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Aproximadamente 559 registro(s) hasta el momento: (journal)

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Recurso libre

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

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

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

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

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

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

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

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

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

10.

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

11.

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

12.

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

13.

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

14.

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

15.

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

16.

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

17.

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

18.

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

19.

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

20.

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

21.

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

22.

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

23.

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

24.

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

Recurso libre

25.

The Beurling Estimate for a Class of Random Walks
Lawler, Gregory F; Cornell University - Limic, Vlada; University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	An estimate of Beurling states that if $K$ is a curve from $0$ to the unit circle in the complex plane, then the probability that a Brownian motion starting at $-\varepsilon$ reaches the unit circle without hitting the curve is…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

26.

Mixing Times for Random Walks on Finite Lamplighter Groups
Peres, Yuval; University of California - Revelle, David; University of California

Formato:	Peer-reviewed Article,
Enlaces:	Given a finite graph $G$, a vertex of the lamplighter graph $G^\diamondsuit=\mathbb {Z}_2 \wr G$ consists of a zero-one labeling of the vertices of $G$, and a marked vertex of $G$. For transitive $G$ we show that, up to constants,…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

27.

Gaussian Scaling for the Critical Spread-out Contact Process above the Upper Critical Dimension
van der Hofstad, Remco; Eindhoven University of Technology, The Netherlands - Sakai, Akira; EURANDOM, The Netherlands

Formato:	Peer-reviewed Article,
Enlaces:	We consider the critical spread-out contact process in $Z^d$ with $d\geq1$, whose infection range is denoted by $L\geq1$. The two-point function $\tau_t(x)$ is the probability that $x\in Z^d$ is infected at time $t$ by the infected individual located at the…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

28.

On Some Degenerate Large Deviation Problems
Puhalskii, Anatolii A.; University of Colorado at Denver, USA and Institute for Problems in Information,

Formato:	Peer-reviewed Article,
Enlaces:	This paper concerns the issue of obtaining the large deviation principle for solutions of stochastic equations with possibly degenerate coefficients. Specifically, we explore the potential of the methodology that consists in establishing exponential tightness and identifying the action functional via…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

29.

Editorial Board for Volume 10 (2005)
,

Formato:	Peer-reviewed Article,
Enlaces:	Descripción completa.
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

30.

Stochastic Weak Attractor for a Dissipative Euler Equation
Bessaih, Hakima; University Dini, Pisa

Formato:	Peer-reviewed Article,
Enlaces:	In this paper a nonautonomous dynamical system is considered, a stochastic one that is obtained from the dissipative Euler equation subject to a stochastic perturbation, an additive noise. Absorbing sets have been defined as sets that depend on time and…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

31.

The Principle of Large Deviations for Martingale Additive Functionals of Recurrent Markov Processes
Heck, Matthias K.; HypoVereinsbank - Maaouia, Faïza; HypoVereinsbank

Formato:	Peer-reviewed Article,
Enlaces:	We give a principle of large deviations for a generalized version of the strong central limit theorem. This generalized version deals with martingale additive functionals of a recurrent Markov process.
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

32.

Boundary Conditions for One-Dimensional Biharmonic Pseudo Process
Nishioka, Kunio; Tokyo Metropolitan University

Formato:	Peer-reviewed Article,
Enlaces:	We study boundary conditions for a stochastic pseudo processes corresponding to the biharmonic operator. The biharmonic pseudo process (BPP for short). is composed, in a sense, of two different particles, a monopole and a dipole. We show how an initial-boundary…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

33.

Ito Formula and Local Time for the Fractional Brownian Sheet
Tudor, Ciprian A.; Laboratoire de Probabilit'{e}s, Universit'{e} de Paris 6 - Viens, Frederi G.; Purdue University

Formato:	Peer-reviewed Article,
Enlaces:	Using the techniques of the stochastic calculus of variations for Gaussian processes, we derive an It^{o} formula for the fractional Brownian sheet with Hurst parameters bigger than $1/2$. As an application, we give a stochastic integral representation for the local…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

34.

Computation of Moments for the Length of the OneDimensional ISE Support
Delmas, Jean-Francois; École des Ponts

Formato:	Peer-reviewed Article,
Enlaces:	We consider in this paper the support $[L',R']$ of the one dimensional Integrated Super Brownian Excursion. We determine the distribution of $(R',L')$ through a modified Laplace transform. Then we give an explicit value for the first two moments of $R'$…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

35.

Excited Random Walk on Trees
Volkov, Stanislav; University of Bristol, UK

Formato:	Peer-reviewed Article,
Enlaces:	We consider a nearest-neighbor stochastic process on a rooted tree $G$ which goes toward the root with probability $1-\varepsilon$ when it visits a vertex for the first time. At all other times it behaves like a simple random walk on…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

36.

Convergence in Fractional Models and Applications
Berzin, Corinne; LabSad, Université Pierre Mendès-France - León, José Rafael; Universidad Central de Venezuelz

Formato:	Peer-reviewed Article,
Enlaces:	We consider a fractional Brownian motion with Hurst parameter strictly between 0 and 1. We are interested in the asymptotic behaviour of functionals of the increments of this and related processes and we propose several probabilistic and statistical applications.
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

37.

$L_p$-Estimates for SPDE with Discontinuous Coefficients in Domains
Kim, Kyeong-Hun; University of Utah

Formato:	Peer-reviewed Article,
Enlaces:	Stochastic partial differential equations of divergence form with discontinuous and unbounded coefficients are considered in $C^1$ domains. Existence and uniqueness results are given in weighted $L_p$ spaces, and Holder type estimates are presented.
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

38.

A Connection between Gaussian Processes and Markov Processes
Eisenbaum, Nathalie; Universités Paris 6 et 7, France

Formato:	Peer-reviewed Article,
Enlaces:	The Green function of a transient symmetric Markov process can be interpreted as the covariance of a centered Gaussian process. This relation leads to several fruitful identities in law. Symmetric Markov processes and their associated Gaussian process both benefit from…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

39.

Diffusive Long-time Behavior of Kawasaki Dynamics
Cancrini, Nicoletta; Università dell'Aquila, Italy - Cesi, Filippo; Università di Roma ``La Sapienza", Italy - Roberto, Cyril; Università di Roma 3, Italy

Formato:	Peer-reviewed Article,
Enlaces:	If $P_t$ is the semigroup associated with the Kawasaki dynamics on $Z^d$ and $f$ is a local function on the configuration space, then the variance with respect to the invariant measure $\mu$ of $P_t f$ goes to zero as $t\to…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

40.

Return Probabilities of a Simple Random Walk on Percolation Clusters
Heicklen, Deborah; Lockhead-Martin, USA - Hoffman, Christopher; University of Washington, USA

Formato:	Peer-reviewed Article,
Enlaces:	We bound the probability that a continuous time simple random walk on the infinite percolation cluster on $Z^d$ returns to the origin at time $t$. We use this result to show that in dimensions 5 and higher the uniform spanning…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

41.

The Time for a Critical Nearest Particle System to reach Equilibrium starting with a large Gap
Mountford, Thomas; Departement de Mathematiques, Ecole Polytechnique Federale, Switzerland - Wu, Li-Chau; Institute of Mathematics, Academia Sinica, Taipei, Taiwan

Formato:	Peer-reviewed Article,
Enlaces:	We consider the time for a critical nearest particle system, starting in equilibrium subject to possessing a large gap, to achieve equilibrium.
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

42.

A Matrix Representation of the Bercovici-Pata Bijection
Cabanal-Duvillard, Thierry; Université Paris 5

Formato:	Peer-reviewed Article,
Enlaces:	Let $\mu$ be an infinitely divisible law on the real line, $\Lambda(\mu)$ its freely infinitely divisible image by the Bercovici-Pata bijection. The purpose of this article is to produce a new kind of random matrices with distribution $\mu$ at dimension…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

43.

Martingales and Profile of Binary Search Trees
Chauvin, B.; Université de Versailles, France - Klein, T.; Université de Versailles, France - Marckert, J.-F.; Université de Versailles, France - Rouault, A; Université de Versailles, France

Formato:	Peer-reviewed Article,
Enlaces:	We are interested in the asymptotic analysis of the binary search tree (BST) under the random permutation model. Via an embedding in a continuous time model, we get new results, in particular the asymptotic behavior of the profile.
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

44.

A Central Limit Theorem for Weighted Averages of Spins in the High Temperature Region of the Sherrington-Kirkpatrick Model
Panchenko, Dmitry; Massachusetts Institute of Technology, USA

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we prove that in the high temperature region of the Sherrington-Kirkpatrick model for a typical realization of the disorder the weighted average of spins $\sum_{i \leq N} t_i \sigma_i$ will be approximately Gaussian provided that $\max_{i \leq…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

45.

Logarithmic Sobolev Inequality for Zero--Range Dynamics: Independence of the Number of Particles
Dai Pra, Paolo; Università di Padova, Italy - Posta, Gustavo; Politecnico di Milano, Italy

Formato:	Peer-reviewed Article,
Enlaces:	We prove that the logarithmic-Sobolev constant for Zero-Range Processes in a box of diameter $L$ may depend on $L$ but not on the number of particles. This is a first, but relevant and quite technical step, in the proof that…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

46.

Statistics of a Vortex Filament Model
Flandoli, Franco; Università di Pisa, Italy - Gubinelli, Massimiliano; Università di Pisa, Italy

Formato:	Peer-reviewed Article,
Enlaces:	A random incompressible velocity field in three dimensions composed by Poisson distributed Brownian vortex filaments is constructed. The filaments have a random thickness, length and intensity, governed by a measure $\gamma$. Under appropriate assumptions on $\gamma$ we compute the scaling…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

47.

On the Increments of the Principal Value of Brownian Local Time
Csaki, Endre; Hungarian Academy of Sciences, Hungary - Hu, Yueyun; Universite Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	Let $W$ be a one-dimensional Brownian motion starting from 0. Define $Y(t)= \int_0^t{ds \over W(s)}:= \lim_{\epsilon\to 0} \int_0^t 1_{(\|W(s)\|> \epsilon)} {ds\over W(s)}$ as Cauchy's principal value related to local time. We prove limsup and liminf results for the increments of…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

48.

Convergence in Dirichlet Law of Certain Stochastic Integrals
Chorro, Christophe; Cermsem, Université Paris 1, France

Formato:	Peer-reviewed Article,
Enlaces:	Recently, Nicolas Bouleau has proposed an extension of the Donsker's invariance principle in the framework of Dirichlet forms. He proves that an erroneous random walk of i.i.d random variables converges in Dirichlet law toward the Ornstein-Uhlenbeck error structure on the…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

49.

A Martingale Proof of Dobrushin's Theorem for Non-Homogeneous Markov Chains
Sethuraman, Sunder; Iowa State University, USA - Varadhan, Srinivasa S.R.; New York University - Courant Institute, USA

Formato:	Peer-reviewed Article,
Enlaces:	In 1956, Dobrushin proved an important central limit theorem for non-homogeneous Markov chains. In this note, a shorter and different proof elucidating more the assumptions is given through martingale approximation.
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

50.

Small-time Asymptotic Estimates in Local Dirichlet Spaces
Ariyoshi, Teppei; Tokio Marine & Nichido Fire Insurance Co., Ltd. - Hino, Masanori; Kyoto University

Formato:	Peer-reviewed Article,
Enlaces:	Small-time asymptotic estimates of semigroups on a logarithmic scale are proved for all symmetric local Dirichlet forms on $\sigma$-finite measure spaces, which is an extension of the work by Hino and Ramírez [4].
Fecha:	2005-01-01
Recurso:	Electronic journal of probability