Landau process on the lattice Z(d) whose potential is a bounded perturbation of the Gaussian potential. We prove that the decay rate to equilibrium in the variance sense is t(-d/2) up to a logarithmic correction, for any function a with finite triple norm; that is, \\\u\\\ = Sigma(xis an element ofzd) \\partial derivative(etax)u\\(infinity) < infinity.
• An equivalence of H-1 norms for the simple exclusion process AI翻译
  作者：Sethuraman, S
  作者单位：Iowa State University
  摘要：Resolvent H-1 norms with respect to simple exclusion processes play an important role in many problems with respect to additive functionals, tagged particles, and hydrodynamics, among other concerns. Here, general translation-invariant finite-range simple exclusion processes with and without a distinguished particle are considered. For the standard system of indistinguishable particles, it is proved that the corresponding H-1 norms are equivalent, in a sense, to the H-1 norms of a nearest-neig...
• Probabilistic models for vortex filaments based on fractional Brownian motion AI翻译
  作者：Nualart, D; Rovira, C; Tindel, S
  作者单位：University of Barcelona; Universite Paris 13
  摘要：We consider a vortex structure based on a three-dimensional fractional Brownian motion with Hurst parameter H > (1)/(2). We show that the energy H has moments of any order under suitable conditions. When H epsilon ((1)/(2), (1)/(3)) we prove that the intersection energy H-xy can be decomposed into four terms, one of them being a weighted self-intersection local time of the fractional Brownian motion in R-3.
• On the distribution of the square integral of the Brownian bridge (vol 30, pg 253, 2002) AI翻译
  作者：Tolmatz, L
• Concentration inequalities using the entropy method AI翻译
  作者：Boucheron, S; Lugosi, G; Massart, P
  作者单位：Universite Paris Saclay; Centre National de la Recherche Scientifique (CNRS); Pompeu Fabra University
  摘要：We investigate a new methodology, worked out by Ledoux and Massart, to prove concentration-of-measure inequalities. The method is based on certain modified logarithmic Sobolev inequalities. We provide some very simple and general ready-to-use inequalities. One of these inequalities may be considered as an exponential version of the Efron-Stein inequality. The main purpose of this paper is to point out the simplicity and the generality of the approach. We show how the new method can recover man...
• Strong solutions to the stochastic quantization equations AI翻译
  作者：Da Prato, G; Debussche, A
  作者单位：Scuola Normale Superiore di Pisa
  摘要：We prove the existence and uniqueness of a strong solution of the stochastic quantization equation in dimension 2 for almost all initial data with respect to the invariant measure. The method is based on a fixed point result in suitable Besov spaces.
• The lowest crossing in two-dimensional critical percolation AI翻译
  作者：Van den Berg, J; Járai, AA
  作者单位：Centrum Wiskunde & Informatica (CWI); University of British Columbia
  摘要：We study the following problem for critical site percolation on the triangular lattice. Let A and B be sites on a horizontal line e separated by distance n. Consider, in the half-plane above e, the lowest occupied crossing R-n from the half-line left of A to the half-line right of B. We show that the probability that R-n has a site at distance smaller than m from AB is of order (log(n/m))(-1), uniformly in 1 less than or equal to m less than or equal to n/2. Much of our analysis can be carried...