The Annals of Probability

最新文章

• Strong approximation of maxima by extremal processes AI翻译
  作者：Fahrner, I; Stadtmüller, U
  作者单位：Ulm University
  摘要：Extending results by P. Deheuvels of 1981-1983 we give strong approximation results for sample maxima by simple transformations of extremal processes and discuss the quality of the approximations. The limiting process becomes stationary after a transformation of the argument.
• On concentration of distributions of random weighted sums AI翻译
  作者：Bobkov, SG
  作者单位：University of Minnesota System; University of Minnesota Twin Cities
  摘要：For noncorrelated random variables, we study the rate of approximation of distributions of weighted sums by typical distributions.
• Scaling limit of stochastic dynamics in classical continuous systems AI翻译
  作者：Grothaus, M; Kondratiev, YG; Lytvynov, E; Röckner, M
  作者单位：University of Bielefeld; University of Bonn; University of Bielefeld; National Academy of Sciences Ukraine; Institute of Mathematics of NASU
  摘要：We investigate a scaling limit of gradient Stochastic dynamics associated with Gibbs states in classical continuous systems on R-d, d greater than or equal to 1. The aim is to derive macroscopic quantities from a given microscopic or mesoscopic system. The scaling we consider has been investigated by Brox (in 1980), Rost (in 1981), Spohn (in 1986) and Guo and Papanicolaou (in 1985), under the assumption that the underlying potential is in C-0(3) and positive. We prove that the Dirichlet forms ...
• The point of view of the particle on the law of large numbers for random walks in a mixing random environment AI翻译
  作者：Rassoul-Agha, F
  作者单位：University System of Ohio; Ohio State University
  摘要：The point of view of the particle is an approach that has proven very powerful in the study of many models of random motions in random media. We provide a new use of this approach to prove the law of large numbers in the case of one or higher-dimensional, finite range, transient random walks in mixing random environments. One of the advantages of this method over what has been used so far is that it is not restricted to i.i.d. environments.
• An assignment problem at high temperature AI翻译
  作者：Talagrand, M
  作者单位：Sorbonne Universite
  摘要：Physicists have studied the stochastic assignment problem using ideas from statistical mechanics. For a version of this problem, we give, at high enough temperature, a complete proof of the existence of the structure they predict.
• Recurrence and transience of branching diffusion processes on Riemannian manifolds AI翻译
  作者：Grigor'yan, A; Kelbert, M
  作者单位：Imperial College London; Swansea University; Russian Academy of Sciences; Institute of Earthquake Prediction Theory & Mathematical Geophysics
  摘要：We relate the recurrence and transience of a branching diffusion process on a Riemannian manifold M to some properties of a linear elliptic operator on M (including spectral properties). There is a trade-off between the tendency of the transient Brownian motion to escape and the birth process of the new particles. If the latter has a high enough intensity then it may override the transience of the Brownian motion, leading to the recurrence of the branching process, and vice versa. In the case ...
• Invariant manifolds for stochastic partial differential equations AI翻译
  作者：Duan, JQ; Lu, KN; Schmalfuss, B
  作者单位：Illinois Institute of Technology; Chinese Academy of Sciences; University of Science & Technology of China, CAS; Brigham Young University; Michigan State University
  摘要：Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite- and infinite-dimensional autonomous deterministic systems and for stochastic ordinary differential equations is relatively mature. In this paper, we present a unified theory of invariant manifolds for infinite-dimensional random dynamical systems generated by stochastic partial differential equations. We first introduce a random...
• Optimal consumption from investment and random endowment in incomplete semimartingale markets AI翻译
  作者：Karatzas, I; Zikovic, G
  作者单位：Columbia University; Columbia University
  摘要：We consider the problem of maximizing expected utility from consumption in a constrained incomplete semimartingale market with a random endowment process, and establish a general existence and uniqueness result using techniques from convex duality. The notion of asymptotic elasticity of Kramkov and Schachermayer is extended to the time-dependent case. By imposing no smoothness requirements on the utility function in the temporal argument, we can treat both pure consumption and combined consump...
• Limit behavior of the Bak-Sneppen evolution model AI翻译
  作者：Meester, R; Znamenski, D
  作者单位：Vrije Universiteit Amsterdam
  摘要：One of the key problems related to the Bak-Sneppen evolution model on the circle is computing the limit distribution of the fitness at a fixed observation vertex in the stationary regime as the size of the system tends to infinity. Some simulations have suggested that this limit distribution is uniform on (f, 1) for some f similar to 2/3. In this article, we prove that the mean of the fitness in the stationary regime is bounded away from 1, uniformly in the size of the system, thereby establis...
• Symmetrization approach to concentration inequalities for empirical processes AI翻译
  作者：Panchenko, D
  作者单位：Massachusetts Institute of Technology (MIT)
  摘要：We introduce a symmetrization technique that allows us to translate a problem of controlling the deviation of some functionals on a product space from their mean into a problem of controlling the deviation between two independent copies of the functional. As an application we give a new easy proof of Talagrand's concentration inequality for empirical processes, where besides symmetrization we use only Talagrand's concentration inequality on the discrete cube {0, 1}(n). As another application o...