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Aproximadamente 110 registro(s) hasta el momento: (journal)

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Recurso libre

Review of Preparing for post-secondary education: New roles for governments and families
Whitehead, LeRoy E.

Formato:	book-review
Enlaces:	Descripción completa.
Fecha:	2006-06-30
Recurso:	Canadian Journal of Higher Education

Recurso libre

Review of Critical youth studies: A Canadian focus. Toronto: Pearson Education Canada
Freeman, John

Formato:	book-review
Enlaces:	Descripción completa.
Fecha:	2006-06-30
Recurso:	Canadian Journal of Higher Education

Recurso libre

Review of Higher education for women in postwar America, 1945- 1965
Manero, Patricia Villamor

Formato:	book-review
Enlaces:	Descripción completa.
Fecha:	2006-12-31
Recurso:	Canadian Journal of Higher Education

Recurso libre

Review of Political and citizenship education: International perspectives
Hebert, Yvonne

Formato:	book-review
Enlaces:	Descripción completa.
Fecha:	2006-12-31
Recurso:	Canadian Journal of Higher Education

Recurso libre

BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin game
Hamadene, Said; Universite du Maine, France - Hassani, Mohammed; Universite du Maine, France

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we study BSDEs with two reflecting barriers driven by a Brownian motion and an independent Poisson process. We show the existence and uniqueness of $local$ and global solutions. As an application we solve the related zero-sum Dynkin…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

Brownian local minima, random dense countable sets and random equivalence classes
Tsirelson, Boris; Tel Aviv University

Formato:	Peer-reviewed Article,
Enlaces:	A random dense countable set is characterized (in distribution) by independence and stationarity. Two examples are `Brownian local minima' and `unordered infinite sample'. They are identically distributed. A framework for such concepts, proposed here, includes a wide class of random…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients
Etoré, Pierre; IECN, UHP Nancy I, France

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, we provide a scheme for simulating one-dimensional processes generated by divergence or non-divergence form operators with discontinuous coefficients. We use a space bijection to transform such a process in another one that behaves locally like a Skew…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

Sharp asymptotic behavior for wetting models in (1+1)-dimension
Caravenna, Francesco; Universitaet Zuerich, Switzerland - Giacomin, Giambattista; Universite' Paris 7, France - Zambotti, Lorenzo; Politecnico di Milano, Italy

Formato:	Peer-reviewed Article,
Enlaces:	We consider continuous and discrete (1+1)-dimensional wetting models which undergo a localization/delocalization phase transition. Using a simple approach based on Renewal Theory we determine the precise asymptotic behavior of the partition function, from which we obtain the scaling limits of…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

Fragmentation of Ordered Partitions and Intervals
Basdevant, Anne-Laure; Université Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	Fragmentation processes of exchangeable partitions have already been studied by several authors. This paper deals with fragmentations of exchangeable compositions, i.e. partitions of $\mathbb{N}$ in which the order of the blocks matters. We will prove that such a fragmentation is…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

10.

Parabolic SPDEs Degenerating on the Boundary of Non-Smooth Domain
Kim, Kyeong-Hun; Korea University

Formato:	Peer-reviewed Article,
Enlaces:	Degenerate stochastic partial differential equations of divergence and non-divergence forms are considered in non-smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces, and Holder estimates of the solutions are presented.
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

11.

Random Walks in a Dirichlet Environment
Sabot, Christophe; Université Lyon 1 - Enriquez, Nathanaël; Université Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	This paper states a law of large numbers for a random walk in a random iid environment on $Z^d$, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the process and also…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

12.

Curvilinear Integrals Along Enriched Paths
Feyel, Denis; Université d'Evry - de La Pradelle, Arnaud; Université Pierre-et-Marie-Curie

Formato:	Peer-reviewed Article,
Enlaces:	Inspired by the fundamental work of T.J. Lyons, we develop a theory of curvilinear integrals along a new kind of enriched paths in $R^d$. We apply these methods to the fractional Brownian Motion, and prove a support theorem for SDE…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

13.

Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
Bass, Richard F; University of Connecticut - Chen, Xia; University of Tennessee - Rosen, Jay; College of Staten Island, CUNY

Formato:	Peer-reviewed Article,
Enlaces:	We study moderate deviations for the renormalized self-intersection local time of planar random walks. We also prove laws of the iterated logarithm for such local times.
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

14.

From Community College to University: A Personal Commentary on the Evolution of an Institution
Dennison, John D.

Formato:	research-article
Enlaces:	This paper documents the development of a unique institution in Canadian higher education, the university college in British Columbia. From its roots as a comprehensive community college, the university college was confronted with numerous legislative and policy changes which culminated…
Fecha:	2006-12-31
Recurso:	Canadian Journal of Higher Education

Recurso libre

15.

Eigenvalues of GUE Minors
Johansson, Kurt; Swedish Royal Institute of Technology (KTH) - Nordenstam, Eric; Swedish Royal Institute of Technology (KTH)

Formato:	Peer-reviewed Article,
Enlaces:	Consider an infinite random matrix $H=(h_{ij})_{0 < i,j}$ picked from the Gaussian Unitary Ensemble (GUE). Denote its main minors by $H_i=(h_{rs})_{1\leq r,s\leq i}$ and let the $j$:th largest eigenvalue of $H_i$ be $\mu^i_j$. We show that the configuration of all…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

On the Quadratic Wiener Functional Associated with the Malliavin Derivative of the Square Norm of Brownian Sample Path on Interval
Taniguchi, Setsuo; Kyushu University

Formato:	Peer-reviewed Article,
Enlaces:	Exact expressions of the stochastic oscillatory integrals with the phase function, which is the quadratic Wiener functional obtained from the Malliavin derivative of the square norm of the Brownian sample path on interval, are given. As an application, the density…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

17.

Strong Approximation for Mixing Sequences with Infinite Variance
Balan, Raluca; University of Ottawa, Canada - Zamfirescu, Ingrid-Mona; City University of New York, USA

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we prove a strong approximation result for a mixing sequence with infinite variance and logarithmic decay rate of the mixing coefficient. The result is proved under the assumption that the distribution is symmetric and lies in the…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

18.

A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points.
Andrew, Peter; University of Utrecht

Formato:	Peer-reviewed Article,
Enlaces:	We give a simpler and shorter proof of Kesten's result for the probabilities with which a subordinator hits points.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

19.

Integral criteria for transportation cost inequalities
Gozlan, Nathael; Université Paris 10

Formato:	Peer-reviewed Article,
Enlaces:	Abstract. In this paper, we provide a characterization of a large class of transportation-cost inequalities in terms of exponential integrability of the cost function under the reference probability measure. Our results completely extend the previous works by Djellout, Guillin and…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

20.

A short proof of the Hausdorff dimension formula for Levy processes
Yang, Ming; Columbia University

Formato:	Peer-reviewed Article,
Enlaces:	A different but very short proof of a recent result of Khoshnevisan.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

21.

Random walks with k-wise independent increments
Benjamini, Itai; The Weizmann Institute of Science - Kozma, Gady; The Weizmann Institute of Science - Romik, Dan; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	We construct examples of a random walk with pairwise-independent steps which is almost surely bounded, and for any m and k a random walk with k-wise independent steps which has no stationary distribution modulo m.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

22.

Standard stochastic coalescence with sum kernels
Nicolas, Fournier; Paris 12

Formato:	Peer-reviewed Article,
Enlaces:	We build a Markovian system of particles entirely characterized by their masses, in which each pair of particles with masses $x$ and $y$ coalesce at rate $K(x,y)\simeq x^\lambda+y^\lambda$, for some $\lambda \in (0,1)$, and such that the system is initially…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

23.

Large and Moderate Deviations for Hotelling's $T^2$-Statistics
Dembo, Amir; Stanford University - Shao, Qi-Man; Hong Kong University of Science and Technology

Formato:	Peer-reviewed Article,
Enlaces:	Let $\mathbf{X}, \mathbf{X}_1, \mathbf{X}_2, ...$ be i.i.d. $\mathbb{R}^d$-valued random variables. We prove large and moderate deviations for Hotelling's $T^2$-statistic when $\mathbf{X}$ is in the generalized domain of attraction of the normal law.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

24.

Some results for poisoning in a catalytic model
Steif, Jeffrey E.; Chalmers University of Technology - Sudbury, Aidan; Monash University

Formato:	Peer-reviewed Article,
Enlaces:	We obtain new results concerning poisoning/nonpoisoning in a catalytic model which has previously been introduced and studied. We show that poisoning can occur even when the arrival rate of one gas is smaller than the sum of the arrival rates…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

25.

Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains
Bass, Richard F.; University of Connecticut - Burdzy, Krzysztof; University of Washington

Formato:	Peer-reviewed Article,
Enlaces:	We give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, there is pathwise uniqueness for the Skorokhod equation governing reflecting Brownian motion.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

26.

Yule process sample path asymptotics
de La Fortelle, Arnaud; Mines Paris

Formato:	Peer-reviewed Article,
Enlaces:	This paper presents two results on sample paths for the Yule process: one fluid limit theorem and one sample path large deviation result. The main interest is to understand the way large deviation occurs in the case of non-homogeneous processes.…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

27.

An Exponential Martingale Equation
Tevzadze, Revaz NIkoloz; Institute of Cybernetics and Georgian-American University - Mania, Mikhael Gvanji; A. Razmadze Mathematical Institute and Georgian–American University

Formato:	Peer-reviewed Article,
Enlaces:	We prove an existence of a unique solution of an exponential martingale equation in the class of BMO martingales. The solution is used to characterize optimal martingale measures.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

28.

A multivariate version of Hoeffding's inequality
Major, Peter; Alfred Renyi Mathematical Institute of the Hungarian Academy of Sciences

Formato:	Peer-reviewed Article,
Enlaces:	In this paper a multivariate version of Hoeffding's inequality is proved about the tail distribution of homogeneous polynomials of Rademacher functions with an optimal constant in the exponent of the upper bound. The proof is based on an estimate about…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

29.

On the Existence of Recurrent Extensions of Self-similar Markov Processes
Fitzsimmons, Patrick J; UC San Diego

Formato:	Peer-reviewed Article,
Enlaces:	Let $X= (X_t) _{t \geq 0}$ be a self-similar Markov process with values in the non-negative half-line, such that the state $0$ is a trap. We present a necessary and sufficient condition for the existence of a self-similar recurrent extension…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

30.

On Fractional Fields indexed by Metric Spaces
Istas, Jacques; Université Pierre Mendès-France

Formato:	Peer-reviewed Article,
Enlaces:	We define and build $H$-fractional $\alpha$-stable fields indexed by a metric space $(E,d)$. We mainly apply these results to spheres, hyperbolic spaces and real trees.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

31.

On the occupation measure of super-Brownian motion
Le Gall, Jean-Francois; Ecole normale superieure de Paris - Merle, Mathieu; UBC Vancouver

Formato:	Peer-reviewed Article,
Enlaces:	We derive the asymptotic behavior of the total occupation measure of the unit ball for super-Brownian motion started from the Dirac measure at a distant point and conditioned to hit the unit ball. In the critical dimension 4, we obtain…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

32.

Linear stochastic differential-algebraic equations with constant coefficients
Alabert, Aureli; Universitat Autònoma de Barcelona - Ferrante, Marco; Univesità degli Studi di Padova

Formato:	Peer-reviewed Article,
Enlaces:	We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson and Fernique). We provide…
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

33.

A Stochastic Fixed Point Equation Related to Weighted Branching with Deterministic Weights
Alsmeyer, Gerold; Inst. Math. Statistics, Dept. Math. and Computer Science, University of Münster - Rösler, Uwe; Math. Seminar, University of Kiel

Formato:	Peer-reviewed Article,
Enlaces:	For real numbers $C,T_{1},T_{2},...$ we find all solutions $\mu$ to the stochastic fixed point equation $W \sim\sum_{j\ge 1}T_{j}W_{j}+C$, where $W,W_{1},W_{2},...$ are independent real-valued random variables with distribution $\mu$ and $\sim$ means equality in distribution. All solutions are infinitely divisible. The…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

34.

Mixing Time Bounds via the Spectral Profile
Goel, Sharad; Standford University, USA - Montenegro, Ravi; University of Massachusetts Lowell, USA - Tetali, Prasad; Georgia Institute of Technology, USA

Formato:	Peer-reviewed Article,
Enlaces:	On complete, non-compact manifolds and infinite graphs, Faber-Krahn inequalities have been used to estimate the rate of decay of the heat kernel. We develop this technique in the setting of finite Markov chains, proving upper and lower $L^{\infty}$ mixing time…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

35.

Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations
Tang, Qihe; Department of Statistics and Actuarial Science, The University of Iowa

Formato:	Peer-reviewed Article,
Enlaces:	Since the pioneering works of C.C. Heyde, A.V. Nagaev, and S.V. Nagaev in 1960's and 1970's, the precise asymptotic behavior of large-deviation probabilities of sums of heavy-tailed random variables has been extensively investigated by many people, but mostly it is…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

36.

Two-sided Estimates on the Density of the Feynman-Kac Semigroups of Stable-like Processes
Song, Renming; University of Illinois

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we establish two-sided estimates for the density of the Feynman-Kac semigroups of stable-like processes with potentials given by signed measures belonging to the Kato class. We also provide similar estimates for the densities of two other kinds…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

37.

Brownian excursions, stochastic integrals, and representation of Wiener functionals
Picard, Jean; Labo. de Mathématiques, Université Blaise Pascal

Formato:	Peer-reviewed Article,
Enlaces:	A stochastic calculus similar to Malliavin's calculus is worked out for Brownian excursions. The analogue of the Malliavin derivative in this calculus is not a differential operator, but its adjoint is (like the Skorohod integral) an extension of the Itô…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

38.

Recurrence of Reinforced Random Walk on a Ladder
Sellke, Thomas; Purdue University

Formato:	Peer-reviewed Article,
Enlaces:	Consider reinforced random walk on a graph that looks like a doubly infinite ladder. All edges have initial weight 1, and the reinforcement convention is to add $\delta > 0$ to the weight of an edge upon first crossing, with…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

39.

Computation of Greeks using Malliavin's calculus in jump type market models
Bavouzet, Marie Pierre; INRIA Rocquencourt, MATHFI project - Messaoud, Marouen; IXIS and INRIA Rocquencourt

Formato:	Peer-reviewed Article,
Enlaces:	We use the Malliavin calculus for Poisson processes in order to compute sensitivities for European and Asian options with underlying following a jump type diffusion. The main point is to settle an integration by parts formula (similar to the one…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

40.

Tagged Particle Limit for a Fleming-Viot Type System
Grigorescu, Ilie A.; University of Miami - Kang, Min; North Carolina State University

Formato:	Peer-reviewed Article,
Enlaces:	We consider a branching system of $N$ Brownian particles evolving independently in a domain $D$ during any time interval between boundary hits. As soon as one particle reaches the boundary it is killed and one of the other particles splits…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

41.

The spatial $\Lambda$-coalescent
Limic, Vlada; University of British Columbia - Sturm, Anja; University of Delaware

Formato:	Peer-reviewed Article,
Enlaces:	This paper extends the notion of the $\Lambda$-coalescent of Pitman (1999) to the spatial setting. The partition elements of the spatial $\Lambda$-coalescent migrate in a (finite) geographical space and may only coalesce if located at the same site of the…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

42.

Nonmonotonic Coexistence Regions for the Two-Type Richardson Model on Graphs
Deijfen, Maria; Stockholm University, Sweden - Haggstrom, Olle; Chalmers University of Technology, Sweden

Formato:	Peer-reviewed Article,
Enlaces:	In the two-type Richardson model on a graph $G=(V,E)$, each vertex is at a given time in state $0$, $1$ or $2$. A $0$ flips to a $1$ (resp.\ $2$) at rate $\lambda_1$ ($\lambda_2$) times the number of neighboring $1$'s…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

43.

The Metastability Threshold for Modified Bootstrap Percolation in $d$ Dimensions
Holroyd, Alexander E; Department of Mathematics, University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	In the modified bootstrap percolation model, sites in the cube $\{1,\ldots,L\}^d$ are initially declared active independently with probability $p$. At subsequent steps, an inactive site becomes active if it has at least one active nearest neighbour in each of the…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

44.

Convex Concentration Inequalities and Forward-Backward Stochastic Calculus
Klein, Thierry; Universite Paul Sabatier - Ma, Yutao; Universite de La Rochelle - Privault, Nicolas; Universite de La Rochelle

Formato:	Peer-reviewed Article,
Enlaces:	Given $(M_t)_{t\in \mathbb{R}_+}$ and $(M^_t)_{t\in \mathbb{R}_+}$ respectively a forward and a backward martingale with jumps and continuous parts, we prove that $E[\phi (M_t+M^_t)]$ is non-increasing in $t$ when $\phi$ is a convex function, provided the local characteristics of $(M_t)_{t\in \mathbb{R}_+}$…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

45.

Existence of multi-dimensional infinite volume self-organized critical forest-fire models
Maximilian, Duerre; Mathematisches Institut der Université München

Formato:	Peer-reviewed Article,
Enlaces:	Consider the following forest-fire model where the possible locations of trees are the sites of a cubic lattice. Each site has two possible states: 'vacant' or 'occupied'. Vacant sites become occupied according to independent rate 1 Poisson processes. Independently, at…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

46.

Spatial Smoothness of the Stationary Solutions of the $3D$ Navier-Stokes Equations
Odasso, Cyril; ENS Cachan, Ker Lann

Formato:	Peer-reviewed Article,
Enlaces:	Abstract. We consider stationary solutions of the three dimensional Navier--Stokes equations (NS3D) with periodic boundary conditions and driven by an external force which might have a deterministic and a random part. The random part of the force is white in…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

47.

Examples of Condition $(T)$ for Diffusions in a Random Environment
Schmitz, Tom; ETH Zurich

Formato:	Peer-reviewed Article,
Enlaces:	With the help of the methods developed in our previous article [Schmitz, to appear in Annales de l'I.H.P., in press], we highlight condition $(T)$ as a source of new examples of 'ballistic' diffusions in a random environment when $d>1$ ('ballistic'…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

48.

Some Properties of Annulus SLE
Zhan, Dapeng; U. C. Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	An annulus SLEκ trace tends to a single point on the target circle, and the density function of the end point satisfies some differential equation. Some martingales or local martingales are found for annulus SLE4, SLE8 and SLE8/3. From the…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

49.

Behavior of a second class particle in Hammersley's process
Cator, Eric; Delft University of Technology - Dobrynin, Sergei; Delft University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	In the case of a rarefaction fan in a non-stationary Hammersley process, we explicitly calculate the asymptotic behavior of the process as we move out along a ray, and the asymptotic distribution of the angle within the rarefaction fan of…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

Recurso libre

50.

Renormalization analysis of catalytic Wright-Fisher diffusions
Swart, Jan M.; UTIA - Fleischmann, Klaus; WIAS Berlin

Formato:	Peer-reviewed Article,
Enlaces:	Recently, several authors have studied maps where a function, describing the local diffusion matrix of a diffusion process with a linear drift towards an attraction point, is mapped into the average of that function with respect to the unique invariant…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability