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Aproximadamente 51 registro(s) hasta el momento: (journal)

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Recurso libre

Feynman-Kac Penalisations of Symmetric Stable Processes
Takeda, Masayoshi; Tohoku University, Mathematical Institute

Formato:	Peer-reviewed Article,
Enlaces:	In K. Yano, Y. Yano and M. Yor (2009), limit theorems for the one-dimensional symmetric α-stable process normalized by negative (killing) Feynman-Kac functionals were studied. We consider the same problem and extend their results to positive Feynman-Kac functionals of multi-dimensional…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

Orthogonality and probability: mixing times
Kovchegov, Yevgeniy V; Oregon State University

Formato:	Peer-reviewed Article,
Enlaces:	We produce the first example of bounding total variation distance to stationarity and estimating mixing times via orthogonal polynomials diagonalization of discrete reversible Markov chains, the Karlin-McGregor approach.
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

A Note on the Diffusive Scaling Limit for a Class of Linear Systems
Nagahata, Yukio; Osaka University - Yoshida, Nobuo; Kyoto University

Formato:	Peer-reviewed Article,
Enlaces:	We consider a class of continuous-time stochastic growth models on $d$-dimensional lattice with non-negative real numbers as possible values per site. We remark that the diffusive scaling limit proven in our previous work [NY09a] can be extended to wider class…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

A Species Sampling Model with Finitely Many Types
Gnedin, Alexander; Utrecht University

Formato:	Peer-reviewed Article,
Enlaces:	A two-parameter family of exchangeable partitions with a simple updating rule is introduced. The partition is identified with a randomized version of a standard symmetric Dirichlet species-sampling model with finitely many types. A power-like distribution for the number of types…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

The measurability of hitting times
Bass, Richard F; University of Connecticut

Formato:	Peer-reviewed Article,
Enlaces:	Under very general conditions the hitting time of a set by a stochastic process is a stopping time. We give a new simple proof of this fact. The section theorems for optional and predictable sets are easy corollaries of the…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

T-Martin boundary of reflected random walks on a half-space
Ignatiouk-Robert, Irina; UMR CNRS 8088, departement de Mathemetiques, Universite de Cergy-Pontoise

Formato:	Peer-reviewed Article,
Enlaces:	The $t$-Martin boundary of a random walk on a half-space with reflected boundary conditions is identified. It is shown in particular that the $t$-Martin boundary of such a random walk is not stable in the following sense: for different values…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

Green functions and Martin compactification for killed random walks related to SU(3)
Raschel, Kilian; Universite Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	We consider the random walks killed at the boundary of the quarter plane, with homogeneous non-zero jump probabilities to the eight nearest neighbors and drift zero in the interior, and which admit a positive harmonic polynomial of degree three. For…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

Sums of random Hermitian matrices and an inequality by Rudelson
Oliveira, Roberto I.; IMPA

Formato:	Peer-reviewed Article,
Enlaces:	We give a new, elementary proof of a key inequality used by Rudelson in the derivation of his well-known bound for random sums of rank-one operators. Our approach is based on Ahlswede and Winter's technique for proving operator Chernoff bounds.…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

Stochastic flows of diffeomorphisms for one-dimensional SDE with discontinuous drift
Attanasio, Stefano; Scuola Normale Superiore

Formato:	Peer-reviewed Article,
Enlaces:	The existence of a stochastic flow of class $C^{1,\alpha}$, for $\alpha < 1/2$, for a 1-dimensional SDE will be proved under mild conditions on the regularity of the drift. The diffusion coefficient is assumed constant for simplicity, while the drift…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

10.

A limit theorem for particle current in the symmetric exclusion process
Vandenberg-Rodes, Alexander; UC Los Angeles

Formato:	Peer-reviewed Article,
Enlaces:	Using the recently discovered strong negative dependence properties of the symmetric exclusion process, we derive general conditions for when the normalized current of particles between regions converges to the Gaussian distribution. The main novelty is that the results do not…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

11.

Upper bound on the expected size of the intrinsic ball
Sapozhnikov, Artem; EURANDOM

Formato:	Peer-reviewed Article,
Enlaces:	We give a short proof of Theorem 1.2 (i) from the paper "The Alexander-Orbach conjecture holds in high dimensions" by G. Kozma and A. Nachmias. We show that the expected size of the intrinsic ball of radius $r$ is at…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

12.

On the distribution of the Brownian motion process on its way to hitting zero
Borovkov, Konstantin; University of Melbourne

Formato:	Peer-reviewed Article,
Enlaces:	We present functional versions of recent results on the univariate distributions of the process $V_{x,u} = x + W_{u\tau(x)},$ $0\le u\le 1$, where $W_\bullet$ is the standard Brownian motion process, $x>0$ and $\tau (x) =\inf\{t>0 :\, W_{t}=-x\}$.
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

13.

An Application of Renewal Theorems to Exponential Moments of Local Times
Döring, Leif; University of Oxford - Savov, Mladen; University of Oxford

Formato:	Peer-reviewed Article,
Enlaces:	In this note we explain two transitions known for moment generating functions of local times by means of properties of the renewal measure of a related renewal equation. The arguments simplify and strengthen results on the asymptotic behavior in the…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

14.

On the Dovbysh-Sudakov representation result
Panchenko, Dmitry; Texas A&M University

Formato:	Peer-reviewed Article,
Enlaces:	We present a detailed proof of the Dovbysh-Sudakov representation for symmetric positive definite weakly exchangeable infinite random arrays, called Gram-de Finetti matrices, which is based on the representation result of Aldous and Hoover for arbitrary (not necessarily positive definite) symmetric…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

15.

Explicit Conditions for the Convergence of Point Processes Associated to Stationary Arrays
Balan, Raluca M; University of Ottawa - Louhichi, Sana; Universite Paris-sud

Formato:	Peer-reviewed Article,
Enlaces:	In this article, we consider a stationary array of random variables (which satisfy some asymptotic independence conditions), and the corresponding sequence of point processes. Our main result identifies some explicit conditions for the convergence of the sequence of point processes…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

16.

Central Limit Theorem for truncated heavy tailed Banach valued random vectors
Chakrabarty, Arijit; Indian Institute of Science

Formato:	Peer-reviewed Article,
Enlaces:	In this paper the question of the extent to which truncated heavy tailed random vectors, taking values in a Banach space, retain the characteristic features of heavy tailed random vectors, is answered from the point of view of the central…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

17.

Explicit solutions to fractional differential equations via generalized gamma convolution
D'Ovidio, Mirko; Sapienza University of Rome

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we deal with Mellin convolution of generalized Gamma densities which leads to integrals of modified Bessel functions of the second kind. Such convolutions allow us to explicitly write the solutions of the time-fractional diffusion equations involving the…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

18.

The Martingale approach to disorder irrelevance for pinning models
Lacoin, Hubert; Università di Roma Tre

Formato:	Peer-reviewed Article,
Enlaces:	This paper presents a very simple and self-contained proof of disorder irrelevance for inhomogeneous pinning models with return exponent $\alpha \in (0,1/2)$. We also give a new upper bound for the contact fraction of the disordered model at criticality.
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

19.

Central limit theorem for the third moment in space of the Brownian local time increments
Hu, Yaozhong; University of Kansas - Nualart, David; University of Kansas

Formato:	Peer-reviewed Article,
Enlaces:	The purpose of this note is to prove a central limit theorem for the third integrated moment of the Brownian local time increments using techniques of stochastic analysis. The main ingredients of the proof are an asymptotic version of Knight's…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

20.

Closure Properties and Negatively Associated Measures violating the van den Berg-Kesten Inequality
Markström, Klas; Umea universitet

Formato:	Peer-reviewed Article,
Enlaces:	We first give an example of a negatively associated measure which does not satisfy the van den Berg-Kesten inequality. Next we show that the class of measures satisfying the van den Berg-Kesten inequality is not closed under either of conditioning,…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

21.

Deviation inequalities for sums of weakly dependent time series
Olivier, Wintenberger; CEREMADE

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we give new deviation inequalities for the partial sums of weakly dependent data. The loss from the independent case is studied carefully. We give examples of non mixing time series such that dynamical systems and Bernoulli shifts…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

22.

Tail asymptotics for the total progeny of the critical killed branching random walk
Aidekon, Elie E.F.; Technische Universiteit Eindhoven

Formato:	Peer-reviewed Article,
Enlaces:	We consider a branching random walk on $R$ with a killing barrier at zero. At criticality, the process becomes eventually extinct, and the total progeny $Z$ is therefore finite. We show that $P(Z>n)$ is of order $(n\ln^2(n))^{-1}$, which confirms the…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

23.

Concentration inequalities for the spectral measure of random matrices
Delyon, Bernard; Université Rennes 1

Formato:	Peer-reviewed Article,
Enlaces:	We give new exponential inequalities for the spectral measure of random Wishart matrices. These results give in particular useful bounds when these matrices have the form $M=YY^T$, in the case where $Y$ is a $p\times n$ random matrix with independent…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

24.

Random interlacements on Galton-Watson Trees
Tassy, Martin; Brown University

Formato:	Peer-reviewed Article,
Enlaces:	We study the critical parameter $u^*$ of random interlacements on a Galton-Watson tree conditioned on the non-extinction event. We show that, for a given law of a Galton-Watson tree, the value of this parameter is a.s. constant and non-trivial. We…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

25.

Soft edge results for longest increasing paths on the planar lattice
Georgiou, Nicos; UW-Madison

Formato:	Peer-reviewed Article,
Enlaces:	For two-dimensional last-passage time models of weakly increasing paths, interesting scaling limits have been proved for points close the axis (the hard edge). For strictly increasing paths of Bernoulli($p$) marked sites, the relevant boundary is the line $y=px$. We call…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

26.

Lipschitz percolation
Dirr, Nicolas; University of Bath - Dondl, Patrick W.; University of Bonn - Grimmett, Geoffrey R.; Cambridge University - Holroyd, Alexander E.; Microsoft Research; University of British Columbia - Scheutzow, Michael; Technical University, Berlin

Formato:	Peer-reviewed Article,
Enlaces:	We prove the existence of a (random) Lipschitz function $F:\mathbb{Z}^{d-1}\to\mathbb{Z}^+$ such that, for every $x\in\mathbb{Z}^{d-1}$, the site $(x,F(x))$ is open in a site percolation process on $\mathbb{Z}^{d}$. The Lipschitz constant may be taken to be $1$ when the parameter $p$…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

27.

Almost sure finiteness for the total occupation time of an $(d,\alpha,\beta)$-superprocess
Zhou, Xiaowen; Concordia University

Formato:	Peer-reviewed Article,
Enlaces:	For $0<\alpha\leq 2$ and $0<\beta\leq 1$ let $X$ be the $(d,\alpha,\beta)$-superprocess, i.e. the superprocess with $\alpha$-stable spatial movement in $R^d$ and $(1+\beta)$-stable branching. Given that the initial measure $X_0$ is Lebesgue on $R^d$, Iscoe conjectured in [7] that the total…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

28.

Scaling Limit of the Prudent Walk
Beffara, Vincent; UMPA - Friedli, Sacha; UFMG - Velenik, Yvan; Université de Genève

Formato:	Peer-reviewed Article,
Enlaces:	We describe the scaling limit of the nearest neighbour prudent walk on $Z^2$, which performs steps uniformly in directions in which it does not see sites already visited. We show that the scaling limit is given by the process $Z_u…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

29.

On the Principle of Smooth Fit for Killed Diffusions
Samee, Farman; University of Manchester

Formato:	Peer-reviewed Article,
Enlaces:	We explore the principle of smooth fit in the case of the discounted optimal stopping problem $$ V(x)=\sup_\tau\, \mathsf{E}_x[e^{-\beta\tau}G(X_\tau)]. $$ We show that there exists a regular diffusion $X$ and differentiable gain function $G$ such that the value function $V$…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

30.

Consistent Minimal Displacement of Branching Random Walks
Fang, Ming; University of Minnesota - Zeitouni, Ofer; University of Minnesota and Weizmann Institute

Formato:	Peer-reviewed Article,
Enlaces:	Let $\mathbb{T}$ denote a rooted $b$-ary tree and let $\{S_v\}_{v\in \mathbb{T}}$ denote a branching random walk indexed by the vertices of the tree, where the increments are i.i.d. and possess a logarithmic moment generating function $\Lambda(\cdot)$. Let $m_n$ denote the…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

31.

Measurability of optimal transportation and strong coupling of martingale measures
Fontbona, Joaquin; Universidad de Chile - Guérin, Hélène; Université Rennes 1 - Méléard, Sylvie; École Polytechnique

Formato:	Peer-reviewed Article,
Enlaces:	We consider the optimal mass transportation problem in $\mathbb{R}^d$ with measurably parameterized marginals under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability result for this map, with respect to the space variable and…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

32.

On Fixation of Activated Random Walks
Gurel-Gurevich, Ori; Microsoft Research - Amir, Gideon; University of Toronto

Formato:	Peer-reviewed Article,
Enlaces:	We prove that for the Activated Random Walks model on transitive unimodular graphs, if there is fixation, then every particle eventually fixates, almost surely. We deduce that the critical density is at most 1. Our methods apply for much more…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

33.

Balanced random and Toeplitz matrices
Basak, Aniran; Stanford University - Bose, Arup; Indian Statistical Institute

Formato:	Peer-reviewed Article,
Enlaces:	Except for the Toeplitz and Hankel matrices, the common patterned matrices for which the limiting spectral distribution (LSD) are known to exist share a common property–the number of times each random variable appears in the matrix is (more or less)…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

34.

Random Strict Partitions and Determinantal Point Processes
Petrov, Leonid; Kharkevich Institute for Information Transmission Problems

Formato:	Peer-reviewed Article,
Enlaces:	We present new examples of determinantal point processes with infinitely many particles. The particles live on the half-lattice $\{1,2,\dots\}$ or on the open half-line $(0,+\infty)$. The main result is the computation of the correlation kernels. They have integrable form and…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

35.

Spectral norm of circulant type matrices with heavy tailed entries
Bose, Arup; Indian Statistical Institute, Kolkata - Hazra, Rajat Subhra; Indian Statistical Institute, Kolkata - Saha, Koushik; Indian Statistical Institute, Kolkata

Formato:	Peer-reviewed Article,
Enlaces:	We first study the probabilistic properties of the spectral norm of scaled eigenvalues of large dimensional Toeplitz, circulant and symmetric circulant matrices when the input sequence is independent and identically distributed with appropriate heavy tails. When the input sequence is…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

36.

Compositions of mappings of infinitely divisible distributions with applications to finding the limits of some nested subclasses
Maejima, Makoto; Keio University - Ueda, Yohei; Keio University

Formato:	Peer-reviewed Article,
Enlaces:	Let $\{X_t^{(\mu)},t\ge 0\}$ be a L\'evy process on $R^d$ whose distribution at time 1 is $\mu$, and let $f$ be a nonrandom measurable function on $(0, a), 0 < a\leq \infty$. Then we can define a mapping $\Phi_f(\mu)$ by the…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

37.

Poincaré inequality and the $L^p$ convergence of semi-groups
Cattiaux, Patrick; Institut de Mathématiques de Toulouse - Guillin, Arnaud; Université Blaise Pascal - Roberto, Cyril; Universités de Paris Est Marne la Vallée et de Paris 12-Val-de-Marne

Formato:	Peer-reviewed Article,
Enlaces:	We prove that for symmetric Markov processes of diffusion type admitting a ``carré du champ'', the Poincaré inequality is equivalent to the exponential convergence of the associated semi-group in one (resp. all) $L^p(\mu)$ spaces for $1 < p < \infty$.…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

38.

Random walks conditioned to stay in Weyl chambers of type C and D
König, Wolfgang; Technical University Berlin - Schmid, Patrick; Universität Leipzig

Formato:	Peer-reviewed Article,
Enlaces:	We construct the conditional versions of a multidimensional random walk given that it does not leave the Weyl chambers of type C and of type D, respectively, in terms of a Doob $h$-transform. Furthermore, we prove functional limit theorems for…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

39.

Weak approximation of fractional SDEs: the Donsker setting
Bardina, Xavier; Universitat Autònoma de Barcelona - Rovira, Carles; Universitat de Barcelona - Tindel, Samy; Institut Elie Cartan Nancy

Formato:	Peer-reviewed Article,
Enlaces:	In this note, we take up the study of weak convergence for stochastic differential equations driven by a (Liouville) fractional Brownian motion $B$ with Hurst parameter $H∈ (1/3,1/2)$, initiated in a paper of Bardina et al. (2010, MR2565851). In the…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

40.

A new proof of an old result by Pickands
Albin, J.M.P.; Chalmers University of Technology, Sweden - Choi, Hyemi; Chonbuk National University, Korea

Formato:	Peer-reviewed Article,
Enlaces:	Let $\{\xi(t)\}_{t\in[0,h]}$ be a stationary Gaussian process with covariance function $r$ such that $r(t) =1-C\|t\|^{\alpha}+o(\|t\|^{\alpha})$ as $t\to0$. We give a new and direct proof of a result originally obtained by Pickands, on the asymptotic behaviour as $u\to\infty$ of the probability…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

41.

Escape of resources in a distributed clustering process
van den Berg, Jacob; CWI and VU University Amsterdam - Hilário, Marcelo Richard; IMPA - Holroyd, Alexander E.; Microsoft Research and University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	In a distributed clustering algorithm introduced by Coffman, Courtois, Gilbert and Piret [1], each vertex of $\mathbb{Z}^d$ receives an initial amount of a resource, and, at each iteration, transfers all of its resource to the neighboring vertex which currently holds…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

42.

Asymptotic Independence in the Spectrum of the Gaussian Unitary Ensemble
Bianchi, Pascal; Télécom Paristech - Debbah, Mérouane; Alcatel-Lucent chair on flexible radio, SUPELEC - Najim, Jamal; CNRS and Télécom Paristech

Formato:	Peer-reviewed Article,
Enlaces:	Consider a $n \times n$ matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets $(\Delta_{i,n},\ 1\leq i\leq p)$ with positive distance from one another, eventually included in any neighbourhood of the support…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

43.

Exponential Moments of First Passage Times and Related Quantities for Random Walks
Iksanov, Alexander; National T. Shevchenko University of Kiev - Meiners, Matthias; Uppsala University

Formato:	Peer-reviewed Article,
Enlaces:	For a zero-delayed random walk on the real line, let $τ(x)$, $N(x)$ and $ρ(x)$ denote the first passage time into the interval $(x,∞)$, the number of visits to the interval $(-∞,x]$ and the last exit time from $(-∞,x]$, respectively. In…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

44.

Moment estimates for solutions of linear stochastic differential equations driven by analytic fractional Brownian motion
Unterberger, Jeremie M; Institut Elie Cartan de Nancy - Universite Henri Poincare - Nancy (France)

Formato:	Peer-reviewed Article,
Enlaces:	As a general rule, differential equations driven by a multi-dimensional irregular path $\Gamma$ are solved by constructing a rough path over $\Gamma$. The domain of definition - and also estimates - of the solutions depend on upper bounds for the…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

45.

Partially ordered secretaries
Freij, Ragnar; Chalmers University of Technology and University of Gothenburg - Wästlund, Johan; Chalmers University of Technology and University of Gothenburg

Formato:	Peer-reviewed Article,
Enlaces:	The elements of a finite nonempty partially ordered set are exposed at independent uniform times in $[0,1]$ to a selector who, at any given time, can see the structure of the induced partial order on the exposed elements. The selector's…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

46.

The Aldous-Shields model revisited with application to cellular ageing
Best, Katharina; University of Freiburg - Pfaffelhuber, Peter; University of Freiburg

Formato:	Peer-reviewed Article,
Enlaces:	In Aldous and Shields (1988) a model for a rooted, growing random binary tree with edge lengths 1 was presented. For some $c>0$, an external vertex splits at rate $c^{-i}$ (and becomes internal) if its distance from the root (depth)…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

47.

Sharp tail inequalities for nonnegative submartingales and their strong differential subordinates
Osekowski, Adam; University of Warsaw

Formato:	Peer-reviewed Article,
Enlaces:	Let $f=(f_n)_{n\geq 0}$ be a nonnegative submartingale starting from $x$ and let $g=(g_n)_{n\geq 0}$ be a sequence starting from $y$ and satisfying $$\|dg_n\|\leq \|df_n\|,\quad \|\mathbb{E}(dg_n\|\mathcal{F}_{n-1})\|\leq \mathbb{E}(df_n\|\mathcal{F}_{n-1})$$ for $n\geq 1$. We determine the best universal constant $U(x,y)$ such that $$\mathbb{P}(\sup_ng_n\geq 0)\leq…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

48.

Localization for $(1+1)$-dimensional pinning models with $(\nabla + \Delta)$-interaction
Caravenna, Francesco; Università degli Studi di Padova - Borecki, Martin; TU Berlin

Formato:	Peer-reviewed Article,
Enlaces:	We study the localization/delocalization phase transition in a class of directed models for a homogeneous linear chain attracted to a defect line. The self-interaction of the chain is of mixed gradient and Laplacian kind, whereas the attraction to the defect…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

49.

Right inverses of Levy processes: the excursion measure in the general case
Savov, Mladen; University of Oxford - Winkel, Matthias; University of Oxford

Formato:	Peer-reviewed Article,
Enlaces:	This article is about right inverses of Lévy processes as first introduced by Evans in the symmetric case and later studied systematically by the present authors and their co-authors. Here we add to the existing fluctuation theory an explicit description…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

50.

Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
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:	We consider particle systems in $R$ with initial configurations belonging to a class of measures that obey a quasi-homogeneity property, which includes as special cases homogeneous Poisson measures and many deterministic measures (simple example: one atom at each point of…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

51.

A two-time-scale phenomenon in a fragmentation-coagulation process
Bertoin, Jean; Universite Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	Consider two urns, $A$ and $B$, where initially $A$ contains a large number $n$ of balls and $B$ is empty. At each step, with equal probability, either we pick a ball at random in $A$ and place it in $B$,…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability