Probability Theory and Related Fields

最新文章

• Quenched, annealed and functional large deviations for one-dimensional random walk in random environment AI翻译
  作者：Comets, F; Gantert, N; Zeitouni, O
  作者单位：Universite Paris Cite; Technical University of Berlin; Technion Israel Institute of Technology
  摘要：Suppose that the integers are assigned random variables {omega(i)} (taking values in the unit interval), which serve as an environment. This environment defines a random walk {X-n} (called a RWRE) which, when at i, moves one step to the right with probability omega(i), and one step to the left with probability 1 - omega(i). When the {omega(i)} sequence is i.i.d., Greven and den Hollander (1994) proved a large deviation principle for X-n/n, conditional upon the environment, with deterministic r...
• The most visited sites of symmetric stable processes AI翻译
  作者：Bass, RF; Eisenbaum, N; Shi, Z
  作者单位：University of Connecticut; Sorbonne Universite
  摘要：Let X be a symmetric stable process of index alpha is an element of (1, 2] and let L-t(x) denote the local time at time t and position x. Let V(t) be such that L-t(V(t)) = sup(x is an element of R) L-t(x). We call V(t) the most visited site of X up to time t. We prove the transience of V, that is, lim(t-->infinity) \V(t)\ = infinity almost surely. An estimate is given concerning the rate of escape of V. The result extends a well-known theorem of Bass and Griffin for Brownian motion. Our approa...
• Snakes and spiders: Brownian motion on R-trees AI翻译
  作者：Evans, SN
  作者单位：University of California System; University of California Berkeley
  摘要：We consider diffusion processes on a class of R-trees. The processes are defined in a manner similar to that of Le Gall's Brownian snake. Each point in the tree has a real-valued height or generation, and the height of the diffusion process evolves as a Brownian motion. When the height process decreases the diffusion retreats back along a lineage, whereas when the height process increases the diffusion chooses among branching lineages according to relative weights given by a possibly infinite ...
• A new modified logarithmic Sobolev inequality for Poisson point processes and several applications AI翻译
  作者：Wu, LM
  作者单位：Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Clermont Auvergne (UCA); Wuhan University
  摘要：By means of the martingale representation, we establish a new modified logarithmic Sobolev inequality, which covers the previous modified logarithmic Sobolev inequalities of Bobkov-Ledoux and the L-1-logarithmic Sobolev inequality obtained in our previous work. From it we derive several sharp deviation inequalities of Talagrand's type, by following the powerful Herbst method developed recently by Ledoux and al. Moreover this new modified logarithmic Sobolev inequality is transported on the dis...
• Inhomogeneous continuum random trees and the entrance boundary of the additive coalescent AI翻译
  作者：Aldous, D; Pitman, J
  作者单位：University of California System; University of California Berkeley
  摘要：Regard an element of the set of ranked discrete distributions Delta := {(x(1), x(2),...) : x(1) greater than or equal to x(2) greater than or equal to ... greater than or equal to 0, Sigma (i) x(i) = 1} as a fragmentation of unit mass into clusters of masses xi. The additive coalescent is the Delta -valued Markov process in which pairs of clusters of masses {x(i), x(j)} merge into a cluster of mass x(i) + x(j) at rate x(i) + x(j). Aldous and Pitman (1998) showed that a version of this process ...
• Recurrence and ergodicity of interacting particle systems AI翻译
  作者：Cox, JT; Klenke, A
  作者单位：Syracuse University; University of Erlangen Nuremberg
  摘要：Many interacting particle systems with short range interactions are not ergodic, but converge weakly towards a mixture of their ergodic invariant measures. The question arises whether a.s. the process eventually stays close to one of these ergodic states, or if it changes between the attainable ergodic states infinitely often (recurrence). Under the assumption that there exists a convergence-determining class of distributions that is (strongly) preserved under the dynamics, we show that the sy...
• Ray Holder-continuity for fractional Sobolev spaces in infinite dimensions and applications AI翻译
  作者：Ren, JG; Röckner, M
  作者单位：Huazhong University of Science & Technology; University of Bielefeld
  摘要：We prove Holder-continuity on rays in the direction of vectors in the (generalized) Cameron-Martin space for functions in Sobolev spaces in L-p Of fractional order alpha is an element of (1/p, 1) over infinite dimensional linear spaces. The underlying measures are required to satisfy some easy standard structural assumptions only. Apart from Wiener measure they include Gibbs measures on a lattice and Euclidean interacting quantum fields in infinite volume. A number of applications, e.g., to th...
• Publication in the Online First directory AI翻译
  作者：[Anonymous]
• Existence of global stochastic flow and attractors for Navier-Stokes equations AI翻译
  作者：Capinski, M; Cutland, NJ
  作者单位：University of Hull
  摘要：For 2-D stochastic Navier-Stokes equations on the torus with multiplicative noise we construct a perfect cocycle and show the existence of global random compact attractors. The equations considered do not admit a pathwise method of solution.
• Asymptotic distribution of the empirical spatial cumulative distribution function predictor and prediction bands based on a subsampling method AI翻译
  作者：Lahiri, SN
  作者单位：Iowa State University
  摘要：A spatial cumulative distribution function (F) over cap(infinity) (say) is a random distribution function that provides a statistical summary of random field over a given region. This paper considers the empirical predictor of (F) over cap(infinity) based on a finite set of observations from a region in R-d under a uniform sampling design. A functional central limit theorem is proved for the predictor as a random element of the space D[-infinity, infinity]. A striking feature of the result is ...