Metabuscador

Filtrado por:

Temas

No aplica (55)
60K35 (9)
60J65 (5)
15B52 (3)
60H15 (3)
Más...

Año

2011 (92)
2010 (73)
2009 (94)
2008 (76)
2007 (58)
2006 (50)
Más...

Aproximadamente 559 registro(s) hasta el momento: (journal)

Mostrar 10 | 50 | 100 resultados por página

Recurso libre

501.

Large Deviations Asymptotics and the Spectral Theory of Multiplicatively Regular Markov Processes
Kontoyiannis, Ioannis; Brown University - Meyn, Sean P; University of Illinois, Urbana-Champaign

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we continue the investigation of the spectral theory and exponential asymptotics of primarily discrete-time Markov processes, following Kontoyiannis and Meyn (2003). We introduce a new family of nonlinear Lyapunov drift criteria, which characterize distinct subclasses of geometrically…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

502.

Convergence of Coalescing Nonsimple Random Walks to The Brownian Web
Newman, Charles M; Courant Institute of Mathematical Sciences, New York University, New York, NY 10 - Ravishankar, Krishnamurthi; SUNY-New Paltz, New Paltz, NY 12561, USA - Sun, Rongfeng; EURANDOM, P.O. Box 513, 5600 MB Eindhoven, The Netherlanda

Formato:	Peer-reviewed Article,
Enlaces:	The Brownian Web (BW) is a family of coalescing Brownian motions starting from every point in space and time $R\times R$. It was first introduced by Arratia, and later analyzed in detail by Toth and Werner. More recently, Fontes, Isopi,…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

503.

Perpetual Integral Functionals as Hitting and Occupation Times
Salminen, Paavo; Abo Akademi, Finland - Yor, Marc; Université Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	Let $X$ be a linear diffusion and $f$ a non-negative, Borel measurable function. We are interested in finding conditions on $X$ and $f$ which imply that the perpetual integral functional $$ I^X_\infty(f):=\int_0^\infty f(X_t) dt $$ is identical in law with…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

504.

Dynamic Scheduling of a Parallel Server System in Heavy Traffic with Complete Resource Pooling: Asymptotic Optimality of a Threshold Policy
Bell, Steven L.; University of California, San Diego - Williams, Ruth J.; University of California, San Diego

Formato:	Peer-reviewed Article,
Enlaces:	We consider a parallel server queueing system consisting of a bank of buffers for holding incoming jobs and a bank of flexible servers for processing these jobs. Incoming jobs are classified into one of several different classes (or buffers). Jobs…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

505.

Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes
Cheridito, Patrick; Princeton University, USA - Delbaen, Freddy; ETH Zürich, Switzerland - Kupper, Michael; ETH Zürich, Switzerland

Formato:	Peer-reviewed Article,
Enlaces:	We study dynamic monetary risk measures that depend on bounded discrete-time processes describing the evolution of financial values. The time horizon can be finite or infinite. We call a dynamic risk measure time-consistent if it assigns to a process of…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

506.

Laws of the iterated logarithm for α-time Brownian motion
Nane, Erkan; Purdue university

Formato:	Peer-reviewed Article,
Enlaces:	We introduce a class of iterated processes called $\alpha$-time Brownian motion for $0<\alpha \leq 2$. These are obtained by taking Brownian motion and replacing the time parameter with a symmetric $\alpha$-stable process. We prove a Chung-type law of the iterated…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

507.

Large systems of path-repellent Brownian motions in a trap at positive temperature
Adams, Stefan; Max Planck Institute for Mathematics in the Sciences - Bru, Jean-Bernard; Johannes-Gutenberg-Universitat Mainz - Koenig, Wolfgang; Universitat Leipzig

Formato:	Peer-reviewed Article,
Enlaces:	We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

508.

Sectorial Local Non-Determinism and the Geometry of the Brownian Sheet
Xiao, Yimin; Michigan State University - Khoshnevisan, Davar; The University of Utah - Wu, Dongsheng; Michigan State University

Formato:	Peer-reviewed Article,
Enlaces:	We prove the following results about the images and multiple points of an $N$-parameter, $d$-dimensional Brownian sheet $B =\{B(t)\}_{t \in R_+^N}$: (1) If $\text{dim}_H F \leq d/2$, then $B(F)$ is almost surely a Salem set. (2) If $N \leq d/2$,…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

509.

Reflected Diffusions Defined via the Extended Skorokhod Map
Ramanan, Kavita; Carnegie Mellon University

Formato:	Peer-reviewed Article,
Enlaces:	This work introduces the extended Skorokhod problem (ESP) and associated extended Skorokhod map (ESM) that enable a pathwise construction of reflected diffusions that are not necessarily semimartingales. Roughly speaking, given the closure $G$ of an open connected set in ${\mathbb…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

510.

The Cluster Size Distribution for a Forest-Fire Process on $Z$
Brouwer, Rachel M; CWI - Pennanen, Juho; University of Helsinki

Formato:	Peer-reviewed Article,
Enlaces:	Consider the following forest-fire model where trees are located on sites of $\mathbb{Z}$. A site can be vacant or be occupied by a tree. Each vacant site becomes occupied at rate $1$, independently of the other sites. Each site is…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

511.

Asymptotic Estimates Of The Green Functions And Transition Probabilities For Markov Additive Processes
Uchiyama, Kouhei; Tokyo Institute of Technology

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we shall derive asymptotic expansions of the Green function and the transition probabilities of Markov additive (MA) processes $(\xi_n, S_n)$ whose first component satisfies Doeblin's condition and the second one takes valued in $Z^d$. The derivation is…
Fecha:	2007-01-01
Recurso:	Electronic journal of probability

Recurso libre

512.

Robust Mixing
Ganapathy, Murali; Google Inc

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, we develop a new "robust mixing" framework for reasoning about adversarially modified Markov Chains (AMMC). Let $\mathbb{P}$ be the transition matrix of an irreducible Markov Chain with stationary distribution $\pi$. An adversary announces a sequence of stochastic…
Fecha:	2007-01-01
Recurso:	Electronic journal of probability

Recurso libre

513.

Quasi-Stationary Distributions and the Continuous-State Branching Process Conditioned to Be Never Extinct
Lambert, Amaury; University Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	We consider continuous-state branching (CB) processes which become extinct (i.e., hit 0) with positive probability. We characterize all the quasi-stationary distributions (QSD) for the CB-process as a stochastically monotone family indexed by a real number. We prove that the minimal…
Fecha:	2007-01-01
Recurso:	Electronic journal of probability

Recurso libre

514.

Sampling 3-colourings of regular bipartite graphs
Galvin, David J; University of Pennsylvania

Formato:	Peer-reviewed Article,
Enlaces:	We show that if $G=(V,E)$ is a regular bipartite graph for which the expansion of subsets of a single parity of $V$ is reasonably good and which satisfies a certain local condition (that the union of the neighbourhoods of adjacent…
Fecha:	2007-01-01
Recurso:	Electronic journal of probability

Recurso libre

515.

Expectation, Conditional Expectation and Martingales in Local Fields
Evans, Steven N.; University of California at Berkeley - Lidman, Tye; University of California at Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	We investigate a possible definition of expectation and conditional expectation for random variables with values in a local field such as the $p$-adic numbers. We define the expectation by analogy with the observation that for real-valued random variables in $L^2$…
Fecha:	2007-01-01
Recurso:	Electronic journal of probability

Recurso libre

516.

Intermittency on catalysts: symmetric exclusion
Gärtner, Jürgen; Institut für Mathematik, Technische Universität Berlin - den Hollander, Frank; Mathematical Institute, Leiden University - Maillard, Gregory; Institut de Mathematiques, Ecole Polytechnique Federale de Lausanne

Formato:	Peer-reviewed Article,
Enlaces:	We continue our study of intermittency for the parabolic Anderson equation, i.e., the spatially discrete heat equation on the d-dimensional integer lattice with a space-time random potential. The solution of the equation describes the evolution of a "reactant" under the…
Fecha:	2007-01-01
Recurso:	Electronic journal of probability

Recurso libre

517.

Occupation laws for some time-nonhomogeneous Markov chains
Dietz, Zach; Tulane University - Sethuraman, Sunder; Iowa State University

Formato:	Peer-reviewed Article,
Enlaces:	We consider finite-state time-nonhomogeneous Markov chains whose transition matrix at time $n$ is $I+G/n^z$ where $G$ is a ``generator'' matrix, that is $G(i,j)>0$ for $i,j$ distinct, and $G(i,i)= -\sum_{k\ne i} G(i,k)$, and $z>0$ is a strength parameter. In these chains,…
Fecha:	2007-01-01
Recurso:	Electronic journal of probability

Recurso libre

518.

Quasi Stationary Distributions and Fleming-Viot Processes in Countable Spaces
Ferrari, Pablo A.; Universidade de Sao Paulo - Maric, Nevena; Syracuse University

Formato:	Peer-reviewed Article,
Enlaces:	We consider an irreducible pure jump Markov process with rates $Q=(q(x,y))$ on $\Lambda\cup\{0\}$ with $\Lambda$ countable and $0$ an absorbing state. A {\em quasi stationary distribution \rm} (QSD) is a probability measure $\nu$ on $\Lambda$ that satisfies: starting with $\nu$,…
Fecha:	2007-01-01
Recurso:	Electronic journal of probability

Recurso libre

519.

The Common Ancestor Process for a Wright-Fisher Diffusion
Taylor, Jesse E; Oxford University

Formato:	Peer-reviewed Article,
Enlaces:	Rates of molecular evolution along phylogenetic trees are influenced by mutation, selection and genetic drift. Provided that the branches of the tree correspond to lineages belonging to genetically isolated populations (e.g., multi-species phylogenies), the interplay between these three processes can…
Fecha:	2007-01-01
Recurso:	Electronic journal of probability

Recurso libre

520.

Distances in Random Graphs with Finite Mean and Infinite Variance Degrees
van der Hofstad, Remco W.; Eindhoven University of Technology - Hooghiemstra, Gerard; Delft University of Technology - Znamenski, Dmitri; EURANDOM

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we study typical distances in random graphs with i.i.d. degrees of which the tail of the common distribution function is regularly varying with exponent $1-\tau$. Depending on the value of the parameter $\tau$ we can distinct three…
Fecha:	2007-01-01
Recurso:	Electronic journal of probability

Recurso libre

521.

Asymptotic Evolution of Acyclic Random Mappings
Evans, Steven Neil; University of California at Berkeley - Lidman, Tye; University of California at Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	An acyclic mapping from an $n$ element set into itself is a mapping $\varphi$ such that if $\varphi^k(x) = x$ for some $k$ and $x$, then $\varphi(x) = x$. Equivalently, $\varphi^\ell = \varphi^{\ell+1} = \ldots$ for $\ell$ sufficiently large. We…
Fecha:	2007-01-01
Recurso:	Electronic journal of probability

Recurso libre

522.

Uniformly Accurate Quantile Bounds Via The Truncated Moment Generating Function: The Symmetric Case
Klass, Michael J; University of California Departments of Mathematics and Statistics Berkeley, CA - Nowicki, Krzysztof; Lund University Department of Statistics Box 743 S-220 07 Lund, Sweden

Formato:	Peer-reviewed Article,
Enlaces:	Let $X_1, X_2, \dots$ be independent and symmetric random variables such that $S_n = X_1 + \cdots + X_n$ converges to a finite valued random variable $S$ a.s. and let $S^* = \sup_{1 \leq n \leq \infty} S_n$ (which is…
Fecha:	2007-01-01
Recurso:	Electronic journal of probability

Recurso libre

523.

On the Approach to Equilibrium for a Polymer with Adsorption and Repulsion
Caputo, Pietro; Universita Roma Tre - Martinelli, Fabio; Universita Roma Tre - Toninelli, Fabio Lucio; ENS Lyon

Formato:	Peer-reviewed Article,
Enlaces:	We consider paths of a one-dimensional simple random walk conditioned to come back to the origin after $L$ steps, $L\in 2\mathbb{N}$. In the pinning model each path $\eta$ has a weight $\lambda^{N(\eta)}$, where $\lambda>0$ and $N(\eta)$ is the number of…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

524.

Strictly stable distributions on convex cones
Davydov, Youri; University Lille 1 - Molchanov, Ilya; University of Bern - Zuyev, Sergei; University of Strathclyde

Formato:	Peer-reviewed Article,
Enlaces:	Using the LePage representation, a symmetric alpha-stable random element in Banach space B with alpha from (0,2) can be represented as a sum of points of a Poisson process in B. This point process is union-stable, i.e. the union of…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

525.

Large-$N$ Limit of Crossing Probabilities, Discontinuity, and Asymptotic Behavior of Threshold Values in Mandelbrot's Fractal Percolation Process
Broman, Erik I; Chalmers University of Technology - Camia, Federico; Vrije Universiteit Amsterdam

Formato:	Peer-reviewed Article,
Enlaces:	We study Mandelbrot's percolation process in dimension $d \geq 2$. The process generates random fractal sets by an iterative procedure which starts by dividing the unit cube $[0,1]^d$ in $N^d$ subcubes, and independently retaining or discarding each subcube with probability…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

526.

Coalescent processes in subdivided populations subject to recurrent mass extinctions
Taylor, Jesse E.; Department of Statistics, University of Oxford - Véber, Amandine; Département de Mathématiques, Université Paris-Sud

Formato:	Peer-reviewed Article,
Enlaces:	We investigate the infinitely many demes limit of the genealogy of a sample of individuals from a subdivided population that experiences sporadic mass extinction events. By exploiting a separation of time scales that occurs within a class of structured population…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

527.

Exit Time, Green Function and Semilinear Elliptic Equations
Atar, Rami; Technion - Athreya, Siva; Indian Statistical Institute - Chen, Zhen-Qing; University of Washington

Formato:	Peer-reviewed Article,
Enlaces:	Let $D$ be a bounded Lipschitz domain in $R^n$ with $n\geq 2$ and $\tau_D$ be the first exit time from $D$ by Brownian motion on $R^n$. In the first part of this paper, we are concerned with sharp estimates on…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

528.

The Aizenman-Sims-Starr and Guerras schemes for the SK model with multidimensional spins
Bovier, Anton; Institut fuer Angewandte Mathematik, Rheinische Friedrich-Wilhelms-Universitaet - Klimovsky, Anton; Department Mathematik, Friedrich-Alexander-Universitaet Erlangen-Nuernberg

Formato:	Peer-reviewed Article,
Enlaces:	We prove upper and lower bounds on the free energy of the Sherrington-Kirkpatrick model with multidimensional spins in terms of variational inequalities. The bounds are based on a multidimensional extension of the Parisi functional. We generalise and unify the comparison…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

529.

Intermittence and nonlinear parabolic stochastic partial differential equations
Foondun, Mohammud; University of Utah - Khoshnevisan, Davar; University of Utah

Formato:	Peer-reviewed Article,
Enlaces:	We consider nonlinear parabolic SPDEs of the form $\partial_t u={\cal L} u + \sigma(u)\dot w$, where $\dot w$ denotes space-time white noise, $\sigma:R\to R$ is [globally] Lipschitz continuous, and $\cal L$ is the $L^2$-generator of…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

530.

Optimal two-value zero-mean disintegration of zero-mean random variables
Pinelis, Iosif; Michigan Technological University

Formato:	Peer-reviewed Article,
Enlaces:	For any continuous zero-mean random variable $X$, a reciprocating function $r$ is constructed, based only on the distribution of $X$, such that the conditional distribution of $X$ given the (at-most-)two-point set $\{X,r(X)\}$ is the zero-mean distribution on this set; in…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

531.

Sufficient Conditions for Torpid Mixing of Parallel and Simulated Tempering
Woodard, Dawn B; Cornell University - Schmidler, Scott C; Duke Universtity - Huber, Mark; Duke University

Formato:	Peer-reviewed Article,
Enlaces:	We obtain upper bounds on the spectral gap of Markov chains constructed by parallel and simulated tempering, and provide a set of sufficient conditions for torpid mixing of both techniques. Combined with the results of Woodard, Schmidler and Huber (2009),…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

532.

Occupation times of branching systems with initial inhomogeneous Poisson states and related superprocesses
Bojdecki, Tomasz; Institute of Mathematics, University of Warsaw - Gorostiza, Luis G.; Centro de Investigacion y de Estudios Avanzados, Mexico - Talarczyk, Anna; Institute of Mathematics, University of Warsaw

Formato:	Peer-reviewed Article,
Enlaces:	The $(d,\alpha,\beta,\gamma)$-branching particle system consists of particles moving in $\mathbb{R}^d$ according to a symmetric $\alpha$-stable L\'evy process $(0<\alpha\leq 2)$, splitting with a critical $(1+\beta)$-branching law $(0<\beta\leq 1)$, and starting from an inhomogeneous Poisson random measure with intensity measure $\mu_\gamma(dx)=dx/(1+\|x\|^\gamma), \gamma\geq…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

533.

Fractional Poisson processes and related planar random motions
Beghin, Luisa; Universita di Roma, La Sapienza - Orsingher, Enzo; Universita di Roma, La Sapienza

Formato:	Peer-reviewed Article,
Enlaces:	We present three different fractional versions of the Poisson process and some related results concerning the distribution of order statistics and the compound Poisson process. The main version is constructed by considering the difference-differential equation governing the distribution of the…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

534.

Intermittency on catalysts: three-dimensional simple symmetric exclusion
Gärtner, Jürgen; Institut für Mathematik, Technische Universität Berlin - den Hollander, Frank; Mathematical Institute, Leiden University - Maillard, Grégory; CMI-LATP, Université de Provence

Formato:	Peer-reviewed Article,
Enlaces:	We continue our study of intermittency for the parabolic Anderson model $\partial u/\partial t = \kappa\Delta u + \xi u$ in a space-time random medium $\xi$, where $\kappa$ is a positive diffusion constant, $\Delta$ is the lattice Laplacian on $\mathbb{Z}^d$,…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

535.

The Time Constant Vanishes Only on the Percolation Cone in Directed First Passage Percolation
Zhang, Yu; University of Colorado

Formato:	Peer-reviewed Article,
Enlaces:	We consider the directed first passage percolation model on $\mathbb{Z}^2$. In this model, we assign independently to each edge $e$ a passage time $t(e)$ with a common distribution $F$. We denote by $\vec{T}(0,(r,\theta))$ the passage time from the origin to…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

536.

Series Representations of Fractional Gaussian Processes by Trigonometric and Haar Systems
Linde, Werner; FSU Jena - Ayache, Antoine; Université Lille 1

Formato:	Peer-reviewed Article,
Enlaces:	The aim of the present paper is to investigate series representations of the Riemann-Liouville process $R^\alpha$, $\alpha >1/2$, generated by classical orthonormal bases in $L_2[0,1]$. Those bases are, for example, the trigonometric or the Haar system. We prove that the…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

537.

On the Critical Point of the Random Walk Pinning Model in Dimension d=3
Berger, Quentin; ÉNS Lyon - Toninelli, Fabio; CNRS and ÉNS Lyon

Formato:	Peer-reviewed Article,
Enlaces:	We consider the Random Walk Pinning Model studied in [Birkner-Sun 2008] and [Birkner-Greven-den Hollander 2008]: this is a random walk $X$ on $\mathbb{Z}^d$, whose law is modified by the exponential of beta times the collision local time up to time…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

538.

A Historical Law of Large Numbers for the Marcus-Lushnikov Process
Jacquot, Stephanie S.M; University of Cambridge

Formato:	Peer-reviewed Article,
Enlaces:	The Marcus-Lushnikov process is a finite stochastic particle system, in which each particle is entirely characterized by its mass. Each pair of particles with masses $x$ and $y$ merges into a single particle at a given rate $K(x,y)$. Under certain…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

539.

Critical Random Graphs: Limiting Constructions and Distributional Properties
Addario-Berry, Louigi; McGill University - Broutin, Nicolas; INRIA - Goldschmidt, Christina; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	We consider the Erdös-Rényi random graph $G(n,p)$ inside the critical window, where $p=1/n+\lambda n^{-4/3}$ for some $\lambda\in\mathbb{R}$. We proved in [1] that considering the connected components of $G(n,p)$ as a sequence of metric spaces with the graph distance rescaled by…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

540.

Convergence of the Critical Finite-Range Contact Process to Super-Brownian Motion Above the Upper Critical Dimension: The Higher-Point Functions
van der Hofstad, Remco; Eindhoven University of Technology - Sakai, Akira; Hokkaido University

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, we investigate the contact process higher-point functions which denote the probability that the infection started at the origin at time 0 spreads to an arbitrary number of other individuals at various later times. Together with the results…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

541.

A New Family of Mappings of Infinitely Divisible Distributions Related to the Goldie-Steutel-Bondesson Class
Aoyama, Takahiro; Tokyo University of Science - Lindner, Alexander; Technische Universitat Braunschweig - Maejima, Makoto; Keio University

Formato:	Peer-reviewed Article,
Enlaces:	Let $\{X_t^\mu,t\geq0\}$ be a Lévy process on $\mathbb{R}^d$ whose distribution at time $1$ is a $d$-dimensional infinitely distribution $\mu$. It is known that the set of all infinitely divisible distributions on $\mathbb{R}^d$, each of which is represented by the law…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

542.

Weak Convergence for the Stochastic Heat Equation Driven by Gaussian White Noise
Bardina, Xavier; Universitat Autònoma de Barcelona - Jolis, Maria; Universitat Autònoma de Barcelona - Quer-Sardanyons, Lluís; Universitat Autònoma de Barcelona

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, we consider a quasi-linear stochastic heat equation with spatial dimension one, with Dirichlet boundary conditions and controlled by the space-time white noise. We formally replace the random perturbation by a family of noisy inputs depending on a…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

543.

Universal Behavior of Connectivity Properties in Fractal Percolation Models
Broman, Erik I; Chalmers University of Technology - Camia, Federico; Vrije Universiteit Amsterdam

Formato:	Peer-reviewed Article,
Enlaces:	Partially motivated by the desire to better understand the connectivity phase transition in fractal percolation, we introduce and study a class of continuum fractal percolation models in dimension $d\geq2$. These include a scale invariant version of the classical (Poisson) Boolean…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

544.

On the One Dimensional "Learning from Neighbours" Model
Bandyopadhyay, Antar; Indian Statistical Institute - Roy, Rahul; Indian Statistical Institute - Sarkar, Anish; Indian Statistical Institute

Formato:	Peer-reviewed Article,
Enlaces:	We consider a model of a discrete time "interacting particle system" on the integer line where infinitely many changes are allowed at each instance of time. We describe the model using chameleons of two different colours, viz., red (R) and…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

545.

The Center of Mass for Spatial Branching Processes and an Application for Self-Interaction
Englander, Janos; University of Colorado at Boulder

Formato:	Peer-reviewed Article,
Enlaces:	Consider the center of mass of a supercritical branching-Brownian motion. In this article we first show that it is a Brownian motion being slowed down such that it tends to a limiting position almost surely, and that this is also…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

546.

Stein's Method and Stochastic Analysis of Rademacher Functionals
Reinert, Gesine D; University of Oxford - Nourdin, Ivan; University Pierre et Marie Curie (Paris VI) - Peccati, Giovanni; University Paris Ouest - Nanterre

Formato:	Peer-reviewed Article,
Enlaces:	We compute explicit bounds in the Gaussian approximation of functionals of infinite Rademacher sequences. Our tools involve Stein's method, as well as the use of appropriate discrete Malliavin operators. As the bounds are given in terms of Malliavin operators, no…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

547.

Can the Adaptive Metropolis Algorithm Collapse Without the Covariance Lower Bound?
Vihola, Matti; University of Jyväskylä

Formato:	Peer-reviewed Article,
Enlaces:	The Adaptive Metropolis (AM) algorithm is based on the symmetric random-walk Metropolis algorithm. The proposal distribution has the following time-dependent covariance matrix, at step $n+1$, $S_n=\mathrm{Cov}(X_1,\ldots,X_n)+\varepsilon I$, that is, the sample covariance matrix of the history of the chain plus…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

548.

Convergence of Rescaled Competing Species Processes to a Class of SPDEs
Kliem, Sandra M; EURANDOM

Formato:	Peer-reviewed Article,
Enlaces:	One can construct a sequence of rescaled perturbations of voter processes in dimension $d=1$ whose approximate densities are tight. By combining both long-range models and fixed kernel models in the perturbations and considering the critical long-range case, results of Cox…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

549.

A Theory of Hypoellipticity and Unique Ergodicity for Semilinear Stochastic PDEs
Hairer, Martin; University of Warwick - Mattingly, Jonathan C; Duke University

Formato:	Peer-reviewed Article,
Enlaces:	We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hörmander's bracket condition holds at every…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

550.

Collision Local Time of Transient Random Walks and Intermediate Phases in Interacting Stochastic Systems
Birkner, Matthias; University Mainz - Greven, Andreas; Universität Erlangen Nürnberg - den Hollander, Frank; Leiden University and Eurandom

Formato:	Peer-reviewed Article,
Enlaces:	In a companion paper (M. Birkner, A. Greven, F. den Hollander, Quenched LDP for words in a letter sequence, Probab. Theory Relat. Fields 148, no. 3/4 (2010), 403-456), a quenched large deviation principle (LDP) has been established for the empirical…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

551.

Mixing Time Bounds for Overlapping Cycles Shuffles
Jonasson, Johan; Chalmers University of Technology and Göteborg University

Formato:	Peer-reviewed Article,
Enlaces:	Consider a deck of n cards. Let $p_1,p_2,\ldots,p_n$ be a probability vector and consider the mixing time of the card shuffle which at each step of time picks a position according to the pi 's and move the card in…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

552.

Strong Laws for Urn Models with Balanced Replacement Matrices
Dasgupta, Amites; Indian Statistical Institute - Maulik, Krishanu; Indian Statistical Institute

Formato:	Peer-reviewed Article,
Enlaces:	We consider an urn model, whose replacement matrix has all entries nonnegative and is balanced, that is, has constant row sums. We obtain the rates of the counts of balls corresponding to each color for the strong laws to hold.…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

553.

Upper large deviations for Branching Processes in Random Environment with heavy tails
Bansaye, Vincent; Ecole Polytechnique, Palaiseau - Böinghoff, Christian; Goethe-University Frankfurt/Main

Formato:	Peer-reviewed Article,
Enlaces:	Branching Processes in Random Environment (BPREs) $(Z_n:n\geq0)$ are the generalization of Galton-Watson processes where \lq in each generation' the reproduction law is picked randomly in an i.i.d. manner. The associated random walk of the environment has increments distributed like the…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

554.

Free Convolution with a Semicircular Distribution and Eigenvalues of Spiked Deformations of Wigner Matrices
Capitaine, Mireille; CNRS and Université de Toulouse - Donati-Martin, Catherine; Université de Versailles-St Quentin - Féral, Delphine; Université Bordeaux 1 - Février, Maxime; Université de Toulouse

Formato:	Peer-reviewed Article,
Enlaces:	We investigate the asymptotic spectrum of spiked perturbations of Wigner matrices. The entries of the Wigner matrix have a distribution which is symmetric and satisfies a Poincaré inequality. The spectral measure of the deterministic Hermitian perturbation matrix converges to some…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

555.

Number Variance for Hierarchical Random Walks and Related Fluctuations
Bojdecki, Tomasz; University of Warsaw - Gorostiza, Luis G.; Centro de Investigacion y de Estudios Avanzados Mexico - Talarczyk, Anna; University of Warsaw

Formato:	Peer-reviewed Article,
Enlaces:	We study an infinite system of independent symmetric random walks on a hierarchical group, in particular, the c-random walks. Such walks are used, e.g., in mathematical physics and population biology. The number variance problem consists in investigating if the variance…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

556.

The Wigner-Dyson-Mehta Bulk Universality Conjecture for Wigner Matrices
Tao, Terence C; University of California Los Angeles - Vu, Van; Yale University

Formato:	Peer-reviewed Article,
Enlaces:	A well known conjecture of Wigner, Dyson, and Mehta asserts that the (appropriately normalized) $k$-point correlation functions of the eigenvalues of random $n \times n$ Wigner matrices in the bulk of the spectrum converge (in various senses) to the $k$-point…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

557.

Vertices of the Least Concave Majorant of Brownian Motion with Parabolic Drift
Groeneboom, Piet; Delft University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	It was shown in Groeneboom (1983) that the least concave majorant of one-sided Brownian motion without drift can be characterized by a jump process with independent increments, which is the inverse of the process of slopes of the least concave…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

558.

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

559.

Representation Theorems for Interacting Moran Models, Interacting Fisher-Wrighter Diffusions and Applications
Greven, Andreas; University of Erlangen-Nuernberg - Limic, Vlada; University of British Columbia - Winter, Anita; University of Erlangen-Nuernberg

Formato:	Peer-reviewed Article,
Enlaces:	We consider spatially interacting Moran models and their diffusion limit which are interacting Fisher-Wright diffusions. The Moran model is a spatial population model with individuals of different type located on sites given by elements of an Abelian group. The dynamics…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability