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作者：Hiai, F; Petz, D; Ueda, Y
作者单位：Tohoku University; Budapest University of Technology & Economics; Kyushu University
摘要：By means of random matrix approximation procedure, we re-prove Biane and Voiculescu's free analog of Talagranda's transportation cost inequality for measures on R in a more general setup. Furthermore, we prove the free transportation cost inequality for measures on T as well by extending the method to special unitary random matrices.
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作者：Biskup, M; Blanchard, P; Chayes, L; Gandolfo, D; Krüger, T
作者单位：University of California System; University of California Los Angeles; University of Bielefeld; Universite de Toulon; Aix-Marseille Universite
摘要：We study a model of ''organized'' criticality, where a single avalanche propagates through an a priori static (i.e., organized) sandpile configuration. The latter is chosen according to an i.i.d. distribution from a Borel probability measure rho on [0,1]. The avalanche dynamics is driven by a standard toppling rule, however, we simplify the geometry by placing the problem on a directed, rooted tree. As our main result, we characterize which rho are critical in the sense that they do not admit ...
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作者：Gao, ZC; Wormald, NC
作者单位：University of Macau; University of Waterloo; University of Melbourne
摘要：We give a general result showing that the asymptotic behaviour of high moments determines the shape of distributions which are asymptotically normal. Both the factorial and non-factorial (non-central) moments are treated. This differs from the usual moment method in combinatorics, as the expected value may tend to infinity quite rapidly. Applications are given to submap counts in random planar triangulations, where we use a simple argument to asymptotically determine high moments for the numbe...
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作者：Chen, X; Li, WV
作者单位：University of Tennessee System; University of Tennessee Knoxville; University of Delaware
摘要：We study the large and moderate deviations for intersection local times generated by, respectively, independent Brownian local times and independent local times of symmetric random walks. Our result in the Brownian case generalizes the large deviation principle achieved in Mansmann (1991) for the L-2-norm of Brownian local times, and coincides with the large deviation obtained by Csorgo, Shi and Yor (1999) for self intersection local times of Brownian bridges. Our approach relies on a Feynman-...
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作者：Rider, B
作者单位：Duke University
摘要：Consider Ginibre's ensemble of N x N non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance 1/N.As N up arrow infinity the normalized counting measure of the eigenvalues converges to the uniform measure on the unit disk in the complex plane. In this note we describe fluctuations about this Circular Law. First we obtain finite N formulas for the covariance of certain linear statistics of the eigenvalues. Asymptotics of these objects couple...
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作者：Kim, KH
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：Stochastic partial differential equations of divergence form are considered in C-1 domains. Existence and uniqueness results are given in a Sobolev space with weights allowing the derivatives of the solutions to blow up near the boundary.
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作者：Le Jan, Y; Raimond, O
作者单位：Universite Paris Saclay
摘要：This paper gives a construction of sticky flows on the circle. Sticky flows give examples of stochastic flows of kernels that interpolates between Arratia's coalescing flow and the deterministic diffusion flow. They are associated with systems of sticky independent Brownian particles on the circle, for some fixed parameter of stickyness. It is proved that the noise generated by Brownian sticky flows is black. A new proof of the fact that the noise of Arratia's coalescing flow is black is given.
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作者：Giné, E; Koltchinskii, V; Sakhanenko, L
作者单位：University of Connecticut; University of Connecticut; University of New Mexico; Michigan State University
摘要：Let f(n) denote a kernel density estimator of a bounded continuous density f in the real line. Let Psi(t) be a positive continuous function such that parallel toPsif(beta)parallel to(infinity) < infinity. Under natural smoothness conditions, necessary and sufficient conditions for the sequence root nh(n)/2log(n)(h-1) sup(tis an element ofR)\Psi(t)(f(n)(t) - Ef(n)(t))\(properly centered and normalized) to converge in distribution to the double exponential law are obtained. The proof is based on...
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作者：Wu, TJ; Tsai, MH
作者单位：National Cheng Kung University
摘要：Based on a random sample of size n from an unknown d-dimensional density f, the problem of selecting the bandwidths in kernel estimation of f is investigated. The optimal root n relative convergence rate for bandwidth selection is established and the information bounds in this convergence are given, and a stabilized bandwidth selector (SBS) is proposed. It is known that for all d the bandwidths selected by the least squares cross-validation (LSCV) have large sample variations. The proposed SBS...
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作者：Abraham, R; Delmas, JF
作者单位：Universite Paris Cite; Institut Polytechnique de Paris; Ecole Nationale des Ponts et Chaussees
摘要：We consider a Brownian snake (W-s, s greater than or equal to 0) with underlying process a reflected Brownian motion in a bounded domain D. We construct a continuous additive functional (L-s, s greater than or equal to0) of the Brownian snake which counts the time spent by the end points (W) over cap (s) of the Brownian snake paths on partial derivativeD. The random measure Z = integraldelta(delta) over cap (s) dL(s) is supported by partial derivativeD. Then we represent the solution v of Delt...
