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

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Recurso libre

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

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

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

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

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

Recurso libre

A Note on Reflecting Brownian Motions
Soucaliuc, Florin; Université Paris-Sud - Werner, Wendelin; Université Paris-Sud and IUF

Formato:	Peer-reviewed Article,
Enlaces:	We give another proof of the following result from a joint paper with Bálint Tóth: A Brownian motion reflected on an independent time-reversed Brownian motion is a Brownian motion.
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

On Nodal Lines of Neumann Eigenfunctions
Atar, Rami; Technion - Israel Institute of Technology - Burdzy, Krzysztof; University of Washington

Formato:	Peer-reviewed Article,
Enlaces:	We present a new method for locating the nodal line of the second eigenfunction for the Neumann problem in a planar domain.
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

Optimal Control for Absolutely Continuous Stochastic Processes and the Mass Transportation Problem
Mikami, Toshio; Hokkaido University

Formato:	Peer-reviewed Article,
Enlaces:	We study the optimal control problem for $\mathbb{R}^d$-valued absolutely continuous stochastic processes with given marginal distributions at every time. When $d=1$, we show the existence and the uniqueness of a minimizer which is a function of a time and an…
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

Examples of Convergence and Non-convergence of Markov Chains Conditioned Not To Die
Jacka, Saul; University of Warwick - Warren, Jon; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we give two examples of evanescent Markov chains which exhibit unusual behaviour on conditioning to survive for large times. In the first example we show that the conditioned processes converge vaguely in the discrete topology to a…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

10.

Intrinsic Location Parameter of a Diffusion Process
Darling, R. W. R.; National Security Agency

Formato:	Peer-reviewed Article,
Enlaces:	For nonlinear functions $f$ of a random vector $Y$, $E[f(Y)]$ and $f(E[Y])$ usually differ. Consequently the mathematical expectation of $Y$ is not intrinsic: when we change coordinate systems, it is not invariant.This article is about a fundamental and hitherto neglected…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

11.

A Cramér Type Theorem for Weighted Random Variables
Najim, Jamal; Université Paris 10-Nanterre

Formato:	Peer-reviewed Article,
Enlaces:	A Large Deviation Principle (LDP) is proved for the family $(1/n)\sum_1^n f(x_i^n) Z_i$ where $(1/n)\sum_1^n \delta_{x_i^n}$ converges weakly to a probability measure on $R$ and $(Z_i)_{i\in N}$ are $R^d$-valued independent and identically distributed random variables having some exponential moments, i.e.,…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

12.

Renormalizations of Branching Random Walks in Equilibrium
Zähle, Iljana; Universität Erlangen-Nürnberg

Formato:	Peer-reviewed Article,
Enlaces:	We study the $d$-dimensional branching random walk for $d>2$. This process has extremal equilibria for every intensity. We are interested in the large space scale and large space-time scale behavior of the equilibrium state. We show that the fluctuations of…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

13.

Eigenvalues of Random Wreath Products
Evans, Steven N.; University of California at Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Consider a uniformly chosen element $X_n$ of the $n$-fold wreath product $\Gamma_n = G \wr G \wr \cdots \wr G$, where $G$ is a finite permutation group acting transitively on some set of size $s$. The eigenvalues of $X_n$ in…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

14.

Hitting Properties of a Random String
Mueller, Carl; University of Rochester - Tribe, Roger; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	We consider Funaki's model of a random string taking values in $\mathbf{R}^d$. It is specified by the following stochastic PDE, \[ \frac{\partial u(x)}{\partial t}=\frac{\partial^2 u(x)}{\partial x^2} +\dot{W}. \] where $\dot{W}=\dot{W}(x,t)$ is two-parameter white noise, also taking values in $\mathbf{R}^d$. We…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

15.

Diffusion and Scattering of Shocks in the PartiallyAsymmetric Simple Exclusion Process
Belitsky, Vladimir; Universidade de Sao Paulo - Schütz, Gunter M.; Forschungszentrum Jülich

Formato:	Peer-reviewed Article,
Enlaces:	We study the behavior of shocks in the asymmetric simple exclusion process on $Z$ whose initial distribution is a product measure with a finite number of shocks. We prove that if the particle hopping rates of this process are in…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

A Stochastic Two-Point Boundary Value Problem
Luo, S. J.; FinancialCAD Corp. - Walsh, John B.; University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	We investigate the two-point stochastic boundary-value problem on $[0,1]$: \begin{equation}\label{1} \begin{split} U'' &= f(U)\dot W + g(U,U')\\ U(0) &= \xi\\ U(1)&= \eta. \end{split} \tag{1} \end{equation} where $\dot W$ is a white noise on $[0,1]$, $\xi$ and…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

17.

Wiener Functionals of Second Order and Their Lévy Measures
Matsumoto, Hiroyuki; Nagoya University - Taniguchi, Setsuo; Kyushu University

Formato:	Peer-reviewed Article,
Enlaces:	The distributions of Wiener functionals of second order are infinitely divisible. An explicit expression of the associated Lévy measures in terms of the eigenvalues of the corresponding Hilbert-Schmidt operators on the Cameron-Martin subspace is presented. In some special cases, a…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

18.

Phase Transition for the Frog Model
Alves, Oswaldo; Universidade Federal de Goias - Machado, Fabio; Universidade de Sao Paulo - Popov, Serguei; Universidade de São Paulo

Formato:	Peer-reviewed Article,
Enlaces:	We study a system of simple random walks on graphs, known as frog model. This model can be described as follows: There are active and sleeping particles living on some graph. Each active particle performs a simple random walk with…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

19.

Poisson Snake and Fragmentation
Abraham, Romain; Université René Descartes (Paris 5) - Serlet, Laurent; Université René Descartes (Paris 5)

Formato:	Peer-reviewed Article,
Enlaces:	Our main object that we call the Poisson snake is a Brownian snake as introduced by Le Gall. This process has values which are trajectories of standard Poisson process stopped at some random finite lifetime with Brownian evolution. We use…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

20.

Transience and Non-explosion of Certain Stochastic Newtonian Systems
Kolokoltsov, Vassili N.; Nottingham Trent University - Schilling, R.L.; University of Sussex - Tyukov, A. E.; University of Sussex

Formato:	Peer-reviewed Article,
Enlaces:	We give sufficient conditions for non-explosion and transience of the solution $(x_t, p_t)$ (in dimensions $\geq 3$) to a stochastic Newtonian system of the form $$ \begin{cases} dx_t= p_t \, dt , \\ dp_t= -\frac{\partial V(x_t) }{\partial x} \, dt…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

21.

Diffusion in Long-Range Correlated Ornstein-Uhlenbeck Flows
Fannjiang, Albert; University of California, Davis - Komorowski, Tomasz; UMCS

Formato:	Peer-reviewed Article,
Enlaces:	We study a diffusion process with a molecular diffusion and random Markovian-Gaussian drift for which the usual (spatial) Peclet number is infinite. We introduce a temporal Peclet number and we prove that, under the finiteness of the temporal Peclet number,…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

22.

The Noise Made by a Poisson Snake
Warren, Jon; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	The purpose of this article is to study a coalescing flow of sticky Brownian motions. Sticky Brownian motion arises as a weak solution of a stochastic differential equation, and the study of the flow reveals the nature of the extra…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

23.

Stability Properties of Constrained Jump-Diffusion Processes
Atar, Rami; Technion - Israel Institute of Technology - Budhiraja, Amarjit; University of North Carolina

Formato:	Peer-reviewed Article,
Enlaces:	We consider a class of jump-diffusion processes, constrained to a polyhedral cone $G\subset\mathbb{R}^n$, where the constraint vector field is constant on each face of the boundary. The constraining mechanism corrects for ``attempts'' of the process to jump outside the domain.…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

24.

Quantitative Convergence Rates of Markov Chains: A Simple Account
Rosenthal, Jeffrey S.; University of Toronto

Formato:	Peer-reviewed Article,
Enlaces:	We state and prove a simple quantitative bound on the total variation distance after k iterations between two Markov chains with different initial distributions but identical transition probabilities. The result is a simplified and improved version of the result in…
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

25.

Non-Colliding Random Walks, Tandem Queues, and DiscreteOrthogonal Polynomial Ensembles
König, Wolfgang; BRIMS, Hewlett-Packard Laboratories - O'Connell, Neil; BRIMS, Hewlett-Packard Laboratories - Roch, Sébastien; École Polytechnique

Formato:	Peer-reviewed Article,
Enlaces:	We show that the function $h(x)=\prod_{i < j}(x_j-x_i)$ is harmonic for any random walk in $R^k$ with exchangeable increments, provided the required moments exist. For the subclass of random walks which can only exit the Weyl chamber $W=\{x\colon x_1 <…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

26.

Multiple Scale Analysis of Spatial Branching Processes under the Palm Distribution
Winter, Anita; Universität Erlangen-Nürnberg

Formato:	Peer-reviewed Article,
Enlaces:	We consider two types of measure-valued branching processes on the lattice $Z^d$. These are on the one hand side a particle system, called branching random walk, and on the other hand its continuous mass analogue, a system of interacting diffusions…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

27.

Mutually Catalytic Branching in The Plane: Infinite Measure States
Dawson, Donald A.; Carleton University - Etheridge, Alison M.; University of Oxford - Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics - Mytnik, Leonid; Technion - Israel Institute of Technology - Perkins, Edwin A.; The University of British Columbia - Xiong, Jie; University of Tennessee

Formato:	Peer-reviewed Article,
Enlaces:	A two-type infinite-measure-valued population in $R^2$ is constructed which undergoes diffusion and branching. The system is interactive in that the branching rate of each type is proportional to the local density of the other type. For a collision rate sufficiently…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

28.

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

29.

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

30.

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

31.

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

32.

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

33.

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

34.

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

35.

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

36.

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

37.

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

38.

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

39.

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

40.

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

41.

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

42.

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

43.

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

44.

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

45.

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

46.

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

47.

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

48.

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

49.

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

50.

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

51.

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

52.

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

53.

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

54.

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

55.

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

56.

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

57.

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

58.

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

59.

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

60.

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

61.

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

62.

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

63.

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

64.

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

65.

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

66.

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

67.

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

68.

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

69.

$L^1$-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

70.

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

71.

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

72.

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

73.

Hausdorff Dimension of Cut Points for Brownian Motion
Lawler, Gregory F.; Duke University and Cornell University

Formato:	Peer-reviewed Article,
Enlaces:	Let $B$ be a Brownian motion in $R^d$, $d=2,3$. A time $t\in [0,1]$ is called a cut time for $B[0,1]$ if $B[0,t) \cap B(t,1] = \emptyset$. We show that the Hausdorff dimension of the set of cut times equals $1…
Fecha:	1996-01-01
Recurso:	Electronic journal of probability

Recurso libre

74.

Eigenvalue Expansions for Brownian Motion with an Application to Occupation Times
Bass, Richard F.; University of Washington - Burdzy, Krzysztof; University of Washington

Formato:	Peer-reviewed Article,
Enlaces:	Let $B$ be a Borel subset of $R^d$ with finite volume. We give an eigenvalue expansion for the transition densities of Brownian motion killed on exiting $B$. Let $A_1$ be the time spent by Brownian motion in a closed cone…
Fecha:	1996-01-01
Recurso:	Electronic journal of probability

Recurso libre

75.

Random Discrete Distributions Derived from Self-Similar Random Sets
Pitman, Jim; University of California, Berkeley - Yor, Marc; Université Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	A model is proposed for a decreasing sequence of random variables $(V_1, V_2, \cdots)$ with $\sum_n V_n = 1$, which generalizes the Poisson-Dirichlet distribution and the distribution of ranked lengths of excursions of a Brownian motion or recurrent Bessel process.…
Fecha:	1996-01-01
Recurso:	Electronic journal of probability

Recurso libre

76.

A Microscopic Model for the Burgers Equation and Longest Increasing Subsequences
Seppäläinen, Timo; Iowa State University

Formato:	Peer-reviewed Article,
Enlaces:	We introduce an interacting random process related to Ulam's problem, or finding the limit of the normalized longest increasing subsequence of a random permutation. The process describes the evolution of a configuration of sticks on the sites of the one-dimensional…
Fecha:	1996-01-01
Recurso:	Electronic journal of probability

Recurso libre

77.

Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations
Liao, Xiao Xin; University of Strathclyde - Mao, Xuerong; University of Strathclyde

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we shall discuss the almost sure exponential stability for a neutral differential difference equation with damped stochastic perturbations of the form $d[x(t)-G(x(t-\tau))] = f(t,x(t),x(t-\tau))dt + \sigma(t) dw(t)$. Several interesting examples are also given for illustration. It should…
Fecha:	1996-01-01
Recurso:	Electronic journal of probability

Recurso libre

78.

Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes
Roberts, Gareth O.; University of Cambridge - Rosenthal, Jeffrey S.; University of Toronto

Formato:	Peer-reviewed Article,
Enlaces:	We develop quantitative bounds on rates of convergence for continuous-time Markov processes on general state spaces. Our methods involve coupling and shift-coupling, and make use of minorization and drift conditions. In particular, we use auxiliary coupling to establish the existence…
Fecha:	1996-01-01
Recurso:	Electronic journal of probability

Recurso libre

79.

Uniqueness for the Skorokhod Equation with Normal Reflection in Lipschitz Domains
Bass, Richard F.; University of Washington

Formato:	Peer-reviewed Article,
Enlaces:	We consider the Skorokhod equation $$dX_t=dW_t+(1/2)\nu(X_t), dL_t$$ in a domain $D$, where $W_t$ is Brownian motion in $R^d$, $\nu$ is the inward pointing normal vector on the boundary of $D$, and $L_t$ is the local time on the boundary. The…
Fecha:	1996-01-01
Recurso:	Electronic journal of probability

Recurso libre

80.

Percolation Times in Two-Dimensional Models For Excitable Media
Gravner, Janko; University of California, Davis

Formato:	Peer-reviewed Article,
Enlaces:	The three-color Greenberg--Hastings model (GHM) is a simple cellular automaton model for an excitable medium. Each site on the lattice $Z^2$ is initially assigned one of the states 0, 1 or 2. At each tick of a discrete--time clock, the…
Fecha:	1996-01-01
Recurso:	Electronic journal of probability

Recurso libre

81.

Cut Times for Simple Random Walk
Lawler, Gregory F.; Duke University and Cornell University

Formato:	Peer-reviewed Article,
Enlaces:	Let $S(n)$ be a simple random walk taking values in $Z^d$. A time $n$ is called a cut time if \[ S[0,n] \cap S[n+1,\infty) = \emptyset . \] We show that in three dimensions the number of cut times less…
Fecha:	1996-01-01
Recurso:	Electronic journal of probability

Recurso libre

82.

Multiple Space-Time Scale Analysis For Interacting Branching Models
Dawson, Donald A.; Carleton University - Greven, Andreas; Universitat Erlangen-Nurnberg

Formato:	Peer-reviewed Article,
Enlaces:	We study a class of systems of countably many linearly interacting diffusions whose components take values in $[0, \inf)$ and which in particular includes the case of interacting (via migration) systems of Feller's continuous state branching diffusions. The components are…
Fecha:	1996-01-01
Recurso:	Electronic journal of probability

Recurso libre

83.

Laws of the Iterated Logarithm for Triple Intersections of Three Dimensional Random Walks
Rosen, Jay; College of Staten Island, CUNY

Formato:	Peer-reviewed Article,
Enlaces:	Let $X = X_n, X' = X'_n$, and $X'' = X''_n$, $n\geq 1$, be three independent copies of a symmetric three dimensional random walk with $E(\|X_1\|^{2}\log_+ \|X_1\|)$ finite. In this paper we study the asymptotics of $I_n$, the number of…
Fecha:	1997-01-01
Recurso:	Electronic journal of probability

Recurso libre

84.

A Non-Skorohod Topology on the Skorohod Space
Jakubowski, Adam; Nicholas Copernicus University

Formato:	Peer-reviewed Article,
Enlaces:	A new topology (called $S$) is defined on the space $D$ of functions $x: [0,1] \to R^1$ which are right-continuous and admit limits from the left at each $t > 0$. Although $S$ cannot be metricized, it is quite natural…
Fecha:	1997-01-01
Recurso:	Electronic journal of probability

Recurso libre

85.

The Law of the Iterated Logarithm for a Triangular Array of Empirical Processes
Arcones, Miguel A.; State University of New York

Formato:	Peer-reviewed Article,
Enlaces:	We study the compact law of the iterated logarithm for a certain type of triangular arrays of empirical processes, appearing in statistics (M-estimators, regression, density estimation, etc). We give necessary and sufficient conditions for the law of the iterated logarithm…
Fecha:	1997-01-01
Recurso:	Electronic journal of probability

Recurso libre

86.

Cauchy's Principal Value of Local Times of Lévy Processes with no Negative Jumps via Continuous Branching Processes
Bertoin, Jean; Université Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	Let $X$ be a recurrent Lévy process with no negative jumps and $n$ the measure of its excursions away from $0$. Using Lamperti's connection that links $X$ to a continuous state branching process, we determine the joint distribution under $n$…
Fecha:	1997-01-01
Recurso:	Electronic journal of probability

Recurso libre

87.

Finite Width For a Random Stationary Interface
Mueller, Carl; University of Rochester - Tribe, Roger; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	We study the asymptotic shape of the solution $u(t,x) \in [0,1]$ to a one-dimensional heat equation with a multiplicative white noise term. At time zero the solution is an interface, that is $u(0,x)$ is 0 for all large positive $x$…
Fecha:	1997-01-01
Recurso:	Electronic journal of probability

Recurso libre

88.

Generation of One-Sided Random Dynamical Systems by Stochastic Differential Equations
Kager, Gerald; Technische Universität Berlin - Scheutzow, Michael; Technische Universität Berlin

Formato:	Peer-reviewed Article,
Enlaces:	Let $Z$ be an $R^m$-valued semimartingale with stationary increments which is realized as a helix over a filtered metric dynamical system $S$. Consider a stochastic differential equation with Lipschitz coefficients which is driven by $Z$. We show that its solution…
Fecha:	1997-01-01
Recurso:	Electronic journal of probability

Recurso libre

89.

Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
Hitczenko, Pawel; North Carolina State University - Kwapien, Stanislaw; Warsaw University - Li, Wenbo V.; University of Delaware - Schechtman, Gideon; The Weizmann Institute of Science - Schlumprecht, Thomas; Texas A&M University - Zinn, Joel; Texas A&M University

Formato:	Peer-reviewed Article,
Enlaces:	We provide necessary and sufficient conditions for hypercontractivity of the minima of nonnegative, i.i.d. random variables and of both the maxima of minima and the minima of maxima for such r.v.'s. It turns out that the idea of hypercontractivity for…
Fecha:	1998-01-01
Recurso:	Electronic journal of probability

Recurso libre

90.

The Entrance Boundary of the Multiplicative Coalescent
Aldous, David; University of California, Berkeley - Limic, Vlada; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	The multiplicative coalescent $X(t)$ is a $l^2$-valued Markov process representing coalescence of clusters of mass, where each pair of clusters merges at rate proportional to product of masses. From random graph asymptotics it is known (Aldous (1997)) that there exists…
Fecha:	1998-01-01
Recurso:	Electronic journal of probability

Recurso libre

91.

Collision Local Times, Historical Stochastic Calculus, and Competing Species
Evans, Steven N.; University of California at Berkeley - Perkins, Edwin A.; The University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	Branching measure-valued diffusion models are investigated that can be regarded as pairs of historical Brownian motions modified by a competitive interaction mechanism under which individuals from each population have their longevity or fertility adversely affected by collisions with individuals from…
Fecha:	1998-01-01
Recurso:	Electronic journal of probability

Recurso libre

92.

Martingale Problems for Conditional Distributions of Markov Processes
Kurtz, Thomas G.; University of Wisconsin, Madison

Formato:	Peer-reviewed Article,
Enlaces:	Let $X$ be a Markov process with generator $A$ and let $Y(t)=\gamma (X(t))$. The conditional distribution $\pi_t$ of $X(t)$ given $\sigma (Y(s):s\leq t)$ is characterized as a solution of a filtered martingale problem. As a consequence, we obtain a generator/martingale…
Fecha:	1998-01-01
Recurso:	Electronic journal of probability

Recurso libre

93.

Almost All Words Are Seen In Critical Site Percolation On The Triangular Lattice
Kesten, Harry; Cornell University - Sidoravicius, Vladas; IMPA - Zhang, Yu; University of Colorado

Formato:	Peer-reviewed Article,
Enlaces:	We consider critical site percolation on the triangular lattice, that is, we choose $X(v) = 0$ or 1 with probability 1/2 each, independently for all vertices $v$ of the triangular lattice. We say that a word $(\xi_1, \xi_2,\dots) \in \{0,1\}^{\Bbb…
Fecha:	1998-01-01
Recurso:	Electronic journal of probability

Recurso libre

94.

Markov Processes with Identical Bridges
Fitzsimmons, P. J.; University of California, San Diego

Formato:	Peer-reviewed Article,
Enlaces:	Let $X$ and $Y$ be time-homogeneous Markov processes with common state space $E$, and assume that the transition kernels of $X$ and $Y$ admit densities with respect to suitable reference measures. We show that if there is a time $t>0$…
Fecha:	1998-01-01
Recurso:	Electronic journal of probability

Recurso libre

95.

Large Favourite Sites of Simple Random Walk and theWiener Process
Csaki, Endre; Hungarian Academy of Sciences - Shi, Zhan; Université de Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	Let $U(n)$ denote the most visited point by a simple symmetric random walk $\{ S_k\}_{k\ge 0}$ in the first $n$ steps. It is known that $U(n)$ and $max_{0\le k\le n} S_k$ satisfy the same law of the iterated logarithm, but…
Fecha:	1998-01-01
Recurso:	Electronic journal of probability

Recurso libre

96.

Concrete Representation of Martingales
Montgomery-Smith, Stephen; University of Missouri

Formato:	Peer-reviewed Article,
Enlaces:	Let $(f_n)$ be a mean zero vector valued martingale sequence. Then there exist vector valued functions $(d_n)$ from $[0,1]^n$ such that $\int_0^1 d_n(x_1,\dots,x_n)\,dx_n = 0$ for almost all $x_1,\dots,x_{n-1}$, and such that the law of $(f_n)$ is the same as…
Fecha:	1998-01-01
Recurso:	Electronic journal of probability

Recurso libre

97.

Random Walks On Finite Groups With Few Random Generators
Pak, Igor; Yale University

Formato:	Peer-reviewed Article,
Enlaces:	Let $G$ be a finite group. Choose a set $S$ of size $k$ uniformly from $G$ and consider a lazy random walk on the corresponding Cayley graph. We show that for almost all choices of $S$ given $k = 2a\,…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

98.

Decay of Correlations for Non-Hölderian Dynamics. ACoupling Approach
Bressaud, Xavier; Institut de Mathématiques de Luminy - Fernandez, Roberto; Universidade de Sao Paulo - Galves, Antonio; Universidade de Sao Paulo

Formato:	Peer-reviewed Article,
Enlaces:	We present an upper bound on the mixing rate of the equilibrium state of a dynamical system defined by the one-sided shift and a non Hölder potential of summable variations. The bound follows from an estimation of the relaxation speed…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

99.

Improved Inclusion-Exclusion Identities and Inequalities Based on a Particular Class of Abstract Tubes
Dohmen, Klaus; Humboldt-Universitaet zu Berlin

Formato:	Peer-reviewed Article,
Enlaces:	Recently, Naiman and Wynn introduced the concept of an abstract tube in order to obtain improved inclusion-exclusion identities and inequalities that involve much fewer terms than their classical counterparts. In this paper, we introduce a particular class of abstract tubes…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

100.

Weak Convergence for the Row Sums of a Triangular Array of Empirical Processes Indexed by a Manageable Triangular Array of Functions
Arcones, Miguel A.; State University of New York

Formato:	Peer-reviewed Article,
Enlaces:	We study the weak convergence for the row sums of a general triangular array of empirical processes indexed by a manageable class of functions converging to an arbitrary limit. As particular cases, we consider random series processes and normalized sums…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability