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Aproximadamente 223 registro(s) hasta el momento: (journal)

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Recurso libre

101.

One-dimensional random field Kac's model: weak large deviations principle
Picco, Pierre; CNRS - Orlandi, Enza; Universita di Roma TRE

Formato:	Peer-reviewed Article,
Enlaces:	We present a quenched weak large deviations principle for the Gibbs measures of a Random Field Kac Model (RFKM) in one dimension. The external random magnetic field is given by symmetrically distributed Bernouilli random variables. The results are valid for…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

102.

Cram'er Type Moderate deviations for the Maximum of Self-normalized Sums
Hu, Zhishui; USTC - Shao, Qi-Man; HKUST - Wang, Qiying; University of Sydney

Formato:	Peer-reviewed Article,
Enlaces:	Let $\{ X, X_i , i \geq 1\}$ be i.i.d. random variables, $S_k$ be the partial sum and $V_n^2 = \sum_{1\leq i\leq n} X_i^2$. Assume that $E(X)=0$ and $E(X^4) < \infty$. In this paper we discuss the moderate deviations of…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

103.

Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in R2 with non--zero mean
Rosen, Jay S.; CUNY - Marcus, Michael B.; CUNY

Formato:	Peer-reviewed Article,
Enlaces:	Let $G=(G_{1},G_{2})$ be a Gaussian vector in $R^{2}$ with $E(G_{1}G_{2})\ne 0$. Let $c_{1},c_{2}\in R^{1}$. A necessary and sufficient condition for the vector $((G_{1}+c_{1}\alpha )^{2},(G_{2}+c_{2}\alpha )^{2})$ to be infinitely divisible for all $\alpha \in R^{1}$ is that $$ \Gamma_{i,i}\ge \frac{c_{i}}{c_{j}}\Gamma_{i,j}>0\qquad\forall\,1\le i\ne…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

104.

Interlacement percolation on transient weighted graphs
Teixeira, Augusto; Eidgenössische Technische Hochschule Zürich

Formato:	Peer-reviewed Article,
Enlaces:	In this article, we first extend the construction of random interlacements, introduced by A.S. Sznitman in [14], to the more general setting of transient weighted graphs. We prove the Harris-FKG inequality for this model and analyze some of its properties…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

105.

Recurrence and transience of a multi-excited random walk on a regular tree
Basdevant, Anne-Laure; University Toulouse III - Singh, Arvind; Zurich University

Formato:	Peer-reviewed Article,
Enlaces:	We study a model of multi-excited random walk on a regular tree which generalizes the models of the once excited random walk and the digging random walk introduced by Volkov (2003). We show the existence of a phase transition and…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

106.

Sharp asymptotics for metastability in the random field Curie-Weiss model
Bianchi, Alessandra; Weierstrass Institute for Applied Analysis and Stochastics (WIAS) - Bovier, Anton; Institut für Angewandte Mathematik Rheinische Friedrich-Wilhelms-Universität - Ioffe, Dmitry; William Davidson Faculty of Industrial Engineering and Management Technion

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we study the metastable behavior of one of the simplest disordered spin system, the random field Curie-Weiss model. We will show how the potential theoretic approach can be used to prove sharp estimates on capacities and metastable…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

107.

A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion
Baker, David; Université Pierre et Marie Curie - Yor, Marc; Université Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	We construct a martingale which has the same marginals as the arithmetic average of geometric Brownian motion.This provides a short proof of the recent result due to P. Carr et al that the arithmetic average of geometric Brownian motion is…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

108.

On the domination of a random walk on a discrete cylinder by random interlacements
Sznitman, Alain-Sol; ETH Zurich

Formato:	Peer-reviewed Article,
Enlaces:	We consider simple random walk on a discrete cylinder with base a large $d$-dimensional torus of side-length $N$, when $d$ is two or more. We develop a stochastic domination control on the local picture left by the random walk in…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

109.

Some examples of dynamics for Gelfand-Tsetlin patterns
Warren, Jon; Department of Statistics, University of Warwick - Windridge, Peter; Department of Statistics, University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	We give three examples of stochastic processes in the Gelfand-Tsetlin cone in which each component evolves independently apart from a blocking and pushing interaction. These processes give rise to couplings between certain conditioned Markov processes, last passage times and exclusion…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

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110.

Soliton dynamics for the Korteweg-de Vries equation with multiplicative homogeneous noise
de Bouard, Anne; CMAP, CNRS and Ecole Polytechnique - Debussche, Arnaud; IRMAR, ENS Cachan Bretagne

Formato:	Peer-reviewed Article,
Enlaces:	We consider a randomly perturbed Korteweg-de Vries equation. The perturbation is a random potential depending both on space and time, with a white noise behavior in time, and a regular, but stationary behavior in space. We investigate the dynamics of…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

111.

Limit theorems for Parrondo's paradox
Ethier, S N; University of Utah - Lee, Jiyeon; Yeungnam University

Formato:	Peer-reviewed Article,
Enlaces:	That there exist two losing games that can be combined, either by random mixture or by nonrandom alternation, to form a winning game is known as Parrondo's paradox. We establish a strong law of large numbers and a central limit…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

112.

On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
Salminen, Paavo H; AAbo Akademi University, Mathematical Department - Vallois, Pierre; Université Henri Poincaré, Département de Mathématique

Formato:	Peer-reviewed Article,
Enlaces:	Abstract. For a recurrent linear diffusion on the positive real axis we study the asymptotics of the distribution of its local time at 0 as the time parameter tends to infinity. Under the assumption that the Lévy measure of the…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

113.

Nonlinear filtering with signal dependent observation noise
Crisan, Dan; Imperial College - Kouritzin, Michael A.; University of Alberta - Xiong, Jie; University of Kentucky

Formato:	Peer-reviewed Article,
Enlaces:	The paper studies the filtering problem for a non-classical frame- work: we assume that the observation equation is driven by a signal dependent noise. We show that the support of the conditional distri- bution of the signal is on the…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

114.

On the small deviation problem for some iterated processes
Aurzada, Frank; Technische Universität Berlin - Lifshits, Mikhail; St. Petersburg State University

Formato:	Peer-reviewed Article,
Enlaces:	We derive general results on the small deviation behavior for some classes of iterated processes. This allows us, in particular, to calculate the rate of the small deviations for n-iterated Brownian motions and, more generally, for the iteration of n…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

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115.

On concentration of self-bounding functions
Boucheron, Stephane; Université Paris-Diderot - Lugosi, Gabor; Pompeu Fabra University - Massart, Pascal; Université Paris-Sud

Formato:	Peer-reviewed Article,
Enlaces:	We prove some new concentration inequalities for self-bounding functions using the entropy method. As an application, we recover Talagrand's convex distance inequality. The new Bernstein-like inequalities for self-bounding functions are derived thanks to a careful analysis of the so-called Herbst…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

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116.

Wiener Process with Reflection in Non-Smooth Narrow Tubes
Spiliopoulos, Konstantinos; Brown University

Formato:	Peer-reviewed Article,
Enlaces:	Wiener process with instantaneous reflection in narrow tubes of width $\epsilon\ll 1$ around axis $x$ is considered in this paper. The tube is assumed to be (asymptotically) non-smooth in the following sense. Let $V^{\epsilon}(x)$ be the volume of the cross-section…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

117.

Limit theorems for vertex-reinforced jump processes on regular trees
Collevecchio, Andrea; Università Ca'Foscari-Venice

Formato:	Peer-reviewed Article,
Enlaces:	Consider a vertex-reinforced jump process defined on a regular tree, where each vertex has exactly $b$ children, with $b \geq 3$. We prove the strong law of large numbers and the central limit theorem for the distance of the process…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

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118.

Concentration inequalities for s-concave measures of dilations of Borel sets and applications
Fradelizi, Matthieu; Université Paris-Est

Formato:	Peer-reviewed Article,
Enlaces:	We prove a sharp inequality conjectured by Bobkov on the measure of dilations of Borel sets in the Euclidean space by a $s$-concave probability measure. Our result gives a common generalization of an inequality of Nazarov, Sodin and Volberg and…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

119.

Depinning of a polymer in a multi-interface medium
Caravenna, Francesco; University of Padova - Pétrélis, Nicolas; University of Nantes

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we consider a model which describes a polymer chain interacting with an infinity of equi-spaced linear interfaces. The distance between two consecutive interfaces is denoted by $T = T_N$ and is allowed to grow with the size…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

120.

Normal Approximation for Isolated Balls in an Urn Allocation Model
Penrose, Mathew D.; University of Bath

Formato:	Peer-reviewed Article,
Enlaces:	Consider throwing $n$ balls at random into $m$ urns, each ball landing in urn $i$ with probability $p(i)$. Let $S$ be the resulting number of singletons, i.e., urns containing just one ball. We give an error bound for the Kolmogorov…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

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121.

A Functional Central Limit Theorem for a Class of Interacting Markov Chain Monte Carlo Methods
Bercu, Bernard; Université de Bordeaux - Del Moral, Pierre; INRIA et Université de Bordeaux - Doucet, Arnaud; University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	We present a functional central limit theorem for a new class of interacting Markov chain Monte Carlo algorithms. These stochastic algorithms have been recently introduced to solve non-linear measure-valued equations. We provide an original theoretical analysis based on semigroup techniques…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

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122.

Asymptotic Growth of Spatial Derivatives of Isotropic Flows
van Bargen, Holger M; Technische Universität Berlin

Formato:	Peer-reviewed Article,
Enlaces:	It is known from the multiplicative ergodic theorem that the norm of the derivative of certain stochastic flows at a previously fixed point grows exponentially fast in time as the flows evolves. We prove that this is also true if…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

123.

CLT for Linear Spectral Statistics of Wigner matrices
Bai, Zhidong; Northeast Normal University Changchun - Wang, Xiaoying; Northeast Normal University Changchun - Zhou, Wang; National University of Singapore

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, we prove that the spectral empirical process of Wigner matrices under sixth-moment conditions, which is indexed by a set of functions with continuous fourth-order derivatives on an open interval including the support of the semicircle law, converges…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

124.

Density Formula and Concentration Inequalities with Malliavin Calculus
Nourdin, Ivan; Université Paris 6 - Viens, Frederi G; Purdue University

Formato:	Peer-reviewed Article,
Enlaces:	We show how to use the Malliavin calculus to obtain a new exact formula for the density $\rho$ of the law of any random variable $Z$ which is measurable and differentiable with respect to a given isonormal Gaussian process. The…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

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125.

A Functional Combinatorial Central Limit Theorem
Barbour, Andrew D; Universität Zürich - Janson, Svante; Uppsala universitet

Formato:	Peer-reviewed Article,
Enlaces:	The paper establishes a functional version of the Hoeffding combinatorial central limit theorem. First, a pre-limiting Gaussian process approximation is defined, and is shown to be at a distance of the order of the Lyapounov ratio from the original random…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

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126.

Strong Limit Theorems for a Simple Random Walk on the 2-Dimensional Comb
Csáki, Endre; Rényi Institute - Csörgö, Miklós; Carleton University Ottawa - Feldes, Antonia; College of Staten Island New York - Révész, Pál; Technical University Vienna

Formato:	Peer-reviewed Article,
Enlaces:	We study the path behaviour of a simple random walk on the $2$-dimensional comb lattice $C^2$ that is obtained from $\mathbb{Z}^2$ by removing all horizontal edges off the $x$-axis. In particular, we prove a strong approximation result for such a…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

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127.

Generalised Stable Fleming-Viot Processes as Flickering Random Measures
Birkner, Matthias; University Mainz - Blath, Jochen; Technical University Berlin

Formato:	Peer-reviewed Article,
Enlaces:	We study some remarkable path-properties of generalised stable Fleming-Viot processes (including the so-called spatial Neveu superprocess), inspired by the notion of a "wandering random measure" due to Dawson and Hochberg (1982). In particular, we make use of Donnelly and Kurtz'…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

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128.

Variational Characterisation of Gibbs Measures with Delaunay Triangle Interaction
Dereudre, David; Université de Valenciennes - Georgii, Hans-Otto; LMU München

Formato:	Peer-reviewed Article,
Enlaces:	This paper deals with stationary Gibbsian point processes on the plane with an interaction that depends on the tiles of the Delaunay triangulation of points via a bounded triangle potential. It is shown that the class of these Gibbs processes…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

129.

Limiting Spectral Distribution of Circulant Type Matrices with Dependent Inputs
Bose, Arup; Indian Statistical Institute Kolkata - Hazra, Rajat Subhra; Indian Statistical Institute Kolkata - Saha, Koushik; Indian Statistical Institute Kolkata

Formato:	Peer-reviewed Article,
Enlaces:	Limiting spectral distribution (LSD) of scaled eigenvalues of circulant, symmetric circulant and a class of k-circulant matrices are known when the input sequence is independent and identically distributed with finite moments of suitable order. We derive the LSD of these…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

130.

Amplitude Equation for SPDEs with Quadratic Non-Linearities
Blömker, Dirk; Universität Augsburg - mohammed, Wael w; Universität Augsburg

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we rigorously derive stochastic amplitude equations for a rather general class of SPDEs with quadratic nonlinearities forced by small additive noise. Near a change of stability we use the natural separation of time-scales to show that the…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

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131.

Asymptotic Analysis for Bifurcating AutoRegressive Processes via a Martingale Approach
Bercu, Bernard; Université de Bordeaux - de Saporta, Benoîte; Université de Bordeaux - Gégout-Petit, Anne; Université de Bordeaux

Formato:	Peer-reviewed Article,
Enlaces:	We study the asymptotic behavior of the least squares estimators of the unknown parameters of general pth-order bifurcating autoregressive processes. Under very weak assumptions on the driven noise of the process, namely conditional pair-wise independence and suitable moment conditions, we…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

132.

Large Deviation Principle and Inviscid Shell Models
Bessaih, Hakima; University of Wyoming - Millet, Annie; University Paris 1

Formato:	Peer-reviewed Article,
Enlaces:	LDP is proved for the inviscid shell model of turbulence. As the viscosity coefficient converges to 0 and the noise intensity is multiplied by its square root, we prove that some shell models of turbulence with a multiplicative stochastic perturbation…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

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133.

Recurrence and Transience for Long-Range Reversible Random Walks on a Random Point Process
Caputo, Pietro; Università di Roma Tre - Faggionato, Alessandra; University La Sapienza Rome - Gaudilliere, Alexandre; University of Roma Tre

Formato:	Peer-reviewed Article,
Enlaces:	We consider reversible random walks in random environment obtained from symmetric long-range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and the jump rate function. For…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

134.

Asymptotic Normality in Density Support Estimation
Biau, Gérard; Université Pierre et Marie Curie -- Paris VI - Cadre, Benoit; ÉNS Cachan Bretagne - Mason, David M; University of Delaware - Pelletier, Bruno; Université Rennes 2

Formato:	Peer-reviewed Article,
Enlaces:	Let $X_1,\ldots,X_n$ be $n$ independent observations drawn from a multivariate probability density $f$ with compact support $S_f$. This paper is devoted to the study of the estimator $\hat{S}_n$ of $S_f$ defined as the union of balls centered at the $X_i$…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

135.

Moderate Deviations in a Random Graph and for the Spectrum of Bernoulli Random Matrices
Döring, Hanna; Ruhr-Universität Bochum - Eichelsbacher, Peter; Ruhr-Universität Bochum

Formato:	Peer-reviewed Article,
Enlaces:	We prove the moderate deviation principle for subgraph count statistics of Erdös-Rényi random graphs. This is equivalent in showing the moderate deviation principle for the trace of a power of a Bernoulli random matrix. It is done via an estimation…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

136.

The Exit Place of Brownian Motion in an Unbounded Domain
DeBlassie, Dante; New Mexico State University

Formato:	Peer-reviewed Article,
Enlaces:	For Brownian motion in an unbounded domain we study the influence of the "far away" behavior of the domain on the probability that the modulus of the Brownian motion is large when it exits the domain. Roughly speaking, if the…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

137.

Message from the Chair
Ron Paré; University of Houston

Formato:
Enlaces:	The very best thing about the Engineering Design Graphics Division is the renewing livelong friendships twice a year. The Division has a illustrious history. Become a part of its future. As I begin my short 12 month stint as…
Fecha:	2009-06-23
Recurso:	Engineering Design Graphics Journal

Recurso libre

138.

Message from the Chair
Holly K. Ault; Worchester Polytechnic Institute

Formato:
Enlaces:	What can you do, as a contributing member of the division? The ASEE’s Engineering Design Graphics Division’s 59th Annual Mid-year Meeting was held in Williamsburg, Virginia on November 21-23, 2004. Over one hundred members and friends attended the meeting…
Fecha:	2009-06-23
Recurso:	Engineering Design Graphics Journal

Recurso libre

139.

Message from the Editor
La Verne Abe Harris; Arizona State University

Formato:
Enlaces:	As teacher-scholars we do graphics. We research, manipulate, manage, evaluate, present, and apply graphics. Recently I had the privilege of writing a scholarly paper with Frederick D. Meyers from The Ohio State University. We researched the journey of engineering…
Fecha:	2009-08-13
Recurso:	Engineering Design Graphics Journal

Recurso libre

140.

Message from the Chair
Kathryn Holliday-Darr; Penn State Erie, The Behrend College

Formato:
Enlaces:	What an exciting year for the Engineering Design Graphics Division! At the last Mid-Year conference in Norfolk, Virginia, the executive committee saw a need for the Division to re-evaluate our current committee structure and charges. The discussions on which charges,…
Fecha:	2009-05-27
Recurso:	Engineering Design Graphics Journal

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141.

Message from the Editor
Eric N. Wiebe; North Carolina State University

Formato:
Enlaces:	Dear Members: The three articles in this issue reflect themes common to the Engineering Design Graphics Journal: a selection of graphics technology, techniques for the use of this technology, and issues with the integration of technology into the classroom.…
Fecha:	2009-06-23
Recurso:	Engineering Design Graphics Journal

Recurso libre

142.

Message from the Editor
Eric N. Wiebe; North Carolina State University

Formato:
Enlaces:	Dear Members: With the Fall semester cranking up, it's been a time of personal reflection on the content and method of instruction for our introductory graphics course. Regardless of how many years I've taught this course, I always see…
Fecha:	2009-06-23
Recurso:	Engineering Design Graphics Journal

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143.

Message from the Editor
Eric N. Wiebe; North Carolina State University

Formato:
Enlaces:	Dear Members: Our current issue contains three articles that represent the breadth of the work being done by its membership. Through a real-life, industrial application, Morales shows how geometry, mathematics, and design all come together in a project. Just…
Fecha:	2009-06-23
Recurso:	Engineering Design Graphics Journal

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144.

Message from the Editor
Susan G. Miller; Purdue University

Formato:
Enlaces:	Dear Members: This issue not only contains a variety of very interesting papers but also a look at the upcoming officer candidates for the Division. As members you will be given the opportunity to vote on these officer positions…
Fecha:	2009-06-02
Recurso:	Engineering Design Graphics Journal

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145.

Message from the Chair - Looking Outside Our Comfort Zone
Kathryn Holliday-Darr; Penn State Erie, The Behrend College

Formato:
Enlaces:	I would like to thank the EDGD membership for allowing me to serve as your Chair. It has been interesting, fun and nerve-wracking! At the Mid-Year Conference in Norfolk, VA, the EDGD Executive Committee took a hard look at…
Fecha:	2009-06-23
Recurso:	Engineering Design Graphics Journal

Recurso libre

146.

Message from the Chair
Judith Birchman; Purdue University

Formato:
Enlaces:	One simply has to attend a Division conference to receive “leadership and guidance” from successful educators from all around the country. For those who are unable to attend, the EDG Journal is our outlet “to inform the membership of current…
Fecha:	2009-06-23
Recurso:	Engineering Design Graphics Journal

Recurso libre

147.

A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
Mueller, Carl E; University of Rochester - Wu, Zhixin; DePauw University

Formato:	Peer-reviewed Article,
Enlaces:	We give a new representation of fractional Brownian motion with Hurst parameter $H\leq\frac{1}{2}$ using stochastic partial differential equations. This representation allows us to use the Markov property and time reversal, tools which are not usually available for fractional Brownian motion.…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

148.

Brownian couplings, convexity, and shy-ness
Kendall, Wilfrid S.; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	Benjamini, Burdzy and Chen (2007) introduced the notion of a shy coupling: a coupling of a Markov process such that, for suitable starting points, there is a positive chance of the two component processes of the coupling staying at least…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

149.

Sharp maximal inequality for martingales and stochastic integrals
Osekowski, Adam; University of Warsaw

Formato:	Peer-reviewed Article,
Enlaces:	Let $X=(X_t)_{t\geq 0}$ be a martingale and $H=(H_t)_{t\geq 0}$ be a predictable process taking values in $[-1,1]$. Let $Y$ denote the stochastic integral of $H$ with respect to $X$. We show that $$ \|\|\sup_{t\geq 0}Y_t\|\|_1 \leq \beta_0 \|\|\sup_{t\geq 0}\|X_t\|\|\|_1,$$ where…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

150.

Some two-dimensional finite energy percolation processes
Häggström, Olle; Chalmers University of Technology - Mester, Péter; Indiana University

Formato:	Peer-reviewed Article,
Enlaces:	Some examples of translation invariant site percolation processes on the $Z^2$ lattice are constructed, the most far-reaching example being one that satisfies uniform finite energy (meaning that the probability that a site is open given the status of all others…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability