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Aproximadamente 1713 registro(s) hasta el momento: (journal)

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Recurso libre

Trees, Not Cubes: Hypercontractivity, Cosiness, and Noise Stability
Schramm, Oded; Microsoft Research - Tsirelson, Boris; Tel Aviv University

Formato:	Peer-reviewed Article,
Enlaces:	Noise sensitivity of functions on the leaves of a binary tree is studied, and a hypercontractive inequality is obtained. We deduce that the spider walk is not noise stable.
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

On the Occupation Time of Brownian Excursion
Hooghiemstra, Gerard; Technical University Delft

Formato:	Peer-reviewed Article,
Enlaces:	Recently, Kalvin M. Jansons derived in an elegant way the Laplace transform of the time spent by an excursion above a given level $a>0$. This result can also be derived from previous work of the author on the occupation time…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

A Gaussian Correlation Inequality and its Applications to Small Ball Probabilities
Li, Wenbo V.; University of Delaware

Formato:	Peer-reviewed Article,
Enlaces:	We present a Gaussian correlation inequality which is closely related to a result of Schechtman, Schlumprecht and Zinn (1998) on the well-known Gaussian correlation conjecture. The usefulness of the inequality is demonstrated by several important applications to the estimates of…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

Extending the Martingale Measure Stochastic Integral With Applications to Spatially Homogeneous S.P.D.E.'s
Dalang, Robert C.; Ecole Polytechnique Fédérale

Formato:	Peer-reviewed Article,
Enlaces:	We extend the definition of Walsh's martingale measure stochastic integral so as to be able to solve stochastic partial differential equations whose Green's function is not a function but a Schwartz distribution. This is the case for the wave equation…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

The Law of the Maximum of a Bessel Bridge
Pitman, Jim; University of California, Berkeley - Yor, Marc; Université Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	Let $M_d$ be the maximum of a standard Bessel bridge of dimension $d$. A series formula for $P(M_d \le a)$ due to Gikhman and Kiefer for $d = 1,2, \ldots$ is shown to be valid for all real $d >0$.…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

On Semi-Martingale Characterizations of Functionals of Symmetric Markov Processes
Fukushima, Masatoshi; Kansai University

Formato:	Peer-reviewed Article,
Enlaces:	For a quasi-regular (symmetric) Dirichlet space $( {\cal E}, {\cal F})$ and an associated symmetric standard process $(X_t, P_x)$, we show that, for $u in {\cal F}$, the additive functional $u^(X_t) - u^(X_0)$ is a semimartingale if and only if…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

Identifiability of Exchangeable Sequences with Identically Distributed Partial Sums
Evans, Steven N.; University of California at Berkeley - Zhou, Xiaowen; University of California at Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Consider two exchangeable sequences $(X_k)_{k \in N}$ and $(\hat{X}_k)_{k \in N}$ with the property that $S_n \equiv \sum_{k=1}^n X_k$ and $\hat{S}_n \equiv \sum_{k=1}^n \hat{X}_k$ have the same distribution for all $n \in N$. David Aldous posed the following question. Does…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

Some Changes of Probabilities Related to a Geometric Brownian Motion Version of Pitman's $2M-X$ Theorem
Matsumoto, Hiroyuki; Nagoya University - Yor, Marc; Universite Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	Rogers-Pitman have shown that the sum of the absolute value of $B^{(\mu)}$, Brownian motion with constant drift $\mu$, and its local time $L^{(\mu)}$ is a diffusion $R^{(\mu)}$. We exploit the intertwining relation between $B^{(\mu)}$ and $R^{(\mu)}$ to show that the…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

On Strassen's Theorem on Stochastic Domination
Lindvall, Torgny; Chalmers and GU

Formato:	Peer-reviewed Article,
Enlaces:	The purpose of this note is to make available a reasonably complete and straightforward proof of Strassen's theorem on stochastic domination, and to draw attention to the original paper. We also point out that the maximal possible value of $P(Z…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

10.

A Reversibility Problem for Fleming-Viot Processes
Li, Zenghu; Beijing Normal University - Shiga, Tokuzo; Tokyo Institute of Technology - Yao, Lihua; CTB-McGraw-Hill

Formato:	Peer-reviewed Article,
Enlaces:	Fleming-Viot processes incorporating mutation and selection are considered. It is well-known that if the mutation factor is of uniform type, the process has a reversible stationary distribution, and it has been an open problem to characterize the class of the…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

11.

Linear Expansion of Isotropic Brownian Flows
Cranston, Michael; University of Rochester - Scheutzow, Michael; Technische Universität Berlin - Steinsaltz, David; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	We consider an isotropic Brownian flow on $R^d$ for $d\geq 2$ with a positive Lyapunov exponent, and show that any nontrivial connected set almost surely contains points whose distance from the origin under the flow grows linearly with time. The…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

12.

Capacity Estimates, Boundary Crossings and the Ornstein-Uhlenbeck Process in Wiener Space
Csaki, Endre; Hungarian Academy of Sciences - Khoshnevisan, Davar; University of Utah - Shi, Zhan; Université Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	Let $T_1$ denote the first passage time to 1 of a standard Brownian motion. It is well known that as $\lambda$ goes to infinity, $P\{ T_1 > \lambda \}$ goes to zero at rate $c \lambda^{-1/2}$, where $c$ equals $(2/…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

13.

Investigation of clusters of giardiasis using GIS and a spatial scan statistic
Odoi, Agricola - Martin, S. Wayne - Michel, Pascal - Middleton, Dean - Holt, John - Wilson, Jeff

Formato:	Article
Enlaces:	BACKGROUND:Giardia lamblia is the most frequently identified human intestinal parasite in Canada with prevalence estimates of 4–10%. However, infection rates vary by geographical area and localized 'pockets' of high or low infection rates are thought to exist. Water-borne transmission is…
Fecha:	2007-01-05
Recurso:	Université de Montreal

Recurso libre

14.

Development of the Physical Activity Interactive Recall (PAIR) for Aboriginal children
Lévesque, Lucie - Cargo, Margaret - Salsberg, Jon

Formato:	Article
Enlaces:	BACKGROUND:Aboriginal children in Canada are at increased risk for type 2 diabetes. Given that physical inactivity is an important modifiable risk factor for type 2 diabetes, prevention efforts targeting Aboriginal children include interventions to enhance physical activity involvement. These types…
Fecha:	2007-01-05
Recurso:	Université de Montreal

Recurso libre

15.

Stochastic differential equations with boundary conditions driven by a Poisson noise
Alabert, Aureli; Universitat Autònoma de Barcelona - Marmolejo, Miguel Angel; Universidad del Valle

Formato:	Peer-reviewed Article,
Enlaces:	We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when the coefficients are linear,…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

An asymptotic expansion for the discrete harmonic potential
Kozma, Gady; Tel Aviv University - Schreiber, Ehud; Tel Aviv University

Formato:	Peer-reviewed Article,
Enlaces:	We give two algorithms that allow to get arbitrary precision asymptotics for the harmonic potential of a random walk.
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

17.

Small-time Behaviour of Lévy Processes
Doney, Ronald A.; Department of Mathematics, University of Manchester, UK

Formato:	Peer-reviewed Article,
Enlaces:	In this paper a necesary and sufficient condition is established for the probability that a Lévy process is positive at time $t$ to tend to 1 as $t$ tends to 0. This condition is expressed in terms of the characteristics…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

18.

On Infection Spreading and Competition between Independent Random Walks
Kurkova, Irina; Université de Paris VI (Pierre et Marie Curie), France - Popov, Serguei; Universidade de São Paulo, Brasil - Vachkovskaia, M.; Universidade de Campinas, Brasil

Formato:	Peer-reviewed Article,
Enlaces:	We study the models of competition and spreading of infection for infinite systems of independent random walks. For the competition model, we investigate the question whether one of the spins prevails with probability one. For the infection spreading, we give…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

19.

Quasiderivatives and Interior Smoothness of Harmonic Functions Associated with Degenerate Diffusion Processes
Krylov, N.V.; University of Minnesota

Formato:	Peer-reviewed Article,
Enlaces:	Proofs and two applications of two general results are given concerning the problem of establishing interior smoothness of probabilistic solutions of elliptic degenerate equations.
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

20.

Countable Systems of Degenerate Stochastic Differential Equations with Applications to Super-Markov Chains
Bass, Richard F; University of Connecticut, USA - Perkins, Edwin A.; The University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	We prove well-posedness of the martingale problem for an infinite-dimensional degenerate elliptic operator under appropriate Hölder continuity conditions on the coefficients. These martingale problems include large population limits of branching particle systems on a countable state space in which the…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

21.

Exchangeable Fragmentation-Coalescence Processes and their Equilibrium Measures
Berestycki, Julien; Université de Provence, France

Formato:	Peer-reviewed Article,
Enlaces:	We define and study a family of Markov processes with state space the compact set of all partitions of $N$ that we call exchangeable fragmentation-coalescence processes. They can be viewed as a combination of homogeneous fragmentation as defined by Bertoin…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

22.

The Center of Mass of the ISE and the Wiener Index of Trees
Janson, Svante; Uppsala University - Chassaing, Philippe; Institut Elie Cartan

Formato:	Peer-reviewed Article,
Enlaces:	We derive the distribution of the center of mass S of the integrated superBrownian excursion (ISE) from the asymptotic distribution of the Wiener index for simple trees. Equivalently, this is the distribution of the integral of a Brownian snake. A…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

23.

Finite dimensional determinants as characteristic functions of quadratic Wiener functionals
Hara, Keisuke; Ritsumeikan University

Formato:	Peer-reviewed Article,
Enlaces:	We show a method and the structure to calculate the characteristic functions of quadratic Wiener functionals by using classical Weierstrass-Hadamard's theory on entire functions. We also examine the idea by an example for Gaussian processes with multiple Markovian property.
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

24.

Invariance Principles for Ranked Excursion Lengths and Heights
Csaki, Endre; A. Rényi Institute of Mathematics, Hungarian Academy of Sciences - Hu, Yueyun; Universite Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	In this note we prove strong invariance principles between ranked excursion lengths and heights of a simple random walk and those of a standard Brownian motion. Some consequences concerning limiting distributions and strong limit theorems will also be presented.
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

25.

A Condition for Weak Disorder for Directed Polymers in Random Environment
Birkner, Matthias; Weierstrass Institute for Applied Analysis and Stochastics, Germany

Formato:	Peer-reviewed Article,
Enlaces:	We give a sufficient criterion for the weak disorder regime of directed polymers in random environment, which extends a well-known second moment criterion. We use a stochastic representation of the size-biased law of the partition function.
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

26.

Recurrent Graphs where Two Independent Random Walks Collide Finitely Often
Krishnapur, Manjunath; University of California at Berkeley, USA - Peres, Yuval; University of California at Berkeley, USA

Formato:	Peer-reviewed Article,
Enlaces:	We present a class of graphs where simple random walk is recurrent, yet two independent walkers meet only finitely many times almost surely. In particular, the comb lattice, obtained from $Z^2$ by removing all horizontal edges off the $x$-axis, has…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

27.

Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails
Soshnikov, Alexander; University of California at Davis, USA

Formato:	Peer-reviewed Article,
Enlaces:	We study large Wigner random matrices in the case when the marginal distributions of matrix entries have heavy tails. We prove that the largest eigenvalues of such matrices have Poisson
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

28.

A Gaussian Oscillator
Burdzy, Krzysztof; University of Washington - White, David; University of Washington

Formato:	Peer-reviewed Article,
Enlaces:	We present a stochastic process with sawtooth paths whose distribution is given by a simple rule and whose stationary distribution is Gaussian. The process arose in a natural way in research on interaction of an inert particle with a Brownian…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

29.

Sharp Bounds for Green and Jumping Functions of Subordinate Killed Brownian Motions
Song, Renming; University of Illinois, Urbana - Vondracek, Zoran; University of Zagreb, Croatia

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we obtain sharp bounds for the Green function and jumping function of a subordinate killed Brownian motion in a bounded $C^{1,1}$ domain, where the subordinating process is a subordinator whose Laplace exponent has certain asymptotic behavior at…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

30.

Geometric Ergodicity and Perfect Simulation
Kendall, Wilfrid S.; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	This note extends the work of Foss and Tweedie (1998), who showed that availability of the classic Coupling from the Past (CFTP) algorithm of Propp and Wilson (1996) is essentially equivalent to uniform ergodicity for a Markov chain (see also…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

31.

On Standard Normal Convergence of the Multivariate Student $t$-Statistic for Symmetric Random Vectors
Giné, Evarist; University of Connecticut, USA - Götze, Friedrich; Universitat Bielefeld

Formato:	Peer-reviewed Article,
Enlaces:	It is proved that if the multivariate Student $t$-statistic based on i.i.d. symmetric random vectors is asymptotically standard normal, then these random vectors are in the generalized domain of attraction of the normal law. Uniform integrability is also considered, even…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

32.

Weak Convergence to Ocone Martingales: a Remark
Peccati, Giovanni; Universite Pierre et Marie Curie, France

Formato:	Peer-reviewed Article,
Enlaces:	We show, by a simple counterexample, that the main result in a recent paper by H. Van Zanten [Electronic Communications in Probability 7 (2002), 215-222] is false. We eventually point out the origin of the error.
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

33.

On Long Range Percolation with Heavy Tails
Friedli, Sacha; IMPA, Rio de Janeiro - Borge de Lima, Benoîte; UFMG, Belo Horizonte - Sidoravicius, Vladas; IMPA, Rio de Janeiro

Formato:	Peer-reviewed Article,
Enlaces:	Consider independent long range percolation on $\mathbf{Z}^d$, $d\geq 2$, where edges of length $n$ are open with probability $p_n$. We show that if $\limsup_{n\to\infty}p_n > 0,$ then there exists an integer $N$ such that $P_N(0\leftrightarrow \infty) > 0$, where $P_N$…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

34.

Chains with Complete Connections and One-Dimensional Gibbs Measures
Fernandez, Roberto; Laboratoire de mathematiques Raphael Salem, Universite de Rouen - Maillard, Gregory; Laboratoire de mathematiques Raphael Salem, Universite de Rouen

Formato:	Peer-reviewed Article,
Enlaces:	We discuss the relationship between one-dimensional Gibbs measures and discrete-time processes (chains). We consider finite-alphabet (finite-spin) systems, possibly with a grammar (exclusion rule). We establish conditions for a stochastic process to define a Gibbs measure and vice versa. Our conditions…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

35.

Level Sets of Multiparameter Brownian Motions
Nualart, Eulalia; Université de Paris 6 - Mountford, Thomas S.; Ecole Polytechnique Fédérale de Lausanne

Formato:	Peer-reviewed Article,
Enlaces:	We use Girsanov's theorem to establish a conjecture of Khoshnevisan, Xiao and Zhong that $\phi(r) = r^{N-d/2} (\log \log (\frac{1}{r}))^{d/2}$ is the exact Hausdorff measure function for the zero level set of an $N$-parameter $d$-dimensional additive Brownian motion. We extend…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

36.

A non-uniform bound for translated Poisson approximation
Barbour, Andrew D; Universitat Zurich - Choi, Kwok Pui; National University of Singapore

Formato:	Peer-reviewed Article,
Enlaces:	Let $X_1, \ldots , X_n$ be independent, integer valued random variables, with $p^{\text{th}}$ moments, $p >2$, and let $W$ denote their sum. We prove bounds analogous to the classical non-uniform estimates of the error in the central limit theorem, but…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

37.

Brownian Bridge Asymptotics for Random $p$-Mappings
Aldous, David; University of California, Berkeley - Miermont, Gregory; Ecole Normale Superieure - Pitman, Jim; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	The Joyal bijection between doubly-rooted trees and mappings can be lifted to a transformation on function space which takes tree-walks to mapping-walks. Applying known results on weak convergence of random tree walks to Brownian excursion, we give a conceptually simpler…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

38.

The Genealogy of Self-similar Fragmentations with Negative Index as a Continuum Random Tree
Haas, Bénédicte; Université Pierre et Marie Curie - Miermont, Grégory; DMA, Ecole Normale Supérieure, et Université Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	We encode a certain class of stochastic fragmentation processes, namely self-similar fragmentation processes with a negative index of self-similarity, into a metric family tree which belongs to the family of Continuum Random Trees of Aldous. When the splitting times of…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

39.

A Singular Parabolic Anderson Model
Mueller, Carl E; University of Rochester - Tribe, Roger; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	We consider the heat equation with a singular random potential term. The potential is Gaussian with mean 0 and covariance given by a small constant times the inverse square of the distance. Solutions exist as singular measures, under suitable assumptions…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

40.

Differential Operators and Spectral Distributions of Invariant Ensembles from the Classical Orthogonal Polynomials. The Continuous Case
Ledoux, Michel; Université de Toulouse

Formato:	Peer-reviewed Article,
Enlaces:	Following the investigation by U. Haagerup and S. Thorbjornsen, we present a simple differential approach to the limit theorems for empirical spectral distributions of complex random matrices from the Gaussian, Laguerre and Jacobi Unitary Ensembles. In the framework of abstract…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

41.

Percolation Transition for Some Excursion Sets
Garet, Olivier; Université d'Orléans, France

Formato:	Peer-reviewed Article,
Enlaces:	We consider a random field $(X_n)_{n\in\mathbb{Z}^d}$ and investigate when the set $A_h=\{k\in\mathbb{Z}^d; \vert X_k\vert \ge h\}$ has infinite clusters. The main problem is to decide whether the critical level $$h_c=\sup\{h\in R : P(A_h\text{ has an infinite cluster })>0\}$$ is neither…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

42.

Hierarchical Equilibria of Branching Populations
Dawson, Donald A.; Carleton University - Gorostiza, Luis G.; Centro de Investigacion y de Estudios Avanzados, Mexico D.F., Mexico - Wakolbinger, Anton; Goethe Universitat, Frankfurt am Main, Germany

Formato:	Peer-reviewed Article,
Enlaces:	Abstract. The objective of this paper is the study of the equilibrium behavior of a population on the hierarchical group $\Omega_N$ consisting of families of individuals undergoing critical branching random walk and in addition these families also develop according to…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

43.

Coupling Iterated Kolmogorov Diffusions
Kendall, Wilfrid S; University of Warwick - Price, Catherine J.; Lehman Brothers

Formato:	Peer-reviewed Article,
Enlaces:	The Kolmogorov-1934 diffusion is the two-dimensional diffusion generated by real Brownian motion and its time integral. In this paper we construct successful co-adapted couplings for iterated Kolmogorov diffusions defined by adding iterated time integrals as further components to the original…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

44.

Intrinsic Coupling on Riemannian Manifolds and Polyhedra
von Renesse, Max-K.; Technical University Berlin

Formato:	Peer-reviewed Article,
Enlaces:	Starting from a central limit theorem for geometric random walks we give an elementary construction of couplings between Brownian motions on Riemannian manifolds. This approach shows that cut locus phenomena are indeed inessential for Kendall's and Cranston's stochastic proof of…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

45.

Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps
Loewe, Matthias; University Muenster - Matzinger, Heinrich; Georgia Tech - Merkl, Franz; Leiden University

Formato:	Peer-reviewed Article,
Enlaces:	Kesten noticed that the scenery reconstruction method proposed by Matzinger in his PhD thesis relies heavily on the skip-free property of the random walk. He asked if one can still reconstruct an i.i.d. scenery seen along the path of a…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

46.

Multifractal Analysis of a Class of Additive Processes with Correlated Non-Stationary Increments
Barral, Julien; INRIA Rocquencourt, France - Véhel, Jacques Lévy; NRIA Rocquencourt, France

Formato:	Peer-reviewed Article,
Enlaces:	We consider a family of stochastic processes built from infinite sums of independent positive random functions on $R_+$. Each of these functions increases linearly between two consecutive negative jumps, with the jump points following a Poisson point process on $R_+$.…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

47.

Asymptotic Distributions and Berry-Esseen Bounds for Sums of Record Values
Shao, Qi-Man; University of Oregon and National University of Singapore - Su, Chun; University of Science an Technology of China - Wei, Gang; Hong Kong Baptist University

Formato:	Peer-reviewed Article,
Enlaces:	Let $\{U_n, n \geq 1\}$ be independent uniformly distributed random variables, and $\{Y_n, n \geq 1\}$ be independent and identically distributed non-negative random variables with finite third moments. Denote $S_n = \sum_{i=1}^n Y_i$ and assume that $ (U_1, \cdots, U_n)$…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

48.

Nonliner Filtering for Reflecting Diffusions in Random Enviroments via Nonparametric Estimation
Kouritzin, Michael A.; University of Alberta, Canada - Sun, Wei; University of Alberta and Concordia University, Canada - Xiong, Jie; University of Tennessee

Formato:	Peer-reviewed Article,
Enlaces:	We study a nonlinear filtering problem in which the signal to be estimated is a reflecting diffusion in a random environment. Under the assumption that the observation noise is independent of the signal, we develop a nonparametric functional estimation method…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

49.

Asymptotic Laws for Nonconservative Self-similar Fragmentations
Bertoin, Jean; Université Paris VI - Gnedin, Alexander V.; Rijksuniversiteit Utrecht, The Netherlands

Formato:	Peer-reviewed Article,
Enlaces:	We consider a self-similar fragmentation process in which the generic particle of mass $x$ is replaced by the offspring particles at probability rate $x^\alpha$, with positive parameter $\alpha$. The total of offspring masses may be both larger or smaller than…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

50.

A General Analytical Result for Non-linear SPDE's and Applications
Denis, Laurent; Université du Maine, France - Stoica, L.; University of Bucharest, Romania

Formato:	Peer-reviewed Article,
Enlaces:	Using analytical methods, we prove existence uniqueness and estimates for s.p.d.e. of the type $$ du_t+Au_tdt+f ( t,u_t ) dt+R g(t, u_t ) dt=h(t,x,u_t) dB_t, $$ where $A$ is a linear non-negative self-adjoint (unbounded) operator, $f$ is a nonlinear function…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability