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作者：Méléard, S
作者单位：Universite Paris Nanterre
摘要：We consider the Navier-Stokes equation in dimension 2 and more precisely the vortex equation satisfied by the curl of the velocity field. We show the relation between this equation and a nonlinear stochastic differential equation. Next we use this probabilistic interpretation to construct approximating interacting particle systems which satisfy a propagation of chaos property: the laws of the empirical measures tend, as the number of particles tends to infinity, to a deterministic law for whic...
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作者：Rhee, WT
作者单位：University System of Ohio; Ohio State University
摘要：A packing of a collection of rectangles contained in [0, 1](2) is a disjoint subcollection; the wasted space is the measure of the area of the part of [0, 1]2 not covered by the subcollection. A simple packing has the further restriction that each vertical line meets at most one rectangle of the packing. Given a collection of N independent uniformly distributed subrectangles of [0, 1], we proved in a previous work that there exists a number K such that the wasted space W-N in an optimal simple...
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作者：Jaffard, S
作者单位：Universite Paris-Est-Creteil-Val-de-Marne (UPEC)
摘要：We prove that the Holder singularities of random lacunary wavelet series are chirps located on random fractal sets. We determine the Hausdorff dimensions of these singularities, and the a.e. modulus of continuity of the series. Lacunary wavelet series thus turn out to be a new example of multifractal functions.
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作者：Fleischmann, K; Klenke, A
作者单位：Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; University of Erlangen Nuremberg
摘要：In this paper we investigate the structure of the equilibrium state of three-dimensional catalytic super-Brownian motion where the catalyst is itself a classical super-Brownian motion. We show that the reactant has an infinite local biodiversity or genetic abundance. This contrasts to the finite local biodiversity of the equilibrium of classical super-Brownian motion. Another question we address is that of extinction of the reactant in finite time or in the long-time Limit in dimensions d = 2,...
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作者：Knessl, C
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要：We consider an M/M/infinity queue with servers ranked as {1, 2, 3,...}. The Poisson arrival stream has rate lambda and each server works at rate mu. A new arrival takes the lowest ranked available server. We let S be the set of occupied servers and ISI is the number of elements of S. We study the distribution of max(S) in the asymptotic limit of rho = lambda/mu --> infinity. Setting P(m) = Pr [max(S) > m] we find that the asymptotic structure of the problem is different according as m = O(1) o...
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作者：Last, G; Schassberger, R
作者单位：Braunschweig University of Technology
摘要：We consider a random surface Phi in R-d tessellating the space into cells and a random vector held u which is smooth on each cell but may jump on Phi. Assuming the pair (Phi, u) stationary we prove a relationship between the stationary probability measure P and the Palm probability measure P-Phi, of P with respect to the random surface measure associated with Phi. This result involves the flow of u induced on the individual cells and generalizes a well-known inversion formula for stationary po...
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作者：Nummelin, E
作者单位：University of Helsinki
摘要：We study an exchange economy comprising n agents, where the excess demands by the agents are random variables. We show that under certain conditions the set of price equilibria is nonempty. me also prove a theorem concerning the convergence of the random price equilibria toward the price equilibria of an associated expectation economy.
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作者：Durrett, R
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作者：Fleming, WH; Sheu, SJ
作者单位：Brown University; Academia Sinica - Taiwan
摘要：An optimal investment policy model for the long term growth of expected utility of wealth is considered. The utility function is HARA with exponent -infinity < gamma < 1. The problem can be reformulated as an infinite time horizon, risk sensitive control problem. Then the dynamic programming equations for different HARA exponents and different policy constraints are studied. We obtain some estimates for the solution of each equation. This can be used to derive an optimal policy with some inter...
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作者：Krone, SM
作者单位：University of Idaho
摘要：We introduce a multitype interacting particle system, which is a natural generalization of the contact process. Here, individuals in the population have two life stages, young and adult. Only adults can give birth and each new offspring is young. Transition from young to adult occurs at constant rate, and individuals die at rates that depend on their life stage. Important to the analysis of this process is the construction of a multitype dual process.
