-
作者：QUASTEL, J
摘要：The hydrodynamic limit appears as a law of large numbers for rescaled density profiles of a large stochastic system. We study the large deviations from this scaling limit for a particular nongradient system, the nongradient version of the Ginzburg-Landau model.
-
作者：TALAGRAND, M
作者单位：University System of Ohio; Ohio State University
摘要：Consider a mean zero random variable X, and an independent sequence (X(n)) distributed like X. We show that the random Fourier series Sigma(n greater than or equal to 1) n(-1)X(n) exp(2i pi nt) converges uniformly almost surely if and only if E(\X\ log log(max(e(e), \X\))) < infinity.
-
作者：TOWGHI, N
摘要：In this paper the L(1)-stochastic integral and the mixed stochastic integral of a process Y with respect to a process X is defined in a way that extends Riemann-Stieltjes integration of deterministic functions with respect to X. The L(1)-integral will include the classical Ito integral. However, the concepts of ''filtration'' and adaptability do not play any role; instead, the p-variation of Dolean functions of the processes X and Y is the determining factor.
-
作者：KERSTING, G; KLEBANER, FC
作者单位：University of Melbourne
摘要：We give sharp sufficient conditions for nonexplosions and explosions in Markov pure jump processes in terms of the holding time parameters and moments of the jump distributions.
-
作者：LIAO, M; ZHENG, WA
作者单位：University of California System; University of California Irvine
摘要：Let rho(t) be the radial part of a Brownian motion in an n-dimensional Riemannian manifold M starting at x and let T = T-epsilon be the first time t when rho(t) = epsilon. We show that E[rho(t boolean AND T)(2)] = nt - (1/6)S(x)t(2) + o(t(2)), as t down arrow 0, where S(x) is the scalar curvature. The same formula holds for E[rho(t)(2)] under some boundedness condition on M.
-
作者：Bell, DR; Mohammed, SEA
作者单位：Southern Illinois University System; Southern Illinois University
摘要：We establish the existence of smooth densities for solutions of Rd-valued stochastic hereditary differential systems of the form dx(t) = H(t, x) dt + g(t, x(t - r)) dW(t). In the above equation, W is an n-dimensional Wiener process, r is a positive time delay, H is a nonanticipating functional defined on the space of paths in R(d) and g is an n X d matrix-valued function defined on [0, infinity) X R(d), such that gg* has degeneracies of polynomial order on a hypersurface in R(d). In the course...
-
作者：Griffin, PS; McConnell, TR
摘要：Let T-r be the first time a sum S-n of nondegenerate i.i.d. random variables leaves a ball of radius r in some given norm on R(d). In the case of the Euclidean norm we completely characterize LP-boundedness of the overshoot parallel to S(Tr)parallel to - r in terms of the underlying distribution. For more general norms we provide a similar characterization under a smoothness condition on the norm which is shown to be very nearly sharp. One of the key steps in doing this is a characterization o...
-
作者：LYONS, R; PEMANTLE, R; PERES, Y
作者单位：University of Wisconsin System; University of Wisconsin Madison; University of California System; University of California Berkeley
摘要：The Kesten-Stigum theorem is a fundamental criterion for the rate of growth of a supercritical branching process, shelving that an L log L condition is decisive. In critical and subcritical cases, results of Kolmogorov and later authors give the rate of decay of the probability that the process survives at least n generations. We give conceptual proofs of these theorems based on comparisons of Galton-Watson measure to another measure on the space of trees. This approach also explains Yaglom's ...
-
作者：HOUDRE, C
作者单位：University of North Carolina; University of North Carolina Chapel Hill; George Mason University; University System of Maryland; University of Maryland College Park
摘要：The problem of recovering, say, a band-limited weakly stationary process from a set of its irregularly spaced samples is studied. For rather general sampling sequences some sufficient conditions ensuring mean square or pathwise reconstruction are obtained. For the cases of regular samples with either finitely many missing ones and/or finitely many irregular ones, a necessary and sufficient condition is presented. Some elements of the proofs involve classical results on nonharmonic Fourier seri...
-
作者：Down, D; Meyn, SP; Tweedie, RL
作者单位：Colorado State University System; Colorado State University Fort Collins
摘要：General characterizations of geometric convergence for Markov chains in discrete time on a general state space have been developed recently in considerable detail. Here we develop a similar theory for phi-irreducible continuous time processes and consider the following types of criteria for geometric convergence: 1. the existence of exponentially bounded hitting times on one and then all suitably ''small'' sets; 2. the existence of ''Foster-Lyapunov'' or ''drift'' conditions for any one and th...
