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101.

Representation Theorem for Generators of BSDEs with Monotonic and Polynomial-Growth Generators in the Space of Processes
Fan, ShengJun; China University of Mining and Technology - Jiang, Long; China University of Mining and Technology - Xu, YingYing; China University of Mining and Technology

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, on the basis of some recent works of Fan, Jiang and Jia, we establish a representation theorem in the space of processes for generators of BSDEs with monotonic and polynomial-growth generators, which generalizes the corresponding results in…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

102.

Quenched Limits and Fluctuations of the Empirical Measure for Plane Rotators in Random Media.
Luçon, Eric; Université Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	The Kuramoto model has been introduced to describe synchronization phenomena observed in groups of cells, individuals, circuits, etc. The model consists of $N$ interacting oscillators on the one dimensional sphere $S^1$, driven by independent Brownian Motions with constant drift chosen…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

103.

Approximation by the Dickman Distribution and Quasi-Logarithmic Combinatorial Structures
Barbour, Andrew D; Universität Zürich - Nietlispach, Bruno; Universität Zürich

Formato:	Peer-reviewed Article,
Enlaces:	Quasi-logarithmic combinatorial structures are a class of decomposable combinatorial structures which extend the logarithmic class considered by Arratia, Barbour and Tavaré (2003). In order to obtain asymptotic approximations to their component spectrum, it is necessary first to establish an approximation…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

104.

On the Moment-Transfer Approach for Random Variables Satisfying a One-Sided Distributional Recurrence
Chen, Che-Hao; National Chiao Tung University - Fuchs, Michael; National Chiao Tung University

Formato:	Peer-reviewed Article,
Enlaces:	The moment-transfer approach is a standard tool for deriving limit laws of sequences of random variables satisfying a distributional recurrence. However, so far the approach could not be applied to certain "one-sided" recurrences with slowly varying moments and normal limit…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

105.

The Self-Similar Dynamics of Renewal Processes
Fisher, Albert Meads; University of Sao Paulo - Talet, Marina; Université de Provence

Formato:	Peer-reviewed Article,
Enlaces:	We prove an almost sure invariance principle in log density for renewal processes with gaps in the domain of attraction of an $\alpha$-stable law. There are three different types of behavior: attraction to a Mittag-Leffler process for $0<\alpha<1$, to a…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

106.

On the Asymptotic Internal Path Length and the Asymptotic Wiener Index of Random Split Trees
Munsonius, Goetz Olaf; University of Frankfurt

Formato:	Peer-reviewed Article,
Enlaces:	The random split tree introduced by Devroye (1999) is considered. We derive a second order expansion for the mean of its internal path length and furthermore obtain a limit law by the contraction method. As an assumption we need the…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

107.

Discrete Semi-Self-Decomposability Induced by Semigroups
Bouzar, Nadjib; University of Indianapolis

Formato:	Peer-reviewed Article,
Enlaces:	A continuous semigroup of probability generating functions $\mathcal{F}:=(F_t, t\ge 0)$ is used to introduce a notion of discrete semi-selfdecomposability, or $\mathcal{F}$-semi-selfdecomposability, for distributions with support on $\bf Z_+$. $\mathcal{F}$-semi-selfdecomposable distributions are infinitely divisible and are characterized by the absolute monotonicity…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

108.

Fractional Elliptic, Hyperbolic and Parabolic Random Fields
Leonenko, Nikolai; Cardiff University - Ruiz-Medina, Maria D.; University of Granada - Taqqu, Murad S.; Boston University

Formato:	Peer-reviewed Article,
Enlaces:	This paper introduces new classes of fractional and multifractional random fields arising from elliptic, parabolic and hyperbolic equations with random innovations derived from fractional Brownian motion. The case of stationary random initial conditions is also considered for parabolic and hyperbolic…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

109.

Attractors and Expansion for Brownian Flows
Dimitroff, Georgi; Fraunhofer ITWM - Scheutzow, Michael; Technische Universität Berlin

Formato:	Peer-reviewed Article,
Enlaces:	We show that a stochastic flow which is generated by a stochastic differential equation on $\mathbb{R}^d$ with bounded volatility has a random attractor provided that the drift component in the direction towards the origin is larger than a certain strictly…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

110.

Homogenization of Fractional Kinetic Equations with Random Initial Data
Liu, Gi-Ren; National Taiwan University - Shieh, Narn-Rueih; National Taiwan University

Formato:	Peer-reviewed Article,
Enlaces:	We present the small-scale limits for the homogenization of a class of spatial-temporal random fields; the field arises from the solution of a certain fractional kinetic equation and also from that of a related two-equation system, subject to given random…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

111.

Stable Poisson Graphs in One Dimension
Deijfen, Maria; Stockholm University - Holroyd, Alexander E.; Microsoft Research - Peres, Yuval; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	Let each point of a homogeneous Poisson process on R independently be equipped with a random number of stubs (half-edges) according to a given probability distribution $\mu$ on the positive integers. We consider schemes based on Gale-Shapley stable marriage for…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

112.

From the Pearcey to the Airy Process.
Adler, Mark; Brandeis University - Cafasso, Mattia; Université de Montréal - van Moerbeke, Pierre; Université Catholique de Louvain

Formato:	Peer-reviewed Article,
Enlaces:	Putting dynamics into random matrix models leads to finitely many nonintersecting Brownian motions on the real line for the eigenvalues, as was discovered by Dyson. Applying scaling limits to the random matrix models, combined with Dyson's dynamics, then leads to…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

113.

On the Marchenko-Pastur and Circular Laws for some Classes of Random Matrices with Dependent Entries
Adamczak, Radoslaw; University of Warsaw

Formato:	Peer-reviewed Article,
Enlaces:	In the first part of the article we prove limit theorems of Marchenko-Pastur type for the average spectral distribution of random matrices with dependent entries satisfying a weak law of large numbers, uniform bounds on moments and a martingale like…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

114.

Three Kinds of Geometric Convergence for Markov Chains and the Spectral Gap Property
Stadje, Wolfgang; University of Osnabrück - Wübker, Achim; University of Osnabrück

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we investigate three types of convergence for geometrically ergodic Markov chains (MCs) with countable state space, which in general lead to different `rates of convergence'. For reversible Markov chains it is shown that these rates coincide. For…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

115.

On the Spectral Gap of Brownian Motion with Jump Boundary
Kolb, Martin; University of Oxford - Wübker, Achim; University of Osnabrück

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are dierent and mainly…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

116.

Extremes of Gaussian Processes with Random Variance
Huesler, Juerg; University of Bern - Piterbarg, Vladimir; Moscow Lomonosov State university - Zhang, Yueming; University of Bern

Formato:	Peer-reviewed Article,
Enlaces:	Let $\xi(t)$ be a standard locally stationary Gaussian process with covariance function $1-r(t,t+s)\sim C(t)\|s\|^\alpha$ as $s\to0$, with $0<\alpha\leq 2$ and $C(t)$ a positive bounded continuous function. We are interested in the exceedance probabilities of $\xi(t)$ with a random standard deviation…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

117.

Some Sufficient Conditions for Infinite Collisions of Simple Random Walks on a Wedge Comb
Chen, Xinxing; Shanghai Jiaotong University - Chen, Dayue; Peking University

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, we give some sufficient conditions for the infinite collisions of independent simple random walks on a wedge comb with profile $\{f(n):n\in\mathbb{Z}\}$. One interesting result is that two independent simple random walks on the wedge comb will collide…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

118.

Critical Multitype Branching Systems: Extinction Results
Kevei, Peter; Centro de Investigacion en Matematicas Mexico - Lopez Mimbela, Jose Alfredo; Centro de Investigacion en Matematicas Mexico

Formato:	Peer-reviewed Article,
Enlaces:	We consider a critical branching particle system in $\mathbb{R}^d$, composed of individuals of a finite number of types $i\in\{1,\ldots,K\}$. Each individual of type i moves independently according to a symmetric $\alpha_i$-stable motion. We assume that the particle lifetimes and offspring…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

119.

Exact Asymptotic for Distribution Densities of Lévy Functionals
Knopova, Victoria P; Glushkov Institut of Cybernetics and National Academy of Science of Unkraine - Kulik, Alexei M; National Academy of Sciences of Ukraine

Formato:	Peer-reviewed Article,
Enlaces:	A version of the saddle point method is developed, which allows one to describe exactly the asymptotic behavior of distribution densities of Lévy driven stochastic integrals with deterministic kernels. Exact asymptotic behavior is established for (a) the transition probability density…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

120.

A $W^1_2$-Theory of Stochastic Partial Differential Systems of Divergence Type on $C^1$ Domains
Kijung, Lee; Ajou University - Kyeong-Hun, Kim; Korea University

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we study the stochastic partial differential systems of divergence type with $\mathcal{C}^1$ space domains in $\mathbb{R}^d$. Existence and uniqueness results are obtained in terms of Sobolev spaces with weights so that we allow the derivatives of the…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

121.

Exponential Approximation for the Nearly Critical Galton-Watson Process and Occupation Times of Markov Chains
Peköz, Erol A.; Boston University - Röllin, Adrian; National University of Singapore

Formato:	Peer-reviewed Article,
Enlaces:	In this article we provide new applications for exponential approximation using the framework of Peköz and Röllin (2011), which is based on Stein's method. We give error bounds for the nearly critical Galton-Watson process conditioned on non-extinction, and for the…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

122.

Time Correlations for the Parabolic Anderson Model
Gärtner, Jürgen; Technische Universität Berlin - Schnitzler, Adrian; Technische Universität Berlin

Formato:	Peer-reviewed Article,
Enlaces:	We derive exact asymptotics of time correlation functions for the parabolic Anderson model with homogeneous initial condition and time-independent tails that decay more slowly than those of a double exponential distribution and have a finite cumulant generating function. We use…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

123.

Exponential Utility Maximization in an Incomplete Market with Defaults
Lim, Thomas; LPMA Université Paris 7-ALMA Research - Quenez, Marie-Claire; LPMA Université Paris 7-INRIA

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, we study the exponential utility maximization problem in an incomplete market with a default time inducing a discontinuity in the price of stock. We consider the case of strategies valued in a closed set. Using dynamic programming…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

124.

A Discrete Approach to Rough Parabolic Equations
Deya, Aurélien; Université de Nancy

Formato:	Peer-reviewed Article,
Enlaces:	By combining the formalism of [8] with a discrete approach close to the considerations of [6], we interpret and we solve the rough partial differential equation $$dy_t=Ay_tdt+\sum_{i=1}^mf_i(y_t)dx_t^i, t\in[0,T]$$ on a compact domain $\mathcal{O}$ of $\mathbb{R}^n$, where $A$ is a rather…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

125.

The Fractional Poisson Process and the Inverse Stable Subordinator
Meerschaert, Mark M; Michigan State University - Nane, Erkan; Auburn University - Vellaisamy, P.; Indian Institute of Technology Bombay

Formato:	Peer-reviewed Article,
Enlaces:	The fractional Poisson process is a renewal process with Mittag-Leffler waiting times. Its distributions solve a time-fractional analogue of the Kolmogorov forward equation for a Poisson process. This paper shows that a traditional Poisson process, with the time variable replaced…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

126.

Randomised Reproducing Graphs
Jordan, Jonathan H; University of Sheffield

Formato:	Peer-reviewed Article,
Enlaces:	We introduce a model for a growing random graph based on simultaneous reproduction of the vertices. The model can be thought of as a generalisation of the reproducing graphs of Southwell and Cannings and Bonato et al to allow for…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

127.

Interacting Particle Systems and Yaglom Limit Approximation of Diffusions with Unbounded Drift
Villemonais, Denis; École Polytechnique

Formato:	Peer-reviewed Article,
Enlaces:	We study the existence and the exponential ergodicity of a general interacting particle system, whose components are driven by independent diffusion processes with values in an open subset of $\mathbb{R}^d$, $d\geq1$. The interaction occurs when a particle hits the boundary:…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

128.

Gaussian Upper Bounds for Heat Kernels of Continuous Time Simple Random Walks
Folz, Matthew; University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	We consider continuous time simple random walks with arbitrary speed measure $\theta$ on infinite weighted graphs. Write $p_t(x,y)$ for the heat kernel of this process. Given on-diagonal upper bounds for the heat kernel at two points $x_1,x_2$, we obtain a…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

129.

Isolated Zeros for Brownian Motion with Variable Drift
Antunovic, Tonci; University of California Berkeley - Burdzy, Krzysztof; University of Washington - Peres, Yuval; Microsoft Research - Ruscher, Julia; Technische Universität Berlin

Formato:	Peer-reviewed Article,
Enlaces:	It is well known that standard one-dimensional Brownian motion $B(t)$ has no isolated zeros almost surely. We show that for any $\alpha<1/2$ there are alpha-Hölder continuous functions $f$ for which the process $B-f$ has isolated zeros with positive probability. We…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

130.

