-
作者：Grigorescu, I
作者单位：McMaster University
摘要：It has been shown that for a system of Brownian motions with local interaction considered in a diffusive scaling, under some regularity assumptions on the initial profile, the tagged particle process converges to a diffusion. We provide a sufficient condition for granting both the existence and the uniqueness of the tagged particle process for an arbitrary initial profile.
-
作者：Pisztora, A; Povel, T
作者单位：Carnegie Mellon University; Massachusetts Institute of Technology (MIT)
摘要：We consider a one-dimensional random walk (X-n)(n x N) in a random environment of zero or strictly positive drifts. We establish a full large deviation principle for X-n/n of the correct order n/(log n)(2) in the low speed regime, valid for almost every environment. This completes the large deviation picture obtained earlier by Greven and den Hollander and Gantert and Zeitouni in the case of zero and positive drifts. The proof uses coarse graining along with concentration of measure techniques.
-
作者：Kallenberg, O
作者单位：Auburn University System; Auburn University
摘要：For a simple point process Xi on a suitable topological space, the associated Palm distribution at a point s may be approximated by the conditional distribution, given that Xi hits a small neighborhood of s. To study the corresponding approximation problem for more general random sets, we develop a general duality theory, which allows the Palm distributions with respect to an associated random measure to be expressed in terms of conditional densities with suitable martingale and continuity pro...
-
作者：de la Peña, VH
作者单位：Columbia University
摘要：In this paper we introduce a technique for obtaining exponential inequalities, with particular emphasis placed on results involving ratios. Our main applications consist of approximations to the tail probability of the ratio of a martingale over its conditional variance (or its quadratic variation for continuous martingales). We provide examples that strictly extend several of the classical exponential inequalities for sums of independent random variables and martingales. The spirit of this ap...
-
作者：Pitman, J
作者单位：University of California System; University of California Berkeley
摘要：Let B be a standard one-dimensional Brownian motion started at 0. Let L-t,L-v(\B\) be the occupation density of \B\ at level v up to time t. The distribution of the process of local times (L-t,L-v(\B\), v greater than or equal to 0) conditionally given B-t = 0 and L-t,L-0(\B\) = l is shown to be that of the unique strong solution X of the Ito SDE, dX(v) = {4 - X-v(2)(t - integral(0)(v) X-u du)(-1)}dv + 2 root X-v dB(v)on the interval [0, V-t(X)) where V-t(X) := inf{v: integral(0)(v)X(u) du = t...
-
作者：Bloznelis, M
作者单位：Vilnius University; Vilnius University
摘要：A general and precise Berry-Esseen bound is proved for the Studentized mean based on N random observations drawn without replacement from a finite population. The bound yields the optimal rate O(N-1/2) under minimal conditions. If the Erdos-Renyi condition holds this bound implies the asymptotic normality of Student's statistic and the self-normalized sum.
-
作者：Brossard, J; Leuridan, C
作者单位：Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA)
-
作者：Erhardsson, T
作者单位：Royal Institute of Technology
摘要：Let eta be a stationary Harris recurrent Markov chain on a Polish state space (S,F), with stationary distribution mu. Let Psi(n):= Sigma(i=1)(n) I(eta(i) is an element of S-1} be the number of visits to S-1 is an element of F by eta, where S-1 is rare in the sense that mu(S-1) is small. We want to find an approximating compound Poisson distribution for L(Psi(n)), such that the approximation error, measured using the total variation distance, can be explicitly bounded with a bound of order not ...
-
作者：Imkeller, P; Scheutzow, M
作者单位：Humboldt University of Berlin; Technical University of Berlin
摘要：We study asymptotic growth rates of stochastic flows on Rd and their derivatives with respect to the spatial parameter under Lipschitz conditions on the local characteristics of the generating semimartingales. In a first step these conditions are seen to imply moment inequalities for the flow phi of the form E sup \phi(0t)(x) - phi(0t)(y)\(p) less than or equal to \x - y\p exp(cp(2)) for all p greater than or equal to 1. 0 less than or equal to t less than or equal to T In a second step we ded...
-
作者：Veretennikov, AY
作者单位：Russian Academy of Sciences; Kharkevich Institute for Information Transmission Problems of the RAS
摘要：We establish the large deviation principle for stochastic differential. equations with averaging in the case when all coefficients of the fast component depend on the slow one, including diffusion.
