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Aproximadamente 199 registro(s) hasta el momento: (journal)

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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

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

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

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

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

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

10.

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