Metabuscador

Filtrado por:

Temas

60H15, 35R60 (2)
$L_p$ estimates, Weighted spaces, Nonlinear filtering (1)
35L35; 60J27; 60G44 (1)
35Q30, 76D06 (1)
60E07, 60E15, 60H05 (1)
Más...

Idiomas

Inglés (29)
Más...

Recursos

Más...

Año

Más...

Aproximadamente 29 registro(s) hasta el momento: (journal)

Mostrar 10 | 50 | 100 resultados por página

Recurso libre

A Note on Limiting Behaviour of Disastrous Environment Exponents
Mountford, Thomas S.; University of California, Los Angeles

Formato:	Peer-reviewed Article,
Enlaces:	We consider a random walk on the $d$-dimensional lattice and investigate the asymptotic probability of the walk avoiding a "disaster" (points put down according to a regular Poisson process on space-time). We show that, given the Poisson process points, almost…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

Statistically Stationary Solutions to the 3D Navier-Stokes Equations do not show Singularities
Flandoli, Franco; Universit&agrave di Pisa - Romito, Marco; Universit&agrave di Firenze

Formato:	Peer-reviewed Article,
Enlaces:	If $\mu$ is a probability measure on the set of suitable weak solutions of the 3D Navier-Stokes equations, invariant for the time-shift, with finite mean dissipation rate, then at every time $t$ the set of singular points is empty $\mu$-a.s.…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures
Barlow, Martin T.; University of British Columbia - Kumagai, Takashi; Kyoto University

Formato:	Peer-reviewed Article,
Enlaces:	We study the asymptotics as $t \to 0$ of the transition density of a class of $\mu$-symmetric diffusions in the case when the measure $\mu$ has a multi-fractal structure. These diffusions include singular time changes of Brownian motion on the…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

A Note on Krylov's $L_p$-Theory for Systems of SPDEs
Mikulevicius, R.; Vilnius University - Rozovskii, B.; University of Southern California

Formato:	Peer-reviewed Article,
Enlaces:	We extend Krylov's $L_p$-solvability theory to the Cauchy problem for systems of parabolic stochastic partial differential equations. Some additional integrability and regularity properties are also presented.
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

The Joint Law of Ages and Residual Lifetimes for Two Schemes of Regenerative Sets
Lambert, Amaury; Université Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	We are interested in the component intervals of the complements of a monotone sequence $R_n \subseteq \dots \subseteq R_1$ of regenerative sets, for two natural embeddings. One is based on Bochner's subordination, and one on the intersection of independent regenerative…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

Small Diffusion and Fast Dying Out Asymptotics for Superprocesses as Non-Hamiltonian Quasiclassics for Evolution Equations
Kolokoltsov, Vassili N.; Nottingham Trent University

Formato:	Peer-reviewed Article,
Enlaces:	The small diffusion and fast dying out asymptotics is calculated for nonlinear equations of a class of superprocesses on manifolds, and the corresponding logarithmic limit of the solution is shown to be given by a solution of a certain problem…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

LocalSub-Gaussian Estimates on Graphs: The Strongly Recurrent Case
Telcs, Andras; IMC

Formato:	Peer-reviewed Article,
Enlaces:	This paper proves upper and lower off-diagonal, sub-Gaussian transition probabilities estimates for strongly recurrent random walks under sufficient and necessary conditions. Several equivalent conditions are given showing their particular role and influence on the connection between the sub-Gaussian estimates, parabolic…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

$L^1$-Norm of Infinitely Divisible Random Vectors and Certain Stochastic Integrals
Marcus, Michael B.; The City College of CUNY - Rosinski, Jan; University of Tennessee

Formato:	Peer-reviewed Article,
Enlaces:	Equivalent upper and lower bounds for the $L^1$ norm of Hilbert space valued infinitely divisible random variables are obtained and used to find bounds for different types of stochastic integrals.
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

Ballistic Deposition on a Planar Strip
Atar, Rami; Technion - Israel Institute of Technology - Athreya, Siva; University of British Columbia - Kang, Min; Northwestern University

Formato:	Peer-reviewed Article,
Enlaces:	We consider ballistic diffusion limited aggregation on a finite strip $[0, L-1]$ times $\mathbb{Z}_+$ in $\mathbb{Z}^2$ for some $L$ in $\mathbb{Z}_+$. We provide numerical bounds on the growth in the height process.
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

10.

Kendall's identity for the first crossing time revisited
Borovkov, Konstantin; University of Melbourne - Burq, Zaeem; University of Melbourne

Formato:	Peer-reviewed Article,
Enlaces:	We give a new relatively compact proof of the famous identity for the distribution of the first hitting time of a linear boundary by a skip-free process with stationary independent increments. The proof uses martingale identities and change of measure.
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

11.

A Percolation Formula
Schramm, Oded; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	Let $A$ be an arc on the boundary of the unit disk $U$. We prove an asymptotic formula for the probability that there is a percolation cluster $K$ for critical site percolation on the triangular grid in $U$ which intersects…
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

12.

Discrepancy Convergence for the Drunkard's Walk on the Sphere
Su, Francis Edward; Harvey Mudd College

Formato:	Peer-reviewed Article,
Enlaces:	We analyze the drunkard's walk on the unit sphere with step size $\theta$ and show that the walk converges in order $C/\sin^2(\theta)$ steps in the discrepancy metric ($C$ a constant). This is an application of techniques we develop for bounding…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

13.

Limit Theorems for the Number of Maxima in Random Samples from Planar Regions
Bai, Zhi-Dong; National University of Singapore - Hwang, Hsien-Kuei; Academia Sinica - Liang, Wen-Qi; Academia Sinica - Tsai, Tsung-Hsi; Academia Sinica

Formato:	Peer-reviewed Article,
Enlaces:	We prove that the number of maximal points in a random sample taken uniformly and independently from a convex polygon is asymptotically normal in the sense of convergence in distribution. Many new results for other planar regions are also derived.…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

14.

Strict Inequality for Phase Transition between Ferromagnetic and Frustrated Systems
De Santis, Emilio; University of Roma La Sapienza

Formato:	Peer-reviewed Article,
Enlaces:	We consider deterministic and disordered frustrated systems in which we can show some strict inequalities with respect to related ferromagnetic systems. A case particularly interesting is the Edwards-Anderson spin-glass model in which it is possible to determine a region of…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

15.

Finitely Polynomially Determined Lévy Processes
Sengupta, Arindam; Indian Statistical Institute - Sarkar, Anish; Indian Statistical Institute (Delhi Centre)

Formato:	Peer-reviewed Article,
Enlaces:	A time-space harmonic polynomial for a continuous-time process $X=\{X_t : t \ge 0\} $ is a two-variable polynomial $ P $ such that $ \{ P(t,X_t) : t \ge 0 \} $ is a martingale for the natural filtration of…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

Where Did the Brownian Particle Go?
Pemantle, Robin; Ohio State University - Peres, Yuval; University of California, Berkeley - Pitman, Jim; University of California, Berkeley - Yor, Marc; Université Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	Consider the radial projection onto the unit sphere of the path a $d$-dimensional Brownian motion $W$, started at the center of the sphere and run for unit time. Given the occupation measure $\mu$ of this projected path, what can be…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

17.

Mixing Times for Markov Chains on Wreath Products and Related Homogeneous Spaces
Fill, James Allen; The Johns Hopkins University - Schoolfield, Jr., Clyde H.; Harvard University

Formato:	Peer-reviewed Article,
Enlaces:	We develop a method for analyzing the mixing times for a quite general class of Markov chains on the complete monomial group $G \wr S_n$ and a quite general class of Markov chains on the homogeneous space $(G\wr S_n) /…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

18.

Ordered Additive Coalescent and Fragmentations Associatedto Lévy Processes with No Positive Jumps
Miermont, Grégory; Université Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	We study here the fragmentation processes that can be derived from Lévy processes with no positive jumps in the same manner as in the case of a Brownian motion (cf. Bertoin [4]). One of our motivations is that such a…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

19.

On a Class of Discrete Generation Interacting Particle Systems
Del Moral, P.; Univ. P. Sabatier - Kouritzin, M. A.; University of Alberta - Miclo, L.; Univ. P. Sabatier

Formato:	Peer-reviewed Article,
Enlaces:	The asymptotic behavior of a general class of discrete generation interacting particle systems is discussed. We provide Lp-mean error estimates for their empirical measure on path space and present sufficient conditions for uniform convergence of the particle density profiles with…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

20.

Stationary Solutions and Forward Equations for Controlled and Singular Martingale Problems
Kurtz, Thomas G.; University of Wisconsin, Madison - Stockbridge, Richard H.; University of Kentucky

Formato:	Peer-reviewed Article,
Enlaces:	Stationary distributions of Markov processes can typically be characterized as probability measures that annihilate the generator in the sense that for ; that is, for each such , there exists a stationary solution of the martingale problem for A with…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

21.

Invariant Wedges for a Two-Point Reflecting Brownian Motion and the ``Hot Spots'' Problem
Atar, Rami; Technion - Israel Institute of Technology

Formato:	Peer-reviewed Article,
Enlaces:	We consider domains $D$ of $R^d$, $d\ge 2$ with the property that there is a wedge $V\subset R^d$ which is left invariant under all tangential projections at smooth portions of $\partial D$. It is shown that the difference between two…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

22.

Weak Solutions for a Simple Hyperbolic System
Lyne, Owen D.; University of Nottingham - Williams, David; University of Nottingham

Formato:	Peer-reviewed Article,
Enlaces:	The model studied concerns a simple first-order hyperbolic system. The solutions in which one is most interested have discontinuities which persist for all time, and therefore need to be interpreted as weak solutions. We demonstrate existence and uniqueness for such…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

23.

Recurrence of Distributional Limits of Finite Planar Graphs
Benjamini, Itai; The Weizmann Institute of Science - Schramm, Oded; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	Suppose that $G_j$ is a sequence of finite connected planar graphs, and in each $G_j$ a special vertex, called the root, is chosen randomly-uniformly. We introduce the notion of a distributional limit $G$ of such graphs. Assume that the vertex…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

24.

Linear Stochastic Parabolic Equations, Degenerating on the Boundary of a Domain
Lototsky, Sergey V.; University of Southern California

Formato:	Peer-reviewed Article,
Enlaces:	A class of linear degenerate second-order parabolic equations is considered in arbitrary domains. It is shown that these equations are solvable using special weighted Sobolev spaces in essentially the same way as the non-degenerate equations in $R^d$ are solved using…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

25.

Superprocesses with Dependent Spatial Motion and General Branching Densities
Dawson, Donald A.; Carleton University - Li, Zenghu; Beijing Normal University - Wang, Hao; University of Oregon

Formato:	Peer-reviewed Article,
Enlaces:	We construct a class of superprocesses by taking the high density limit of a sequence of interacting-branching particle systems. The spatial motion of the superprocess is determined by a system of interacting diffusions, the branching density is given by an…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

Recurso libre

26.

On Recurrent and Transient Sets of Inhomogeneous Symmetric Random Walks
Giacomin, Giambattista; Universitè Paris 7 and Laboratoire de Probabilités et Modèles Aléatoires C.N.R.S. - Posta, Gustavo; Politecnico di Milano

Formato:	Peer-reviewed Article,
Enlaces:	We consider a continuous time random walk on the $d$-dimensional lattice $\mathbb{Z}^d$: the jump rates are time dependent, but symmetric and strongly elliptic with ellipticity constants independent of time. We investigate the implications of heat kernel estimates on recurrence-transience properties…
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

27.

A 2-Dimensional SDE Whose Solutions are Not Unique
Swart, Jan M.; University of Erlangen-Nuremberg

Formato:	Peer-reviewed Article,
Enlaces:	In 1971, Yamada and Watanabe showed that pathwise uniqueness holds for the SDE $dX= \sigma (X)dB$ when sigma takes values in the n-by-m matrices and satisfies $\|\sigma (x)- \sigma (y)\| < \|x-y\|\log(1/\|x-y\|)^{1/2}$. When $n=m=2$ and $\sigma$ is of the form…
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

28.

How to Combine Fast Heuristic Markov Chain Monte Carlo with Slow Exact Sampling
Bandyopadhyay, Antar; University of California, Berkeley - Aldous, David J.; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Given a probability law $\pi$ on a set $S$ and a function $g : S \rightarrow R$, suppose one wants to estimate the mean $\bar{g} = \int g d\pi$. The Markov Chain Monte Carlo method consists of inventing and simulating…
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

29.

Percolation of Arbitrary words on the Close-Packed Graph of $\mathbb{Z}^2$
Kesten, Harry; Cornell University - Sidoravicius, Vladas; IMPA - Zhang, Yu; University of Colorado

Formato:	Peer-reviewed Article,
Enlaces:	Let ${\Bbb Z}^2_{cp}$ be the close-packed graph of $\Bbb Z^2$, that is, the graph obtained by adding to each face of $\Bbb Z^2$ its diagonal edges. We consider site percolation on $\Bbb Z^2_{cp}$, namely, for each $v$ we choose $X(v)…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability