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Recurso libre

An asymptotic expansion for the discrete harmonic potential
Kozma, Gady; Tel Aviv University - Schreiber, Ehud; Tel Aviv University

Formato:	Peer-reviewed Article,
Enlaces:	We give two algorithms that allow to get arbitrary precision asymptotics for the harmonic potential of a random walk.
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

Small-time Behaviour of Lévy Processes
Doney, Ronald A.; Department of Mathematics, University of Manchester, UK

Formato:	Peer-reviewed Article,
Enlaces:	In this paper a necesary and sufficient condition is established for the probability that a Lévy process is positive at time $t$ to tend to 1 as $t$ tends to 0. This condition is expressed in terms of the characteristics…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

On Infection Spreading and Competition between Independent Random Walks
Kurkova, Irina; Université de Paris VI (Pierre et Marie Curie), France - Popov, Serguei; Universidade de São Paulo, Brasil - Vachkovskaia, M.; Universidade de Campinas, Brasil

Formato:	Peer-reviewed Article,
Enlaces:	We study the models of competition and spreading of infection for infinite systems of independent random walks. For the competition model, we investigate the question whether one of the spins prevails with probability one. For the infection spreading, we give…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

Quasiderivatives and Interior Smoothness of Harmonic Functions Associated with Degenerate Diffusion Processes
Krylov, N.V.; University of Minnesota

Formato:	Peer-reviewed Article,
Enlaces:	Proofs and two applications of two general results are given concerning the problem of establishing interior smoothness of probabilistic solutions of elliptic degenerate equations.
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

Countable Systems of Degenerate Stochastic Differential Equations with Applications to Super-Markov Chains
Bass, Richard F; University of Connecticut, USA - Perkins, Edwin A.; The University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	We prove well-posedness of the martingale problem for an infinite-dimensional degenerate elliptic operator under appropriate Hölder continuity conditions on the coefficients. These martingale problems include large population limits of branching particle systems on a countable state space in which the…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

Exchangeable Fragmentation-Coalescence Processes and their Equilibrium Measures
Berestycki, Julien; Université de Provence, France

Formato:	Peer-reviewed Article,
Enlaces:	We define and study a family of Markov processes with state space the compact set of all partitions of $N$ that we call exchangeable fragmentation-coalescence processes. They can be viewed as a combination of homogeneous fragmentation as defined by Bertoin…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

The Genealogy of Self-similar Fragmentations with Negative Index as a Continuum Random Tree
Haas, Bénédicte; Université Pierre et Marie Curie - Miermont, Grégory; DMA, Ecole Normale Supérieure, et Université Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	We encode a certain class of stochastic fragmentation processes, namely self-similar fragmentation processes with a negative index of self-similarity, into a metric family tree which belongs to the family of Continuum Random Trees of Aldous. When the splitting times of…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

Differential Operators and Spectral Distributions of Invariant Ensembles from the Classical Orthogonal Polynomials. The Continuous Case
Ledoux, Michel; Université de Toulouse

Formato:	Peer-reviewed Article,
Enlaces:	Following the investigation by U. Haagerup and S. Thorbjornsen, we present a simple differential approach to the limit theorems for empirical spectral distributions of complex random matrices from the Gaussian, Laguerre and Jacobi Unitary Ensembles. In the framework of abstract…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

Percolation Transition for Some Excursion Sets
Garet, Olivier; Université d'Orléans, France

Formato:	Peer-reviewed Article,
Enlaces:	We consider a random field $(X_n)_{n\in\mathbb{Z}^d}$ and investigate when the set $A_h=\{k\in\mathbb{Z}^d; \vert X_k\vert \ge h\}$ has infinite clusters. The main problem is to decide whether the critical level $$h_c=\sup\{h\in R : P(A_h\text{ has an infinite cluster })>0\}$$ is neither…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

10.

Coupling Iterated Kolmogorov Diffusions
Kendall, Wilfrid S; University of Warwick - Price, Catherine J.; Lehman Brothers

Formato:	Peer-reviewed Article,
Enlaces:	The Kolmogorov-1934 diffusion is the two-dimensional diffusion generated by real Brownian motion and its time integral. In this paper we construct successful co-adapted couplings for iterated Kolmogorov diffusions defined by adding iterated time integrals as further components to the original…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

11.

Multifractal Analysis of a Class of Additive Processes with Correlated Non-Stationary Increments
Barral, Julien; INRIA Rocquencourt, France - Véhel, Jacques Lévy; NRIA Rocquencourt, France

Formato:	Peer-reviewed Article,
Enlaces:	We consider a family of stochastic processes built from infinite sums of independent positive random functions on $R_+$. Each of these functions increases linearly between two consecutive negative jumps, with the jump points following a Poisson point process on $R_+$.…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

12.

Asymptotic Distributions and Berry-Esseen Bounds for Sums of Record Values
Shao, Qi-Man; University of Oregon and National University of Singapore - Su, Chun; University of Science an Technology of China - Wei, Gang; Hong Kong Baptist University

Formato:	Peer-reviewed Article,
Enlaces:	Let $\{U_n, n \geq 1\}$ be independent uniformly distributed random variables, and $\{Y_n, n \geq 1\}$ be independent and identically distributed non-negative random variables with finite third moments. Denote $S_n = \sum_{i=1}^n Y_i$ and assume that $ (U_1, \cdots, U_n)$…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

13.

Nonliner Filtering for Reflecting Diffusions in Random Enviroments via Nonparametric Estimation
Kouritzin, Michael A.; University of Alberta, Canada - Sun, Wei; University of Alberta and Concordia University, Canada - Xiong, Jie; University of Tennessee

Formato:	Peer-reviewed Article,
Enlaces:	We study a nonlinear filtering problem in which the signal to be estimated is a reflecting diffusion in a random environment. Under the assumption that the observation noise is independent of the signal, we develop a nonparametric functional estimation method…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

14.

Asymptotic Laws for Nonconservative Self-similar Fragmentations
Bertoin, Jean; Université Paris VI - Gnedin, Alexander V.; Rijksuniversiteit Utrecht, The Netherlands

Formato:	Peer-reviewed Article,
Enlaces:	We consider a self-similar fragmentation process in which the generic particle of mass $x$ is replaced by the offspring particles at probability rate $x^\alpha$, with positive parameter $\alpha$. The total of offspring masses may be both larger or smaller than…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

15.

A General Analytical Result for Non-linear SPDE's and Applications
Denis, Laurent; Université du Maine, France - Stoica, L.; University of Bucharest, Romania

Formato:	Peer-reviewed Article,
Enlaces:	Using analytical methods, we prove existence uniqueness and estimates for s.p.d.e. of the type $$ du_t+Au_tdt+f ( t,u_t ) dt+R g(t, u_t ) dt=h(t,x,u_t) dB_t, $$ where $A$ is a linear non-negative self-adjoint (unbounded) operator, $f$ is a nonlinear function…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

Gaussian Scaling for the Critical Spread-out Contact Process above the Upper Critical Dimension
van der Hofstad, Remco; Eindhoven University of Technology, The Netherlands - Sakai, Akira; EURANDOM, The Netherlands

Formato:	Peer-reviewed Article,
Enlaces:	We consider the critical spread-out contact process in $Z^d$ with $d\geq1$, whose infection range is denoted by $L\geq1$. The two-point function $\tau_t(x)$ is the probability that $x\in Z^d$ is infected at time $t$ by the infected individual located at the…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

17.

On Some Degenerate Large Deviation Problems
Puhalskii, Anatolii A.; University of Colorado at Denver, USA and Institute for Problems in Information,

Formato:	Peer-reviewed Article,
Enlaces:	This paper concerns the issue of obtaining the large deviation principle for solutions of stochastic equations with possibly degenerate coefficients. Specifically, we explore the potential of the methodology that consists in establishing exponential tightness and identifying the action functional via…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability