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Aproximadamente 98 registro(s) hasta el momento: (journal)

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Recurso libre

Stochastic Weak Attractor for a Dissipative Euler Equation
Bessaih, Hakima; University Dini, Pisa

Formato:	Peer-reviewed Article,
Enlaces:	In this paper a nonautonomous dynamical system is considered, a stochastic one that is obtained from the dissipative Euler equation subject to a stochastic perturbation, an additive noise. Absorbing sets have been defined as sets that depend on time and…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

Martingales on Random Sets and the Strong Martingale Property
Sharpe, Michael J.; University of California, San Diego

Formato:	Peer-reviewed Article,
Enlaces:	Let $X$ be a process defined on an optional random set. The paper develops two different conditions on $X$ guaranteeing that it is the restriction of a uniformly integrable martingale. In each case, it is supposed that $X$ is the…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

Limit Distributions and Random Trees Derived from the Birthday Problem with Unequal Probabilities
Camarri, Michael; University of California, Berkeley - Pitman, Jim; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Given an arbitrary distribution on a countable set, consider the number of independent samples required until the first repeated value is seen. Exact and asymptotic formulae are derived for the distribution of this time and of the times until subsequent…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

Two Coalescents Derived from the Ranges of Stable Subordinators
Bertoin, Jean; Université Paris VI - Pitman, Jim; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Let $M_\alpha$ be the closure of the range of a stable subordinator of index $\alpha\in ]0,1[$. There are two natural constructions of the $M_{\alpha}$'s simultaneously for all $\alpha\in ]0,1[$, so that $M_{\alpha}\subseteq M_{\beta}$ for $0< \alpha < \beta < 1$:…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

Limsup Random Fractals
Khoshnevisan, Davar; University of Utah - Peres, Yuval; University of California, Berkeley - Xiao, Yimin; University of Utah

Formato:	Peer-reviewed Article,
Enlaces:	Orey and Taylor (1974) introduced sets of ``fast points'' where Brownian increments are exceptionally large, ${\rm F}(\lambda):=\{ t\in[0,1]: \limsup_{h\to 0}{ \| X(t+h)-X(t)\| / \sqrt{ 2h\|\log h\|}} \ge \lambda\}$. They proved that for $\lambda \in (0,1]$, the Hausdorff dimension of ${\rm…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

The Norm Estimate of the Difference Between the Kac Operator and Schrödinger Semigroup II: The General Case Including the Relativistic Case
Ichinose, Takashi; Kanazawa University - Takanobu, Satoshi; Kanazawa University

Formato:	Peer-reviewed Article,
Enlaces:	More thorough results than in our previous paper in Nagoya Math. J. are given on the $L_p$-operator norm estimates for the Kac operator $e^{-tV/2} e^{-tH_0} e^{-tV/2}$ compared with the Schrödinger semigroup $e^{-t(H_0+V)}$. The Schrödinger operators $H_0+V$ to be treated in…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

Integrability of Seminorms
Basse-O'Connor, Andreas; University of Aarhus

Formato:	Peer-reviewed Article,
Enlaces:	We study integrability and equivalence of $L^p$-norms of polynomial chaos elements. Relying on known results for Banach space valued polynomials, we extend and unify integrability for seminorms results to random elements that are not necessarily limits of Banach space valued…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

Bulk Scaling Limit of the Laguerre Ensemble
Jacquot, Stephanie; University of Cambridge - Valko, Benedek; University of Wisconsin Madison

Formato:	Peer-reviewed Article,
Enlaces:	We consider the $\beta$-Laguerre ensemble, a family of distributions generalizing the joint eigenvalue distribution of the Wishart random matrices. We show that the bulk scaling limit of these ensembles exists for all $\beta>0$ for a general family of parameters and…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

(Non)Differentiability and Asymptotics for Potential Densities of Subordinators
Döring, Leif; Technische Universität Berlin - Savov, Mladen; Oxford University

Formato:	Peer-reviewed Article,
Enlaces:	For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce asymptotic results and show…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

10.

Survival Probability of the Branching Random Walk Killed Below a Linear Boundary
Bérard, Jean; Université Claude Bernard - Lyon 1 - Gouéré, Jean-Baptiste; Université d'Orléans

Formato:	Peer-reviewed Article,
Enlaces:	We give an alternative proof of a result by N. Gantert, Y. Hu and Z. Shi on the asymptotic behavior of the survival probability of the branching random walk killed below a linear boundary, in the special case of deterministic…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

11.

Sharp and Strict $L^p$-Inequalities for Hilbert-Space-Valued Orthogonal Martingales
Osekowski, Adam; University of Warsaw

Formato:	Peer-reviewed Article,
Enlaces:	The paper contains the proofs of sharp moment estimates for Hilbert-space valued martingales under the assumptions of differential subordination and orthogonality. The results generalize those obtained by Banuelos and Wang. As an application, we sharpen an inequality for stochastic integrals…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

12.

Stochastic Order Methods Applied to Stochastic Travelling Waves
Tribe, Roger; University of Warwick - Woodward, Nicholas; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	This paper considers some one dimensional reaction diffusion equations driven by a one dimensional multiplicative white noise. The existence of a stochastic travelling wave solution is established, as well as a sufficient condition to be in its domain of attraction.…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

13.

Pathwise Differentiability for SDEs in a Smooth Domain with Reflection
Andres, Sebastian; University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we study a Skorohod SDE in a smooth domain with normal reflection at the boundary, in particular we prove that the solution is pathwise differentiable with respect to the deterministic starting point. The resulting derivatives evolve according…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

14.

Asymptotic Analysis for Stochastic Volatility: Edgeworth Expansion
Fukasawa, Masaaki; ETH Zürich

Formato:	Peer-reviewed Article,
Enlaces:	The validity of an approximation formula for European option prices under a general stochastic volatility model is proved in the light of the Edgeworth expansion for ergodic diffusions. The asymptotic expansion is around the Black-Scholes price and is uniform in…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

15.

Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients
Zhang, Xicheng; Wuhan University

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we prove the stochastic homeomorphism flow property and the strong Feller property for stochastic differential equations with sigular time dependent drifts and Sobolev diffusion coefficients. Moreover, the local well posedness under local assumptions are also obtained. In…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

Interpolation Percolation
Zerner, Martin P.W.; University of Tuebingen

Formato:	Peer-reviewed Article,
Enlaces:	Let $X$ be a countably infinite set of real numbers and let $(Y_x)_{x\in X}$ be an independent family of stationary random subsets of the real numbers, e.g. homogeneous Poisson point processes. We give criteria for the almost sure existence of…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

17.

Spatial Random Permutations and Poisson-Dirichlet Law of Cycle Lengths
Betz, Volker; University of Warwick - Ueltschi, Daniel; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	We study spatial permutations with cycle weights that are bounded or slowly diverging. We show that a phase transition occurs at an explicit critical density. The long cycles are macroscopic and their cycle lengths satisfy a Poisson-Dirichlet law.
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

18.

Local Degree Distribution in Scale Free Random Graphs
Backhausz, Agnes; Eotvos Lorand University - Mori, Tamas F.; Eotvos Lorand University

Formato:	Peer-reviewed Article,
Enlaces:	In several scale free graph models the asymptotic degree distribution and the characteristic exponent change when only a smaller set of vertices is considered. Looking at the common properties of these models, we present sufficient conditions for the almost sure…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

19.

Branching Random Walks in Random Environment are Diffusive in the Regular Growth Phase
Heil, Hadrian; Universität Tübingen - Makoto, Nakashima; Kyoto University - Nobuo, Yoshida; Kyoto University

Formato:	Peer-reviewed Article,
Enlaces:	We treat branching random walks in random environment using the framework of Linear Stochastic Evolution. In spatial dimensions three or larger, we establish diusive behaviour in the entire growth phase. This can be seen through a Central Limit Theorem with…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

20.

Stochastic Flows Related to Walsh Brownian Motion
Hajri, Hatem; Université Paris Sud Orsay

Formato:	Peer-reviewed Article,
Enlaces:	We define an equation on a simple graph which is an extension of Tanaka's equation and the skew Brownian motion equation. We then apply the theory of transition kernels developed by Le Jan and Raimond and show that all the…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

21.

The First Hitting Time of a Single Point for Random Walks
Uchiyama, Kohei; Tokyo Institute of Technology

Formato:	Peer-reviewed Article,
Enlaces:	This paper concerns the first hitting time $T_0$ of the origin for random walks on $d$-dimensional integer lattice with zero mean and a finite $2+\delta$ absolute moment ($\delta\geq0$). We derive detailed asymptotic estimates of the probabilities $\mathbb{P}_x(T_0=n)$ as $n\to\infty$ that…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

22.

Products of Independent non-Hermitian Random Matrices
O'Rourke, Sean; Rutgers University - Soshnikov, Alexander B.; University of California Davis

Formato:	Peer-reviewed Article,
Enlaces:	We consider the product of a finite number of non-Hermitian random matrices with i.i.d. centered entries of growing size. We assume that the entries have a finite moment of order bigger than two. We show that the empirical spectral distribution…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

23.

A Note on Rate of Convergence in Probability to Semicircular Law
Bai, Zhidong; Northeast Normal University - Hu, Jiang; Northeast Normal University - Pan, Guangming; Nanyang Technological University - Zhou, Wang; National University of Singapore

Formato:	Peer-reviewed Article,
Enlaces:	In the present paper, we prove that under the assumption of the finite sixth moment for elements of a Wigner matrix, the convergence rate of its empirical spectral distribution to the Wigner semicircular law in probability is $O(n^{-1/2})$ when the…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

24.

Asymptotic Moments of Near Neighbor Distances for the Gaussian Distribution
Liitiäinen, Elia; Aalto University

Formato:	Peer-reviewed Article,
Enlaces:	We study the moments of the k-th nearest neighbor distance for independent identically distributed points in $\mathbb{R}^n$. In the earlier literature, the case with power higher than n has been analyzed by assuming a bounded support for the underlying density.…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

25.

Asymptotic Entropy of Random Walks on Free Products
Gilch, Lorenz A.; Graz University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	Suppose we are given the free product $V$ of a finite family of finite or countable sets. We consider a transient random walk on the free product arising naturally from a convex combination of random walks on the free factors.…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

26.

A New Probability Measure-Valued Stochastic Process with Ferguson-Dirichlet Process as Reversible Measure
Shao, Jinghai; Beijing Normal University

Formato:	Peer-reviewed Article,
Enlaces:	A new diffusion process taking values in the space of all probability measures over $[0,1]$ is constructed through Dirichlet form theory in this paper. This process is reversible with respect to the Ferguson-Dirichlet process (also called Poisson Dirichlet process), which…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

27.

Excursions and Local Limit Theorems for Bessel-like Random Walks
Alexander, Kenneth S.; University of Southern California

Formato:	Peer-reviewed Article,
Enlaces:	We consider reflecting random walks on the nonnegative integers with drift of order $1/x$ at height $x$. We establish explicit asymptotics for various probabilities associated to such walks, including the distribution of the hitting time of $0$ and first return…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

28.

On Two-Dimensional Random Walk Among Heavy-Tailed Conductances
Černý, Jiří; ETH Zürich

Formato:	Peer-reviewed Article,
Enlaces:	We consider a random walk among unbounded random conductances on the two-dimensional integer lattice. When the distribution of the conductances has an infinite expectation and a polynomial tail, we show that the scaling limit of this process is the fractional…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

29.

Emergence of Giant Cycles and Slowdown Transition in Random Transpositions and k-Cycles
Berestycki, Nathanael; University of Cambridge

Formato:	Peer-reviewed Article,
Enlaces:	Consider the random walk on the permutation group obtained when the step distribution is uniform on a given conjugacy class. It is shown that there is a critical time at which two phase transitions occur simultaneously. On the one hand,…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

30.

A Central Limit Theorem for Random Walk in a Random Environment on a Marked Galton-Watson Tree.
Faraud, Gabriel; Université Paris 13

Formato:	Peer-reviewed Article,
Enlaces:	Models of random walks in a random environment were introduced at first by Chernoff in 1967 in order to study biological mechanisms. The original model has been intensively studied since then and is now well understood. In parallel, similar models…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

31.

Stochastic Order and Attractiveness for Particle Systems with Multiple Births, Deaths and Jumps
Borrello, Davide; Università di Milano and Universié de Rouen

Formato:	Peer-reviewed Article,
Enlaces:	An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

32.

Relaxation Schemes for Interacting Exclusions
Bahadoran, Christophe; Universite Blaise Pascal Clermont-Ferrand - Fritz, Jozsef; Budapest University of Technology and Economics - Nagy, Katalin; Budapest University of Technology and Economics

Formato:	Peer-reviewed Article,
Enlaces:	We investigate the interaction of one-dimensional asymmetric exclusion processes of opposite speeds, where the exchange dynamics is combined with a creation-annihilation mechanism, and this asymmetric law is regularized by a nearest neighbor stirring of large intensity. The model admits hyperbolic…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

33.

A Central Limit Theorem for Random Ordered Factorizations of Integers
Hwang, Hsien-Kuei; Academia Sinica - Janson, Svante; Uppsala University

Formato:	Peer-reviewed Article,
Enlaces:	Write an integer as finite products of ordered factors belonging to a given subset $\mathcal{P}$ of integers larger than one. A very general central limit theorem is derived for the number of ordered factors in random factorizations for any subset…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

34.

Mirror Coupling of Reflecting Brownian Motion and an Application to Chavel's Conjecture
Pascu, Mihai N; Transilvania University of Brasov

Formato:	Peer-reviewed Article,
Enlaces:	In a series of papers, Burdzy et al. introduced the mirror coupling of reflecting Brownian motions in a smooth bounded domain $D\subset\mathbb{R}^d$, and used it to prove certain properties of eigenvalues and eigenfunctions of the Neumann Laplacian on $D$. In…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

35.

Central Limit Theorems and Quadratic Variations in Terms of Spectral Density
Biermé, Hermine; Université Paris-Descartes - Paris 5 - Bonami, Aline; Université d'Orléans - Leon, José R.; Universidad Central de Venezuela

Formato:	Peer-reviewed Article,
Enlaces:	We give a new proof and provide new bounds for the speed of convergence in the Central Limit Theorem of Breuer Major on stationary Gaussian time series, which generalizes to particular triangular arrays. Our assumptions are given in terms of…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

36.

Law of Large Numbers for a Class of Random Walks in Dynamic Random Environments
Avena, Luca LA; Unversity of Zürich - den Hollander, Frank; Leiden University - Redig, Frank; Radboud University Nijmegen

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we consider a class of one-dimensional interacting particle systems in equilibrium, constituting a dynamic random environment, together with a nearest-neighbor random walk that on occupied/vacant sites has a local drift to the right/left. We adapt a regeneration-time…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

37.

Explicit Expanders with Cutoff Phenomena
Lubetzky, Eyal; Microsoft Research - Sly, Allan; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	The cutoff phenomenon describes a sharp transition in the convergence of an ergodic finite Markov chain to equilibrium. Of particular interest is understanding this convergence for the simple random walk on a bounded-degree expander graph. The first example of a…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

38.

Random Gaussian Sums on Trees
Lifshits, Mikhail; St. Petersburg State University - Linde, Werner; FSU Jena

Formato:	Peer-reviewed Article,
Enlaces:	Let $T$ be a tree with induced partial order. We investigate a centered Gaussian process $X$ indexed by $T$ and generated by weight functions. In a first part we treat general trees and weights and derive necessary and sufficient conditions…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

39.

Representation Theorem for Generators of BSDEs with Monotonic and Polynomial-Growth Generators in the Space of Processes
Fan, ShengJun; China University of Mining and Technology - Jiang, Long; China University of Mining and Technology - Xu, YingYing; China University of Mining and Technology

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, on the basis of some recent works of Fan, Jiang and Jia, we establish a representation theorem in the space of processes for generators of BSDEs with monotonic and polynomial-growth generators, which generalizes the corresponding results in…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

40.

Quenched Limits and Fluctuations of the Empirical Measure for Plane Rotators in Random Media.
Luçon, Eric; Université Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	The Kuramoto model has been introduced to describe synchronization phenomena observed in groups of cells, individuals, circuits, etc. The model consists of $N$ interacting oscillators on the one dimensional sphere $S^1$, driven by independent Brownian Motions with constant drift chosen…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

41.

Approximation by the Dickman Distribution and Quasi-Logarithmic Combinatorial Structures
Barbour, Andrew D; Universität Zürich - Nietlispach, Bruno; Universität Zürich

Formato:	Peer-reviewed Article,
Enlaces:	Quasi-logarithmic combinatorial structures are a class of decomposable combinatorial structures which extend the logarithmic class considered by Arratia, Barbour and Tavaré (2003). In order to obtain asymptotic approximations to their component spectrum, it is necessary first to establish an approximation…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

42.

On the Moment-Transfer Approach for Random Variables Satisfying a One-Sided Distributional Recurrence
Chen, Che-Hao; National Chiao Tung University - Fuchs, Michael; National Chiao Tung University

Formato:	Peer-reviewed Article,
Enlaces:	The moment-transfer approach is a standard tool for deriving limit laws of sequences of random variables satisfying a distributional recurrence. However, so far the approach could not be applied to certain "one-sided" recurrences with slowly varying moments and normal limit…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

43.

The Self-Similar Dynamics of Renewal Processes
Fisher, Albert Meads; University of Sao Paulo - Talet, Marina; Université de Provence

Formato:	Peer-reviewed Article,
Enlaces:	We prove an almost sure invariance principle in log density for renewal processes with gaps in the domain of attraction of an $\alpha$-stable law. There are three different types of behavior: attraction to a Mittag-Leffler process for $0<\alpha<1$, to a…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

44.

On the Asymptotic Internal Path Length and the Asymptotic Wiener Index of Random Split Trees
Munsonius, Goetz Olaf; University of Frankfurt

Formato:	Peer-reviewed Article,
Enlaces:	The random split tree introduced by Devroye (1999) is considered. We derive a second order expansion for the mean of its internal path length and furthermore obtain a limit law by the contraction method. As an assumption we need the…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

45.

Discrete Semi-Self-Decomposability Induced by Semigroups
Bouzar, Nadjib; University of Indianapolis

Formato:	Peer-reviewed Article,
Enlaces:	A continuous semigroup of probability generating functions $\mathcal{F}:=(F_t, t\ge 0)$ is used to introduce a notion of discrete semi-selfdecomposability, or $\mathcal{F}$-semi-selfdecomposability, for distributions with support on $\bf Z_+$. $\mathcal{F}$-semi-selfdecomposable distributions are infinitely divisible and are characterized by the absolute monotonicity…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

46.

Fractional Elliptic, Hyperbolic and Parabolic Random Fields
Leonenko, Nikolai; Cardiff University - Ruiz-Medina, Maria D.; University of Granada - Taqqu, Murad S.; Boston University

Formato:	Peer-reviewed Article,
Enlaces:	This paper introduces new classes of fractional and multifractional random fields arising from elliptic, parabolic and hyperbolic equations with random innovations derived from fractional Brownian motion. The case of stationary random initial conditions is also considered for parabolic and hyperbolic…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

47.

Attractors and Expansion for Brownian Flows
Dimitroff, Georgi; Fraunhofer ITWM - Scheutzow, Michael; Technische Universität Berlin

Formato:	Peer-reviewed Article,
Enlaces:	We show that a stochastic flow which is generated by a stochastic differential equation on $\mathbb{R}^d$ with bounded volatility has a random attractor provided that the drift component in the direction towards the origin is larger than a certain strictly…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

48.

Homogenization of Fractional Kinetic Equations with Random Initial Data
Liu, Gi-Ren; National Taiwan University - Shieh, Narn-Rueih; National Taiwan University

Formato:	Peer-reviewed Article,
Enlaces:	We present the small-scale limits for the homogenization of a class of spatial-temporal random fields; the field arises from the solution of a certain fractional kinetic equation and also from that of a related two-equation system, subject to given random…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

49.

Stable Poisson Graphs in One Dimension
Deijfen, Maria; Stockholm University - Holroyd, Alexander E.; Microsoft Research - Peres, Yuval; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	Let each point of a homogeneous Poisson process on R independently be equipped with a random number of stubs (half-edges) according to a given probability distribution $\mu$ on the positive integers. We consider schemes based on Gale-Shapley stable marriage for…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

50.

From the Pearcey to the Airy Process.
Adler, Mark; Brandeis University - Cafasso, Mattia; Université de Montréal - van Moerbeke, Pierre; Université Catholique de Louvain

Formato:	Peer-reviewed Article,
Enlaces:	Putting dynamics into random matrix models leads to finitely many nonintersecting Brownian motions on the real line for the eigenvalues, as was discovered by Dyson. Applying scaling limits to the random matrix models, combined with Dyson's dynamics, then leads to…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability