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Aproximadamente 199 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.

Recurrence of the $\mathbb{Z}^d$-valued infinite snake via unimodularity
Benjamini, Itai; Weizmann Institute of Science - Curien, Nicolas; École Normale Supérieure Paris

Formato:	Peer-reviewed Article
Enlaces:	We use the concept of unimodular random graph to show that the branching simple random walk on $\mathbb{Z}^{d}$ indexed by a critical geometric Galton-Watson tree conditioned to survive is recurrent if and only if $d \leq 4$.
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

27.

Concavity of entropy along binomial convolutions
Hillion, Erwan; University of Bristol

Formato:	Peer-reviewed Article
Enlaces:	Motivated by a generalization of Sturm-Lott-Villani theory to discrete spaces and by a conjecture stated by Shepp and Olkin about the entropy of sums of Bernoulli random variables, we prove the concavity in $t$ of the entropy of the convolution…
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

28.

An isomorphism theorem for random interlacements
Sznitman, Alain-Sol; ETH Zurich

Formato:	Peer-reviewed Article
Enlaces:	We consider continuous-time random interlacements on a transient weighted graph. We prove an identity in law relating the field of occupation times of random interlacements at level u to the Gaussian free field on the weighted graph. This identity is…
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

29.

A note on linearization methods and dynamic programming principles for stochastic discontinuous control problems
Goreac, Dan; Université Paris-Est Marne-la-Vallée - Serea, Oana Silvia; Université de Perpignan

Formato:	Peer-reviewed Article
Enlaces:	Using the linear programming approach to stochastic control introduced by Buckdahn, Goreac, and Quincampoix, and by Goreac and Serea, we provide a semigroup property for some set of probability measures leading to dynamic programming principles for stochastic control problems. An abstract principle is…
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

30.

Laha-Lukacs properties of some free processes
Ejsmont, Wiktor; University of Wroclaw

Formato:	Peer-reviewed Article
Enlaces:	We study the Laha-Lukacs property of the free Meixner laws (processes). We prove that some families of free Meixner distribution have the linear regression function. We also show that this families have the property of quadratic conditional variances.
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

31.

Erratum: maximal arithmetic progressions in random subsets
Benjamini, Itai; Weizmann Institute of Science - Yadin, Ariel; Ben Gurion Univeristy - Zeitouni, Ofer; Weizmann Institute of Science and University of Minnesota

Formato:	Peer-reviewed Article
Enlaces:	This is an erratum for "Maximal arithemtic progressions in random subsets" appeared in ECP volume 12 paper number 35 (2007), 365-376.
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

32.

On the number of cycles in a random permutation
Maples, Kenneth; Universität Zürich - Nikeghbali, Ashkan; Universität Zürich - Zeindler, Dirk; Universität Bielefeld

Formato:	Peer-reviewed Article
Enlaces:	We show that the number of cycles in a random permutation chosen according to generalized Ewens measure is normally distributed and compute asymptotic estimates for the mean and variance.
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

33.

Bounds for characteristic functions in terms of quantiles and entropy
Bobkov, Sergey G.; University of Minnesota - Chistyakov, Gennadiy P.; Universität Bielefeld - Götze, Friedrich; Universität Bielefeld

Formato:	Peer-reviewed Article
Enlaces:	Upper bounds on characteristic functions are derived in terms of the entropic distance to the class of normal distributions.
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

34.

A $0$-$1$ law for vertex-reinforced random walks on $\mathbb{Z}$ with weight of order $k^\alpha$, $\alpha\in[0,1/2)$
Schapira, Bruno; Université Paris Sud 11 (Orsay)

Formato:	Peer-reviewed Article
Enlaces:	We prove that Vertex Reinforced Random Walk on $\mathbb{Z}$ with weight of order $k^\alpha$, with $\alpha\in [0,1/2)$, is either almost surely recurrent or almost surely transient. This improves a previous result of Volkov who showed that the set of sites…
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

35.

Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone
Vakeroudis, Stavros; Université Pierre et Marie Curie and University of Manchester - Yor, Marc; Université Pierre et Marie Curie and Institut Universitaire de France

Formato:	Peer-reviewed Article
Enlaces:	With the help of the Gauss-Laplace transform for the exit time from a cone of planar Brownian motion, we obtain some infinite divisibility properties for the reciprocal of this exit time.
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

36.

Pathwise construction of stochastic integrals
Nutz, Marcel; Columbia University

Formato:	Peer-reviewed Article
Enlaces:	We propose a method to construct the stochastic integral simultaneously under a non-dominated family of probability measures. Path-by-path, and without referring to a probability measure, we construct a sequence of Lebesgue-Stieltjes integrals whose medial limit coincides with the usual stochastic…
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

37.

Exponential–uniform identities related to records
Gnedin, Alexander; Queen Mary University of London - Marynych, Alexander; Eindhoven University of Technology

Formato:	Peer-reviewed Article
Enlaces:	Symmetry properties of the random grid spanned on the set of records from the planar Poisson point process imply bizarre multivariate distributional identities for certain rational functions of independent exponential and uniform random variables.
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

38.

On a concentration inequality for sums of independent isotropic vectors
Cranston, Michael Craig; University of California, Irvine - Molchanov, Stanislav Alekseevich; University of North Carolina at Charlotte

Formato:	Peer-reviewed Article
Enlaces:	We consider a version of a classical concentration inequality for sums of independent, isotropic random vectors with a mild restriction on the distribution of the radial part of these vectors. The proof uses a little Fourier analysis, the Laplace asymptotic method and a…
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

39.

A note on the Marchenko-Pastur law for a class of random matrices with dependent entries
O'Rourke, Sean; Rutgers University

Formato:	Peer-reviewed Article
Enlaces:	We consider a class of real random matrices with dependent entries and show that the limiting empirical spectral distribution is given by the Marchenko-Pastur law. Additionally, we establish a rate of convergence of the expected empirical spectral distribution.
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

40.

Compound Poisson approximation for triangular arrays with application to threshold estimation
Chigansky, Pavel; The Hebrew University - Klebaner, Fima; Monash University

Formato:	Peer-reviewed Article
Enlaces:	We prove weak convergence of sums over triangular arrays to the compound Poisson limit using Tikhomirov's method. The result is applied to statistical estimation of the threshold parameter in autoregressive models.
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

41.

Concentration estimates for the isoperimetric constant of the supercritical percolation cluster
Procaccia, Eviatar B.; Weizmann Institute of Science - Rosenthal, Ron; The Hebrew University of Jerusalem

Formato:	Peer-reviewed Article
Enlaces:	We consider the Cheeger constant $\phi(n)$ of the giant component of supercritical bond percolation on $\mathbb{Z}^d/n\mathbb{Z}^d$. We show that the variance of $\phi(n)$ is bounded by $\frac{\xi}{n^d}$, where $\xi$ is a positive constant that depends only on the dimension $d$…
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

42.

Strong solutions of jump-type stochastic equations
Li, Zenghu; Beijing Normal University - Pu, Fei; Beijing Normal University

Formato:	Peer-reviewed Article
Enlaces:	We establish the existence and uniqueness ofstrong solutions to some jump-type stochastic equations under non-Lipschitz conditions. The results improve those of Fu and Li (2010) and Li and Mytnik (2011).
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

43.

On the distribution of critical points of a polynomial
Subramanian, Sneha Dey; University of Pennsylvania

Formato:	Peer-reviewed Article
Enlaces:	This paper proves that if points $Z_1,Z_2,...$ are chosen independently and identically using some measure $\mu$ from the unit circle in the complex plane, with $p_n(z) = (z-Z_1)(z-Z_2)...(z-Z_n)$, then the empirical distribution of the critical points of $p_n$ converges weakly…
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

44.

One dimensional annihilating and coalescing particle systems as extended Pfaffian point processes
Tribe, Roger; Warwick University - Yip, Jonathan; Warwick University - Zaboronski, Oleg; Warwick University

Formato:	Peer-reviewed Article
Enlaces:	We prove that the multi-time particle distributions for annihilating or coalescing Brownian motions, under the maximal entrance law on the real line, are extended Pfaffian point processes.
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

45.

The Liouville and the intersection properties are equivalent for planar graphs
Benjamini, Itai; Weizmann Institute Rehovot - Curien, Nicolas; ÉNS Paris - Georgakopoulos, Agelos; Weizmann Institute Rehovot

Formato:	Peer-reviewed Article
Enlaces:	It is shown that if a planar graph admits no non-constant bounded harmonic function then the trajectories of two independent simple random walks intersect almost surely.
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

46.

Equivalence of the Poincaré inequality with a transport-chi-square inequality in dimension one
Jourdain, Benjamin; Université Paris-Est, CERMICS

Formato:	Peer-reviewed Article
Enlaces:	In this paper, we prove that, in dimension one, the Poincaré inequality is equivalent to a new transport-chi-square inequality linking the square of the quadratic Wasserstein distance with the chi-square pseudo-distance. We also check tensorization of this transport-chi-square inequality.
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

47.

On a class of $H$-selfadjont random matrices with one eigenvalue of nonpositive type
Wojtylak, Michal; Jagiellonian University

Formato:	Peer-reviewed Article
Enlaces:	Large $H$-selfadjoint random matrices are considered. The matrix $H$ is assumed to have one negative eigenvalue, hence the matrix in question has precisely one eigenvalue of nonpositive type. It is showed that this eigenvalue converges in probability to a deterministic…
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

48.

Conditioned martingales
Perkowski, Nicolas; Humboldt-Universität zu Berlin - Ruf, Johannes; University of Oxford

Formato:	Peer-reviewed Article
Enlaces:	It is well known that upward conditioned Brownian motion is a three-dimensional Bessel process, and that a downward conditioned Bessel process is a Brownian motion. We give a simple proof for this result, which generalizes to any continuous local martingale…
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

49.

The Wronskian parametrises the class of diffusions with a given distribution at a random time
Klimmek, Martin; University of Oxford

Formato:	Peer-reviewed Article
Enlaces:	We provide a complete characterisation of the class of one-dimensional time-homogeneous diffusions consistent with a given law at an exponentially distributed time using classical results in diffusion theory. To illustrate we characterise the class of diffusions with the same distribution as…
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

50.

A tail inequality for quadratic forms of subgaussian random vectors
Hsu, Daniel; Microsoft Research New England - Kakade, Sham M.; Microsoft Research New England - Zhang, Tong; Rutgers University

Formato:	Peer-reviewed Article
Enlaces:	This article proves an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to one that holds when the vector has independent Gaussian entries.
Fecha:	2012-01-02
Recurso:	Electronic communications in probability