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Aproximadamente 12 registro(s) hasta el momento: (journal)

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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

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

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

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

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

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

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

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

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

10.

Surface Stretching for Ornstein Uhlenbeck Velocity Fields
Carmona, Rene; Princeton University - Grishin, Stanislav; Princeton University - Xu, Lin; Princeton University - Molchanov, Stanislav; University of North Carolina at Charlotte

Formato:	Peer-reviewed Article,
Enlaces:	The present note deals with large time properties of the Lagrangian trajectories of a turbulent flow in $R^2$ and $R^3$. We assume that the flow is driven by an incompressible time-dependent random velocity field with Gaussian statistics. We also assume…
Fecha:	1997-01-01
Recurso:	Electronic communications in probability

Recurso libre

11.

The Distribution of Time Spent by a Standard Excursion Above a Given Level, with Applications to Ring Polymers near a Discontinuity in Potential
Jansons, Kalvis M.; University College London

Formato:	Peer-reviewed Article,
Enlaces:	The law for the time $\tau_{a}$ spent by a standard Brownian excursion above a given level $a > 0$ is found using Ito excursion theory. This is achieved by conditioning the excursion to have exactly one mark of an independent…
Fecha:	1997-01-01
Recurso:	Electronic communications in probability

Recurso libre

12.

Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces
Capitaine, Mireille; Universite Paul-Sabatier - Hsu, Elton P.; Northwestern University - Ledoux, Michel; Universite Paul-Sabatier

Formato:	Peer-reviewed Article,
Enlaces:	We show how the Clark-Ocone-Haussmann formula for Brownian motion on a compact Riemannian manifold put forward by S. Fang in his proof of the spectral gap inequality for the Ornstein-Uhlenbeck operator on the path space can yield in a very…
Fecha:	1997-01-01
Recurso:	Electronic communications in probability