Fluctuations of the Extreme Eigenvalues of Finite Rank Deformations of Random Matrices
Benaych-Georges, Florent; UPMC Université Paris 6 - Guionnet, Alice; École Normale Supérieure de Lyon - Maida, Mylène; Université Paris-Sud

Formato:	Peer-reviewed Article,
Enlaces:	Consider a deterministic self-adjoint matrix $X_n$ with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limiting measure. We perturb this matrix by adding a random finite rank matrix…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

131.

Functional Limit Theorems for Lévy Processes Satisfying Cramér's Condition
Barczy, Matyas; University of Debrecen - Bertoin, Jean; Université Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	We consider a Lévy process that starts from $x<0$ and conditioned on having a positive maximum. When Cramér's condition holds, we provide two weak limit theorems as $x$ goes to $-\infty$ for the law of the (two-sided) path shifted at…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

132.

Diffusion Approximation of a Multilocus Model with Assortative Mating
Etheridge, Alison M; University of Oxford - Lemaire, Sophie; Université Paris-Sud Orsay

Formato:	Peer-reviewed Article,
Enlaces:	To understand the effect of assortative mating on the genetic evolution of a population, we consider a finite population in which each individual has a type, determined by a sequence of n diallelic loci. We assume that the population evolves…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

133.

Asymptotic Normality of Hill Estimator for Truncated Data
Chakrabarty, Arijit; Indian Statistical Institute

Formato:	Peer-reviewed Article,
Enlaces:	The problem of estimating the tail index from truncated data is addressed in [2]. In that paper, a sample based (and hence random) choice of k is suggested, and it is shown that the choice leads to a consistent estimator…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

134.

Pfaffian Formulae for One Dimensional Coalescing and Annihilating Systems
Tribe, Roger; University of Warwick - Zaboronski, Oleg; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	The paper considers instantly coalescing, or instantly annihilating, systems of one-dimensional Brownian particles on the real line. Under maximal entrance laws, the distribution of the particles at a fixed time is shown to be Pfaffian point processes closely related to…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

135.

Almost Sure Localization of the Eigenvalues in a Gaussian Information Plus Noise Model. Application to the Spiked Models.
Loubaton, Philippe; Université Paris-Est Marne-la-Vallée - Vallet, Pascal; Université Paris-Est Marne-la-Vallée

Formato:	Peer-reviewed Article,
Enlaces:	Let $S$ be a $M$ times $N$ random matrix defined by $S = B + \sigma W$ where $B$ is a uniformly bounded deterministic matrix and where $W$ is an independent identically distributed complex Gaussian matrix with zero mean and…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

136.

The Time at which a Lévy Process Creeps
Griffin, Philip S; Syracuse University - Maller, Ross A; Australian National University

Formato:	Peer-reviewed Article,
Enlaces:	We show that if a Levy process creeps then the renewal function of the bivariate ascending ladder process satisfies certain continuity and differentiability properties. Then a left derivative of the renewal function is shown to be proportional to the distribution…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

137.

Self-Interacting Diffusions IV: Rate of Convergence
Benaïm, Michel; Université de Neuchâtel - Raimond, Olivier; Université Paris Ouest

Formato:	Peer-reviewed Article,
Enlaces:	Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is governed by a deterministic dynamical…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

138.

Quasi-sure Stochastic Analysis through Aggregation
Soner, Mete H; Swiss Finance Institute - Touzi, Nizar; Ecole Polytechnique Paris - Zhang, Jianfeng; University of Southern California

Formato:	Peer-reviewed Article,
Enlaces:	This paper is on developing stochastic analysis simultaneously under a general family of probability measures that are not dominated by a single probability measure. The interest in this question originates from the probabilistic representations of fully nonlinear partial differential equations…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

139.

A Note on Higher Dimensional p-Variation
Friz, Peter; Technische Universität and Weierstrass Institute for Applied Analysis and Stochastics, Berlin - Victoir, Nicolas; New York

Formato:	Peer-reviewed Article,
Enlaces:	We discuss $p$-variation regularity of real-valued functions defined on $[0,T]\times [0,T]$, based on rectangular increments. When $p>1$, there are two slightly different notions of $p$-variation; both of which are useful in the context of Gaussian roug paths. Unfortunately, these concepts…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

140.

A Note on the Probability of Cutting a Galton-Watson Tree
Devroye, Luc; McGill University

Formato:	Peer-reviewed Article,
Enlaces:	The structure of Galton-Watson trees conditioned to be of a given size is well-understood. We provide yet another embedding theorem that permits us to obtain asymptotic probabilities of events that are determined by what happens near the root of these…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

141.

On the Total External Length of the Kingman Coalescent
Janson, Svante; Uppsala University - Kersting, Götz; Goethe university Frankfurt

Formato:	Peer-reviewed Article,
Enlaces:	We prove asymptotic normality of the total length of external branches in the Kingman coalescent. The proof uses an embedded Markov chain, which can be described as follows: Take an urn with black balls. Empty it step by step according…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

142.

Pfaffian Stochastic Dynamics of Strict Partitions
Petrov, Leonid; Institute for Information Transmission Problems of Moscow

Formato:	Peer-reviewed Article,
Enlaces:	We study a family of continuous time Markov jump processes on strict partitions (partitions with distinct parts) preserving the distributions introduced by Borodin (1997) in connection with projective representations of the infinite symmetric group. The one-dimensional distributions of the processes…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

143.

Simple Bounds for the Convergence of Empirical and Occupation Measures in 1-Wasserstein Distance
Boissard, Emmanuel; Université de Toulouse

Formato:	Peer-reviewed Article,
Enlaces:	We study the problem of non-asymptotic deviations between a reference measure and its empirical version, in the 1-Wasserstein metric, under the standing assumption that the reference measure satisfies a transport-entropy inequality. We extend some results of F. Bolley, A. Guillin…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

144.

Stein's Method and the Multivariate CLT for Traces of Powers on the Compact Classical Groups
Döbler, Christian; Ruhr University Bochum - Stolz, Michael; Ruhr University Bochum

Formato:	Peer-reviewed Article,
Enlaces:	Let $M$ be a random element of the unitary, special orthogonal, or unitary symplectic groups, distributed according to Haar measure. By a classical result of Diaconis and Shahshahani, for large matrix size $n$, the vector of traces of consecutive powers…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

145.

Some New Approaches to Infinite Divisibility
Sapatinas, Theofanis; University of Cyprus - Shanbhag, Damodar; University of Cyprus - Gupta, Arjun K; Bowling Green State University

Formato:	Peer-reviewed Article,
Enlaces:	Using an approach based, amongst other things, on Proposition 1 of Kaluza (1928), Goldie (1967) and, using a different approach based especially on zeros of polynomials, Steutel (1967) have proved that each nondegenerate distribution function (d.f.) $F$ (on $\mathbb{R}$, the…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

146.

Large Deviations for Processes in Random Environments with Jumps
Matic, Ivan; Duke University

Formato:	Peer-reviewed Article,
Enlaces:	A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We study…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

147.

Functional Convergence to Stable Lévy Motions for Iterated Random Lipschitz Mappings
Louhichi, Sana; Université Joseph Fourier - Rio, Emmanuel; Université de Versailles Saint-Quentin en Y.

Formato:	Peer-reviewed Article,
Enlaces:	It is known that, in the dependent case, partial sums processes which are elements of $D([0,1])$ (the space of right-continuous functions on $[0,1]$ with left limits) do not always converge weakly in the $J_1$-topology sense. The purpose of our paper…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

148.

High-Dimensional Random Geometric Graphs and their Clique Number
Devroye, Luc; McGill University - György, András; Hungarian Academy of Sciences - Lugosi, Gábor; Pompeu Fabra University - Udina, Frederic; Pompeu Fabra University

Formato:	Peer-reviewed Article,
Enlaces:	We study the behavior of random geometric graphs in high dimensions. We show that as the dimension grows, the graph becomes similar to an Erdös-Rényi random graph. We pay particular attention to the clique number of such graphs and show…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

149.

Local Central Limit Theorems in Stochastic Geometry
Penrose, Mathew D.; University of Bath - Peres, Yuval; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	We give a general local central limit theorem for the sum of two independent random variables, one of which satisfies a central limit theorem while the other satisfies a local central limit theorem with the same order variance. We apply…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

Recurso libre

150.

Editorial - volume 04, número 02
Neiman, Zysman - Pedrini, Alexandre de Gusmão - Costa, Vivian Castilho da - Silva, Carlos Eduardo

Formato:
Enlaces:	Descripción completa.
Fecha:	2011-05-25
Recurso:	Revista Brasileira de Ecoturismo