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作者：Dembo, Amir; Montanar, Andrea
作者单位：Stanford University; Stanford University; Stanford University
摘要：The (two) core of a hypergraph is the maximal collection of hyperedges within which no vertex appears only once. It is of importance in tasks such as efficiently solving a large linear system over GF[2], or iterative decoding of low-density parity-check codes used over the binary erasure channel. Similar structures emerge in a variety of NP-hard combinatorial optimization and decision problems, from vertex cover to satisfiability. For a uniformly chosen random hypergraph of m = np vertices and...
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作者：Pittel, B. G.
作者单位：University System of Ohio; Ohio State University
摘要：A uniformly random graph on n vertices with a fixed degree sequence, obeying a y subpower law, is studied. It is shown that, for y > 3, in a subcritical phase with high probability the largest component size does not exceed n I /Y +E,, -n = 0 (In In n1 In n), I ly being the best power for this random graph. This is similar to the best possible n'l(y-') bound for a different model of the random graph, one with independent vertex degrees, conjectured by Durrett, and proved recently by Janson.
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作者：Hachem, Walid; Loubaton, Philippe; Najim, Jamal
作者单位：IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom Paris; Centre National de la Recherche Scientifique (CNRS)
摘要：Consider an N x n random matrix Y-n = (Y-ij(n)) with entries given by Y-ij(n) = sigma(ij)(n)/root n X-ij(n), the X-ij(n) being centered, independent and identically distributed random variables with unit variance and (sigma(ij) (n); 1 <= i <= N, 1 <= j <= n) being an array of numbers we shall refer to as a variance profile. In this article, we study the fluctuations of the random variable log det (Y-n Y-n*+ rho I-N), where Y* is the Hermitian adjoint of Y and rho > 0 is an additional parameter...
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作者：Zhao, Ou; Woodroofe, Michael
作者单位：Yale University; University of Michigan System; University of Michigan
摘要：Consider additive functionals of a Markov chain W-k, with stationary (marginal) distribution and transition function denoted by pi and Q, say S-n = g(W-1) + ... + g(W-n), where g is square integrable and has mean 0 with respect to pi. If S-n has the form S-n = M-n + R-n, where M-n is a square integrable martingale with stationary increments and E(R-n(2)) = o(n), then g is said to admit a martingale approximation. Necessary and sufficient conditions for such an approximation are developed. Two ...
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作者：Atar, Rami
作者单位：Technion Israel Institute of Technology
摘要：Given a random variable N with values in N, and N i.i.d. positive random variables (AkI, we consider a queue with renewal arrivals and N exponential servers, where server k serves at rate Ak, under two work conserving routing schemes. In the first, the service rates 1141 need not be known to the router, and each customer to arrive at a time when some servers are idle is routed to the server that has been idle for the longest time (or otherwise it is queued). In the second, the service rates ar...
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作者：Biagini, Sara; Frittelli, Marco
作者单位：University of Milan; University of Perugia
摘要：We consider a stochastic financial incomplete market where the price processes are described by a vector-valued semimartingale that is possibly nonlocally bounded. We face the classical problem of utility maximization from terminal wealth, with utility functions that are finite-valued over (a,infinity), a is an element of [-infinity, infinity), and satisfy weak regularity assumptions. We adopt a class of trading strategies that allows for stochastic integrals that are not necessarily bounded f...
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作者：Gabetta, Ester; Regazzini, Eugenio
作者单位：University of Pavia; Consiglio Nazionale delle Ricerche (CNR); Istituto di Matematica Applicata e Tecnologie Informatiche Enrico Magenes (IMATI-CNR)
摘要：We prove that the solution of the Kac analogue of Boltzmann's equation can be viewed as a probability distribution of a sum of a random number of random variables. This fact allows us to study convergence to equilibrium by means of it few classical statements pertaining to the central limit theorem. In particular, a new proof of the convergence to the Maxwellian distribution is provided. with a rate information both under the sole hypothesis that the initial energy is finite and under the addi...
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作者：Kahale, Nabil
作者单位：heSam Universite; ESCP Business School
摘要：We calculate crossing probabilities and one-sided last exit time densities for a class of moving barriers on an interval [0, T] via Schwartz distributions. We derive crossing probabilities and first hitting time densities for another class of barriers on [0, T] by proving a Schwartz distribution version of the method of images. Analytic expressions for crossing probabilities and related densities are given for new explicit and semi-explicit barriers.
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作者：Bender, Christian; Zhang, Jianfeng
作者单位：Braunschweig University of Technology; University of Southern California
摘要：In this paper we lay the foundation for a numerical algorithm to simulate high-dimensional coupled FBSDEs under weak coupling or monotonicity conditions. In particular, we prove convergence of a time discretization and a Markovian iteration. The iteration differs from standard Picard iterations for FBSDEs in that the dimension of the underlying Markovian process does not increase with the number of iterations. This feature seems to be indispensable for an efficient iterative scheme from a nume...
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作者：Hoffman, Christopher
作者单位：University of Washington; University of Washington Seattle
摘要：We consider a wide class of ergodic first passage percolation processes on Z(2) and prove that there exist at least four one-sided geodesics a.s. We also show that coexistence is possible with positive probability in a four-color Richardson's growth model. This improves earlier results of Haggstrom and Pemantle [J. Appl. Prohah. 35 (1995) 683-692]. Garet and Marchand [Ann. Appl. Probah. 15 (2005) 298-330] and Hoffman [Ann. Appl. Probab. 15 (2005) 739-747] who proved that first passage percolat...
