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60J65 (4)
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Brownian motion, disconnection exponents (2)
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Aproximadamente 21 registro(s) hasta el momento: (journal)

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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

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

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

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

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

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

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

10.

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

11.

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

12.

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

13.

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

14.

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

15.

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

16.

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

17.

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

18.

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

19.

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

20.

Transportation Approach to Some Concentration Inequalities in Product Spaces
Dembo, Amir; Stanford University - Zeitouni, Ofer; Technion - Israel Institute of Technology

Formato:	Peer-reviewed Article,
Enlaces:	Using a transportation approach we prove that for every probability measures $P,Q_1,Q_2$ on $\Omega^N$ with $P$ a product measure there exist r.c.p.d. $\nu_j$ such that $\int \nu_j (\cdot\|x) dP(x) = Q_j(\cdot)$ and $$ \int dP (x) \int \frac{dP}{dQ_1} (y)^\beta \frac{dP}{dQ_2}…
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

21.

Time-Space Analysis of the Cluster-Formation in Interacting Diffusions
Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics - Greven, Andreas; Universitat Erlangen-Nurnberg

Formato:	Peer-reviewed Article,
Enlaces:	A countable system of linearly interacting diffusions on the interval [0,1], indexed by a hierarchical group is investigated. A particular choice of the interactions guarantees that we are in the diffusive clustering regime, that is spatial clusters of components with…
Fecha:	1996-01-01
Recurso:	Electronic journal of probability