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Aproximadamente 116 registro(s) hasta el momento: (journal)

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Recurso libre

The Center of Mass of the ISE and the Wiener Index of Trees
Janson, Svante; Uppsala University - Chassaing, Philippe; Institut Elie Cartan

Formato:	Peer-reviewed Article,
Enlaces:	We derive the distribution of the center of mass S of the integrated superBrownian excursion (ISE) from the asymptotic distribution of the Wiener index for simple trees. Equivalently, this is the distribution of the integral of a Brownian snake. A…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

Finite dimensional determinants as characteristic functions of quadratic Wiener functionals
Hara, Keisuke; Ritsumeikan University

Formato:	Peer-reviewed Article,
Enlaces:	We show a method and the structure to calculate the characteristic functions of quadratic Wiener functionals by using classical Weierstrass-Hadamard's theory on entire functions. We also examine the idea by an example for Gaussian processes with multiple Markovian property.
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

Invariance Principles for Ranked Excursion Lengths and Heights
Csaki, Endre; A. Rényi Institute of Mathematics, Hungarian Academy of Sciences - Hu, Yueyun; Universite Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	In this note we prove strong invariance principles between ranked excursion lengths and heights of a simple random walk and those of a standard Brownian motion. Some consequences concerning limiting distributions and strong limit theorems will also be presented.
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

A Condition for Weak Disorder for Directed Polymers in Random Environment
Birkner, Matthias; Weierstrass Institute for Applied Analysis and Stochastics, Germany

Formato:	Peer-reviewed Article,
Enlaces:	We give a sufficient criterion for the weak disorder regime of directed polymers in random environment, which extends a well-known second moment criterion. We use a stochastic representation of the size-biased law of the partition function.
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

Recurrent Graphs where Two Independent Random Walks Collide Finitely Often
Krishnapur, Manjunath; University of California at Berkeley, USA - Peres, Yuval; University of California at Berkeley, USA

Formato:	Peer-reviewed Article,
Enlaces:	We present a class of graphs where simple random walk is recurrent, yet two independent walkers meet only finitely many times almost surely. In particular, the comb lattice, obtained from $Z^2$ by removing all horizontal edges off the $x$-axis, has…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails
Soshnikov, Alexander; University of California at Davis, USA

Formato:	Peer-reviewed Article,
Enlaces:	We study large Wigner random matrices in the case when the marginal distributions of matrix entries have heavy tails. We prove that the largest eigenvalues of such matrices have Poisson
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

A Gaussian Oscillator
Burdzy, Krzysztof; University of Washington - White, David; University of Washington

Formato:	Peer-reviewed Article,
Enlaces:	We present a stochastic process with sawtooth paths whose distribution is given by a simple rule and whose stationary distribution is Gaussian. The process arose in a natural way in research on interaction of an inert particle with a Brownian…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

Sharp Bounds for Green and Jumping Functions of Subordinate Killed Brownian Motions
Song, Renming; University of Illinois, Urbana - Vondracek, Zoran; University of Zagreb, Croatia

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we obtain sharp bounds for the Green function and jumping function of a subordinate killed Brownian motion in a bounded $C^{1,1}$ domain, where the subordinating process is a subordinator whose Laplace exponent has certain asymptotic behavior at…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

Geometric Ergodicity and Perfect Simulation
Kendall, Wilfrid S.; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	This note extends the work of Foss and Tweedie (1998), who showed that availability of the classic Coupling from the Past (CFTP) algorithm of Propp and Wilson (1996) is essentially equivalent to uniform ergodicity for a Markov chain (see also…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

10.

On Standard Normal Convergence of the Multivariate Student $t$-Statistic for Symmetric Random Vectors
Giné, Evarist; University of Connecticut, USA - Götze, Friedrich; Universitat Bielefeld

Formato:	Peer-reviewed Article,
Enlaces:	It is proved that if the multivariate Student $t$-statistic based on i.i.d. symmetric random vectors is asymptotically standard normal, then these random vectors are in the generalized domain of attraction of the normal law. Uniform integrability is also considered, even…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

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11.

Weak Convergence to Ocone Martingales: a Remark
Peccati, Giovanni; Universite Pierre et Marie Curie, France

Formato:	Peer-reviewed Article,
Enlaces:	We show, by a simple counterexample, that the main result in a recent paper by H. Van Zanten [Electronic Communications in Probability 7 (2002), 215-222] is false. We eventually point out the origin of the error.
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

12.

On Long Range Percolation with Heavy Tails
Friedli, Sacha; IMPA, Rio de Janeiro - Borge de Lima, Benoîte; UFMG, Belo Horizonte - Sidoravicius, Vladas; IMPA, Rio de Janeiro

Formato:	Peer-reviewed Article,
Enlaces:	Consider independent long range percolation on $\mathbf{Z}^d$, $d\geq 2$, where edges of length $n$ are open with probability $p_n$. We show that if $\limsup_{n\to\infty}p_n > 0,$ then there exists an integer $N$ such that $P_N(0\leftrightarrow \infty) > 0$, where $P_N$…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

13.

Tree and Grid factors of General Point processes
Timar, Adam; Indiana University

Formato:	Peer-reviewed Article,
Enlaces:	We study isomorphism invariant point processes of $R^d$ whose groups of symmetries are almost surely trivial. We define a 1-ended, locally finite tree factor on the points of the process, that is, a mapping of the point configuration to a…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

14.

Long-term behavior for superprocesses over a stochastic flow
Xiong, Jie; University of Tennessee

Formato:	Peer-reviewed Article,
Enlaces:	We study the limit of a superprocess controlled by a stochastic flow as $t\to\infty$. It is proved that when $d \le 2$, this process suffers long-time local extinction; when $d\ge 3$, it has a limit which is persistent. The stochastic…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

15.

State Tameness: A New Approach for Credit Constrains
Londono, Jaime A.; Universidad EAFIT

Formato:	Peer-reviewed Article,
Enlaces:	We propose a new definition for tameness within the model of security prices as  Itô processes that is risk-aware.  We give a new definition for arbitrage and characterize it.  We then prove a theorem that can be seen as an…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

16.

Large Deviations for Mixtures
Biggins, J. D.; The University of Sheffield, UK

Formato:	Peer-reviewed Article,
Enlaces:	The results discussed here are most easily described in words using Bayesian terminology. For each $n$, there are probability distributions for the data conditional on a parameter, and there is also a prior distribution for the parameter. Integrating out, using…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

17.

Oscillation and Non-oscillation in Solutions of Nonlinear Stochastic Delay Differential Equations
Appleby, John A. D.; Dublin City University - Kelly, Conall; Dublin City University, Dublin, Ireland

Formato:	Peer-reviewed Article,
Enlaces:	This paper studies the oscillation and nonoscillation of solutions of a nonlinear stochastic delay differential equation, where the noise perturbation depends on the current state, and the drift depends on a delayed argument. When the restoring force towards equilibrium is…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

18.

Ergodicity of PCA: Equivalence between Spatial and Temporal Mixing Conditions
Louis, Pierre-Yves; Technische Universitat Berlin

Formato:	Peer-reviewed Article,
Enlaces:	For a general attractive Probabilistic Cellular Automata on $S^{\mathbb{Z}^d}$, we prove that the (time-) convergence towards equilibrium of this Markovian parallel dynamics, exponentially fast in the uniform norm, is equivalent to a condition ($\mathcal{A}$). This condition means the exponential decay…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

19.

A Bound for the Distribution of the Hitting Time of Arbitrary Sets by Random Walk
Jarai, Antal A; Carleton University, Canada - Kesten, Harry; Cornell University

Formato:	Peer-reviewed Article,
Enlaces:	We consider a random walk $S_n = \sum_{i=1}^n X_i$ with i.i.d. $X_i$. We assume that the $X_i$ take values in $\Bbb Z^d$, have bounded support and zero mean. For $A \subset \Bbb Z^d, A \ne \emptyset$ we define $\tau_A =…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

20.

On the optimal strategy in a random game
Jonasson, Johan; Chalmers University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	Consider a two-person zero-sum game played on a random $n$ by $n$ matrix where the entries are iid normal random variables. Let $Z$ be the number of rows in the support of the optimal strategy for player I given the…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

21.

A note on first passage functionals for hyper-exponential jump-diffusion processes
Chen, Yu-Ting; University of British Columbia - Sheu, Yuan-Chung; National Chiao Tung University - Chang, Ming-Chi; National Chiao Tung University

Formato:	Peer-reviewed Article
Enlaces:	This investigation concerns the hyper-exponential jump-diffusion processes. Following the exposition of the two-sided exit problem by Kyprianou, A. E., and Asmussen, S. and Albrecher, H., this study investigates first passage functionals for these processes.The corresponding boundary value problems are solved…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

22.

On the concentration of the missing mass
Berend, Daniel; Ben-Gurion University - Kontorovich, Aryeh; Ben-Gurion University

Formato:	Peer-reviewed Article
Enlaces:	A random variable is sampled from a discrete distribution. The missing mass is the probability of the set of points not observed in the sample. We sharpen and simplify McAllester and Ortiz's results (JMLR, 2003) bounding the probability of large…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

23.

Uniqueness for an inviscid stochastic dyadic model on a tree
Bianchi, Luigi Amedeo; Scuola Normale Superiore - Pisa

Formato:	Peer-reviewed Article
Enlaces:	In this paper we prove that the lack of uniqueness for solutions of the tree dyadic model of turbulence is overcome with the introduction of a suitable noise. The uniqueness is a weak probabilistic uniqueness for all $l^2$-initial conditions and…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

24.

On the accuracy of the normal approximation for the free energy in the Random Energy Model
Meiners, Raphael; Universität Münster - Reichenbachs, Anselm; Ruhr-Universität Bochum

Formato:	Peer-reviewed Article
Enlaces:	In the present paper we consider the fluctuations of the free energy in the random energy model (REM) on a moderate deviation scale. We find that for high temperatures the normal approximation holds only in a narrow range of scalings…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

25.

Comment on a theorem of M. Maxwell and M. Woodroofe
Tóth, Bálint; University of Bristol and TU Budapest

Formato:	Peer-reviewed Article
Enlaces:	We present a direct derivation of the theorem of M. Maxwell and M. Woodroofe (Ann. Probab. vol. 28 (2000) 713-724), on martingale approximation of additive functionals of stationary Markov processes, from the non-reversible version of the Kipnis-Varadhan theorem.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

26.

Moments of the location of the maximum of Brownian motion with parabolic drift
Janson, Svante; Uppsala University

Formato:	Peer-reviewed Article
Enlaces:	We derive integral formulas, involving the Airy function, for moments of the time a two-sided Brownian motion with parabolic drift attains its maximum.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

27.

A note on the tensor product of two random unitary matrices
Tkocz, Tomasz; University of Warwick

Formato:	Peer-reviewed Article
Enlaces:	In this note we consider the point process of eigenvalues of the tensor product of two independent random unitary matrices of size m by m and n by n. When n becomes large, the process behaves like the superposition of…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

28.

On existence of progressively measurable modifications
Ondrejat, Martin; Institute of Information Theory and Automation, Academy of Sciences of the Czech - Seidler, Jan; Institute of Information Theory and Automation, Academy of Sciences of the Czech

Formato:	Peer-reviewed Article
Enlaces:	In this note we provide a short and simple proof that every adapted measurable stochastic process admits a progressively measurable modification.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

29.

An approximation scheme of stochastic Stokes equations
Liu, Hanbing; University of Geosciences, Wuhan - Yang, Juan; Beijing University of Posts and Telecommunications

Formato:	Peer-reviewed Article
Enlaces:	This work is concerned with the approximation to the solutions of the stochastic Stokes equations by the splitting up method. We apply the resolvent operator to evaluate the solution of the deterministic equations at the endpoints of every small interval, and the…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

30.

Noncommutative characterization of free Meixner processes
Ejsmont, Wiktor; Wroclaw University of Economics and University of Wroclaw

Formato:	Peer-reviewed Article
Enlaces:	In this article we give a purely noncommutative criterion for the characterization of free Meixner random variables. We prove that some families of free Meixner distributions can be described in terms of the conditional expectation, which has no classical analogue.…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

31.

The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
Tappe, Stefan; Leibniz Universität Hannover

Formato:	Peer-reviewed Article
Enlaces:	We prove the Yamada-Watanabe theorem for semilinear stochastic partial differential equations with path-dependent coefficients. The so-called "method of the moving frame" allows us to reduce the proof to the Yamada-Watanabe theorem for stochastic differential equations in infinite dimensions.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

32.

On Euclidean random matrices in high dimension
Bordenave, Charles; Université de Toulouse & CNRS

Formato:	Peer-reviewed Article
Enlaces:	In this note, we study the n x n random Euclidean matrix whose entry (i,j) is equal to f (\|\| Xi - Xj \|\|) for some function f and the Xi's are i.i.d. isotropic vectors in Rp. In the regime…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

33.

Stochastic differential equations on domains defined by multiple constraints
Fradon, Myriam; Université Lille1

Formato:	Peer-reviewed Article
Enlaces:	We present simple assumptions on the constraints defining a hard core dynamics for the associated reflected stochastic differential equation to have a unique strong solution. Time-reversibility is proven for gradient systems with normal or co-normal reflection. An illustration is given…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

34.

Algebraically recurrent random walks on groups
Benjamini, Itai; Weizmann - Finucane, Hilary; MIT - Tessera, Romain; ÉNS Lyon

Formato:	Peer-reviewed Article
Enlaces:	Initial steps are presented towards understanding which finitely generated groups are almost surely generated as a semigroup by the path of a random walk on the group.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

35.

BV-regularity for the Malliavin derivative of the maximum of the Wiener process
Trevisan, Dario; Scuola Normale Superiore, Pisa

Formato:	Peer-reviewed Article
Enlaces:	We show that, on the classical Wiener space, the random variable $M = \sup_{0\le t \le T} W_t$ admits a measure as second Malliavin derivative, whose total variation measure is finite and singular w.r.t. the Wiener measure.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

36.

Compound Poisson approximation with association or negative association via Stein's method
Daly, Fraser; University of Bristol

Formato:	Peer-reviewed Article
Enlaces:	In this note we show how the properties of association and negative association can be combined with Stein's method for compound Poisson approximation. Applications include $k$--runs in iid Bernoulli trials, an urn model with urns of limited capacity and extremes…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

37.

Zero noise limits using local times
Trevisan, Dario; Scuola Normale Superiore

Formato:	Peer-reviewed Article
Enlaces:	We consider a well-known family of SDEs with irregular drifts and the correspondent zero noise limits. Using (mollified) local times, we show which trajectories are selected. The approach is completely probabilistic and relies on elementary stochastic calculus only.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

38.

Parameter sensitivity of CIR process
Ould Aly, Sidi Mohamed; Université de Marne-la-vallée

Formato:	Peer-reviewed Article
Enlaces:	We study the differentiability of the CIR process with respect to its parameters. We give a stochastic representation for these derivatives in terms of the paths of V.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

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39.

On Zhao-Woodroofe's condition for martingale approximation
Klicnarova, Jana; University of South Bohemia - Volny, Dalibor; Université de Rouen

Formato:	Peer-reviewed Article
Enlaces:	The Zhao-Woodroofe condition is a necessary and sufficient condition for the existence of a martingale approximation of a causal stationary process. Here, a nonadapted version is given and the convergence of Cesaro averages is replaced by a convergence of a subsequence. The nonadapted…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

40.

Mean-Square continuity on homogeneous spaces of compact groups
Marinucci, Domenico; University of Rome "Tor Vergata" - Peccati, Giovanni; Luxembourg University

Formato:	Peer-reviewed Article
Enlaces:	We show that any finite-variance, isotropic random field on a compact group is necessarily mean-square continuous, under standard measurability assumptions. The result extends to isotropic random fields defined on homogeneous spaces where the group acts continuously.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

41.

Pure jump increasing processes and the change of variables formula
Bertoin, Jean; Universität Zürich - Yor, Marc; Université Pierre et Marie Curie - Paris 6

Formato:	Peer-reviewed Article
Enlaces:	Given an increasing process $(A_t)_{t\geq 0}$, we characterize the right continuous non-decreasing functions $f: \mathbb{R}_+\to \mathbb{R}_+$ that map $A$ to a pure jump process. As an example of application, we show for instance that functions with bounded variations belong to the…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

42.

On McDiarmid's concentration inequality
Rio, Emmanuel; Université de Versailles

Formato:	Peer-reviewed Article
Enlaces:	In this paper we improve the rate function in the McDiarmid concentration inequality for separately Lipschitz functions of independent random variables. In particular the rate function tends to infinity at the boundary. We also prove that in some cases the usual…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

43.

Asymptotic behavior for neutral stochastic partial differential equations with infinite delays
Cui, Jing; Anhui Normal University - Yan, Litan; Donghua University

Formato:	Peer-reviewed Article
Enlaces:	This paper is concerned with the existence and asymptotic behavior of mild solutions to a class of non-linear neutral stochastic partial differential equations with infinite delays. By applying fixed point principle, we present sufficient conditions to ensure that the mild…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

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44.

The probability law of the Brownian motion normalized by its range
Spinu, Florin; OMERS Capital Markets

Formato:	Peer-reviewed Article
Enlaces:	In the present paper we deduce explicit formulas for the probability laws of the quotients $X_t/R_t$ and $m_t/R_t$, where $X_t$ is the standard Brownian motion and $m_t$, $M_t$, $R_t$ are its running minimum, maximum and range, respectively.The computation makes use of standard techniques from…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

45.

A note on tamed Euler approximations
Sabanis, Sotirios; University of Edinburgh

Formato:	Peer-reviewed Article
Enlaces:	Strong convergence results on tamed Euler schemes, which approximate stochastic differential equations with superlinearly growing drift coefficients that are locally one-sided Lipschitz continuous, are presented in this article. The diffusion coefficients are assumed to be locally Lipschitz continuous and have at…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

46.

Illustration of various methods for solving partly Skorokhod's embedding problem
Yen, Ju-Yi; University of Cincinnati - Yor, Marc; Institut Universitaire de France & Université Pierre et Marie Curie - Paris 6

Formato:	Peer-reviewed Article
Enlaces:	We show that excursion theory and Az\'ema's exponential result allow to solve partly Skorokhod's embedding problem.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

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47.

Double averaging principle for periodically forced stochastic slow-fast systems
Wainrib, Gilles; Université Paris 13

Formato:	Peer-reviewed Article
Enlaces:	This paper is devoted to obtaining an averaging principle for systems of slow-fast stochastic differential equations, where the fast variable drift is periodically modulated on a fast time-scale. The approach developed here combines probabilistic methods with a recent analytical result…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

48.

From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
Tsirelson, Boris; Tel Aviv University

Formato:	Peer-reviewed Article
Enlaces:	A uniform key renewal theorem is deduced from the uniform Blackwell's renewal theorem. A uniform LDP (large deviation principle) for renewal-reward processes is obtained, and MDP (moderate deviation principle) is deduced under conditions much weaker than existence of exponential moments.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

49.

A simple observation on random matrices with continuous diagonal entries
Friedland, Omer; Université Pierre et Marie Curie - Giladi, Ohad; University of Alberta

Formato:	Peer-reviewed Article
Enlaces:	Let $T$ be an $n\times n$ random matrix, such that each diagonal entry $T_{i, i}$ is a continuous random variable, independent from all the other entries of $T$. Then for every $n\times n$ matrix $A$ and every $t\ge0$$$\mathbb{P}\Big[\|\det(A+T)\|^{1/n}\le t\Big]\le2bnt, $$where $b>0$…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

50.

Extensions of the Hoeffding-Azuma inequalities
Rio, Emmanuel; University of Versailles

Formato:	Peer-reviewed Article
Enlaces:	In this paper we give extensions of the Hoeffding-Azuma inequalities for weighted sums of uniformly bounded martingale differences.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

51.

Standardness and nonstandardness of next-jump time filtrations
Laurent, Stéphane; Currently none

Formato:	Peer-reviewed Article
Enlaces:	The value of the next-jump time process at each time is the date its the next jump. We characterize the standardness of the filtration generated by this process in terms of the asymptotic behavior at $n=-\infty$ of the probability that…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

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52.

Quasi-stationary distributions associated with explosive CSBP
Labbé, Cyril; Université Pierre et Marie Curie

Formato:	Peer-reviewed Article
Enlaces:	We characterize all the quasi-stationary distributions and the Q process associated with a continuous state branching process that explodes in finite time. We also provide a rescaling for the continuous state branching process conditioned on non-explosion when the branching mechanism…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

53.

Avoidance Coupling
Angel, Omer; University of British Columbia - Holroyd, Alexander E; Microsoft Research - Martin, James; University of Oxford - Winkler, Peter; Dartmouth College - Wilson, David B; Microsoft Research

Formato:	Peer-reviewed Article
Enlaces:	We examine the question of whether a collection of random walks on a graph can be coupled so that they never collide. In particular, we show that on the complete graph on n vertices, with or without loops, there is…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

54.

How big are the $l^\infty$-valued random fields?
Moon, Hee-Jin; Gyeongsang National University - Han, Chang-Ho; Gyeongsang National University - Choi, Yong-Kab; Gyeongsang National University

Formato:	Peer-reviewed Article
Enlaces:	In this paper we establish path properties and a generalized uniform law of the iterated logarithm (LIL) for strictly stationary and linearly positive quadrant dependent (LPQD) or linearly negative quadrant dependent (LNQD) random fields taking values in $l^\infty$-space.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

55.

Some properties of generalized anticipated backward stochastic differential equations
Yang, Zhe; University of Calgary - Elliott, Robert J.; University of Calgary

Formato:	Peer-reviewed Article
Enlaces:	In this paper, after recalling the definition of generalized anticipated backward stochastic differential equations (generalized anticipated BSDEs for short) and the existence and uniqueness theorem for their solutions, we show there is a duality between them and stochastic differential delay…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

56.

Continuum percolation for Gibbs point processes
Stucki, Kaspar; Universität Göttingen

Formato:	Peer-reviewed Article
Enlaces:	We consider percolation properties of the Boolean model generated by a Gibbs point process and balls with deterministic radius. We show that for a large class of Gibbs point processes there exists a critical activity, such that percolation occurs a.s. above criticality.…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

57.

Mean field forward-backward stochastic differential equations
Carmona, René; Princeton University - Delarue, François; Université de Nice Sophia-Antipolis

Formato:	Peer-reviewed Article
Enlaces:	The purpose of this note is to provide an existence result for the solution of fully coupled Forward Backward Stochastic Differential Equations (FBSDEs) of the mean field type. These equations occur in the study of mean field games and the optimal…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

58.

Lower bounds for the probability of a union via chordal graphs
Dohmen, Klaus; Hochschule Mittweida University of Applied Sciences

Formato:	Peer-reviewed Article
Enlaces:	We establish new Bonferroni-type lower bounds for the probability of a union of finitely many events where the selection of intersections in the estimates is determined by the clique complex of a chordal graph.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

59.

Central limit theorem for an additive functional of the fractional Brownian motion II
Nualart, David; University of Kansas - Xu, Fangjun; East China Normal University

Formato:	Peer-reviewed Article
Enlaces:	We prove a central limit theorem for an additivefunctional of the $d$-dimensional fractional Brownian motionwith Hurst index $H\in(\frac{1}{d+2},\frac{1}{d})$, using the method of moments,extending the result by Papanicolaou, Stroock and Varadhan in the case of the standard Brownian motion.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

60.

Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II
Nualart, David; University of Kansas - Swanson, Jason; University of Central Florida

Formato:	Peer-reviewed Article
Enlaces:	The purpose of this paper is to provide a complete description the convergence in distribution of two subsequences of the signed cubic variation of the fractional Brownian motion with Hurst parameter $H = 1/6$.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

61.

Hanson-Wright inequality and sub-gaussian concentration
Rudelson, Mark; University of Michigan - Vershynin, Roman; University of Michigan

Formato:	Peer-reviewed Article
Enlaces:	In this expository note, we give a modern proof of Hanson-Wright inequality for quadratic forms in sub-gaussian random variables.We deduce a useful concentration inequality for sub-gaussian random vectors.Two examples are given to illustrate these results: a concentration of distances between…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

62.

Particle systems with repulsion exponent $\beta$ and random matrices
Venker, Martin; Bielefeld University

Formato:	Peer-reviewed Article
Enlaces:	We consider a class of particle systems generalizing the $\beta$ Ensembles from random matrix theory. In these new ensembles, particles experience repulsion of power $\beta>0$ when getting close, which is the same as in the $\beta$-Ensembles. For distances larger than zero, the…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

63.

Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion
Hu, Yaozhong; University of Kansas - Lu, Fei; Lawrence Berkeley National Laboratory - Nualart, David; University of Kansas

Formato:	Peer-reviewed Article
Enlaces:	Applying an upper bound estimate for $L^{2}$ small ball probability for fractional Brownian motion (fBm), we prove the non degeneracy of some Sobolev pseudo-norms of fBm.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

64.

The quenched limiting distributions of a one-dimensional random walk in random scenery
Guillotin-Plantard, Nadine; Université Lyon 1 - Hu, Yueyun; Université Paris 13 - Schapira, Bruno; Aix-Marseille Université

Formato:	Peer-reviewed Article
Enlaces:	For a one-dimensional random walk in random scenery (RWRS) on Z, we determine its quenched weak limits by applying Strassen's functional law of iterated logarithm. As a consequence, conditioned on the random scenery, the one dimensional RWRS does not converge…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

65.

The local limit of unicellular maps in high genus
Angel, Omer; University of British Columbia - Chapuy, Guillaume; CNRS & Université Paris-Diderot - Curien, Nicolas; CNRS & Université Pierre et Marie Curie - Ray, Gourab; University of British Columbia

Formato:	Peer-reviewed Article
Enlaces:	We show that the local limit of unicellular maps whose genus is proportional to the number of edges is a supercritical geometric Galton-Watson tree conditioned to survive. The proof relies on enumeration results obtained via the recent bijection given by…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

66.

Sensitivity of mixing times
Ding, Jian; University of Chicago - Peres, Yuval; Microsoft Research

Formato:	Peer-reviewed Article
Enlaces:	In this note, we demonstrate an instance of bounded-degree graphs of size $n$, for which the total variation mixing time for the random walk is decreased by a factor of $\log n/ \log\log n$ if we multiply the edge-conductances by…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

67.

On the average of the Airy process and its time reversal
Baik, Jinho; University of Michigan - Liu, Zhipeng; University of Michigan

Formato:	Peer-reviewed Article
Enlaces:	We show that the supremum of the average of the Airy process and its time reversal minus a parabola is distributed as the maximum of two independent GUE Tracy-Widom random variables. The proof is obtained by considering a directed last…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

68.

Weak approximation of the fractional Brownian sheet from random walks
Wang, Zhi; Donghua University - Yan, Litan; Donghua University - Yu, Xianye; Donghua University

Formato:	Peer-reviewed Article
Enlaces:	In this paper, we show an approximation in law of the fractional Brownian sheet by random walks. As an application, we consider a quasilinear stochastic heat equation with Dirichlet boundary conditions driven by an additive fractional noise.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

69.

Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process
Masuda, Hiroki; Kyushu University - Yoshida, Nakahiro; University of Tokyo

Formato:	Peer-reviewed Article
Enlaces:	We verify the Edgeworth expansion of any order for the integrated ergodic Lévy driven Ornstein-Uhlenbeck process, applying a Malliavin calculus with truncation over the Wiener-Poisson space. Due to the special structure of the model, each coefficient of the expansion can be given…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

70.

On the robust superhedging of measurable claims
Possamaï, Dylan; Université Paris Dauphine - Royer, Guillaume; École Polytechnique - Touzi, Nizar; École Polytechnique

Formato:	Peer-reviewed Article
Enlaces:	The problem of robust hedging requires to solve the problem of superhedging under a nondominated family of singular measures. Recent progress was achieved by van Handel, Neufeld, and Nutz. We show that the dual formulation of this problem is valid…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

71.

Poisson point processes: large deviation inequalities for the convex distance
Reitzner, Matthias; Universität Osnabrück

Formato:	Peer-reviewed Article
Enlaces:	An analogue of Talagrand's convex distance for binomial and Poisson point processes is defined. A corresponding large deviation inequality is proved.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

72.

Anomalous heat kernel behaviour for the dynamic random conductance model
Buckley, Stephen; University of Oxford

Formato:	Peer-reviewed Article
Enlaces:	We introduce the time dynamic random conductance model and consider the heat kernel for the random walk on this environment. In the case where conductances are bounded above, an example environment is presented which exhibits heat kernel decay that is asymptotically…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

73.

A note on stable point processes occurring in branching Brownian motion
Maillard, Pascal; The Weizmann Institute of Science

Formato:	Peer-reviewed Article
Enlaces:	We call a point process $Z$ on $\mathbb R$ exp-1-stable if for every $\alpha,\beta\in\mathbb R$ with $e^\alpha+e^\beta=1$, $Z$ is equal in law to $T_\alpha Z+T_\beta Z'$, where $Z'$ is an independent copy of $Z$ and $T_x$ is the translation by…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

74.

Covariation representations for Hermitian Lévy process ensembles of free infinitely divisible distributions
Dominguez-Molina, J. Armando; Universidad Autónoma de Sinaloa - Pérez-Abreu, Víctor; Centro de Investigación en Matemáticas - Rocha-Arteaga, Alfonso; Universidad Autónoma de Sinaloa

Formato:	Peer-reviewed Article
Enlaces:	It is known that the so-called Bercovici-Pata bijection can be explained in terms of certain Hermitian random matrix ensembles (Md)d≥1 whose asymptotic spectral distributions are free infinitely divisible. We investigate Hermitian Lévy processes with jumps of rank one associated to…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

75.

Stein's density approach and information inequalities
Ley, Christophe; Université Libre de Bruxelles - Swan, Yvik; Université du Luxembourg

Formato:	Peer-reviewed Article
Enlaces:	We provide a new perspective on Stein's so-called density approach by introducing a new operator and characterizing class which are valid for a much wider family of probability distributions on the real line. We prove an elementary factorization property of…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

76.

The critical branching random walk in a random environment dies out
Garet, Olivier; Université de Lorraine - Marchand, Régine; Université de Lorraine

Formato:	Peer-reviewed Article
Enlaces:	We study the possibility for branching random walks in random environment (BRWRE) to survive. The particles perform simple symmetric random walks on the $d$-dimensional integer lattice, while at each time unit, they split into independent copies according to time-space i.i.d.…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

77.

Explicit formula for the supremum distribution of a spectrally negative stable process
Michna, Zbigniew; Wroclaw University of Economics

Formato:	Peer-reviewed Article
Enlaces:	In this article we get simple formulas for $E\sup_{s\leq t}X(s)$ where $X$ is a spectrally positive or negative Lévy process with infinite variation. As a consequence we derive a generalization of the well-known formula for the supremum distribution of Wiener…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

78.

Graphical representation of certain moment dualities and application to population models with balancing selection
Jansen, Sabine; Leiden University - Kurt, Noemi; TU Berlin

Formato:	Peer-reviewed Article
Enlaces:	We investigate dual mechanisms for interacting particle systems. Generalizing an approach of Alkemper and Hutzenthaler in the case of coalescing duals, we show that a simple linear transformation leads to a moment duality of suitably rescaled processes. More precisely, we…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

79.

A local limit theorem for random walks in balanced environments
Stenlund, Mikko; University of Helsinki

Formato:	Peer-reviewed Article
Enlaces:	Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems - yielding a Gaussian density multiplied by a highly oscillatory modulating factor - for…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

80.

The monotonicity of f-vectors of random polytopes
Devillers, Olivier; INRIA - Glisse, Marc; INRIA - Goaoc, Xavier; INRIA - Moroz, Guillaume; INRIA - Reitzner, Matthias; Universität Osnabrück.

Formato:	Peer-reviewed Article
Enlaces:	Let $K$ be a compact convex body in ${\mathbb R}^d$, let $K_n$ be the convex hull of $n$ points chosen uniformly and independently in $K$, and let $f_{i}(K_n)$ denote the number of $i$-dimensional faces of $K_n$. We show that for planar convex…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

81.

Random pure quantum states via unitary Brownian motion
Nechita, Ion; CNRS, Université de Toulouse - Pellegrini, Clément; Université de Toulouse

Formato:	Peer-reviewed Article
Enlaces:	We introduce a new family of probability distributions on the set of pure states of a finite dimensional quantum system. Without any a priori assumptions, the most natural measure on the set of pure state is the uniform (or Haar)…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

82.

Supercriticality of an annealed approximation of Boolean networks
Valesin, Daniel; University of British Columbia - Mountford, Thomas; École Polytechnique Fédérale de Lausanne

Formato:	Peer-reviewed Article
Enlaces:	We consider a model recently proposed by Chatterjee and Durrett as an "annealed approximation'' of boolean networks, which are a class of cellular automata on a random graph, as defined by S. Kauffman. The starting point is a random directed…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

83.

On the one-sided exit problem for stable processes in random scenery
Castell, Fabienne; Aix-Marseille Université - Guillotin-Plantard, Nadine; Université de Lyon - Pène, Françoise; Université de Brest - Schapira, Bruno; Aix-Marseille Université

Formato:	Peer-reviewed Article
Enlaces:	We consider the one-sided exit problem for stable Lévy process in random scenery, that is the asymptotic behaviour for $T$ large of the probability $$\mathbb{P}\Big[ \sup_{t\in[0,T]} \Delta_t \leq 1\Big] $$ where $$\Delta_t = \int_{\mathbb{R}} L_t(x) \, dW(x).$$ Here $W=(W(x))_{x\in\mathbb{R}}$ is a two-sided…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

84.

The BK inequality for pivotal sampling a.k.a. the Srinivasan samplig process
Jonasson, Johan; Chalmers University of Technology

Formato:	Peer-reviewed Article
Enlaces:	The pivotal sampling algorithm, a.k.a. the Srinivasan sampling process, is a simply described recursive algorithm for sampling from a finite population a fixed number of items such that each item is included in the sample with a prescribed desired inclusion…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

85.

Noninvadability implies noncoexistence for a class of cancellative systems
Swart, Jan M.; Institute of Information Theory and Automation of the ASCR (UTIA)

Formato:	Peer-reviewed Article
Enlaces:	There exist a number of results proving that for certain classes of interacting particle systems in population genetics, mutual invadability of types implies coexistence. In this paper we prove a sort of converse statement for a class of one-dimensional cancellative systems that are…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

86.

Optimal Novikov-type criteria for local martingales with jumps
Sokol, Alexander; University of Copenhagen

Formato:	Peer-reviewed Article
Enlaces:	We consider cadlag local martingales M with initial value zero and jumps larger than a for some a larger than or equal to -1, and prove Novikov-type criteria for an exponential local martingale to be a uniformly integrable martingale. We obtain…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

87.

On maximizing the speed of a random walk in fixed environments
Lampert, Amichai; NA - Shapira, Assaf; Technion – Israel Institute of Technology

Formato:	Peer-reviewed Article
Enlaces:	We consider a random walk in a fixed $\mathbb{Z}$ environment composed of two point types: $q$-drifts (in which the probabiliy to move to the right is $q$, and $1-q$ to the left) and $p$-drifts, where $\frac{1}{2}<q<p$. We study the expected hitting time of…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

88.

A note on the series representation for the density of the supremum of a stable process
Hackmann, Daniel; York University - Kuznetsov, Alexey; York University

Formato:	Peer-reviewed Article
Enlaces:	An absolutely convergent double series representation for the density of the supremum of $\alpha$-stable Lévy process was obtained by Hubalek and Kuznetsov for almost all irrational $\alpha$. This result cannot be made stronger in the following sense: the series does…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

89.

Controlled random walk with a target site
Alexander, Kenneth S.; University of Southern California

Formato:	Peer-reviewed Article
Enlaces:	We consider a symmetric simple random walk $\{W_i\}$ on $\mathbb{Z}^d, d=1,2$, in which the walker may choose to stand still for a limited time. The time horizon is $n$, the maximum consecutive time steps which can be spent standing still…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

90.

Positivity of hit-and-run and related algorithms
Rudolf, Daniel; Friedrich Schiller University Jena - Ullrich, Mario; Friedrich Schiller University Jena

Formato:	Peer-reviewed Article
Enlaces:	We prove positivity of the Markov operators that correspond to the hit-and-run algorithm, random scan Gibbs sampler, slice sampler and Metropolis algorithm with positive proposal. In particular, the results show that it is not necessary to consider the lazy versions of these Markov chains. The…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

91.

Containing internal diffusion limited aggregation
Duminil-Copin, Hugo; Université de Genève - Lucas, Cyrille; Université Paris 10 - Yadin, Ariel; Ben Gurion University - Yehudayoff, Amir; Technion-IIT

Formato:	Peer-reviewed Article
Enlaces:	Internal Diffusion Limited Aggregation (IDLA) is a model that describes the growth of a random aggregate of particles from the inside out. Shellef proved that IDLA processes on supercritical percolation clusters of integer-lattices fill Euclidean balls, with high probability. In this article, we…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

92.

Grounded Lipschitz functions on trees are typically flat
Peled, Ron; Tel Aviv University - Samotij, Wojciech; Tel Aviv University - Yehudayoff, Amir; Technion-IIT

Formato:	Peer-reviewed Article
Enlaces:	A grounded $M$-Lipschitz function on a rooted $d$-ary tree is an integer valued map on the vertices that changes by at most $M$ along edges and attains the value zero on the leaves. We study the behavior of such functions,…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

93.

Theory of Barnes Beta distributions
Ostrovsky, Dmitry; Independent researcher

Formato:	Peer-reviewed Article
Enlaces:	A new family of probability distributions $\beta_{M, N},$ $M=0\cdots N,$ $N\in\mathbb{N}$ on the unit interval $(0, 1]$ is defined by the Mellin transform. The Mellin transform of $\beta_{M,N}$ is characterized in terms of products of ratios of Barnes multiple gamma functions, shown to…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

94.

Mixing time bounds for oriented kinetically constrained spin models
Chleboun, Paul; University of Warwick - Martinelli, Fabio; Università Roma Tre

Formato:	Peer-reviewed Article
Enlaces:	We analyze the mixing time of a class of oriented kinetically constrained spin models (KCMs) on a d-dimensional lattice of n sites. A typical example is the North-East model, a 0-1 spin system on the two-dimensional integer lattice that evolves according to the following…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

95.

Exact simulation of Hawkes process with exponentially decaying intensity
Dassios, Angelos; London School of Economics - Zhao, Hongbiao; Xiamen University

Formato:	Peer-reviewed Article
Enlaces:	We introduce a numerically efficient simulation algorithm for Hawkes process with exponentially decaying intensity, a special case of general Hawkes process that is most widely implemented in practice. This computational method is able to exactly generate the point process and…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

96.

Representation theorems for SPDEs via backward doubly
Aman, Auguste; Université Félix H. Boigny de Cocody-Abidjan - Elouaflin, Abouo; Université Félix H. Boigny de Cocody-Abidjan - Diop, Mamadou Abdoul; Université Gaston Berger de Saint Louis

Formato:	Peer-reviewed Article
Enlaces:	In this paper we establish a probabilistic representation for the spatial gradient ofthe viscosity solution to a quasilinear parabolic stochastic partial differential equations(SPDE, for short) in the spirit of the Feynman-Kac formula, without using thederivatives of the coefficients of the…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

97.

A note on Kesten's Choquet-Deny lemma
Mentemeier, Sebastian; University of Münster

Formato:	Peer-reviewed Article
Enlaces:	Let $d >1$ and $(A_n)_{n \in \mathbb{N}}$ be a sequence of independent identically distributed random matrices with nonnegative entries. This induces a Markov chain $M_n = A_n M_{n-1}$ on the cone $\mathbb{R}^d_{\ge} \setminus \{0\} = \mathbb{S}_\ge \times \mathbb{R}_>$. We study…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

98.

Extremal Lipschitz functions in the deviation inequalities from the mean
Dzindzalieta, Dainius; Vilnius University

Formato:	Peer-reviewed Article
Enlaces:	We obtain an optimal deviation from the mean upper bound $D(x)=\sup\{\mu\{f-\mathbb{E}_{\mu} f\geq x\}:f\in\mathcal{F},x\in\mathbb{R}\}$ where $\mathcal{F}$ is the class of the integrable, Lipschitz functions on probability metric (product) spaces. As corollaries we get exact bounds for Euclidean unit sphere $S^{n-1}$ with a geodesic…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

99.

Limiting spectral distribution of sum of unitary and orthogonal matrices
Basak, Anirban; Stanford University - Dembo, Amir; Stanford University

Formato:	Peer-reviewed Article
Enlaces:	We show that the empirical eigenvalue measure for sum of $d$ independent Haar distributed $n$-dimensional unitary matrices, converge for $n \rightarrow \infty$ to the Brown measure of the free sum of $d$ Haar unitary operators. The same applies for independent Haar…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

100.

A transience condition for a class of one-dimensional symmetric Lévy processes
Sandrić, Nikola; University of Zagreb

Formato:	Peer-reviewed Article
Enlaces:	In this paper, we give a sufficient condition for the transience for a class of one dimensional symmetric Lévy processes. More precisely, we prove that a one dimensional symmetric Lévy process with the Lévy measure $\nu(dy)=f(y)dy$ or $\nu(\{n\})=p_n$, where the…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability