The Annals of Applied Probability

最新文章

• APPROXIMATION OF FRACTIONAL LOCAL TIMES: ZERO ENERGY AND DERIVATIVES AI翻译
  作者：Jaramillo, Arturo; Nourdin, Ivan; Peccati, Giovanni
  作者单位：University of Luxembourg
  摘要：We consider empirical processes associated with high-frequency observations of a fractional Brownian motion (fBm) X with Hurst parameter H is an element of (0, 1), and derive conditions under which these processes verify a (possibly uniform) law of large numbers, as well as a second order (possibly uniform) limit theorem. We devote specific emphasis to the zero energy case, corresponding to a kernel whose integral on the real line equals zero. Our asymptotic results are associated with explici...
• QUANTITATIVE SPECTRAL GAP ESTIMATE AND WASSERSTEIN CONTRACTION OF SIMPLE SLICE SAMPLING AI翻译
  作者：Natarovskii, Viacheslav; Rudolf, Daniel; Sprungk, Bjoern
  作者单位：University of Gottingen; Technical University Freiberg
  摘要：We prove Wasserstein contraction of simple slice sampling for approximate sampling w.r.t. distributions with log-concave and rotational invariant Lebesgue densities. This yields, in particular, an explicit quantitative lower bound of the spectral gap of simple slice sampling. Moreover, this lower bound carries over to more general target distributions depending only on the volume of the (super-)level sets of their unnormalized density.
• CONVERGENCE OF METADYNAMICS: DISCUSSION OF THE ADIABATIC HYPOTHESIS AI翻译
  作者：Jourdain, Benjamin; Lelievre, Tony; Zitt, Pierre-Andre
  作者单位：Inria; Institut Polytechnique de Paris; Ecole Nationale des Ponts et Chaussees; Universite Paris-Est-Creteil-Val-de-Marne (UPEC); Universite Gustave-Eiffel; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
  摘要：By drawing a parallel between metadynamics and self interacting models for polymers, we study the longtime convergence of the original metadynamics algorithm in the adiabatic setting, namely when the dynamics along the collective variables decouples from the dynamics along the other degrees of freedom. We also discuss the bias which is introduced when the adiabatic assumption does not hold.
• OPTIMAL CORRECTOR ESTIMATES ON PERCOLATION CLUSTER AI翻译
  作者：Dario, Paul
  作者单位：Tel Aviv University
  摘要：We prove optimal quantitative estimates on the first-order correctors on supercritical percolation clusters: we show that they are bounded in dimension larger than 3 and have logarithmic growth in dimension 2 in the sense of stretched exponential moments. The main ingredients are a renormalization scheme of the supercritical percolation cluster, following the works of Pisztora (Probab. Theory Related Fields 104 (1996) 427-466); large-scale regularity estimates developed by Armstrong and the au...
• PATH DEPENDENT OPTIMAL TRANSPORT AND MODEL CALIBRATION ON EXOTIC DERIVATIVES AI翻译
  作者：Guo, Ivan; Loeper, Gregoire
  作者单位：Monash University; Monash University
  摘要：In this paper, we introduce and develop the theory of semimartingale optimal transport in a path dependent setting. Instead of the classical constraints on marginal distributions, we consider a general framework of path dependent constraints. Duality results are established, representing the solution in terms of path dependent partial differential equations (PPDEs). Moreover, we provide a dimension reduction result based on the new notion of semifiltrations, which identifies appropriate Markov...
• PAGERANK'S BEHAVIOR UNDER DEGREE CORRELATIONS AI翻译
  作者：Olvera-Cravioto, Mariana
  作者单位：University of North Carolina; University of North Carolina Chapel Hill
  摘要：The focus of this work is the asymptotic analysis of the tail distribution of Google's PageRank algorithm on large scale-free directed networks. In particular, the main theorem provides the convergence, in the Kantorovich-Rubinstein metric, of the rank of a randomly chosen vertex in graphs generated via either a directed configuration model or an inhomogeneous random digraph. The theorem fully characterizes the limiting distribution by expressing it as a random sum of i.i.d. copies of the attr...
• POLLUTED BOOTSTRAP PERCOLATION IN THREE DIMENSIONS AI翻译
  作者：Gravner, Janko; Holroyd, Alexander E.; Sivakoff, David
  作者单位：University of California System; University of California Davis; University of Bristol; University System of Ohio; Ohio State University; University System of Ohio; Ohio State University
  摘要：In the polluted bootstrap percolation model, vertices of the cubic lattice Z(3) are independently declared initially occupied with probability p or closed with probability q, where p + q <= 1. Under the standard (respectively, modified) bootstrap rule, a vertex becomes occupied at a subsequent step if it is not closed and it has at least 3 occupied neighbors (respectively, an occupied neighbor in each coordinate). We study the final density of occupied vertices as p, q -> 0. We show that this ...
• ON THE LIMITATIONS OF SINGLE-STEP DRIFT AND MINORIZATION IN MARKOV CHAIN CONVERGENCE ANALYSIS AI翻译
  作者：Qin, Qian; Hobert, James P.
  作者单位：University of Minnesota System; University of Minnesota Twin Cities; State University System of Florida; University of Florida
  摘要：Over the last three decades, there has been a considerable effort within the applied probability community to develop techniques for bounding the convergence rates of general state space Markov chains. Most of these results assume the existence of drift and minorization (d&m) conditions. It has often been observed that convergence rate bounds based on single-step d&m tend to be overly conservative, especially in high-dimensional situations. This article builds a framework for studying this phe...
• LARGE DEVIATIONS FOR THE EMPIRICAL MEASURE OF THE ZIG-ZAG PROCESS AI翻译
  作者：Bierkens, Joris; Nyquist, Pierre; Schlottke, Mikola C.
  作者单位：Delft University of Technology; Royal Institute of Technology; Eindhoven University of Technology
  摘要：The zig-zag process is a piecewise deterministic Markov process in position and velocity space. The process can be designed to have an arbitrary Gibbs type marginal probability density for its position coordinate, which makes it suitable for Monte Carlo simulation of continuous probability distributions. An important question in assessing the efficiency of this method is how fast the empirical measure converges to the stationary distribution of the process. In this paper we provide a partial a...
• RANDOMIZED HAMILTONIAN MONTE CARLO AS SCALING LIMIT OF THE BOUNCY PARTICLE SAMPLER AND DIMENSION-FREE CONVERGENCE RATES AI翻译
  作者：Deligiannidis, George; Paulin, Daniel; Bouchard-Cote, Alexandre; Doucet, Arnaud
  作者单位：University of Oxford; University of Edinburgh; University of British Columbia
  摘要：The bouncy particle sampler is a Markov chain Monte Carlo method based on a nonreversible piecewise deterministic Markov process. In this scheme, a particle explores the state space of interest by evolving according to a linear dynamics which is altered by bouncing on the hyperplane perpendicular to the gradient of the negative log-target density at the arrival times of an inhomogeneous poisson process (PP) and by randomly perturbing its velocity at the arrival times of a homogeneous PP. Under...