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Aproximadamente 38 registro(s) hasta el momento: (journal)

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Recurso libre

On the Non-Convexity of the Time Constant in First-Passage Percolation
Kesten, Harry; Cornell University

Formato:	Peer-reviewed Article,
Enlaces:	We give a counterexample to a conjecture of Hammersley and Welsh (1965) about the convexity of the time constant in first-passage percolation, as a functional on the space of distribution functions. The present counterexample only works for first-passage percolation on…
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

Moderate Deviations for Martingales with Bounded Jumps
Dembo, Amir; Stanford University

Formato:	Peer-reviewed Article,
Enlaces:	We prove that the Moderate Deviation Principle (MDP) holds for the trajectory of a locally square integrable martingale with bounded jumps as soon as its quadratic covariation, properly scaled, converges in probability at an exponential rate. A consequence of this…
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

Bounds for Disconnection Exponents
Werner, Wendelin; Université Paris-Sud and IUF

Formato:	Peer-reviewed Article,
Enlaces:	We slightly improve the upper bounds of disconnection exponents for planar Brownian motion that we derived in an earlier paper. We also give a proof of the lower bound $1/(2\pi)$ for the disconnection exponent for one path.
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

The Dimension of the Frontier of Planar Brownian Motion
Lawler, Gregory F.; Duke University

Formato:	Peer-reviewed Article,
Enlaces:	Let $B$ be a two dimensional Brownian motion and let the frontier of $B[0,1]$ be defined as the set of all points in $B[0,1]$ that are in the closure of the unbounded connected component of its complement. We prove that…
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

Simulations and Conjectures for Disconnection Exponents
Puckette, Emily E.; Occidental College - Werner, Wendelin; Université Paris-Sud and IUF

Formato:	Peer-reviewed Article,
Enlaces:	Using Monte-Carlo simulations, we estimate numerically disconnection exponents for planar Brownian motions. These simulations tend to confirm conjectures by Duplantier and Mandelbrot.
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

Excursions Into a New Duality Relation for Diffusion Processes
Jansons, Kalvis M.; University College London

Formato:	Peer-reviewed Article,
Enlaces:	This work was motivated by the recent work by H. Dette, J. Pitman and W.J. Studden on a new duality relation for random walks. In this note we consider the diffusion process limit of their result, and use the alternative…
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

Positivity of Brownian Transition Densities
Barlow, Martin; University of British Columbia - Bass, Richard F.; University of Washington - Burdzy, Krzysztof; University of Washington

Formato:	Peer-reviewed Article,
Enlaces:	Let $B$ be a Borel subset of $R^d$ and let $p(t,x,y)$ be the transition densities of Brownian motion killed on leaving $B$. Fix $x$ and $y$ in $B$. If $p(t,x,y)$ is positive for one $t$, it is positive for every…
Fecha:	1997-01-01
Recurso:	Electronic communications in probability

Recurso libre

Superprocess Approximation For a Spatially Homogeneous Branching Walk
Kaj, Ingemar; Uppsala University - Sagitov, Serik; Chalmers University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	We present an alternative particle picture for super-stable motion. It is based on a non-local branching mechanism in discrete time and only trivial space motion.
Fecha:	1997-01-01
Recurso:	Electronic communications in probability

Recurso libre

Brownian Excursion Conditioned on Its Local Time
Aldous, David J.; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	For a function $\ell$ satisfying suitable integrability (but not continuity) requirements, we construct a process $(B^\ell_u, 0 \leq u \leq 1)$ interpretable as Brownian excursion conditioned to have local time $\ell(\cdot)$ at time $1$. The construction is achieved by first…
Fecha:	1998-01-01
Recurso:	Electronic communications in probability

Recurso libre

10.

Fractional Brownian Motion and the Markov Property
Carmona, Philippe; Université Paul Sabatier - Coutin, Laure; Université Paul Sabatier

Formato:	Peer-reviewed Article,
Enlaces:	Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This leads naturally to: An efficient algorithm to approximate the process. An ergodic theorem which…
Fecha:	1998-01-01
Recurso:	Electronic communications in probability

Recurso libre

11.

A Lower Bound for Time Correlation of Lattice Gases
Handa, Kenji; Saga University

Formato:	Peer-reviewed Article,
Enlaces:	The lattice gas model in equilibrium is considered. We give a lower bound of the density-density time correlation for large time, which involves the bulk diffusion matrix in a physically natural way.
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

12.

On a Result of David Aldous Concerning the Trees in a Conditioned Excursion
Warren, Jon; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	The law of a random tree constructed within a Brownian excursion is calculated conditional on knowing the occupation measure of the excursion. In previous work David Aldous has used random walk approximations to obtain this result. Here it is deduced…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

13.

Construction of a Brownian Path With a Given Minimum
Bertoin, Jean; Universite Pierre et Marie Curie - Pitman, Jim; University of California, Berkeley - Chavez, Juan Ruiz de; UAM-I

Formato:	Peer-reviewed Article,
Enlaces:	We construct a Brownian path conditioned on its minimum value over a fixed time interval by a simple transformation of a Brownian bridge.
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

14.

Correlation Measures
Lewis, Thomas M.; Furman University - Pritchard, Geoffrey; University of Auckland

Formato:	Peer-reviewed Article,
Enlaces:	We study a class of Borel probability measures, called correlation measures. Our results are of two types: first, we give explicit constructions of non-trivial correlation measures; second, we examine some of the properties of the set of correlation measures. In…
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

15.

Edge Occupation Measure for a Reversible Markov Chain
Guillotin, Nadine; Université Claude Bernard - Lyon 1

Formato:	Peer-reviewed Article,
Enlaces:	In this note, we study the Gaussian fluctuations of the edge occupation measure for a reversible Markov chain and give a nice description of the covariance matrix. Then we give some large deviations results concerning this occupation measure.
Fecha:	1999-01-01
Recurso:	Electronic communications in probability

Recurso libre

16.

Loop-Erased Random Walks, Spanning Trees and Hamiltonian Cycles
Marchal, Philippe; Université Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	We establish a formula for the distribution of loop-erased random walks at certain random times. Several classical results on spanning trees, including Wilson's algorithm, follow easily, as well as a method to construct random Hamiltonian cycles.
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

17.

$L^1$-Norm of Infinitely Divisible Random Vectors and Certain Stochastic Integrals
Marcus, Michael B.; The City College of CUNY - Rosinski, Jan; University of Tennessee

Formato:	Peer-reviewed Article,
Enlaces:	Equivalent upper and lower bounds for the $L^1$ norm of Hilbert space valued infinitely divisible random variables are obtained and used to find bounds for different types of stochastic integrals.
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

18.

Ballistic Deposition on a Planar Strip
Atar, Rami; Technion - Israel Institute of Technology - Athreya, Siva; University of British Columbia - Kang, Min; Northwestern University

Formato:	Peer-reviewed Article,
Enlaces:	We consider ballistic diffusion limited aggregation on a finite strip $[0, L-1]$ times $\mathbb{Z}_+$ in $\mathbb{Z}^2$ for some $L$ in $\mathbb{Z}_+$. We provide numerical bounds on the growth in the height process.
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

19.

Kendall's identity for the first crossing time revisited
Borovkov, Konstantin; University of Melbourne - Burq, Zaeem; University of Melbourne

Formato:	Peer-reviewed Article,
Enlaces:	We give a new relatively compact proof of the famous identity for the distribution of the first hitting time of a linear boundary by a skip-free process with stationary independent increments. The proof uses martingale identities and change of measure.
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

20.

A Percolation Formula
Schramm, Oded; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	Let $A$ be an arc on the boundary of the unit disk $U$. We prove an asymptotic formula for the probability that there is a percolation cluster $K$ for critical site percolation on the triangular grid in $U$ which intersects…
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

21.

Large Deviations and Quasi-Potential of a Fleming-Viot Process
Feng, Shui; McMaster University - Xiong, Jie; University of Tennessee

Formato:	Peer-reviewed Article,
Enlaces:	The large deviation principle is established for the Fleming-Viot process with neutral mutation when the process starts from a point on the boundary. Since the diffusion coefficient is degenerate on the boundary, the boundary behavior of the process is investigated…
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

22.

Subdiagonal and Almost Uniform Distributions
Ressel, Paul; Katholische Universität Eichstätt

Formato:	Peer-reviewed Article,
Enlaces:	A distribution (function) $F$ on $[0,1]$ with $F(t)$ less or equal $t$ for all $t$ is called subdiagonal. The extreme subdiagonal distributions are identified as those whose distribution functions are almost surely the identity, or equivalently for which $F \circ…
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

23.

A Note on Reflecting Brownian Motions
Soucaliuc, Florin; Université Paris-Sud - Werner, Wendelin; Université Paris-Sud and IUF

Formato:	Peer-reviewed Article,
Enlaces:	We give another proof of the following result from a joint paper with Bálint Tóth: A Brownian motion reflected on an independent time-reversed Brownian motion is a Brownian motion.
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

24.

On Nodal Lines of Neumann Eigenfunctions
Atar, Rami; Technion - Israel Institute of Technology - Burdzy, Krzysztof; University of Washington

Formato:	Peer-reviewed Article,
Enlaces:	We present a new method for locating the nodal line of the second eigenfunction for the Neumann problem in a planar domain.
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

25.

Optimal Control for Absolutely Continuous Stochastic Processes and the Mass Transportation Problem
Mikami, Toshio; Hokkaido University

Formato:	Peer-reviewed Article,
Enlaces:	We study the optimal control problem for $\mathbb{R}^d$-valued absolutely continuous stochastic processes with given marginal distributions at every time. When $d=1$, we show the existence and the uniqueness of a minimizer which is a function of a time and an…
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

26.

Transportation Approach to Some Concentration Inequalities in Product Spaces
Dembo, Amir; Stanford University - Zeitouni, Ofer; Technion - Israel Institute of Technology

Formato:	Peer-reviewed Article,
Enlaces:	Using a transportation approach we prove that for every probability measures $P,Q_1,Q_2$ on $\Omega^N$ with $P$ a product measure there exist r.c.p.d. $\nu_j$ such that $\int \nu_j (\cdot\|x) dP(x) = Q_j(\cdot)$ and $$ \int dP (x) \int \frac{dP}{dQ_1} (y)^\beta \frac{dP}{dQ_2}…
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

27.

Surface Stretching for Ornstein Uhlenbeck Velocity Fields
Carmona, Rene; Princeton University - Grishin, Stanislav; Princeton University - Xu, Lin; Princeton University - Molchanov, Stanislav; University of North Carolina at Charlotte

Formato:	Peer-reviewed Article,
Enlaces:	The present note deals with large time properties of the Lagrangian trajectories of a turbulent flow in $R^2$ and $R^3$. We assume that the flow is driven by an incompressible time-dependent random velocity field with Gaussian statistics. We also assume…
Fecha:	1997-01-01
Recurso:	Electronic communications in probability

Recurso libre

28.

The Distribution of Time Spent by a Standard Excursion Above a Given Level, with Applications to Ring Polymers near a Discontinuity in Potential
Jansons, Kalvis M.; University College London

Formato:	Peer-reviewed Article,
Enlaces:	The law for the time $\tau_{a}$ spent by a standard Brownian excursion above a given level $a > 0$ is found using Ito excursion theory. This is achieved by conditioning the excursion to have exactly one mark of an independent…
Fecha:	1997-01-01
Recurso:	Electronic communications in probability

Recurso libre

29.

Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces
Capitaine, Mireille; Universite Paul-Sabatier - Hsu, Elton P.; Northwestern University - Ledoux, Michel; Universite Paul-Sabatier

Formato:	Peer-reviewed Article,
Enlaces:	We show how the Clark-Ocone-Haussmann formula for Brownian motion on a compact Riemannian manifold put forward by S. Fang in his proof of the spectral gap inequality for the Ornstein-Uhlenbeck operator on the path space can yield in a very…
Fecha:	1997-01-01
Recurso:	Electronic communications in probability

Recurso libre

30.

Eventual Intersection for Sequences of Lévy Processes
Evans, Steven N.; University of California at Berkeley - Peres, Yuval; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Consider the events $\{F_n \cap \bigcup_{k=1}^{n-1} F_k = \emptyset\}$, $n \in N$, where $(F_n)_{n=1}^\infty$ is an i.i.d. sequence of stationary random subsets of a compact group $G$. A plausible conjecture is that these events will not occur infinitely often with…
Fecha:	1998-01-01
Recurso:	Electronic communications in probability

Recurso libre

31.

Some Remarks on the Heat Flow for Functions and Forms
Thalmaier, Anton; University of Bonn

Formato:	Peer-reviewed Article,
Enlaces:	This note is concerned with the differentiation of heat semigroups on Riemannian manifolds. In particular, the relation $dP_tf=P_tdf$ is investigated for the semigroup generated by the Laplacian with Dirichlet boundary conditions. By means of elementary martingale arguments it is shown…
Fecha:	1998-01-01
Recurso:	Electronic communications in probability

Recurso libre

32.

Estimates for the Derivative of Diffusion Semigroups
Rincon, L. A.; University of Wales Swansea

Formato:	Peer-reviewed Article,
Enlaces:	Let $\{P_t\}_{t\ge 0}$ be the transition semigroup of a diffusion process. It is known that $P_t$ sends continuous functions into differentiable functions so we can write $DP_tf$. But what happens with this derivative when $t\to 0$ and $P_0f=f$ is only…
Fecha:	1998-01-01
Recurso:	Electronic communications in probability

Recurso libre

33.

Uniform Upper Bound for a Stable Measure of a Small Ball
Ryznar, Michal; Wroclaw University of Technology - Zak, Tomasz; Wroclaw University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	P. Hitczenko, S.Kwapien, W.N.Li, G.Schechtman, T.Schlumprecht and J.Zinn stated the following conjecture. Let $\mu$ be a symmetric $\alpha$-stable measure on a separable Banach space and $B$ a centered ball such that $\mu(B)\le b$. Then there exists a constant $R(b)$, depending…
Fecha:	1998-01-01
Recurso:	Electronic communications in probability

Recurso libre

34.

Mild Solutions of Quantum Stochastic Differential Equations
Fagnola, Franco; Università di Genova - Wills, Stephen J.; University of Nottingham

Formato:	Peer-reviewed Article,
Enlaces:	We introduce the concept of a mild solution for the right Hudson-Parthasarathy quantum stochastic differential equation, prove existence and uniqueness results, and show the correspondence between our definition and similar ideas in the theory of classical stochastic differential equations. The…
Fecha:	2000-01-01
Recurso:	Electronic communications in probability

Recurso libre

35.

On Recurrent and Transient Sets of Inhomogeneous Symmetric Random Walks
Giacomin, Giambattista; Universitè Paris 7 and Laboratoire de Probabilités et Modèles Aléatoires C.N.R.S. - Posta, Gustavo; Politecnico di Milano

Formato:	Peer-reviewed Article,
Enlaces:	We consider a continuous time random walk on the $d$-dimensional lattice $\mathbb{Z}^d$: the jump rates are time dependent, but symmetric and strongly elliptic with ellipticity constants independent of time. We investigate the implications of heat kernel estimates on recurrence-transience properties…
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

36.

A 2-Dimensional SDE Whose Solutions are Not Unique
Swart, Jan M.; University of Erlangen-Nuremberg

Formato:	Peer-reviewed Article,
Enlaces:	In 1971, Yamada and Watanabe showed that pathwise uniqueness holds for the SDE $dX= \sigma (X)dB$ when sigma takes values in the n-by-m matrices and satisfies $\|\sigma (x)- \sigma (y)\| < \|x-y\|\log(1/\|x-y\|)^{1/2}$. When $n=m=2$ and $\sigma$ is of the form…
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

37.

How to Combine Fast Heuristic Markov Chain Monte Carlo with Slow Exact Sampling
Bandyopadhyay, Antar; University of California, Berkeley - Aldous, David J.; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Given a probability law $\pi$ on a set $S$ and a function $g : S \rightarrow R$, suppose one wants to estimate the mean $\bar{g} = \int g d\pi$. The Markov Chain Monte Carlo method consists of inventing and simulating…
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

38.

Quantitative Convergence Rates of Markov Chains: A Simple Account
Rosenthal, Jeffrey S.; University of Toronto

Formato:	Peer-reviewed Article,
Enlaces:	We state and prove a simple quantitative bound on the total variation distance after k iterations between two Markov chains with different initial distributions but identical transition probabilities. The result is a simplified and improved version of the result in…
Fecha:	2002-01-01
Recurso:	Electronic communications in probability