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Aproximadamente 21 registro(s) hasta el momento: (journal)

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Recurso libre

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

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

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

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

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

10.

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

11.

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

12.

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

13.

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

Recurso libre

14.

Moderate deviations for stable Markov chains and regression models
Worms, Julien; Universit'e de Marne La Vall'ee

Formato:	Peer-reviewed Article,
Enlaces:	We prove moderate deviations principles for unbounded additive functionals of the form $S_n = \sum_{j=1}^{n} g(X^{(p)}_{j-1})$, where $(X_n)_{n\in N}$ is a stable $R^d$-valued functional autoregressive model of order $p$ with white noise and stationary distribution $\mu$, and $g$ is an…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

15.

Small Scale Limit Theorems for the Intersection LocalTimes of Brownian Motion
Mörters, Peter; Technische Universität Berlin, Universität Kaiserslautern - Shieh, Narn-Rueih; National Taiwan University

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we contribute to the investigation of the fractal nature of the intersection local time measure on the intersection of independent Brownian paths. We particularly point out the difference in the small scale behaviour of the intersection local…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

Thick Points for Transient Symmetric Stable Processes
Dembo, Amir; Stanford University - Peres, Yuval; University of California, Berkeley - Rosen, Jay; College of Staten Island, CUNY - Zeitouni, Ofer; Technion

Formato:	Peer-reviewed Article,
Enlaces:	Let $T(x,r)$ denote the total occupation measure of the ball of radius $r$ centered at $x$ for a transient symmetric stable processes of index $b<d$ in $R^d$ and $K(b,d)$ denote the norm of the convolution with its 0-potential density, considered…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

17.

The Longtime Behavior of Branching Random Walk in a Catalytic Medium
Greven, Andreas; Universitat Erlangen-Nurnberg - Klenke, Achim; Universität Erlangen - Nürnberg - Wakolbinger, Anton; Johann Wolfgang Goethe-Universität

Formato:	Peer-reviewed Article,
Enlaces:	Consider a countable collection of particles located on a countable group, performing a critical branching random walk where the branching rate of a particle is given by a random medium fluctuating both in space and time. Here we study the…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

18.

Random Time Changes for Sock-Sorting and Other Stochastic Process Limit Theorems
Steinsaltz, David; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	A common technique in the theory of stochastic process is to replace a discrete time coordinate by a continuous randomized time, defined by an independent Poisson or other process. Once the analysis is complete on this poissonized process, translating the…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

19.

Long-range Dependence trough Gamma-mixedOrnstein-Uhlenbeck Process
Igloi, E.; L. Kossuth University - Terdik, G.; L. Kossuth University

Formato:	Peer-reviewed Article,
Enlaces:	The limit process of aggregational models---(i) sum of random coefficient AR(1) processes with independent Brownian motion (BM) inputs and (ii) sum of AR(1) processes with random coefficients of Gamma distribution and with input of common BM's,---proves to be Gaussian and…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

20.

An Extended Generator and Schrödinger Equations
Getoor, Ronald K.; University of California, San Diego

Formato:	Peer-reviewed Article,
Enlaces:	The generator of a Borel right processis extended so that it maps functions to smooth measures. This extension may be defined either probabilistically using martingales or analytically in terms of certain kernels on the state space of the process. Then…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

Recurso libre

21.

Brownian Motion, Bridge, Excursion, and Meander Characterized by Sampling at Independent Uniform Times
Pitman, Jim; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	For a random process $X$ consider the random vector defined by the values of $X$ at times $0 < U_{n,1} < ... < U_{n,n} < 1$ and the minimal values of $X$ on each of the intervals between consecutive pairs…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability