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Aproximadamente 1731 registro(s) hasta el momento: (journal)

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Recurso libre

Geographical and temporal distribution of human giardiasis in Ontario, Canada
Odoi, Agricola - Martin, S. Wayne - Michel, Pascal - Holt, John - Middleton, Dean - Wilson, Jeff

Formato:	Article
Enlaces:	BACKGROUND:Giardia is the most frequently identified intestinal parasite in North America. Although information on geographical distribution of giardiasis is critical in identifying communities at high risk, little has been done in this area. Therefore, the objective of this study was…
Fecha:	2007-01-05
Recurso:	Université de Montreal

Recurso libre

Ito Formula and Local Time for the Fractional Brownian Sheet
Tudor, Ciprian A.; Laboratoire de Probabilit'{e}s, Universit'{e} de Paris 6 - Viens, Frederi G.; Purdue University

Formato:	Peer-reviewed Article,
Enlaces:	Using the techniques of the stochastic calculus of variations for Gaussian processes, we derive an It^{o} formula for the fractional Brownian sheet with Hurst parameters bigger than $1/2$. As an application, we give a stochastic integral representation for the local…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

Computation of Moments for the Length of the OneDimensional ISE Support
Delmas, Jean-Francois; École des Ponts

Formato:	Peer-reviewed Article,
Enlaces:	We consider in this paper the support $[L',R']$ of the one dimensional Integrated Super Brownian Excursion. We determine the distribution of $(R',L')$ through a modified Laplace transform. Then we give an explicit value for the first two moments of $R'$…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

Excited Random Walk on Trees
Volkov, Stanislav; University of Bristol, UK

Formato:	Peer-reviewed Article,
Enlaces:	We consider a nearest-neighbor stochastic process on a rooted tree $G$ which goes toward the root with probability $1-\varepsilon$ when it visits a vertex for the first time. At all other times it behaves like a simple random walk on…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

Contenido
Ingeniería e investigación Revista ; Universidad Nacional de Colombia

Formato:	, ,
Enlaces:	Descripción completa.
Fecha:	1985-04-01
Recurso:	Ingeniería e investigación

Recurso libre

Contenido
Ingeniería e Investigación Revista ; Universidad Nacional de Colombia

Formato:	,
Enlaces:	Descripción completa.
Fecha:	1985-08-01
Recurso:	Ingeniería e investigación

Recurso libre

The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge
Gao, Fuchang; University of Idaho

Formato:	Peer-reviewed Article,
Enlaces:	A closed formula for the mean of a maximum likelihood estimator associated with the Brownian bridge is obtained; the exact relation with that of the Brownian motion is established.
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

Random Walks that Avoid Their Past Convex Hull
Angel, Omer; Weizmann Institute of Science - Benjamini, Itai; Weizmann Institute of Science - Virág, Bálint; MIT

Formato:	Peer-reviewed Article,
Enlaces:	We explore planar random walk conditioned to avoid its past convex hull. We prove that it escapes at a positive lim sup speed. Experimental results show that fluctuations from a limiting direction are on the order of $n^{3/4}$. This behavior…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

SLE and Triangles
Dubédat, Julien; Université Paris-Sud

Formato:	Peer-reviewed Article,
Enlaces:	By analogy with Carleson's observation on Cardy's formula describing crossing probabilities for the scaling limit of critical percolation, we exhibit ``privileged geometries'' for Stochastic Loewner Evolutions with various parameters, for which certain hitting distributions are uniformly distributed. We then examine…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

10.

Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk
Duheille-Bienvenue, Frédérique; Université Claude Bernard - Lyon 1 - Guillotin-Plantard, Nadine; Université Claude Bernard - Lyon 1

Formato:	Peer-reviewed Article,
Enlaces:	The purpose of the present paper is to study the asymptotic behaviour of the products of random matrices indexed by a random walk following the results obtained by Furstenberg and Kesten (MR53:14670) and by Ishitani (MR 53:14670).
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

11.

Computation of Greeks for Barrier and Lookback Options Using Malliavin Calculus
Gobet, Emmanuel; Centre de Mathématiques Appliquées - Kohatsu-Higa, Arturo; Universitat Pompeu Fabra

Formato:	Peer-reviewed Article,
Enlaces:	In this article, we consider the numerical computations associated to the Greeks of barrier and lookback options, using Malliavin calculus. For this, we derive some integration by parts formulae involving the maximum and minimum of a one dimensional diffusion. Numerical…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

12.

Mixing Time of the Rudvalis Shuffle
Wilson, David Bruce; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	We extend a technique for lower-bounding the mixing time of card-shuffling Markov chains, and use it to bound the mixing time of the Rudvalis Markov chain, as well as two variants considered by Diaconis and Saloff-Coste. We show that in…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

13.

Excited Random Walk
Benjamini, Itai; Weizmann Institute, Rehovot 76100, Israel - Wilson, David Bruce; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	A random walk on $\mathbb{Z}^d$ is excited if the first time it visits a vertex there is a bias in one direction, but on subsequent visits to that vertex the walker picks a neighbor uniformly at random. We show that…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

14.

A System of Differential Equations for the Airy Process
Tracy, Craig A; University of California, Davis - Widom, Harold; University of California, Santa Cruz

Formato:	Peer-reviewed Article,
Enlaces:	The Airy process is characterized by its $m$-dimensional distribution functions. For $m=1$ it is known that this distribution function is expressible in terms of a solution to Painleve II. We show that each finite-dimensional distribution function is expressible in terms…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

15.

Smoothness of the law of the supremum of the fractional Brownian motion
Zaïdi, Noureddine Lanjri; Université Ibn Tofaïl, Kénitra, Maroc - Nualart, David; Universitat de Barcelona

Formato:	Peer-reviewed Article,
Enlaces:	This note is devoted to prove that the supremum of a fractional Brownian motion with Hurst parameter $H\in \left( 0,1\right)$ has an infinitely differentiable density on $\left( 0,\infty \right)$. The proof of this result is based on the techniques of…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

16.

Microscopic structure of a decreasing shock for the asymmetric $k$-step exclusion process
Guiol, Herve; IMA-EPFL - Ravishankar, Krishnamurthi; SUNY, College at New Paltz - Saada, Ellen; CNRS Rouen

Formato:	Peer-reviewed Article,
Enlaces:	The asymmetric $k$-step exclusion processes are the simplest interacting particle systems whose hydrodynamic equation may exhibit both increasing and decreasing entropic shocks under Euler scaling. We prove that, under Riemann initial condition with right density zero and adequate left density,…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

17.

Strict Convexity of the Limit Shape in First-Passage Percolation
Lalley, Steven P.; Department of Statistics, University of Chicago

Formato:	Peer-reviewed Article,
Enlaces:	Sufficient conditions are given for the strict convexity of the limit shape in standard first-passage percolation. These conditions involve (1) asymptotic ``straightness'' of the geodesics, and (2) existence of mean-zero limit distributions for the first-passage times.
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

18.

Path transformations of first passage bridges
Bertoin, Jean; Universite Pierre et Marie Curie - Chaumont, Loic; Universite Pierre et Marie Curie - Pitman, Jim; University of California at Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	We define the first passage bridge from 0 to $\lambda$ as the Brownian motion on the time interval $[0,1]$ conditioned to first hit $\lambda$ at time 1. We show that this process may be related to the Brownian bridge, the…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

19.

Inequality of Two Critical Probabilities for Percolation
Kahn, Jeff; Rutgers University, USA

Formato:	Peer-reviewed Article,
Enlaces:	We disprove a conjecture of Russ Lyons---that for every locally finite, connected graph $G$, the critical probability for (Bernoulli bond) percolation on $G$ is equal to the "first moment method" lower bound on this probability---and propose a possible alternative.
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

20.

Some Non-Linear S.P.D.E's That Are Second Order In Time
Dalang, Robert C.; Ecole Polytechnique Fédérale - Mueller, Carl; University of Rochester

Formato:	Peer-reviewed Article,
Enlaces:	We extend J.B. Walsh's theory of martingale measures in order to deal with stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous Gaussian noise. For…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

21.

Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle
Hamadène, Said; Universite du Maine - Ouknine, Youssef; Universite Cadi Ayyad

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we give a solution for the one-dimensional reflected backward stochastic differential equation when the noise is driven by a Brownian motion and an independent Poisson point process. We prove existence and uniqueness of the solution in using…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

22.

Fractional Ornstein-Uhlenbeck processes
Cheridito, Patrick; ETH Zurich - Kawaguchi, Hideyuki; Keio University and Sumitomo Mitsui Banking Corporation - Maejima, Makoto; Keio University

Formato:	Peer-reviewed Article,
Enlaces:	The classical stationary Ornstein-Uhlenbeck process can be obtained in two different ways. On the one hand, it is a stationary solution of the Langevin equation with Brownian motion noise. On the other hand, it can be obtained from Brownian motion…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

23.

On Convergence of Population Processes in Random Environments to the Stochastic Heat Equation with Colored Noise
Sturm, Anja; Technische Universität Berlin

Formato:	Peer-reviewed Article,
Enlaces:	We consider the stochastic heat equation with a multiplicative colored noise term on the real space for dimensions greater or equal to 1. First, we prove convergence of a branching particle system in a random environment to this stochastic heat…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

24.

The Norm of the Product of a Large Matrix and a Random Vector
Böttcher, Albrecht; TU Chemnitz - Grudsky, Sergei; CINVESTAV del I.P.N.

Formato:	Peer-reviewed Article,
Enlaces:	Given a real or complex $n \times n$ matrix $A_n$, we compute the expected value and the variance of the random variable $\\| A_n x\\|^2/\\| A_n \\|^2$, where $x$ is uniformly distributed on the unit sphere of $R^n$ or $C^n$.…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

25.

Competing Species Superprocesses with Infinite Variance
Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics - Mytnik, Leonid; Technion - Israel Institute of Technology

Formato:	Peer-reviewed Article,
Enlaces:	We study pairs of interacting measure-valued branching processes (superprocesses) with alpha-stable migration and $(1+\beta)$-branching mechanism. The interaction is realized via some killing procedure. The collision local time for such processes is constructed as a limit of approximating collision local times.…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

26.

Berry-Esseen Bounds for the Number of Maxima in Planar Regions
Bai, Zhi-Dong; National University of Singapore and Northeast Normal University - Hwang, Hsien-Kuei; Academia Sinica, Taipei - Tsai, Tsung-Hsi; Academia Sinica, Taipei

Formato:	Peer-reviewed Article,
Enlaces:	We derive the optimal convergence rate $O(n^{-1/4})$ in the central limit theorem for the number of maxima in random samples chosen uniformly at random from the right equilateral triangle with two sides parallel to the axes, the hypotenuse with the…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

27.

Brownian Motion on Compact Manifolds: Cover Time and Late Points
Dembo, Amir; Stanford University - Peres, Yuval; University of California, Berkeley - Rosen, Jay; College of Staten Island, CUNY

Formato:	Peer-reviewed Article,
Enlaces:	Let $M$ be a smooth, compact, connected Riemannian manifold of dimension $d>2$ and without boundary. Denote by $T(x,r)$ the hitting time of the ball of radius $r$ centered at $x$ by Brownian motion on $M$. Then, $C_r(M)=\sup_{x \in M} T(x,r)$…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

28.

Clustering Behavior of a Continuous-Sites Stepping-Stone Model with Brownian Migration
Zhou, Xiaowen; Department of Mathematics and Statistics, Concordia university

Formato:	Peer-reviewed Article,
Enlaces:	Clustering behavior is studied for a continuous-sites stepping-stone model with Brownian migration. It is shown that, if the model starts with the same mixture of different types of individuals over each site, then it will evolve in a way such…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

29.

Homogeneous Random Measures and Strongly Supermedian Kernels of a Markov Process
Fitzsimmons, Patrick J.; UCSD - Getoor, Ronald K.; UCSD

Formato:	Peer-reviewed Article,
Enlaces:	The potential kernel of a positive left additive functional (of a strong Markov process $X$) maps positive functions to strongly supermedian functions and satisfies a variant of the classical domination principle of potential theory. Such a kernel $V$ is called…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

30.

Large Deviation Principle for a Stochastic Heat Equation With Spatially Correlated Noise
Marquez-Carreras, David; Universitat de Barcelona - Sarra, Monica; Universitat de Barcelona

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we prove a large deviation principle (LDP) for a perturbed stochastic heat equation defined on $[0,T]\times [0,1]^d$. This equation is driven by a Gaussian noise, white in time and correlated in space. Firstly, we show the Holder…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

31.

Comparison Theorems for Small Deviations of Random Series
Gao, Fuchang; University of Idaho - Hannig, Jan; Colorado State University - Torcaso, Fred; Johns Hopkins University

Formato:	Peer-reviewed Article,
Enlaces:	Let ${\xi_n}$ be a sequence of i.i.d. positive random variables with common distribution function $F(x)$. Let ${a_n}$ and ${b_n}$ be two positive non-increasing summable sequences such that ${\prod_{n=1}^{\infty}(a_n/b_n)}$ converges. Under some mild assumptions on $F$, we prove the following comparison…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

32.

Laplace Transforms via Hadamard Factorization
Gao, Fuchang; University of Idaho - Hannig, Jan; Colorado State University - Lee, Tzong-Yow; University of Maryland - Torcaso, Fred; The Johns Hopkins University

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we consider the Laplace transforms of some random series, in particular, the random series derived as the squared $L_2$ norm of a Gaussian stochastic process. Except for some special cases, closed form expressions for Laplace transforms are,…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

33.

Large Deviations for the Emprirical Measures of Reflecting Brownian Motion and Related Constrained Processes in $R_+$
Budhiraja, Amarjit; University of North Carolina at Chapel Hill - Dupuis, Paul; Brown University

Formato:	Peer-reviewed Article,
Enlaces:	We consider the large deviations properties of the empirical measure for one dimensional constrained processes, such as reflecting Brownian motion, the M/M/1 queue, and discrete time analogues. Because these processes do not satisfy the strong stability assumptions that are usually…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

34.

Long-Memory Stable Ornstein-Uhlenbeck Processes
Maejima, Makoto; Department of Mathematics, Keio University - Yamamoto, Kenji; Department of Mathematics, Keio University

Formato:	Peer-reviewed Article,
Enlaces:	The solution of the Langevin equation driven by a Lévy process noise has been well studied, under the name of Ornstein-Uhlenbeck type process. It is a stationary Markov process. When the noise is fractional Brownian motion, the covariance of the…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

35.

Exponential Asymptotic Stability of Linear Ito-Volterra Equation with Damped Stochastic Perturbations
Appleby, John A. D.; Dublin City University, Ireland - Freeman, Alan; Dublin City University, Ireland

Formato:	Peer-reviewed Article,
Enlaces:	This paper studies the convergence rate of solutions of the linear Ito-Volterra equation $$ dX(t) = \left(AX(t) + \int_{0}^{t} K(t-s)X(s),ds\right)\,dt + \Sigma(t)\,dW(t) \tag{1} $$ where $K$ and $\Sigma$ are continuous matrix-valued functions defined on $\mathbb{R}^{+}$, and $(W(t))_{t \geq 0}$ is…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

36.

Degenerate Variance Control in the One-dimensional Stationary Case
Ocone, Daniel L; Rutgers University - Weerasinghe, Ananda; Iowa State University

Formato:	Peer-reviewed Article,
Enlaces:	We study the problem of stationary control by adaptive choice of the diffusion coefficient in the case that control degeneracy is allowed and the drift admits a unique, asymptotically stable equilibrium point. We characterize the optimal value and obtain it…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

37.

Trees and Matchings from Point Processes
Holroyd, Alexander E.; University of California, Berkeley - Peres, Yuval; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	A factor graph of a point process is a graph whose vertices are the points of the process, and which is constructed from the process in a deterministic isometry-invariant way. We prove that the d-dimensional Poisson process has a one-ended…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

38.

A Law of the Iterated Logarithm for the Sample Covariance Matrix
Sepanski, Steven J.; Saginaw Valley State University

Formato:	Peer-reviewed Article,
Enlaces:	For a sequence of independent identically distributed Euclidean random vectors, we prove a law of the iterated logarithm for the sample covariance matrix when o(log log n) terms are omitted. The result is proved under the hypothesis that the random…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

39.

Noncolliding Brownian motions and Harish-Chandra formula
Katori, Makoto; Chuo university - Tanemura, Hideki; Chiba university

Formato:	Peer-reviewed Article,
Enlaces:	We consider a system of noncolliding Brownian motions introduced in our previous paper, in which the noncolliding condition is imposed in a finite time interval $(0,T]$. This is a temporally inhomogeneous diffusion process whose transition probability density depends on a…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

40.

Positive correlation for increasing events with disjoint dependencies does not imply positive correlation for all increasing events
Weininger, Nicholas; Rutgers University

Formato:	Peer-reviewed Article,
Enlaces:	A probability measure $\mu$ on the lattice $2^{[n]}$ is said to be positively associated if any two increasing functions on the lattice are positively correlated with respect to $\mu$. Pemantle asked whether, in order to establish positive association for a…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

41.

On a SDE driven by a fractional Brownian motion and with monotone drift
Boufoussi, Brahim; Department of Mathematics, Cadi Ayyad University FSSM - Ouknine, Youssef; Universite Cadi Ayyad

Formato:	Peer-reviewed Article,
Enlaces:	Let ${B_{t}^{H},t\in \lbrack 0,T]}$ be a fractional Brownian motion with Hurst parameter $H > \frac{1}{2}$. We prove the existence of a weak solution for a stochastic differential equation of the form $X_{t}=x+B_{t}^{H}+ \int_{0}^{t}\left( b_{1}(s,X_{s})+b_{2}(s,X_{s})\right) ds$, where $ b_{1}(s,x)$ is a…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

42.

Heat Kernel Asymptotics on the Lamplighter Group
Revelle, David; UC Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	We show that, for one generating set, the on-diagonal decay of the heat kernel on the lamplighter group is asymptotic to $c_1 n^{1/6}\exp[-c_2 n^{1/3}]$. We also make off-diagonal estimates which show that there is a sharp threshold for which elements…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

43.

A note on the richness of convex hulls of VC classes
Lugosi, Gábor; Pompeu Fabra University, Spain - Mendelson, Shahar; The Australian National University, Australia - Koltchinskii, Vladimir; The University of New Mexico, USA

Formato:	Peer-reviewed Article,
Enlaces:	We prove the existence of a class $A$ of subsets of $\mathbb{R}^d$ of VC dimension 1 such that the symmetric convex hull $F$ of the class of characteristic functions of sets in $A$ is rich in the following sense. For…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

44.

Linear Speed Large Deviations for Percolation Clusters
Kovchegov, Yevgeniy; UCLA Mathematics Department, USA - Sheffield, Scott Roger; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	Let $C_n$ be the origin-containing cluster in subcritical percolation on the lattice $\frac{1}{n} \mathbb Z^d$, viewed as a random variable in the space $\Omega$ of compact, connected, origin-containing subsets of $\mathbb R^d$, endowed with the Hausdorff metric $\delta$. When $d…
Fecha:	2003-01-01
Recurso:	Electronic communications in probability

Recurso libre

45.

Branching Random Walk with Catalysts
Kesten, Harry; Cornell University - Sidoravicius, Vladas; IMPA

Formato:	Peer-reviewed Article,
Enlaces:	Shnerb et al. (2000), (2001) studied the following system of interacting particles on $\Bbb Z^d$: There are two kinds of particles, called $A$-particles and $B$-particles. The $A$-particles perform continuous time simple random walks, independently of each other. The jumprate of…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

46.

Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales
Gradinaru, Mihai; Institut de Math'ematiques 'Elie Cartan, Universit'e Henri Poincar'e - Nourdin, Ivan; Institut de Math'ematiques 'Elie Cartan, Universit'e Henri Poincar'e

Formato:	Peer-reviewed Article,
Enlaces:	Let $X$ be the fractional Brownian motion of any Hurst index $H\in (0,1)$ (resp. a semimartingale) and set $\alpha=H$ (resp. $\alpha=\frac{1}{2}$). If $Y$ is a continuous process and if $m$ is a positive integer, we study the existence of the…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

47.

Distributions of Sojourn Time, Maximum and Minimum for Pseudo-Processes Governed by Higher-Order Heat-Type Equations
Lachal, Aime; Institut National des Sciences Appliquées de Lyon, France

Formato:	Peer-reviewed Article,
Enlaces:	The higher-order heat-type equation $ \partial u/\partial t=\pm\partial^{n} u/ \partial x^{n} $ has been investigated by many authors. With this equation is associated a pseudo-process $(X_t)_{t\ge 0}$ which is governed by a signed measure. In the even-order case, Krylov (1960)…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

48.

State Dependent Multitype Spatial Branching Processes and their Longtime Behavior
Dawson, Donald A.; Carleton University - Greven, Andreas; Universitat Erlangen-Nurnberg

Formato:	Peer-reviewed Article,
Enlaces:	The paper focuses on spatial multitype branching systems with spatial components (colonies) indexed by a countable group, for example $Z^d$ or the hierarchical group. As type space we allow continua and describe populations in one colony as measures on the…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

49.

Evolution of the interfaces in a two dimensional Potts model
Valle, Glauco; UFRJ

Formato:	Peer-reviewed Article,
Enlaces:	We investigate the evolution of the random interfaces in a two dimensional Potts model at zero temperature under Glauber dynamics for some particular initial conditions. We prove that under space-time diffusive scaling the shape of the interfaces converges in probability…
Fecha:	2007-01-01
Recurso:	Electronic journal of probability

Recurso libre

50.

Exit Times of Symmetric Stable Processes from Unbounded Convex Domains
Mendez, Pedro J; Universidad de Costa Rica

Formato:	Peer-reviewed Article,
Enlaces:	We provide several inequalities on the asymptotic behavior of the harmonic measure of the first exit position of a $d$-dimensional symmetric stable process from a unbounded convex domain. Our results on the harmonic measure will determine the asymptotic behavior of…
Fecha:	2007-01-01
Recurso:	Electronic journal of probability