Metabuscador

Filtrado por:

Temas

Recursos

Más...

Año

2002 (27)
2000 (13)
1999 (21)
1998 (20)
1997 (12)
1996 (21)
Más...

Aproximadamente 145 registro(s) hasta el momento: (journal)

Mostrar 10 | 50 | 100 resultados por página

Recurso libre

Lévy Classes and Self-Normalization
Khoshnevisan, Davar; University of Utah

Formato:	Peer-reviewed Article,
Enlaces:	We prove a Chung's law of the iterated logarithm for recurrent linear Markov processes. In order to attain this level of generality, our normalization is random. In particular, when the Markov process in question is a diffusion, we obtain the…
Fecha:	1996-01-01
Recurso:	Electronic journal of probability

Recurso libre

Conditional Moment Representations for Dependent Random Variables
Bryc, Wlodzimierz; University of Cincinnati

Formato:	Peer-reviewed Article,
Enlaces:	The question considered in this paper is which sequences of $p$-integrable random variables can be represented as conditional expectations of a fixed random variable with respect to a given sequence of sigma-fields. For finite families of sigma-fields, explicit inequality equivalent…
Fecha:	1996-01-01
Recurso:	Electronic journal of probability

Recurso libre

Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures
Ben Arous, Gérard; Ecole Normale Supérieure - Cerf, Raphaël; Université Paris Sud

Formato:	Peer-reviewed Article,
Enlaces:	We study the metastability of the stochastic three dimensional Ising model on a finite torus under a small positive magnetic field at very low temperatures.
Fecha:	1996-01-01
Recurso:	Electronic journal of probability

Recurso libre

Random Walk on Periodic Trees
Takacs, Christiane; Universität Linz

Formato:	Peer-reviewed Article,
Enlaces:	Following Lyons (1990, Random Walks and Percolation on Trees) we define a periodic tree, restate its branching number and consider a biased random walk on it. In the case of a transient walk, we describe the walk-invariant random periodic tree…
Fecha:	1997-01-01
Recurso:	Electronic journal of probability

Recurso libre

Points of Positive Density for Smooth Functionals
Chaleyat-Maurel, Mireille; Université de Paris VI - Nualart, David; Universitat de Barcelona

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we show that the set of points where the density of a Wiener functional is strictly positive is an open connected set, assuming some regularity conditions.
Fecha:	1998-01-01
Recurso:	Electronic journal of probability

Recurso libre

On the Approximate Solutions of the Stratonovitch Equation
Feyel, D.; Université Evry - de La Pradelle, A.; Université Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	We present new methods for proving the convergence of the classical approximations of the Stratonovitch equation. We especially make use of the fractional Liouville-valued Sobolev space $W^{r,p}({\cal J}_{\alpha,p})$. We then obtain a support theorem for the capacity $c_{r,p}$.
Fecha:	1998-01-01
Recurso:	Electronic journal of probability

Recurso libre

Measure Attractors for Stochastic Navier-Stokes Equations
Capinski, Marek; Jagiellonian University - Cutland, Nigel J.; University of Hull

Formato:	Peer-reviewed Article,
Enlaces:	We show existence of measure attractors for 2-D stochastic Navier-Stokes equations with general multiplicative noise.
Fecha:	1998-01-01
Recurso:	Electronic journal of probability

Recurso libre

On the Unique Solvability of Some Nonlinear Stochastic PDEs
Yoo, Hyek; University of Minnesota

Formato:	Peer-reviewed Article,
Enlaces:	The Cauchy problem for 1-dimensional nonlinear stochastic partial differential equations is studied. The uniqueness and existence of solutions in $cH^2_p(T)$-space are proved.
Fecha:	1998-01-01
Recurso:	Electronic journal of probability

Recurso libre

Laplace Asymptotic Expansions for Gaussian Functional Integrals
Davies, Ian M.; University of Wales, Swansea

Formato:	Peer-reviewed Article,
Enlaces:	We obtain a Laplace asymptotic expansion, in orders of $\lambda$, of $$ E^\rho_x \left\{ G(\lambda x) e^{-\lambda ^{-2} F(\lambda x)}\right\}$$ the expectation being with respect to a Gaussian process. We extend a result of Pincus and build upon the previous…
Fecha:	1998-01-01
Recurso:	Electronic journal of probability

Recurso libre

10.

Approximating Value Functions for Controlled Degenerate Diffusion Processes by Using Piece-Wise Constant Policies
Krylov, N. V.; University of Minnesota

Formato:	Peer-reviewed Article,
Enlaces:	It is shown that value functions for controlled degenerate diffusion processes can be approximated with error of order $h^{1/3}$ by using policies which are constant on intervals $[kh^{2},(k+1)h^{2})$.
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

11.

Hierarchically Interacting Fleming-Viot Processes With Selection and Mutation: Multiple Space Time Scale Analysis and Quasi-Equilibria
Dawson, Donald A.; Carleton University - Greven, Andreas; Universitat Erlangen-Nurnberg

Formato:	Peer-reviewed Article,
Enlaces:	Genetic models incorporating resampling and migration are now fairly well-understood. Problems arise in the analysis, if both selection and mutation are incorporated. This paper addresses some aspects of this problem, in particular the analysis of the long-time behaviour before the…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

12.

Convergence of Stopped Sums of Weakly Dependent Random Variables
Peligrad, Magda; University of Cincinnati

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we investigate stopped partial sums for weak dependent sequences. In particular, the results are used to obtain new maximal inequalities for strongly mixing sequences and related almost sure results.
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

13.

Moderate Deviations Type Evaluation for Integral Functionals of Diffusion Processes
Liptser, R.; Tel Aviv University - Spokoiny, V.; Weierstrass Institute for Applied Analysis and Stochastics

Formato:	Peer-reviewed Article,
Enlaces:	We establish a large deviations type evaluation for the family of integral functionals.
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

14.

On Stochastic Euler equation in $\mathbb{R}^d$
Mikulevicius, R.; Vilnius University - Valiukevicius, G.; Vilnius University

Formato:	Peer-reviewed Article,
Enlaces:	Following the Arnold-Marsden-Ebin approach, we prove local (global in 2-D) existence and uniqueness of classical (Hölder class) solutions of stochastic Euler equation with random forcing.
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

15.

Strict Concavity of the Half Plane Intersection Exponent for Planar Brownian Motion
Lawler, Gregory F.; Duke University and Cornell University

Formato:	Peer-reviewed Article,
Enlaces:	The intersection exponents for planar Brownian motion measure the exponential decay of probabilities of nonintersection of paths. We study the intersection exponent $\xi(\lambda_1,\lambda_2)$ for Brownian motion restricted to a half plane which by conformal invariance is the same as Brownian…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

The Laws of Chung and Hirsch for Cauchy's Principal Values Related to Brownian Local Times
Hu, Yueyun; Universite Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	Two Chung-type and Hirsch-type laws are established to describe the liminf asymptotic behaviours of the Cauchy's principal values related to Brownian local times. These results are generalized to a class of Brownian additive functionals.
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

17.

The Abstract Riemannian Path Space
Feyel, D.; Université Evry - de La Pradelle, A.; Université Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	On the Wiener space $\Omega$, we introduce an abstract Ricci process $A_t$ and a pseudo-gradient $F\rightarrow{F}^\sharp$ which are compatible through an integration by parts formula. They give rise to a $\sharp$-Sobolev space on $\Omega$, logarithmic Sobolev inequalities, and capacities, which…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

18.

SPDEs in $L_q( ( 0,\tau ] , L_p)$ Spaces
Krylov, N. V.; University of Minnesota

Formato:	Peer-reviewed Article,
Enlaces:	Existence and uniqueness theorems are presented for evolutional stochastic partial differential equations of second order in $L_p$-spaces with weights allowing derivatives of solutions to blow up near the boundary. It is allowed for the powers of summability with respect to…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

19.

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

20.

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

21.

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

22.

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

23.

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

24.

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

25.

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

26.

One-Arm Exponent for Critical 2D Percolation
Lawler, Gregory F.; Duke University and Cornell University - Schramm, Oded; Microsoft Research - Werner, Wendelin; Université Paris-Sud and IUF

Formato:	Peer-reviewed Article,
Enlaces:	The probability that the cluster of the origin in critical site percolation on the triangular grid has diameter larger than $R$ is proved to decay like $R$ to the power $5/48$ as $R$ goes to infinity.
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

27.

Random Walks on Trees and Matchings
Diaconis, Persi; Stanford University - Holmes, Susan; Stanford University

Formato:	Peer-reviewed Article,
Enlaces:	We give sharp rates of convergence for a natural Markov chain on the space of phylogenetic trees and dually for the natural random walk on the set of perfect matchings in the complete graph on $2n$ vertices. Roughly, the results…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

28.

Self-normalized Large Deviations for Markov Chains
Faure, Mathieu; Universit'e de Marne La Vall'ee

Formato:	Peer-reviewed Article,
Enlaces:	We prove a self-normalized large deviation principle for sums of Banach space valued functions of a Markov chain. Self-normalization applies to situations for which a full large deviation principle is not available. We follow the lead of Dembo and Shao…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

29.

On the Non-Convexity of the Time Constant in First-Passage Percolation
Kesten, Harry; Cornell University

Formato:	Peer-reviewed Article,
Enlaces:	We give a counterexample to a conjecture of Hammersley and Welsh (1965) about the convexity of the time constant in first-passage percolation, as a functional on the space of distribution functions. The present counterexample only works for first-passage percolation on…
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

30.

Moderate Deviations for Martingales with Bounded Jumps
Dembo, Amir; Stanford University

Formato:	Peer-reviewed Article,
Enlaces:	We prove that the Moderate Deviation Principle (MDP) holds for the trajectory of a locally square integrable martingale with bounded jumps as soon as its quadratic covariation, properly scaled, converges in probability at an exponential rate. A consequence of this…
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

31.

Bounds for Disconnection Exponents
Werner, Wendelin; Université Paris-Sud and IUF

Formato:	Peer-reviewed Article,
Enlaces:	We slightly improve the upper bounds of disconnection exponents for planar Brownian motion that we derived in an earlier paper. We also give a proof of the lower bound $1/(2\pi)$ for the disconnection exponent for one path.
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

32.

The Dimension of the Frontier of Planar Brownian Motion
Lawler, Gregory F.; Duke University

Formato:	Peer-reviewed Article,
Enlaces:	Let $B$ be a two dimensional Brownian motion and let the frontier of $B[0,1]$ be defined as the set of all points in $B[0,1]$ that are in the closure of the unbounded connected component of its complement. We prove that…
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

33.

Simulations and Conjectures for Disconnection Exponents
Puckette, Emily E.; Occidental College - Werner, Wendelin; Université Paris-Sud and IUF

Formato:	Peer-reviewed Article,
Enlaces:	Using Monte-Carlo simulations, we estimate numerically disconnection exponents for planar Brownian motions. These simulations tend to confirm conjectures by Duplantier and Mandelbrot.
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

34.

Excursions Into a New Duality Relation for Diffusion Processes
Jansons, Kalvis M.; University College London

Formato:	Peer-reviewed Article,
Enlaces:	This work was motivated by the recent work by H. Dette, J. Pitman and W.J. Studden on a new duality relation for random walks. In this note we consider the diffusion process limit of their result, and use the alternative…
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

35.

Positivity of Brownian Transition Densities
Barlow, Martin; University of British Columbia - Bass, Richard F.; University of Washington - Burdzy, Krzysztof; University of Washington

Formato:	Peer-reviewed Article,
Enlaces:	Let $B$ be a Borel subset of $R^d$ and let $p(t,x,y)$ be the transition densities of Brownian motion killed on leaving $B$. Fix $x$ and $y$ in $B$. If $p(t,x,y)$ is positive for one $t$, it is positive for every…
Fecha:	1997-01-01
Recurso:	Electronic communications in probability

Recurso libre

36.

Superprocess Approximation For a Spatially Homogeneous Branching Walk
Kaj, Ingemar; Uppsala University - Sagitov, Serik; Chalmers University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	We present an alternative particle picture for super-stable motion. It is based on a non-local branching mechanism in discrete time and only trivial space motion.
Fecha:	1997-01-01
Recurso:	Electronic communications in probability

Recurso libre

37.

Brownian Excursion Conditioned on Its Local Time
Aldous, David J.; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	For a function $\ell$ satisfying suitable integrability (but not continuity) requirements, we construct a process $(B^\ell_u, 0 \leq u \leq 1)$ interpretable as Brownian excursion conditioned to have local time $\ell(\cdot)$ at time $1$. The construction is achieved by first…
Fecha:	1998-01-01
Recurso:	Electronic communications in probability

Recurso libre

38.

Fractional Brownian Motion and the Markov Property
Carmona, Philippe; Université Paul Sabatier - Coutin, Laure; Université Paul Sabatier

Formato:	Peer-reviewed Article,
Enlaces:	Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This leads naturally to: An efficient algorithm to approximate the process. An ergodic theorem which…
Fecha:	1998-01-01
Recurso:	Electronic communications in probability

Recurso libre

39.

A Lower Bound for Time Correlation of Lattice Gases
Handa, Kenji; Saga University

Formato:	Peer-reviewed Article,
Enlaces:	The lattice gas model in equilibrium is considered. We give a lower bound of the density-density time correlation for large time, which involves the bulk diffusion matrix in a physically natural way.
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

40.

On a Result of David Aldous Concerning the Trees in a Conditioned Excursion
Warren, Jon; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	The law of a random tree constructed within a Brownian excursion is calculated conditional on knowing the occupation measure of the excursion. In previous work David Aldous has used random walk approximations to obtain this result. Here it is deduced…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

41.

Construction of a Brownian Path With a Given Minimum
Bertoin, Jean; Universite Pierre et Marie Curie - Pitman, Jim; University of California, Berkeley - Chavez, Juan Ruiz de; UAM-I

Formato:	Peer-reviewed Article,
Enlaces:	We construct a Brownian path conditioned on its minimum value over a fixed time interval by a simple transformation of a Brownian bridge.
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

42.

Correlation Measures
Lewis, Thomas M.; Furman University - Pritchard, Geoffrey; University of Auckland

Formato:	Peer-reviewed Article,
Enlaces:	We study a class of Borel probability measures, called correlation measures. Our results are of two types: first, we give explicit constructions of non-trivial correlation measures; second, we examine some of the properties of the set of correlation measures. In…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

43.

Edge Occupation Measure for a Reversible Markov Chain
Guillotin, Nadine; Université Claude Bernard - Lyon 1

Formato:	Peer-reviewed Article,
Enlaces:	In this note, we study the Gaussian fluctuations of the edge occupation measure for a reversible Markov chain and give a nice description of the covariance matrix. Then we give some large deviations results concerning this occupation measure.
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

44.

Loop-Erased Random Walks, Spanning Trees and Hamiltonian Cycles
Marchal, Philippe; Université Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	We establish a formula for the distribution of loop-erased random walks at certain random times. Several classical results on spanning trees, including Wilson's algorithm, follow easily, as well as a method to construct random Hamiltonian cycles.
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

45.

$L^1$-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

46.

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

47.

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

48.

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

49.

Large Deviations and Quasi-Potential of a Fleming-Viot Process
Feng, Shui; McMaster University - Xiong, Jie; University of Tennessee

Formato:	Peer-reviewed Article,
Enlaces:	The large deviation principle is established for the Fleming-Viot process with neutral mutation when the process starts from a point on the boundary. Since the diffusion coefficient is degenerate on the boundary, the boundary behavior of the process is investigated…
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

50.

Subdiagonal and Almost Uniform Distributions
Ressel, Paul; Katholische Universität Eichstätt

Formato:	Peer-reviewed Article,
Enlaces:	A distribution (function) $F$ on $[0,1]$ with $F(t)$ less or equal $t$ for all $t$ is called subdiagonal. The extreme subdiagonal distributions are identified as those whose distribution functions are almost surely the identity, or equivalently for which $F \circ…
Fecha:	2002-01-01
Recurso:	Electronic communications in probability