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Aproximadamente 14 registro(s) hasta el momento: (journal)

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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

Trees, Not Cubes: Hypercontractivity, Cosiness, and Noise Stability
Schramm, Oded; Microsoft Research - Tsirelson, Boris; Tel Aviv University

Formato:	Peer-reviewed Article,
Enlaces:	Noise sensitivity of functions on the leaves of a binary tree is studied, and a hypercontractive inequality is obtained. We deduce that the spider walk is not noise stable.
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

On the Occupation Time of Brownian Excursion
Hooghiemstra, Gerard; Technical University Delft

Formato:	Peer-reviewed Article,
Enlaces:	Recently, Kalvin M. Jansons derived in an elegant way the Laplace transform of the time spent by an excursion above a given level $a>0$. This result can also be derived from previous work of the author on the occupation time…
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

A Gaussian Correlation Inequality and its Applications to Small Ball Probabilities
Li, Wenbo V.; University of Delaware

Formato:	Peer-reviewed Article,
Enlaces:	We present a Gaussian correlation inequality which is closely related to a result of Schechtman, Schlumprecht and Zinn (1998) on the well-known Gaussian correlation conjecture. The usefulness of the inequality is demonstrated by several important applications to the estimates of…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

Identifiability of Exchangeable Sequences with Identically Distributed Partial Sums
Evans, Steven N.; University of California at Berkeley - Zhou, Xiaowen; University of California at Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Consider two exchangeable sequences $(X_k)_{k \in N}$ and $(\hat{X}_k)_{k \in N}$ with the property that $S_n \equiv \sum_{k=1}^n X_k$ and $\hat{S}_n \equiv \sum_{k=1}^n \hat{X}_k$ have the same distribution for all $n \in N$. David Aldous posed the following question. Does…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

10.

Some Changes of Probabilities Related to a Geometric Brownian Motion Version of Pitman's $2M-X$ Theorem
Matsumoto, Hiroyuki; Nagoya University - Yor, Marc; Universite Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	Rogers-Pitman have shown that the sum of the absolute value of $B^{(\mu)}$, Brownian motion with constant drift $\mu$, and its local time $L^{(\mu)}$ is a diffusion $R^{(\mu)}$. We exploit the intertwining relation between $B^{(\mu)}$ and $R^{(\mu)}$ to show that the…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

11.

On Strassen's Theorem on Stochastic Domination
Lindvall, Torgny; Chalmers and GU

Formato:	Peer-reviewed Article,
Enlaces:	The purpose of this note is to make available a reasonably complete and straightforward proof of Strassen's theorem on stochastic domination, and to draw attention to the original paper. We also point out that the maximal possible value of $P(Z…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

12.

A Reversibility Problem for Fleming-Viot Processes
Li, Zenghu; Beijing Normal University - Shiga, Tokuzo; Tokyo Institute of Technology - Yao, Lihua; CTB-McGraw-Hill

Formato:	Peer-reviewed Article,
Enlaces:	Fleming-Viot processes incorporating mutation and selection are considered. It is well-known that if the mutation factor is of uniform type, the process has a reversible stationary distribution, and it has been an open problem to characterize the class of the…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

13.

Linear Expansion of Isotropic Brownian Flows
Cranston, Michael; University of Rochester - Scheutzow, Michael; Technische Universität Berlin - Steinsaltz, David; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	We consider an isotropic Brownian flow on $R^d$ for $d\geq 2$ with a positive Lyapunov exponent, and show that any nontrivial connected set almost surely contains points whose distance from the origin under the flow grows linearly with time. The…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

14.

Capacity Estimates, Boundary Crossings and the Ornstein-Uhlenbeck Process in Wiener Space
Csaki, Endre; Hungarian Academy of Sciences - Khoshnevisan, Davar; University of Utah - Shi, Zhan; Université Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	Let $T_1$ denote the first passage time to 1 of a standard Brownian motion. It is well known that as $\lambda$ goes to infinity, $P\{ T_1 > \lambda \}$ goes to zero at rate $c \lambda^{-1/2}$, where $c$ equals $(2/…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability