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Aproximadamente 2112 registro(s) hasta el momento: (journal)

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Recurso libre

BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin game
Hamadene, Said; Universite du Maine, France - Hassani, Mohammed; Universite du Maine, France

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we study BSDEs with two reflecting barriers driven by a Brownian motion and an independent Poisson process. We show the existence and uniqueness of $local$ and global solutions. As an application we solve the related zero-sum Dynkin…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

Brownian local minima, random dense countable sets and random equivalence classes
Tsirelson, Boris; Tel Aviv University

Formato:	Peer-reviewed Article,
Enlaces:	A random dense countable set is characterized (in distribution) by independence and stationarity. Two examples are `Brownian local minima' and `unordered infinite sample'. They are identically distributed. A framework for such concepts, proposed here, includes a wide class of random…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients
Etoré, Pierre; IECN, UHP Nancy I, France

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, we provide a scheme for simulating one-dimensional processes generated by divergence or non-divergence form operators with discontinuous coefficients. We use a space bijection to transform such a process in another one that behaves locally like a Skew…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

Sharp asymptotic behavior for wetting models in (1+1)-dimension
Caravenna, Francesco; Universitaet Zuerich, Switzerland - Giacomin, Giambattista; Universite' Paris 7, France - Zambotti, Lorenzo; Politecnico di Milano, Italy

Formato:	Peer-reviewed Article,
Enlaces:	We consider continuous and discrete (1+1)-dimensional wetting models which undergo a localization/delocalization phase transition. Using a simple approach based on Renewal Theory we determine the precise asymptotic behavior of the partition function, from which we obtain the scaling limits of…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

Fragmentation of Ordered Partitions and Intervals
Basdevant, Anne-Laure; Université Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	Fragmentation processes of exchangeable partitions have already been studied by several authors. This paper deals with fragmentations of exchangeable compositions, i.e. partitions of $\mathbb{N}$ in which the order of the blocks matters. We will prove that such a fragmentation is…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

Parabolic SPDEs Degenerating on the Boundary of Non-Smooth Domain
Kim, Kyeong-Hun; Korea University

Formato:	Peer-reviewed Article,
Enlaces:	Degenerate stochastic partial differential equations of divergence and non-divergence forms are considered in non-smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces, and Holder estimates of the solutions are presented.
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

Random Walks in a Dirichlet Environment
Sabot, Christophe; Université Lyon 1 - Enriquez, Nathanaël; Université Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	This paper states a law of large numbers for a random walk in a random iid environment on $Z^d$, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the process and also…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

Curvilinear Integrals Along Enriched Paths
Feyel, Denis; Université d'Evry - de La Pradelle, Arnaud; Université Pierre-et-Marie-Curie

Formato:	Peer-reviewed Article,
Enlaces:	Inspired by the fundamental work of T.J. Lyons, we develop a theory of curvilinear integrals along a new kind of enriched paths in $R^d$. We apply these methods to the fractional Brownian Motion, and prove a support theorem for SDE…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
Bass, Richard F; University of Connecticut - Chen, Xia; University of Tennessee - Rosen, Jay; College of Staten Island, CUNY

Formato:	Peer-reviewed Article,
Enlaces:	We study moderate deviations for the renormalized self-intersection local time of planar random walks. We also prove laws of the iterated logarithm for such local times.
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

10.

Eigenvalues of GUE Minors
Johansson, Kurt; Swedish Royal Institute of Technology (KTH) - Nordenstam, Eric; Swedish Royal Institute of Technology (KTH)

Formato:	Peer-reviewed Article,
Enlaces:	Consider an infinite random matrix $H=(h_{ij})_{0 < i,j}$ picked from the Gaussian Unitary Ensemble (GUE). Denote its main minors by $H_i=(h_{rs})_{1\leq r,s\leq i}$ and let the $j$:th largest eigenvalue of $H_i$ be $\mu^i_j$. We show that the configuration of all…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

11.

On the Quadratic Wiener Functional Associated with the Malliavin Derivative of the Square Norm of Brownian Sample Path on Interval
Taniguchi, Setsuo; Kyushu University

Formato:	Peer-reviewed Article,
Enlaces:	Exact expressions of the stochastic oscillatory integrals with the phase function, which is the quadratic Wiener functional obtained from the Malliavin derivative of the square norm of the Brownian sample path on interval, are given. As an application, the density…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

12.

Strong Approximation for Mixing Sequences with Infinite Variance
Balan, Raluca; University of Ottawa, Canada - Zamfirescu, Ingrid-Mona; City University of New York, USA

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we prove a strong approximation result for a mixing sequence with infinite variance and logarithmic decay rate of the mixing coefficient. The result is proved under the assumption that the distribution is symmetric and lies in the…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

13.

A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points.
Andrew, Peter; University of Utrecht

Formato:	Peer-reviewed Article,
Enlaces:	We give a simpler and shorter proof of Kesten's result for the probabilities with which a subordinator hits points.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

14.

Integral criteria for transportation cost inequalities
Gozlan, Nathael; Université Paris 10

Formato:	Peer-reviewed Article,
Enlaces:	Abstract. In this paper, we provide a characterization of a large class of transportation-cost inequalities in terms of exponential integrability of the cost function under the reference probability measure. Our results completely extend the previous works by Djellout, Guillin and…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

15.

A short proof of the Hausdorff dimension formula for Levy processes
Yang, Ming; Columbia University

Formato:	Peer-reviewed Article,
Enlaces:	A different but very short proof of a recent result of Khoshnevisan.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

16.

Random walks with k-wise independent increments
Benjamini, Itai; The Weizmann Institute of Science - Kozma, Gady; The Weizmann Institute of Science - Romik, Dan; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	We construct examples of a random walk with pairwise-independent steps which is almost surely bounded, and for any m and k a random walk with k-wise independent steps which has no stationary distribution modulo m.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

17.

Standard stochastic coalescence with sum kernels
Nicolas, Fournier; Paris 12

Formato:	Peer-reviewed Article,
Enlaces:	We build a Markovian system of particles entirely characterized by their masses, in which each pair of particles with masses $x$ and $y$ coalesce at rate $K(x,y)\simeq x^\lambda+y^\lambda$, for some $\lambda \in (0,1)$, and such that the system is initially…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

18.

Large and Moderate Deviations for Hotelling's $T^2$-Statistics
Dembo, Amir; Stanford University - Shao, Qi-Man; Hong Kong University of Science and Technology

Formato:	Peer-reviewed Article,
Enlaces:	Let $\mathbf{X}, \mathbf{X}_1, \mathbf{X}_2, ...$ be i.i.d. $\mathbb{R}^d$-valued random variables. We prove large and moderate deviations for Hotelling's $T^2$-statistic when $\mathbf{X}$ is in the generalized domain of attraction of the normal law.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

19.

Some results for poisoning in a catalytic model
Steif, Jeffrey E.; Chalmers University of Technology - Sudbury, Aidan; Monash University

Formato:	Peer-reviewed Article,
Enlaces:	We obtain new results concerning poisoning/nonpoisoning in a catalytic model which has previously been introduced and studied. We show that poisoning can occur even when the arrival rate of one gas is smaller than the sum of the arrival rates…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

20.

Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains
Bass, Richard F.; University of Connecticut - Burdzy, Krzysztof; University of Washington

Formato:	Peer-reviewed Article,
Enlaces:	We give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, there is pathwise uniqueness for the Skorokhod equation governing reflecting Brownian motion.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

21.

Yule process sample path asymptotics
de La Fortelle, Arnaud; Mines Paris

Formato:	Peer-reviewed Article,
Enlaces:	This paper presents two results on sample paths for the Yule process: one fluid limit theorem and one sample path large deviation result. The main interest is to understand the way large deviation occurs in the case of non-homogeneous processes.…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

22.

An Exponential Martingale Equation
Tevzadze, Revaz NIkoloz; Institute of Cybernetics and Georgian-American University - Mania, Mikhael Gvanji; A. Razmadze Mathematical Institute and Georgian–American University

Formato:	Peer-reviewed Article,
Enlaces:	We prove an existence of a unique solution of an exponential martingale equation in the class of BMO martingales. The solution is used to characterize optimal martingale measures.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

23.

A multivariate version of Hoeffding's inequality
Major, Peter; Alfred Renyi Mathematical Institute of the Hungarian Academy of Sciences

Formato:	Peer-reviewed Article,
Enlaces:	In this paper a multivariate version of Hoeffding's inequality is proved about the tail distribution of homogeneous polynomials of Rademacher functions with an optimal constant in the exponent of the upper bound. The proof is based on an estimate about…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

24.

On the Existence of Recurrent Extensions of Self-similar Markov Processes
Fitzsimmons, Patrick J; UC San Diego

Formato:	Peer-reviewed Article,
Enlaces:	Let $X= (X_t) _{t \geq 0}$ be a self-similar Markov process with values in the non-negative half-line, such that the state $0$ is a trap. We present a necessary and sufficient condition for the existence of a self-similar recurrent extension…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

25.

On Fractional Fields indexed by Metric Spaces
Istas, Jacques; Université Pierre Mendès-France

Formato:	Peer-reviewed Article,
Enlaces:	We define and build $H$-fractional $\alpha$-stable fields indexed by a metric space $(E,d)$. We mainly apply these results to spheres, hyperbolic spaces and real trees.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

26.

On the occupation measure of super-Brownian motion
Le Gall, Jean-Francois; Ecole normale superieure de Paris - Merle, Mathieu; UBC Vancouver

Formato:	Peer-reviewed Article,
Enlaces:	We derive the asymptotic behavior of the total occupation measure of the unit ball for super-Brownian motion started from the Dirac measure at a distant point and conditioned to hit the unit ball. In the critical dimension 4, we obtain…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

27.

Linear stochastic differential-algebraic equations with constant coefficients
Alabert, Aureli; Universitat Autònoma de Barcelona - Ferrante, Marco; Univesità degli Studi di Padova

Formato:	Peer-reviewed Article,
Enlaces:	We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson and Fernique). We provide…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

28.

A Stochastic Fixed Point Equation Related to Weighted Branching with Deterministic Weights
Alsmeyer, Gerold; Inst. Math. Statistics, Dept. Math. and Computer Science, University of Münster - Rösler, Uwe; Math. Seminar, University of Kiel

Formato:	Peer-reviewed Article,
Enlaces:	For real numbers $C,T_{1},T_{2},...$ we find all solutions $\mu$ to the stochastic fixed point equation $W \sim\sum_{j\ge 1}T_{j}W_{j}+C$, where $W,W_{1},W_{2},...$ are independent real-valued random variables with distribution $\mu$ and $\sim$ means equality in distribution. All solutions are infinitely divisible. The…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

29.

Mixing Time Bounds via the Spectral Profile
Goel, Sharad; Standford University, USA - Montenegro, Ravi; University of Massachusetts Lowell, USA - Tetali, Prasad; Georgia Institute of Technology, USA

Formato:	Peer-reviewed Article,
Enlaces:	On complete, non-compact manifolds and infinite graphs, Faber-Krahn inequalities have been used to estimate the rate of decay of the heat kernel. We develop this technique in the setting of finite Markov chains, proving upper and lower $L^{\infty}$ mixing time…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

30.

Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations
Tang, Qihe; Department of Statistics and Actuarial Science, The University of Iowa

Formato:	Peer-reviewed Article,
Enlaces:	Since the pioneering works of C.C. Heyde, A.V. Nagaev, and S.V. Nagaev in 1960's and 1970's, the precise asymptotic behavior of large-deviation probabilities of sums of heavy-tailed random variables has been extensively investigated by many people, but mostly it is…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

31.

Two-sided Estimates on the Density of the Feynman-Kac Semigroups of Stable-like Processes
Song, Renming; University of Illinois

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we establish two-sided estimates for the density of the Feynman-Kac semigroups of stable-like processes with potentials given by signed measures belonging to the Kato class. We also provide similar estimates for the densities of two other kinds…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

32.

Brownian excursions, stochastic integrals, and representation of Wiener functionals
Picard, Jean; Labo. de Mathématiques, Université Blaise Pascal

Formato:	Peer-reviewed Article,
Enlaces:	A stochastic calculus similar to Malliavin's calculus is worked out for Brownian excursions. The analogue of the Malliavin derivative in this calculus is not a differential operator, but its adjoint is (like the Skorohod integral) an extension of the Itô…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

33.

Recurrence of Reinforced Random Walk on a Ladder
Sellke, Thomas; Purdue University

Formato:	Peer-reviewed Article,
Enlaces:	Consider reinforced random walk on a graph that looks like a doubly infinite ladder. All edges have initial weight 1, and the reinforcement convention is to add $\delta > 0$ to the weight of an edge upon first crossing, with…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

34.

Computation of Greeks using Malliavin's calculus in jump type market models
Bavouzet, Marie Pierre; INRIA Rocquencourt, MATHFI project - Messaoud, Marouen; IXIS and INRIA Rocquencourt

Formato:	Peer-reviewed Article,
Enlaces:	We use the Malliavin calculus for Poisson processes in order to compute sensitivities for European and Asian options with underlying following a jump type diffusion. The main point is to settle an integration by parts formula (similar to the one…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

35.

Tagged Particle Limit for a Fleming-Viot Type System
Grigorescu, Ilie A.; University of Miami - Kang, Min; North Carolina State University

Formato:	Peer-reviewed Article,
Enlaces:	We consider a branching system of $N$ Brownian particles evolving independently in a domain $D$ during any time interval between boundary hits. As soon as one particle reaches the boundary it is killed and one of the other particles splits…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

36.

The spatial $\Lambda$-coalescent
Limic, Vlada; University of British Columbia - Sturm, Anja; University of Delaware

Formato:	Peer-reviewed Article,
Enlaces:	This paper extends the notion of the $\Lambda$-coalescent of Pitman (1999) to the spatial setting. The partition elements of the spatial $\Lambda$-coalescent migrate in a (finite) geographical space and may only coalesce if located at the same site of the…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

37.

Nonmonotonic Coexistence Regions for the Two-Type Richardson Model on Graphs
Deijfen, Maria; Stockholm University, Sweden - Haggstrom, Olle; Chalmers University of Technology, Sweden

Formato:	Peer-reviewed Article,
Enlaces:	In the two-type Richardson model on a graph $G=(V,E)$, each vertex is at a given time in state $0$, $1$ or $2$. A $0$ flips to a $1$ (resp.\ $2$) at rate $\lambda_1$ ($\lambda_2$) times the number of neighboring $1$'s…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

38.

The Metastability Threshold for Modified Bootstrap Percolation in $d$ Dimensions
Holroyd, Alexander E; Department of Mathematics, University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	In the modified bootstrap percolation model, sites in the cube $\{1,\ldots,L\}^d$ are initially declared active independently with probability $p$. At subsequent steps, an inactive site becomes active if it has at least one active nearest neighbour in each of the…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

39.

Convex Concentration Inequalities and Forward-Backward Stochastic Calculus
Klein, Thierry; Universite Paul Sabatier - Ma, Yutao; Universite de La Rochelle - Privault, Nicolas; Universite de La Rochelle

Formato:	Peer-reviewed Article,
Enlaces:	Given $(M_t)_{t\in \mathbb{R}_+}$ and $(M^_t)_{t\in \mathbb{R}_+}$ respectively a forward and a backward martingale with jumps and continuous parts, we prove that $E[\phi (M_t+M^_t)]$ is non-increasing in $t$ when $\phi$ is a convex function, provided the local characteristics of $(M_t)_{t\in \mathbb{R}_+}$…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

40.

Existence of multi-dimensional infinite volume self-organized critical forest-fire models
Maximilian, Duerre; Mathematisches Institut der Université München

Formato:	Peer-reviewed Article,
Enlaces:	Consider the following forest-fire model where the possible locations of trees are the sites of a cubic lattice. Each site has two possible states: 'vacant' or 'occupied'. Vacant sites become occupied according to independent rate 1 Poisson processes. Independently, at…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

41.

Spatial Smoothness of the Stationary Solutions of the $3D$ Navier-Stokes Equations
Odasso, Cyril; ENS Cachan, Ker Lann

Formato:	Peer-reviewed Article,
Enlaces:	Abstract. We consider stationary solutions of the three dimensional Navier--Stokes equations (NS3D) with periodic boundary conditions and driven by an external force which might have a deterministic and a random part. The random part of the force is white in…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

42.

Examples of Condition $(T)$ for Diffusions in a Random Environment
Schmitz, Tom; ETH Zurich

Formato:	Peer-reviewed Article,
Enlaces:	With the help of the methods developed in our previous article [Schmitz, to appear in Annales de l'I.H.P., in press], we highlight condition $(T)$ as a source of new examples of 'ballistic' diffusions in a random environment when $d>1$ ('ballistic'…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

43.

Some Properties of Annulus SLE
Zhan, Dapeng; U. C. Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	An annulus SLEκ trace tends to a single point on the target circle, and the density function of the end point satisfies some differential equation. Some martingales or local martingales are found for annulus SLE4, SLE8 and SLE8/3. From the…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

44.

Behavior of a second class particle in Hammersley's process
Cator, Eric; Delft University of Technology - Dobrynin, Sergei; Delft University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	In the case of a rarefaction fan in a non-stationary Hammersley process, we explicitly calculate the asymptotic behavior of the process as we move out along a ray, and the asymptotic distribution of the angle within the rarefaction fan of…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

45.

Renormalization analysis of catalytic Wright-Fisher diffusions
Swart, Jan M.; UTIA - Fleischmann, Klaus; WIAS Berlin

Formato:	Peer-reviewed Article,
Enlaces:	Recently, several authors have studied maps where a function, describing the local diffusion matrix of a diffusion process with a linear drift towards an attraction point, is mapped into the average of that function with respect to the unique invariant…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

46.

High Resolution Quantization and Entropy Coding for Fractional Brownian Motion
Dereich, Steffen; TU Berlin - Scheutzow, Michael; TU Berlin

Formato:	Peer-reviewed Article,
Enlaces:	We establish the precise asymptotics of the quantization and entropy coding errors for fractional Brownian motion with respect to the supremum norm and $L^p [0,1]$-norm distortions. We show that all moments in the quantization problem lead to the same asymptotics.…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

47.

Transience of percolation clusters on wedges
Berger, Noam; University of California, Los Angeles - Benjamini, Itai; The Weizmann Institute - Angel, Omer; University of British Columbia - Peres, Yuval; The University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	We study random walks on supercritical percolation clusters on wedges in $Z^3$, and show that the infinite percolation cluster is (a.s.) transient whenever the wedge is transient. This solves a question raised by O. Häggström and E. Mossel. We also show…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

48.

Hydrodynamic Limit Fluctuations of Super-Brownian Motion with a Stable Catalyst
Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics, Berlin - Mörters, Peter; University of Bath - Wachtel, Vitali; Weierstrass Institute for Applied Analysis and Stochastics, Berlin

Formato:	Peer-reviewed Article,
Enlaces:	We consider the behaviour of a continuous super-Brownian motion catalysed by a random medium with infinite overall density under the hydrodynamic scaling of mass, time, and space. We show that, in supercritical dimensions, the scaled process converges to a macroscopic…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

49.

Convergence Results and Sharp Estimates for the Voter Model Interfaces
Belhaouari, Samir; EPFL - Mountford, Thomas; EPFL - Sun, Rongfeng; EURANDOM - Valle, Glauco; EPFL / DME-IM-UFRJ

Formato:	Peer-reviewed Article,
Enlaces:	We study the evolution of the interface for the one-dimensional voter model. We show that if the random walk kernel associated with the voter model has finite $\gamma$-th moment for some $\gamma > 3$, then the evolution of the interface…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

50.

Weighted uniform consistency of kernel density estimators with general bandwidth sequences
Dony, Julia; Free University of Brussels (VUB) - Einmahl, Uwe; Free University of Brussels (VUB)

Formato:	Peer-reviewed Article,
Enlaces:	Let $f_{n,h}$ be a kernel density estimator of a continuous and bounded $d$-dimensional density $f$. Let $\psi(t)$ be a positive continuous function such that $\\|\psi f^\beta\\| _\infty < \infty$ for some $0< \beta < 1/2$. We are interested in the…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

51.

Post-gelation behavior of a spatial coagulation model
Wagner, Wolfgang; Weierstrass Institute for Applied Analysis and Stochastics

Formato:	Peer-reviewed Article,
Enlaces:	A coagulation model on a finite spatial grid is considered. Particles of discrete masses jump randomly between sites and, while located at the same site, stick together according to some coagulation kernel. The asymptotic behavior (for increasing particle numbers) of…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

52.

Cube Root Fluctuations for the Corner Growth Model Associated to the Exclusion Process
Balazs, Marton; BUTE, Inst. of Mathematics - Cator, Eric; Delft Univ. of Technology, Faculty EWI - Seppalainen, Timo; University of Wisconsin-Madison, Mathematics Dept.

Formato:	Peer-reviewed Article,
Enlaces:	We study the last-passage growth model on the planar integer lattice with exponential weights. With boundary conditions that represent the equilibrium exclusion process as seen from a particle right after its jump we prove that the variance of the last-passage…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

53.

Discounted optimal stopping for maxima in diffusion models with finite horizon
Gapeev, Pavel V.; WIAS Berlin

Formato:	Peer-reviewed Article,
Enlaces:	We present a solution to some discounted optimal stopping problem for the maximum of a geometric Brownian motion on a finite time interval. The method of proof is based on reducing the initial optimal stopping problem with the continuation region…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

54.

On normal domination of (super)martingales
Pinelis, Iosif; Michigan Technological University

Formato:	Peer-reviewed Article,
Enlaces:	Let $(S_0,S_1,\dots)$ be a supermartingale relative to a nondecreasing sequence of $\sigma$-algebras $(H_{\le0},H_{\le1},\dots)$, with $S_0\le0$ almost surely (a.s.) and differences $X_i:=S_i-S_{i-1}$. Suppose that for every $i=1,2,\dots$ there exist $H_{\le(i-1)}$-measurable r.v.'s $C_{i-1}$ and $D_{i-1}$ and a positive real number $s_i$ such…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

55.

Relative entropy and waiting times for continuous-time Markov processes
Chazottes, Jean-René; CPht, CNRS, Ecole Polytechnique, 91128 Palaiseau Cedex, France. - Giardina, Cristian; Eurandom, Postbus 513, 5600 MB Eindhoven, the Netherlands - Redig, Frank; Mathematical Institute Leiden university

Formato:	Peer-reviewed Article,
Enlaces:	For discrete-time stochastic processes, there is a close connection between return (resp. waiting) times and entropy (resp. relative entropy). Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one needs a reference measure…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

56.

Asymptotic Behaviour of the Simple Random Walk on the 2-dimensional Comb
Bertacchi, Daniela; Universita` di Milano-Bicocca

Formato:	Peer-reviewed Article,
Enlaces:	We analyze the differences between the horizontal and the vertical component of the simple random walk on the 2-dimensional comb. In particular we evaluate by combinatorial methods the asymptotic behaviour of the expected value of the distance from the origin,…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

57.

Gaussian Fluctuations in Complex Sample Covariance Matrices
Su, Zhonggen; Zhejiang University

Formato:	Peer-reviewed Article,
Enlaces:	Let $X=(X_{i,j})_{m\times n}, m\ge n$, be a complex Gaussian random matrix with mean zero and variance $\frac 1n$, let $S=X^*X$ be a sample covariance matrix. In this paper we are mainly interested in the limiting behavior of eigenvalues when $\frac…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

58.

Small Deviations of Gaussian Random Fields in $L_q$-Spaces
Lifshits, Mikhail; St.Petersburg State University - Linde, Werner; FSU Jena - Shi, Zhan; Universite Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	We investigate small deviation properties of Gaussian random fields in the space $L_q(R^N,\mu)$ where $\mu$ is an arbitrary finite compactly supported Borel measure. Of special interest are hereby "thin" measures $\mu$, i.e., those which are singular with respect to the…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

59.

Infinitely Divisible Random Probability Distributions with an Application to a Random Motion in a Random Environment
Shiga, Tokuzo; Tokyo Institute of Technology - Tanaka, Hiroshi; Keio University

Formato:	Peer-reviewed Article,
Enlaces:	The infinite divisibility of probability distributions on the space $P (R )$ of probability distributions on $R$ is defined and related fundamental results such as the Levy-Khintchin formula, representation of Ito type of infinitely divisible RPD, stable RPD and Levy…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

60.

Discrete small world networks
Barbour, Andrew D; University of Zurich - Reinert, Gesine D; University of Oxford

Formato:	Peer-reviewed Article,
Enlaces:	Small world models are networks consisting of many local links and fewer long range `shortcuts', used to model networks with a high degree of local clustering but relatively small diameter. Here, we concern ourselves with the distribution of typical inter-point…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

61.

The Lower Envelope of Positive Self-Similar Markov Processes
Chaumont, Loic; Laboratoire de probabilités et modèles aléatoires - Pardo Millan, Juan Carlos; Laboratoire de probabilités et modèles aléatoires

Formato:	Peer-reviewed Article,
Enlaces:	We establish integral tests and laws of the iterated logarithm for the lower envelope of positive self-similar Markov processes at 0 and $+\infty$. Our proofs are based on the Lamperti representation and time reversal arguments. These results extend laws of…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

62.

Disaggregation of Long Memory Processes on $\mathcal{C}^{\infty}$ Class
Dacunha-Castelle, Didier; Universite Paris-Sud - Fermin, Lisandro J; Universite Paris-Sud and Universidad Central de Venezuela

Formato:	Peer-reviewed Article,
Enlaces:	We prove that a large set of long memory (LM) processes (including classical LM processes and all processes whose spectral densities have a countable number of singularities controlled by exponential functions) are obtained by an aggregation procedure involving short memory…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

63.

Invariant measures for stochastic Cauchy problems with asymptotically unstable drift semigroup
Gaans, Onno van; Leiden University - Neerven, Jan van; Technical University of Delft

Formato:	Peer-reviewed Article,
Enlaces:	We investigate existence and permanence properties of invariant measures for abstract stochastic Cauchy problems of the form $$dU(t) = (AU(t)+f)\,dt + B\,dW_H(t), \ \ t\ge 0,$$ governed by the generator $A$ of an asymptotically unstable $C_0$-semigroup on a Banach space…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

64.

Measure Concentration for Compound Poisson Distributions
Kontoyiannis, Ioannis; Division of Applied Mathematics, Brown University - Madiman, Mokshay M; Division of Applied Mathematics, Brown University

Formato:	Peer-reviewed Article,
Enlaces:	We give a simple development of the concentration properties of compound Poisson measures on the nonnegative integers. A new modification of the Herbst argument is applied to an appropriate modified logarithmic-Sobolev inequality to derive new concentration bounds. When the measure…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

65.

The volume fraction of a non--overlapping germ--grain model
Andersson, Jenny; Mathematical Sciences, Chalmers University of Technology - Häggström, Olle; Mathematical Sciences, Chalmers University of Technology - Månsson, Marianne; Mathematical Sciences, Chalmers University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	We discuss the volume fraction of a model of non--overlapping convex grains. It is obtained from thinning a Poisson process where each point has a weight and is the centre of a grain, by removing any grain that is overlapped…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

66.

Recurrence and transience of excited random walks on $Z^d$ and strips
Zerner, Martin P.W.; University of Tuebingen

Formato:	Peer-reviewed Article,
Enlaces:	We investigate excited random walks on $Z^d, d\ge 1,$ and on planar strips $Z\times{0,1,\ldots,L-1}$ which have a drift in a given direction. The strength of the drift may depend on a random i.i.d. environment and on the local time of…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

67.

A Controller And A Stopper Game With Degenerate Variance Control
Weerasinghe, Ananda P.; Iowa State University

Formato:	Peer-reviewed Article,
Enlaces:	We consider a zero sum stochastic differential game which involves two players, emph{the controller} and emph{the stopper}. The stopper selects the stopping rule which halts the game. The controller chooses the diffusion coefficient of the corresponding state process which is…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

68.

A note on a.s. finiteness of perpetual integral functionals of difusions
Khoshnevisan, Davar; University of Utah, Utah, U.S.A. - Salminen, Paavo; AAbo Akademi University, AAbo, Finland - Yor, Marc; Universit'e Pierre et Marie Curie, Paris, France

Formato:	Peer-reviewed Article,
Enlaces:	In this note we use the boundary classification of diffusions in order to derive a criterion for the convergence of perpetual integral functionals of transient real-valued diffusions. We present a second approach, based on Khas'minskii's lemma,…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

69.

On a role of predictor in the filtering stability
Chigansky, Pavel; The Weizmann Institute of Science - Liptser, Robert; Tel Aviv University

Formato:	Peer-reviewed Article,
Enlaces:	When is a nonlinear filter stable with respect to its initial condition? In spite of the recent progress, this question still lacks a complete answer in general. Currently available results indicate that stability of the filter depends on the signal…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

70.

The time constant and critical probabilities in percolation models
Pimentel, Leandro; Ecole Polytechnique Federale de Lausanne

Formato:	Peer-reviewed Article,
Enlaces:	We consider a first-passage percolation (FPP) model on a Delaunay triangulation $\mathcal{D}$ of the plane. In this model each edge $\mathbf{e}$ of $\mathcal{D}$ is independently equipped with a nonnegative random variable $\tau_\mathbf{e}$, with distribution function $\mathbb{F}$, which is interpreted as…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

71.

Global geometry under isotropic Brownian flows
Vadlamani, Sreekar; Technion - Israel Institute of Technology - Adler, Robert J.; Technion - Israel Institute of Technology

Formato:	Peer-reviewed Article,
Enlaces:	We consider global properties of a codimension one manifold embedded in Euclidean space, as it evolves under an isotropic and volume preserving Brownian flow of diffeomorphisms. In particular, we obtain expressions describing the expected rate of growth of the Lipschitz-Killing…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

72.

A simple fluctuation lower bound for a disordered massless random continuous spin model in $d=2$
Kuelske, Christof; University of Groningen - Orlandi, Enza; Universita di Roma Tre

Formato:	Peer-reviewed Article,
Enlaces:	We prove a finite volume lower bound of the order $\sqrt{\log N}$ on the delocalization of a disordered continuous spin model (resp. effective interface model) in $d=2$ in a box of size $N$. The interaction is assumed to be massless,…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

73.

Exponential tail bounds for max-recursive sequences
Rueschendorf, Ludger; Mathematical Stochastics - Schopp, Eva-Maria; Mathematical Stochastics

Formato:	Peer-reviewed Article,
Enlaces:	Exponential tail bounds are derived for solutions of max-recursive equations and for max-recursive random sequences, which typically arise as functionals of recursive structures, of random trees or in recursive algorithms. In particular they arise in the worst case analysis of…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

74.

Uniqueness of multi-dimensional infinite volume self-organized critical forest-fire models
Duerre, Maximilian; Mathematisches Institut der Universität München

Formato:	Peer-reviewed Article,
Enlaces:	In a forest-fire model, each site of the square lattice is either vacant or occupied by a tree. Vacant sites get occupied according to independent rate 1 Poisson processes. Independently at each site ignition occurs according to independent rate lambda…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

75.

The expected number of zeros of a random system of $p$-adic polynomials
Evans, Steven N.; University of California at Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	We study the simultaneous zeros of a random family of $d$ polynomials in $d$ variables over the $p$-adic numbers. For a family of natural models, we obtain an explicit constant for the expected number of zeros that lie in the…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

76.

Some properties of exponential integrals of Levy processes and examples
Kondo, Hitoshi; Department of Mathematics, Keio University - Maejima, Makoto; Department of Mathematics, Keio University - Sato, Ken-iti; No affiliation

Formato:	Peer-reviewed Article,
Enlaces:	The improper stochastic integral $Z= \int_0^{\infty-}\exp(-X_{s-})dY_s$ is studied, where ${ (X_t ,Y_t) , t \geq 0 }$ is a L'evy process on $R ^{1+d}$ with ${X_t }$ and ${Y_t }$ being $R$-valued and $R ^d$-valued, respectively. The condition for existence…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

77.

On the Chung-Diaconis-Graham random process
Hildebrand, Martin V.; University at Albany, SUNY

Formato:	Peer-reviewed Article,
Enlaces:	Chung, Diaconis, and Graham considered random processes of the form $X_{n+1}=2X_n+b_n \pmod p$ where $X_0=0$, $p$ is odd, and $b_n$ for $n=0,1,2,\dots$ are i.i.d. random variables on $\{-1,0,1\}$. If $\Pr(b_n=-1)=\Pr(b_n=1)=\beta$ and $\Pr(b_n=0)=1-2\beta$, they asked which value of $\beta$ makes $X_n$…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

78.

Stationary random graphs on $Z$ with prescribed iid degrees and finite mean connections
Deijfen, Maria; Stockholm University - Jonasson, Johan; Chalmers University

Formato:	Peer-reviewed Article,
Enlaces:	Let $F$ be a probability distribution with support on the non-negative integers. A model is proposed for generating stationary simple graphs on $Z$ with degree distribution $F$ and it is shown for this model that the expected total length of…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

79.

Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes
Cheridito, Patrick; Princeton University, USA - Delbaen, Freddy; ETH Zürich, Switzerland - Kupper, Michael; ETH Zürich, Switzerland

Formato:	Peer-reviewed Article,
Enlaces:	We study dynamic monetary risk measures that depend on bounded discrete-time processes describing the evolution of financial values. The time horizon can be finite or infinite. We call a dynamic risk measure time-consistent if it assigns to a process of…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

80.

Laws of the iterated logarithm for α-time Brownian motion
Nane, Erkan; Purdue university

Formato:	Peer-reviewed Article,
Enlaces:	We introduce a class of iterated processes called $\alpha$-time Brownian motion for $0<\alpha \leq 2$. These are obtained by taking Brownian motion and replacing the time parameter with a symmetric $\alpha$-stable process. We prove a Chung-type law of the iterated…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

81.

Large systems of path-repellent Brownian motions in a trap at positive temperature
Adams, Stefan; Max Planck Institute for Mathematics in the Sciences - Bru, Jean-Bernard; Johannes-Gutenberg-Universitat Mainz - Koenig, Wolfgang; Universitat Leipzig

Formato:	Peer-reviewed Article,
Enlaces:	We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

82.

Sectorial Local Non-Determinism and the Geometry of the Brownian Sheet
Xiao, Yimin; Michigan State University - Khoshnevisan, Davar; The University of Utah - Wu, Dongsheng; Michigan State University

Formato:	Peer-reviewed Article,
Enlaces:	We prove the following results about the images and multiple points of an $N$-parameter, $d$-dimensional Brownian sheet $B =\{B(t)\}_{t \in R_+^N}$: (1) If $\text{dim}_H F \leq d/2$, then $B(F)$ is almost surely a Salem set. (2) If $N \leq d/2$,…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

83.

Reflected Diffusions Defined via the Extended Skorokhod Map
Ramanan, Kavita; Carnegie Mellon University

Formato:	Peer-reviewed Article,
Enlaces:	This work introduces the extended Skorokhod problem (ESP) and associated extended Skorokhod map (ESM) that enable a pathwise construction of reflected diffusions that are not necessarily semimartingales. Roughly speaking, given the closure $G$ of an open connected set in ${\mathbb…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

84.

The Cluster Size Distribution for a Forest-Fire Process on $Z$
Brouwer, Rachel M; CWI - Pennanen, Juho; University of Helsinki

Formato:	Peer-reviewed Article,
Enlaces:	Consider the following forest-fire model where trees are located on sites of $\mathbb{Z}$. A site can be vacant or be occupied by a tree. Each vacant site becomes occupied at rate $1$, independently of the other sites. Each site is…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

85.

Perspectiva en el desarrollo de las enzimas industriales a partir de la inteligencia tecnológica, Perspectives in developing industrial enzymes by using technological intelligence
Castellanos Domínguez Óscar Fernando - Ramírez Martínez Diana Cristina - Montañez Víctor Mauricio

Formato:	, , ,
Enlaces:	El desarrollo de tecnologías emergentes implica el reto permanente de utilizar nuevas herramientas de gestión tecnológica. La ingeniería de enzimas y su respectiva tecnología, en el contexto de la biotecnología, es una de las áreas del conocimiento sobre las cuales…
Fecha:	2006-08-01
Recurso:	Ingeniería e investigación

Recurso libre

86.

Embeddable Markov Matrices
Davies, E B; King's College London

Formato:	Peer-reviewed Article,
Enlaces:	We give an account of some results, both old and new, about any $n\times n$ Markov matrix that is embeddable in a one-parameter Markov semigroup. These include the fact that its eigenvalues must lie in a certain region in the…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

87.

Multidimensional Multifractal Random Measures
Rhodes, Rémi; Université Paris Dauphine - Vargas, Vincent; Université Paris Dauphine

Formato:	Peer-reviewed Article,
Enlaces:	We construct and study space homogeneous and isotropic random measures (MMRM) which generalize the so-called MRM measures constructed by previous authors. Our measures satisfy an exact scale invariance equation and are therefore natural models in dimension 3 for the dissipation…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

88.

Universality of Sine-Kernel for Wigner Matrices with a Small Gaussian Perturbation
Erdos, Laszlo; LMU-University of Munich - Ramirez, Jose A.; Universidad de Costa Rica - Schlein, Benjamin; University of Bonn - Yau, Horng-Tzer; Harvard University

Formato:	Peer-reviewed Article,
Enlaces:	We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). We assume that the distribution of the entries have a Gaussian component with variance $N^{-3/4+\beta}$ for some positive $\beta>0$. We prove that the local eigenvalue statistics…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

89.

Survival of a Single Mutant in One Dimension
Andjel, Enrique D.; Université de Provence - Miller, Judith R.; Georgetown University - Pardoux, Etienne; Université de Provence

Formato:	Peer-reviewed Article,
Enlaces:	We study a one dimensional two-type contact process with equal rate of propagation (and death) of the two types. We show that the progeny of a finite number of mutants has a positive probability of survival if and only at…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

90.

IDLA on the Supercritical Percolation Cluster
Shellef, Eric; Weizmann Institute of Science

Formato:	Peer-reviewed Article,
Enlaces:	We consider the internal diffusion limited aggregation (IDLA) process on the infinite cluster in supercritical Bernoulli bond percolation on $\mathbb{Z}^d$. It is shown that the process on the cluster behaves like it does on the Euclidean lattice, in that the…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

91.

Stochastic Homogenization of Reflected Stochastic Differential Equations
Rhodes, Remi; Université Paris-Dauphine

Formato:	Peer-reviewed Article,
Enlaces:	We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to analyze both the effective Brownian motion and the effective local time. We prove that the limiting process…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

92.

Looking for Martingales Associated to a Self-Decomposable Law
Hirsch, Francis; Université d'Evry Val d'Essonne - Yor, Marc; Université Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	We construct martingales whose 1-dimensional marginals are those of a centered self-decomposable variable multiplied by some power of time $t$. Many examples involving quadratic functionals of Bessel processes are discussed
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

93.

Stochastic NonLinear Wave Equations in Local Sobolev Spaces
Ondrejat, Martin; Academy of Sciences of the Czech Republic

Formato:	Peer-reviewed Article,
Enlaces:	Existence of weak solutions of stochastic wave equations with nonlinearities of a critical growth driven by spatially homogeneous Wiener processes is established in local Sobolev spaces and local energy estimates for these solutions are proved. A new method to construct…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

94.

Small Deviations for Beta Ensembles
Ledoux, Michel; Université de Toulouse - Rider, Brian; University of Colorado Boulder

Formato:	Peer-reviewed Article,
Enlaces:	We establish various small deviation inequalities for the extremal (soft edge) eigenvalues in the beta-Hermite and beta-Laguerre ensembles. In both settings, upper bounds on the variance of the largest eigenvalue of the anticipated order follow immediately.
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

95.

Exponential Estimates for Stochastic Convolutions in 2-Smooth Banach Spaces
Seidler, Jan; Czech Academy of Sciences

Formato:	Peer-reviewed Article,
Enlaces:	Sharp constants in a (one-sided) Burkholder-Davis-Gundy type estimate for stochastic integrals in a 2-smooth Banach space are found. As a consequence, exponential tail estimates for stochastic convolutions are obtained via Zygmund's extrapolation theorem.
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

96.

Well Posedness and Asymptotic Behavior for Stochastic Reaction-Diffusion Equations with Multiplicative Poisson Noise
Marinelli, Carlo; University of Bolzano - Roeckner, Michael; University of Bielefeld

Formato:	Peer-reviewed Article,
Enlaces:	We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of invariant measures for the associated semigroup in the…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

97.

Multivariate Records Based on Dominance
Hwang, Hsien-Kuei; Academia Sinica Taipei - Tsai, Tsung-Hsi; Academia Sinica Taipei

Formato:	Peer-reviewed Article,
Enlaces:	We consider three types of multivariate records in this paper and derive the mean and the variance of their numbers for independent and uniform random samples from two prototype regions: hypercubes $[0,1]^d$ and d-dimensional simplex. Central limit theorems with convergence…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

98.

The Maximum of Brownian Motion Minus a Parabola
Groeneboom, Piet; Delft University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	We derive a simple integral representation for the distribution of the maximum of Brownian motion minus a parabola, which can be used for computing the density and moments of the distribution, both for one-sided and two-sided Brownian motion.
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

99.

The Maximum of Brownian Motion with Parabolic Drift
Janson, Svante; Uppsala University - Louchard, Guy; Université Libre de Bruxelles - Martin-Löf, Anders; Stockholm University

Formato:	Peer-reviewed Article,
Enlaces:	We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

100.

Existence and Exponential Mixing of Infinite White $\alpha$-Stable Systems with Unbounded Interactions
Xu, Lihu; Technische Universität Berlin - Zegarlinski, Boguslaw; Imperial College London

Formato:	Peer-reviewed Article,
Enlaces:	We study an infinite white $\alpha$-stable systems with unbounded interactions, and prove the existence of a solution by Galerkin approximation and an exponential mixing property by an $\alpha$-stable version of gradient bounds.
Fecha:	2010-01-01
Recurso:	Electronic journal of probability