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Aproximadamente 17 registro(s) hasta el momento: (journal)

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Recurso libre

On the Behavior of LIFO Preemptive Resume Queues in Heavy Traffic
Limic, Vlada; Cornell University

Formato:	Peer-reviewed Article,
Enlaces:	This paper studies heavy traffic behavior of a G/G/1 last-in-first-out (LIFO) preemptive resume queue, by extending the techniques developed in Limic (1999). The queue length process exhibits a perhaps unexpected heavy traffic behavior. The diffusion limit depends on the type…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

Transition Probability Estimates for Reversible Markov Chains
Telcs, Andras; International Business School Budapest

Formato:	Peer-reviewed Article,
Enlaces:	This paper provides transition probability estimates of transient reversible Markov chains. The key condition of the result is the spatial symmetry and polynomial decay of the Green's function of the chain.
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

Loop-Erased Random Walks, Spanning Trees and Hamiltonian Cycles
Marchal, Philippe; Université Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	We establish a formula for the distribution of loop-erased random walks at certain random times. Several classical results on spanning trees, including Wilson's algorithm, follow easily, as well as a method to construct random Hamiltonian cycles.
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

The Convex Minorant of the Cauchy Process
Bertoin, Jean; Universite Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	We determine the law of the convex minorant $(M_s, s\in [0,1])$ of a real-valued Cauchy process on the unit time interval, in terms of the gamma process. In particular, this enables us to deduce that the paths of $M$ have…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

Variably Skewed Brownian Motion
Barlow, Martin; University of British Columbia - Burdzy, Krzysztof; University of Washington - Kaspi, Haya; Technion Institute - Mandelbaum, Avi; Technion Institute

Formato:	Peer-reviewed Article,
Enlaces:	Given a standard Brownian motion $B$, we show that the equation $$ X_t = x_0 + B_t + \beta(L_t^X), t \geq 0,$$ has a unique strong solution $X$. Here $L^X$ is the symmetric local time of $X$ at $0$, and…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

A Large Wiener Sausage from Crumbs.
Angel, Omer; Weizmann Institute of Science - Benjamini, Itai; Weizmann Institute of Science - Peres, Yuval; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Let $B(t)$ denote Brownian motion in $R^d$. It is a classical fact that for any Borel set $A$ in $R^d$, the volume $V_1(A)$ of the Wiener sausage $B[0,1]+A$ has nonzero expectation iff $A$ is nonpolar. We show that for any…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

A Weak Law of Large Numbers for the Sample Covariance Matrix
Sepanski, Steven J.; Saginaw Valley State University - Pan, Zhidong; Saginaw Valley State University

Formato:	Peer-reviewed Article,
Enlaces:	In this article we consider the sample covariance matrix formed from a sequence of independent and identically distributed random vectors from the generalized domain of attraction of the multivariate normal law. We show that this sample covariance matrix, appropriately normalized…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

Strict Fine Maxima
Fitzsimmons, P. J.; University of California, San Diego

Formato:	Peer-reviewed Article,
Enlaces:	We provide a simple probabilistic proof of a result of J. Král and I. Netuka: If $f$ is a measurable real-valued function on $\mathbb{R}^d$ ($d > 1$) then the set of points at which $f$ has a strict fine local…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

Perfect Simulation from the Quicksort Limit Distribution
Devroye, Luc; McGill University - Fill, James Allen; The Johns Hopkins University - Neininger, Ralph; Universität Freiburg

Formato:	Peer-reviewed Article,
Enlaces:	The weak limit of the normalized number of comparisons needed by the Quicksort algorithm to sort n randomly permuted items is known to be determined implicitly by a distributional fixed-point equation. We give an algorithm for perfect random variate generation…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

10.

Concentration of the Spectral Measure for Large Matrices
Guionnet, Alice; Ecole Normale Superieure - Zeitouni, Ofer; Technion

Formato:	Peer-reviewed Article,
Enlaces:	We derive concentration inequalities for functions of the empirical measure of eigenvalues for large, random, self adjoint matrices, with not necessarily Gaussian entries. The results presented apply in particular to non-Gaussian Wigner and Wishart matrices. We also provide concentration bounds…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

11.

Support of a Marcus equation in Dimension 1
Simon, Thomas; Humboldt-Universitat zu Berlin

Formato:	Peer-reviewed Article,
Enlaces:	The purpose of this note is to give a support theorem in the Skorohod space for a one-dimensional Marcus differential equation driven by a Lévy process, without any assumption on the latter. We also give a criterion ensuring that the…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

12.

A Necessary and Sufficient Condition for the Lambda-Coalescent to Come Down from Infinity.
Schweinsberg, Jason; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Let $\Pi_{\infty}$ be the standard $\Lambda$-coalescent of Pitman, which is defined so that $\Pi_{\infty}(0)$ is the partition of the positive integers into singletons, and, if $\Pi_n$ denotes the restriction of $\Pi_{\infty}$ to $\{ 1,\ldots, n \}$, then whenever $\Pi_n(t)$ has…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

13.

A Characterization of the Set of Fixed Points of the Quicksort Transformation
Fill, James Allen; The Johns Hopkins University - Janson, Svante; Uppsala University

Formato:	Peer-reviewed Article,
Enlaces:	The limiting distribution $\mu$ of the normalized number of key comparisons required by the Quicksort sorting algorithm is known to be the unique fixed point of a certain distributional transformation $T$ - unique, that is, subject to the constraints of…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

14.

On the Cover Time of Planar Graphs
Jonasson, Johan; Chalmers University of Technology - Schramm, Oded; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	The cover time of a finite connected graph is the expected number of steps needed for a simple random walk on the graph to visit all the vertices. It is known that the cover time on any $n$-vertex, connected graph…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

15.

A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
Briand, Philippe; Université Rennes 1 - Coquet, François; Université Rennes 1 - Hu, Ying; Université Rennes 1 - Mémin, Jean; Université Rennes 1 - Peng, Shige; Shandong University

Formato:	Peer-reviewed Article,
Enlaces:	In [1], Z. Chen proved that, if for each terminal condition $\xi$, the solution of the BSDE associated to the standard parameter $(\xi, g_1)$ is equal at time $t=0$ to the solution of the BSDE associated to $(\xi, g_2)$ then…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

16.

On Uniqueness of a Solution of $Lu=u^\alpha$ with Given Trace
Kuznetsov, Sergei E.; University of Colorado at Boulder

Formato:	Peer-reviewed Article,
Enlaces:	A boundary trace $(\Gamma, \nu)$ of a solution of $\Delta u = u^\alpha$ in a bounded smooth domain in $\mathbb{R}^d$ was first constructed by Le Gall \cite{LGOne} who described all possible traces for $\alpha = 2, d= 2$ in which…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

17.

Mild Solutions of Quantum Stochastic Differential Equations
Fagnola, Franco; Università di Genova - Wills, Stephen J.; University of Nottingham

Formato:	Peer-reviewed Article,
Enlaces:	We introduce the concept of a mild solution for the right Hudson-Parthasarathy quantum stochastic differential equation, prove existence and uniqueness results, and show the correspondence between our definition and similar ideas in the theory of classical stochastic differential equations. The…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability