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Aproximadamente 199 registro(s) hasta el momento: (journal)

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Recurso libre

Truncated correlations in the stirring process with births and deaths
De Masi, Anna; Università di L'Aquila - Presutti, Errico; Università di Roma ''Tor Vergata'' - Tsagkarogiannis, Dimitrios; Università di Roma ''Tor Vergata'' - Vares, Maria Eulalia; Centro Brasileiro de Pesquisas Fisicas

Formato:	Peer-reviewed Article
Enlaces:	We consider the stirring process in the interval $\Lambda_N:=[-N,N]$ of $\mathbb Z$ with births and deaths taking place in the intervals $I_+:=(N-K,N]$, and respectively $I_-:=[-N,-N+K)$, $1 \le K <N$. We prove bounds on the truncated moments uniform in $N$ which…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

Localization of solutions to stochastic porous media equations: finite speed of propagation
Barbu, Viorel; Al.I.Cuza University - Roeckner, Michael; Bielefeld University

Formato:	Peer-reviewed Article
Enlaces:	It is proved that the solutions to the slow diffusion stochastic porous media equation $dX-{\Delta}( \|X\|^{m-1}X )dt=\sigma(X)dW_t,$ $ 1< m\le 5,$ in $\mathcal{O}\subset\mathbb{R}^d,\ d=1,2,3,$ have the property of finite speed of propagation of disturbances for $\mathbb{P}\text{-a.s.}$ ${\omega}\in{\Omega}$ on a sufficiently…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

Rates of convergence in the strong invariance principle under projective criteria
Dedecker, Jérôme; Université Paris Descartes - Doukhan, Paul; Université Cergy-Pontoise - Merlevède, Florence; Université Paris-Est Marne-la-Vallée

Formato:	Peer-reviewed Article
Enlaces:	We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our results apply to a large variety…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

On the existence of a time inhomogeneous skew Brownian motion and some related laws
Étoré, Pierre; Université de Grenoble - Martinez, Miguel; Université Paris-Est Marne-la-Vallée

Formato:	Peer-reviewed Article
Enlaces:	This article is devoted to the construction of a solution for the "skew inhomogeneous Brownian motion" equation, which first appear in a seminal paper by Sophie Weinryb (1983). We investigate some laws related to the constructed process. In particular, using…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

On the internal distance in the interlacement set
Černý, Jiří; University of Vienna - Popov, Serguei; University of Campinas UNICAMP

Formato:	Peer-reviewed Article
Enlaces:	We prove a shape theorem for the internal (graph) distance on the interlacement set $\mathcal{I}^u$ of the random interlacement model on $\mathbb Z^d$, $d\ge 3$. We provide large deviation estimates for the internal distance of distant points in this set, and use these estimates…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

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Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data
Rozkosz, Andrzej; Nicolaus Copernicus University - Slominski, Leszek; Nicolaus Copernicus University

Formato:	Peer-reviewed Article
Enlaces:	We consider semilinear obstacle problem with measure data associated with uniformly elliptic divergence form operator. We prove existence and uniqueness of entropy solution of the problem and provide stochastic representation of the solution in terms of some generalized reflected backward…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

Distribution of the supremum location of stationary processes
Samorodnitsky, Gennady; Cornell University - Shen, Yi; Cornell University

Formato:	Peer-reviewed Article
Enlaces:	The location of the unique supremum of a stationary process on an interval does not need to be uniformly distributed over that interval. We describe all possible distributions of the supremum location for a broad class of such stationary processes. We show that, in…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

On cover times for 2D lattices
Ding, Jian; Stanford University

Formato:	Peer-reviewed Article
Enlaces:	We study the cover time $\tau_{\mathrm{cov}}$ by (continuous-time) random walk on the 2D box of side length $n$ with wired boundary or on the 2D torus,and show that in both cases with probability approaching $1$ as $n$ increases,$\sqrt{\tau_{\mathrm{cov}}}=\sqrt{2n^2 [\sqrt{2/\pi} \log…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

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Transport-Entropy inequalities on the line
Gozlan, Nathael; Université Marne-la-Vallée

Formato:	Peer-reviewed Article
Enlaces:	We give a necessary and sucient condition for transport entropy inequalities in dimension one. As an application, we construct a new example of a probability distribution verifying Talagrand's T2 inequality and not the logarithmic Sobolev inequality.
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

10.

Ergodicity of self-attracting motion
Kleptsyn, Victor; Université de Rennes 1 - Kurtzmann, Aline; Université de Lorraine

Formato:	Peer-reviewed Article
Enlaces:	We study the asymptotic behaviour of a class of self-attracting motions on $\mathbb{R}^d$. We prove the decrease of the free energy related to the system and mix it together with stochastic approximation methods. We finally obtain the (limit-quotient) ergodicity of…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

11.

Stochastic PDEs with multiscale structure
Hairer, Martin; University of Warwick - Kelly, David; University of Warwick

Formato:	Peer-reviewed Article
Enlaces:	We study the spatial homogenisation of parabolic linear stochastic PDEs exhibiting a two-scale structure both at the level of the linear operator and at the level of the Gaussiandriving noise. We show that in some cases, in particular when the forcing is given…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

12.

A clever (self-repelling) burglar
Dumaz, Laure; École Normale Supérieure, Université Paris-Sud, BME Budapest

Formato:	Peer-reviewed Article
Enlaces:	We derive the following property of the "true self-repelling motion", a continuous real-valued self-interacting process $(X_t, t \ge 0)$ introduced by Balint Toth and Wendelin Werner. Conditionally on its occupation time measure at time one (which is the information about…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

13.

Stein's method, heat kernel, and traces of powers of elements of compact Lie groups
Fulman, Jason; University of Southern California

Formato:	Peer-reviewed Article
Enlaces:	Combining Stein's method with heat kernel techniques, we show that the trace of the jth power of an element of U(n,C), USp(n,C), or SO(n,R) has a normal limit with error term C j/n, with C an absolute constant. In contrast to…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

14.

Penalizing null recurrent diffusions
Profeta, Christophe; Université d'Evry val d'Essonne

Formato:	Peer-reviewed Article
Enlaces:	We present some limit theorems for the normalized laws (with respect to functionals involving last passage times at a given level $a$ up to time $t$) of a large class of null recurrent diffusions. Our results rely on hypotheses on…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

15.

The compact support property for the $\Lambda$-Fleming-Viot process with underlying Brownian motion
Liu, Huili; Concordia University - Zhou, Xiaowen; Concordia University

Formato:	Peer-reviewed Article
Enlaces:	Using the lookdown construction of Donnelly and Kurtz we prove that, at any fixed positive time, the $\Lambda$-Fleming-Viot process with underlying Brownian motion has a compact support provided that the corresponding $\Lambda$-coalescent comes down from infinity not too slowly. We…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

Renewal theorems for random walk in random scenery
Guillotin-Plantard, Nadine; Université Lyon 1 - Pène, Françoise; Brest University

Formato:	Peer-reviewed Article
Enlaces:	In this work, we establish renewal-type theorems, with precise asymptotics, in in the context of random walk in random sceneries.
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

17.

Lower bound estimate of the spectral gap for simple exclusion process with degenerate rates
Nagahata, Yukio; Niigata University

Formato:	Peer-reviewed Article
Enlaces:	We consider exclusion process with degenerate rates in a finite torus with size $n$. This model is a simplified model for some peculiar phenomena of the "glassy" dynamics. We prove that the spectral gap is bounded below by $C\rho^4/n^2$, where $\rho =…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

18.

Ergodic theory on stationary random graphs
Benjamini, Itai; Weizmann institute of science - Curien, Nicolas; ÉNS Paris

Formato:	Peer-reviewed Article
Enlaces:	A stationary random graph is a random rooted graph whose distribution is invariant under re-rooting along the simple random walk. We adapt the entropy technique developed for Cayley graphs and show in particular that stationary random graphs of subexponential growth…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

19.

Jump type SDEs for self-similar processes
Döring, Leif; Université Paris 6 - Barczy, Matyas; University of Debrecen

Formato:	Peer-reviewed Article
Enlaces:	We present a new approach to positive self-similar Markov processes (pssMps) by reformulating Lamperti's transformation via jump type SDEs. As applications, we give direct constructions of pssMps (re)started continuously at zero if the Lamperti transformed Lévy process is spectrally negative. Our paper…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

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20.

A quantitative central limit theorem for the random walk among random conductances
Mourrat, Jean-Christophe; EPFL

Formato:	Peer-reviewed Article
Enlaces:	We consider the random walk among random conductances on $\mathbb{Z}^d$. We assume that the conductances are independent, identically distributed and uniformly bounded away from $0$ and infinity. We obtain a quantitative version of the central limit theorem for this random…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

21.

Numerical schemes for G-Expectations
Dolinsky, Yan; ETH Zurich and Hebrew University of Jerusalem

Formato:	Peer-reviewed Article
Enlaces:	We consider a discrete time analog of $G$-expectations and we prove that in the case where the time step goes to zero the corresponding values converge to the original $G$-expectation. Furthermore we provide error estimates for the convergence rate. This paper is continuation of…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

22.

Correlation-length bounds, and estimates for intermittent islands in parabolic SPDEs
Conus, Daniel; Lehigh University - Joseph, Mathew; University of Utah - Khoshnevisan, Davar; University of Utah

Formato:	Peer-reviewed Article
Enlaces:	We consider the nonlinear stochastic heat equation in one dimension. Under some conditions on the nonlinearity, we show that the "peaks" of the solution are rare, almost fractal like. We also provide an upper bound on the length of the "islands", the regions…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

23.

Reflected BSDEs with monotone generator
Klimsiak, Tomasz; Nicolaus Copernicus University in Torun

Formato:	Peer-reviewed Article
Enlaces:	We give necessary and sufficient condition for existence and uniqueness of $\mathbb{L}^{p}$-solutions of reflected BSDEs with continuous barrier, generator monotone with respect to $y$ and Lipschitz continuous with respect to $z$, and with data in $\mathbb{L}^{p}$, $p\ge 1$. We also…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

24.

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

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25.

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

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26.

(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

27.

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

28.

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

29.

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

30.

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

31.

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

32.

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

33.

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

34.

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

35.

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

36.

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

37.

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

38.

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

39.

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

40.

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

41.

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

42.

Convergence of mixing times for sequences of random walks on finite graphs
Croydon, David A; University of Warwick - Hambly, Ben M; University of Oxford - Kumagai, Takashi; Kyoto University

Formato:	Peer-reviewed Article
Enlaces:	We establish conditions on sequences of graphs which ensure that the mixing times of the random walks on the graphs in the sequence converge. The main assumption is that the graphs, associated measures and heat kernels converge in a suitable…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

43.

Ordered random walks with heavy tails
Denisov, Denis E; Cardiff University - Wachtel, Vitali; University of Munich

Formato:	Peer-reviewed Article
Enlaces:	This note continues paper of Denisov and Wachtel (2010), where we have constructed a $k$-dimensional random walk conditioned to stay in the Weyl chamber of type $A$. The construction was done under the assumption that the original random walk has…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

44.

Limit theorems for empirical processes based on dependent data
Berti, Patrizia; University of Modena and Reggio-Emilia - Pratelli, Luca; Accademia Navale di Livorno - Rigo, Pietro; University of Pavia

Formato:	Peer-reviewed Article
Enlaces:	Let $(X_n)$ be any sequence of random variables adapted to a filtration $(\mathcal{G}_n)$. Define $a_n(\cdot)=P\bigl(X_{n+1}\in\cdot\mid\mathcal{G}_n\bigr)$, $b_n=\frac{1}{n}\sum_{i=0}^{n-1}a_i$, and $\mu_n=\frac{1}{n}\,\sum_{i=1}^n\delta_{X_i}$. Convergence in distribution of the empirical processes $$ B_n=\sqrt{n}\,(\mu_n-b_n)\quad\text{and}\quad C_n=\sqrt{n}\,(\mu_n-a_n)$$ is investigated under uniform distance. If $(X_n)$ is conditionally identically distributed, convergence of…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

45.

Extinction of Fleming-Viot-type particle systems with strong drift
Bieniek, Mariusz; Maria Curie-Skƚodowska University - Burdzy, Krzysztof; University of Washington - Pal, Soumik; University of Washington

Formato:	Peer-reviewed Article
Enlaces:	We consider a Fleming-Viot-type particle system consisting of independently moving particles that are killed on the boundary of a domain. At the time of death of a particle, another particle branches. If there are only two particles and the underlying…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

46.

The need for speed: maximizing the speed of random walk in fixed environments
Procaccia, Eviatar Ben; Weizmann Institute of Science - Rosenthal, Ron; The Hebrew University of Jerusalem

Formato:	Peer-reviewed Article
Enlaces:	We study nearest neighbor random walks in fixed environments of $\mathbb{Z}$ composed of two point types : $(\frac{1}{2},\frac{1}{2})$ and$(p,1-p)$ for $p>\frac{1}{2}$. We show that for every environmentwith density of $p$ drifts bounded by $\lambda$ we have $\limsup_{n\rightarrow\infty}\frac{X_n}{n}\leq (2p-1)\lambda$, where $X_n$…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

47.

Vertices of high degree in the preferential attachment tree
Brightwell, Graham; London School of Economics - Luczak, Malwina; University of Sheffield

Formato:	Peer-reviewed Article
Enlaces:	We study the basic preferential attachment process, which generates a sequence of random trees, each obtained from the previous one by introducing a new vertex and joining it to one existing vertex, chosen with probability proportional to its degree. We investigate the…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

48.

Spectral analysis of 1D nearest-neighbor random walks and applications to subdiffusive trap and barrier models
Faggionato, Alessandra; University La Sapienza, Rome

Formato:	Peer-reviewed Article
Enlaces:	We consider a sequence $X^{(n)}$, $n \geq 1 $, of continuous-time nearest-neighbor random walks on the one dimensional lattice $\mathbb{Z}$. We reduce the spectral analysis of the Markov generator of $X^{(n)}$ with Dirichlet conditions outside $(0,n)$ to the analogous problem …
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

49.

On optimal stationary couplings between stationary processes
Rüschendorf, Ludger; University of Freiburg - Sei, Tomonari; Keio University

Formato:	Peer-reviewed Article
Enlaces:	By a classical result of Gray, Neuhoff and Shields (1975) the rhobar-distance between stationary processes is identified with an optimal stationary coupling problem of the corresponding stationary measures on the infinite product spaces. This is a modification of the optimal…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

50.

Two-sided random walks conditioned to have no intersections
Shiraishi, Daisuke; Kyoto University

Formato:	Peer-reviewed Article
Enlaces:	Let $S^{1},S^{2}$ be independent simple random walks in $\mathbb{Z}^{d}$ ($d=2,3$) started at the origin. We construct two-sided random walk paths conditioned that $S^{1}[0,\infty ) \cap S^{2}[1, \infty ) = \emptyset$ by showing the existence of the following limit:\begin{equation*}\lim _{n \rightarrow…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability