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Aproximadamente 559 registro(s) hasta el momento: (journal)

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101.

Small Deviations for Beta Ensembles
Ledoux, Michel; Université de Toulouse - Rider, Brian; University of Colorado Boulder

Formato:	Peer-reviewed Article,
Enlaces:	We establish various small deviation inequalities for the extremal (soft edge) eigenvalues in the beta-Hermite and beta-Laguerre ensembles. In both settings, upper bounds on the variance of the largest eigenvalue of the anticipated order follow immediately.
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

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102.

Exponential Estimates for Stochastic Convolutions in 2-Smooth Banach Spaces
Seidler, Jan; Czech Academy of Sciences

Formato:	Peer-reviewed Article,
Enlaces:	Sharp constants in a (one-sided) Burkholder-Davis-Gundy type estimate for stochastic integrals in a 2-smooth Banach space are found. As a consequence, exponential tail estimates for stochastic convolutions are obtained via Zygmund's extrapolation theorem.
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

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103.

Well Posedness and Asymptotic Behavior for Stochastic Reaction-Diffusion Equations with Multiplicative Poisson Noise
Marinelli, Carlo; University of Bolzano - Roeckner, Michael; University of Bielefeld

Formato:	Peer-reviewed Article,
Enlaces:	We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of invariant measures for the associated semigroup in the…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

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104.

Multivariate Records Based on Dominance
Hwang, Hsien-Kuei; Academia Sinica Taipei - Tsai, Tsung-Hsi; Academia Sinica Taipei

Formato:	Peer-reviewed Article,
Enlaces:	We consider three types of multivariate records in this paper and derive the mean and the variance of their numbers for independent and uniform random samples from two prototype regions: hypercubes $[0,1]^d$ and d-dimensional simplex. Central limit theorems with convergence…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

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105.

The Maximum of Brownian Motion Minus a Parabola
Groeneboom, Piet; Delft University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	We derive a simple integral representation for the distribution of the maximum of Brownian motion minus a parabola, which can be used for computing the density and moments of the distribution, both for one-sided and two-sided Brownian motion.
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

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106.

The Maximum of Brownian Motion with Parabolic Drift
Janson, Svante; Uppsala University - Louchard, Guy; Université Libre de Bruxelles - Martin-Löf, Anders; Stockholm University

Formato:	Peer-reviewed Article,
Enlaces:	We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

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107.

Existence and Exponential Mixing of Infinite White $\alpha$-Stable Systems with Unbounded Interactions
Xu, Lihu; Technische Universität Berlin - Zegarlinski, Boguslaw; Imperial College London

Formato:	Peer-reviewed Article,
Enlaces:	We study an infinite white $\alpha$-stable systems with unbounded interactions, and prove the existence of a solution by Galerkin approximation and an exponential mixing property by an $\alpha$-stable version of gradient bounds.
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

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108.

Trees, Animals, and Percolation on Hyperbolic Lattices
Madras, Neal; York University - Wu, C. Chris; Penn State University

Formato:	Peer-reviewed Article,
Enlaces:	We study lattice trees, lattice animals, and percolation on non-Euclidean lattices that correspond to regular tessellations of two- and three-dimensional hyperbolic space. We prove that critical exponents of these models take on their mean field values. Our methods are mainly…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

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109.

G distributions and the beta-gamma algebra
Dufresne, Daniel; University of Melbourne

Formato:	Peer-reviewed Article,
Enlaces:	This paper has four interrelated themes: (1) express Laplace and Mellin transforms of sums of positive random variables in terms of the Mellin transform of the summands; (2) show the equivalence of the two Barnes' lemmas with known properties of…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

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110.

Integrability of Seminorms
Basse-O'Connor, Andreas; University of Aarhus

Formato:	Peer-reviewed Article,
Enlaces:	We study integrability and equivalence of $L^p$-norms of polynomial chaos elements. Relying on known results for Banach space valued polynomials, we extend and unify integrability for seminorms results to random elements that are not necessarily limits of Banach space valued…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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111.

Bulk Scaling Limit of the Laguerre Ensemble
Jacquot, Stephanie; University of Cambridge - Valko, Benedek; University of Wisconsin Madison

Formato:	Peer-reviewed Article,
Enlaces:	We consider the $\beta$-Laguerre ensemble, a family of distributions generalizing the joint eigenvalue distribution of the Wishart random matrices. We show that the bulk scaling limit of these ensembles exists for all $\beta>0$ for a general family of parameters and…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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112.

(Non)Differentiability and Asymptotics for Potential Densities of Subordinators
Döring, Leif; Technische Universität Berlin - Savov, Mladen; Oxford University

Formato:	Peer-reviewed Article,
Enlaces:	For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce asymptotic results and show…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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113.

Survival Probability of the Branching Random Walk Killed Below a Linear Boundary
Bérard, Jean; Université Claude Bernard - Lyon 1 - Gouéré, Jean-Baptiste; Université d'Orléans

Formato:	Peer-reviewed Article,
Enlaces:	We give an alternative proof of a result by N. Gantert, Y. Hu and Z. Shi on the asymptotic behavior of the survival probability of the branching random walk killed below a linear boundary, in the special case of deterministic…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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114.

Sharp and Strict $L^p$-Inequalities for Hilbert-Space-Valued Orthogonal Martingales
Osekowski, Adam; University of Warsaw

Formato:	Peer-reviewed Article,
Enlaces:	The paper contains the proofs of sharp moment estimates for Hilbert-space valued martingales under the assumptions of differential subordination and orthogonality. The results generalize those obtained by Banuelos and Wang. As an application, we sharpen an inequality for stochastic integrals…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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115.

Stochastic Order Methods Applied to Stochastic Travelling Waves
Tribe, Roger; University of Warwick - Woodward, Nicholas; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	This paper considers some one dimensional reaction diffusion equations driven by a one dimensional multiplicative white noise. The existence of a stochastic travelling wave solution is established, as well as a sufficient condition to be in its domain of attraction.…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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116.

Pathwise Differentiability for SDEs in a Smooth Domain with Reflection
Andres, Sebastian; University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we study a Skorohod SDE in a smooth domain with normal reflection at the boundary, in particular we prove that the solution is pathwise differentiable with respect to the deterministic starting point. The resulting derivatives evolve according…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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117.

Asymptotic Analysis for Stochastic Volatility: Edgeworth Expansion
Fukasawa, Masaaki; ETH Zürich

Formato:	Peer-reviewed Article,
Enlaces:	The validity of an approximation formula for European option prices under a general stochastic volatility model is proved in the light of the Edgeworth expansion for ergodic diffusions. The asymptotic expansion is around the Black-Scholes price and is uniform in…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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118.

Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients
Zhang, Xicheng; Wuhan University

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we prove the stochastic homeomorphism flow property and the strong Feller property for stochastic differential equations with sigular time dependent drifts and Sobolev diffusion coefficients. Moreover, the local well posedness under local assumptions are also obtained. In…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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119.

Interpolation Percolation
Zerner, Martin P.W.; University of Tuebingen

Formato:	Peer-reviewed Article,
Enlaces:	Let $X$ be a countably infinite set of real numbers and let $(Y_x)_{x\in X}$ be an independent family of stationary random subsets of the real numbers, e.g. homogeneous Poisson point processes. We give criteria for the almost sure existence of…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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120.

Spatial Random Permutations and Poisson-Dirichlet Law of Cycle Lengths
Betz, Volker; University of Warwick - Ueltschi, Daniel; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	We study spatial permutations with cycle weights that are bounded or slowly diverging. We show that a phase transition occurs at an explicit critical density. The long cycles are macroscopic and their cycle lengths satisfy a Poisson-Dirichlet law.
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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121.

Local Degree Distribution in Scale Free Random Graphs
Backhausz, Agnes; Eotvos Lorand University - Mori, Tamas F.; Eotvos Lorand University

Formato:	Peer-reviewed Article,
Enlaces:	In several scale free graph models the asymptotic degree distribution and the characteristic exponent change when only a smaller set of vertices is considered. Looking at the common properties of these models, we present sufficient conditions for the almost sure…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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122.

Branching Random Walks in Random Environment are Diffusive in the Regular Growth Phase
Heil, Hadrian; Universität Tübingen - Makoto, Nakashima; Kyoto University - Nobuo, Yoshida; Kyoto University

Formato:	Peer-reviewed Article,
Enlaces:	We treat branching random walks in random environment using the framework of Linear Stochastic Evolution. In spatial dimensions three or larger, we establish diusive behaviour in the entire growth phase. This can be seen through a Central Limit Theorem with…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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123.

Stochastic Flows Related to Walsh Brownian Motion
Hajri, Hatem; Université Paris Sud Orsay

Formato:	Peer-reviewed Article,
Enlaces:	We define an equation on a simple graph which is an extension of Tanaka's equation and the skew Brownian motion equation. We then apply the theory of transition kernels developed by Le Jan and Raimond and show that all the…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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124.

The First Hitting Time of a Single Point for Random Walks
Uchiyama, Kohei; Tokyo Institute of Technology

Formato:	Peer-reviewed Article,
Enlaces:	This paper concerns the first hitting time $T_0$ of the origin for random walks on $d$-dimensional integer lattice with zero mean and a finite $2+\delta$ absolute moment ($\delta\geq0$). We derive detailed asymptotic estimates of the probabilities $\mathbb{P}_x(T_0=n)$ as $n\to\infty$ that…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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125.

Products of Independent non-Hermitian Random Matrices
O'Rourke, Sean; Rutgers University - Soshnikov, Alexander B.; University of California Davis

Formato:	Peer-reviewed Article,
Enlaces:	We consider the product of a finite number of non-Hermitian random matrices with i.i.d. centered entries of growing size. We assume that the entries have a finite moment of order bigger than two. We show that the empirical spectral distribution…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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126.

A Note on Rate of Convergence in Probability to Semicircular Law
Bai, Zhidong; Northeast Normal University - Hu, Jiang; Northeast Normal University - Pan, Guangming; Nanyang Technological University - Zhou, Wang; National University of Singapore

Formato:	Peer-reviewed Article,
Enlaces:	In the present paper, we prove that under the assumption of the finite sixth moment for elements of a Wigner matrix, the convergence rate of its empirical spectral distribution to the Wigner semicircular law in probability is $O(n^{-1/2})$ when the…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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127.

Asymptotic Moments of Near Neighbor Distances for the Gaussian Distribution
Liitiäinen, Elia; Aalto University

Formato:	Peer-reviewed Article,
Enlaces:	We study the moments of the k-th nearest neighbor distance for independent identically distributed points in $\mathbb{R}^n$. In the earlier literature, the case with power higher than n has been analyzed by assuming a bounded support for the underlying density.…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability

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128.

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

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129.

Avoiding-Probabilities For Brownian Snakes and Super-Brownian Motion
Abraham, Romain; Université René Descartes (Paris 5) - Werner, Wendelin; Université Paris-Sud and IUF

Formato:	Peer-reviewed Article,
Enlaces:	We investigate the asymptotic behaviour of the probability that a normalized $d$-dimensional Brownian snake (for instance when the life-time process is an excursion of height 1) avoids 0 when starting at distance $\varepsilon$ from the origin. In particular we show…
Fecha:	1997-01-01
Recurso:	Electronic journal of probability

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130.

Extending the Martingale Measure Stochastic Integral With Applications to Spatially Homogeneous S.P.D.E.'s
Dalang, Robert C.; Ecole Polytechnique Fédérale

Formato:	Peer-reviewed Article,
Enlaces:	We extend the definition of Walsh's martingale measure stochastic integral so as to be able to solve stochastic partial differential equations whose Green's function is not a function but a Schwartz distribution. This is the case for the wave equation…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

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131.

The Law of the Maximum of a Bessel Bridge
Pitman, Jim; University of California, Berkeley - Yor, Marc; Université Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	Let $M_d$ be the maximum of a standard Bessel bridge of dimension $d$. A series formula for $P(M_d \le a)$ due to Gikhman and Kiefer for $d = 1,2, \ldots$ is shown to be valid for all real $d >0$.…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

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132.

On Semi-Martingale Characterizations of Functionals of Symmetric Markov Processes
Fukushima, Masatoshi; Kansai University

Formato:	Peer-reviewed Article,
Enlaces:	For a quasi-regular (symmetric) Dirichlet space $( {\cal E}, {\cal F})$ and an associated symmetric standard process $(X_t, P_x)$, we show that, for $u in {\cal F}$, the additive functional $u^(X_t) - u^(X_0)$ is a semimartingale if and only if…
Fecha:	1999-01-01
Recurso:	Electronic journal of probability

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133.

Martingales on Random Sets and the Strong Martingale Property
Sharpe, Michael J.; University of California, San Diego

Formato:	Peer-reviewed Article,
Enlaces:	Let $X$ be a process defined on an optional random set. The paper develops two different conditions on $X$ guaranteeing that it is the restriction of a uniformly integrable martingale. In each case, it is supposed that $X$ is the…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

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134.

Limit Distributions and Random Trees Derived from the Birthday Problem with Unequal Probabilities
Camarri, Michael; University of California, Berkeley - Pitman, Jim; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Given an arbitrary distribution on a countable set, consider the number of independent samples required until the first repeated value is seen. Exact and asymptotic formulae are derived for the distribution of this time and of the times until subsequent…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

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135.

Two Coalescents Derived from the Ranges of Stable Subordinators
Bertoin, Jean; Université Paris VI - Pitman, Jim; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Let $M_\alpha$ be the closure of the range of a stable subordinator of index $\alpha\in ]0,1[$. There are two natural constructions of the $M_{\alpha}$'s simultaneously for all $\alpha\in ]0,1[$, so that $M_{\alpha}\subseteq M_{\beta}$ for $0< \alpha < \beta < 1$:…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

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136.

The FBM Itô's Formula Through Analytic Continuation
Feyel, D.; Université de Evry - de La Pradelle, A.; Université Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	The Fractional Brownian Motion can be extended to complex values of the parameter $\alpha $ for $\Re\alpha >{1\over 2}$. This is a useful tool. Indeed, the obtained process depends holomorphically on the parameter, so that many formulas, as Itô formula,…
Fecha:	2001-01-01
Recurso:	Electronic journal of probability

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137.

Asymptotics of Certain Coagulation-Fragmentation Processes and Invariant Poisson-Dirichlet Measures
Mayer-Wolf, Eddy; Technion - Zeitouni, Ofer; Technion - Zerner, Martin P.W.; Stanford University

Formato:	Peer-reviewed Article,
Enlaces:	We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are distinct) or splitting the…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

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138.

On the Convergence of Stochastic Integrals Driven by Processes Converging on account of a Homogenization Property
Lejay, Antoine; INRIA Lorraine

Formato:	Peer-reviewed Article,
Enlaces:	We study the limit of functionals of stochastic processes for which an homogenization result holds. All these functionals involve stochastic integrals. Among them, we consider more particularly the Levy area and those giving the solutions of some SDEs. The main…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

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139.

Some Non-Linear S.P.D.E's That Are Second Order In Time
Dalang, Robert C.; Ecole Polytechnique Fédérale - Mueller, Carl; University of Rochester

Formato:	Peer-reviewed Article,
Enlaces:	We extend J.B. Walsh's theory of martingale measures in order to deal with stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous Gaussian noise. For…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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140.

Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle
Hamadène, Said; Universite du Maine - Ouknine, Youssef; Universite Cadi Ayyad

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we give a solution for the one-dimensional reflected backward stochastic differential equation when the noise is driven by a Brownian motion and an independent Poisson point process. We prove existence and uniqueness of the solution in using…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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141.

Fractional Ornstein-Uhlenbeck processes
Cheridito, Patrick; ETH Zurich - Kawaguchi, Hideyuki; Keio University and Sumitomo Mitsui Banking Corporation - Maejima, Makoto; Keio University

Formato:	Peer-reviewed Article,
Enlaces:	The classical stationary Ornstein-Uhlenbeck process can be obtained in two different ways. On the one hand, it is a stationary solution of the Langevin equation with Brownian motion noise. On the other hand, it can be obtained from Brownian motion…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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142.

On Convergence of Population Processes in Random Environments to the Stochastic Heat Equation with Colored Noise
Sturm, Anja; Technische Universität Berlin

Formato:	Peer-reviewed Article,
Enlaces:	We consider the stochastic heat equation with a multiplicative colored noise term on the real space for dimensions greater or equal to 1. First, we prove convergence of a branching particle system in a random environment to this stochastic heat…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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143.

The Norm of the Product of a Large Matrix and a Random Vector
Böttcher, Albrecht; TU Chemnitz - Grudsky, Sergei; CINVESTAV del I.P.N.

Formato:	Peer-reviewed Article,
Enlaces:	Given a real or complex $n \times n$ matrix $A_n$, we compute the expected value and the variance of the random variable $\\| A_n x\\|^2/\\| A_n \\|^2$, where $x$ is uniformly distributed on the unit sphere of $R^n$ or $C^n$.…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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144.

Competing Species Superprocesses with Infinite Variance
Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics - Mytnik, Leonid; Technion - Israel Institute of Technology

Formato:	Peer-reviewed Article,
Enlaces:	We study pairs of interacting measure-valued branching processes (superprocesses) with alpha-stable migration and $(1+\beta)$-branching mechanism. The interaction is realized via some killing procedure. The collision local time for such processes is constructed as a limit of approximating collision local times.…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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145.

Berry-Esseen Bounds for the Number of Maxima in Planar Regions
Bai, Zhi-Dong; National University of Singapore and Northeast Normal University - Hwang, Hsien-Kuei; Academia Sinica, Taipei - Tsai, Tsung-Hsi; Academia Sinica, Taipei

Formato:	Peer-reviewed Article,
Enlaces:	We derive the optimal convergence rate $O(n^{-1/4})$ in the central limit theorem for the number of maxima in random samples chosen uniformly at random from the right equilateral triangle with two sides parallel to the axes, the hypotenuse with the…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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146.

Brownian Motion on Compact Manifolds: Cover Time and Late Points
Dembo, Amir; Stanford University - Peres, Yuval; University of California, Berkeley - Rosen, Jay; College of Staten Island, CUNY

Formato:	Peer-reviewed Article,
Enlaces:	Let $M$ be a smooth, compact, connected Riemannian manifold of dimension $d>2$ and without boundary. Denote by $T(x,r)$ the hitting time of the ball of radius $r$ centered at $x$ by Brownian motion on $M$. Then, $C_r(M)=\sup_{x \in M} T(x,r)$…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

147.

Clustering Behavior of a Continuous-Sites Stepping-Stone Model with Brownian Migration
Zhou, Xiaowen; Department of Mathematics and Statistics, Concordia university

Formato:	Peer-reviewed Article,
Enlaces:	Clustering behavior is studied for a continuous-sites stepping-stone model with Brownian migration. It is shown that, if the model starts with the same mixture of different types of individuals over each site, then it will evolve in a way such…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

148.

Homogeneous Random Measures and Strongly Supermedian Kernels of a Markov Process
Fitzsimmons, Patrick J.; UCSD - Getoor, Ronald K.; UCSD

Formato:	Peer-reviewed Article,
Enlaces:	The potential kernel of a positive left additive functional (of a strong Markov process $X$) maps positive functions to strongly supermedian functions and satisfies a variant of the classical domination principle of potential theory. Such a kernel $V$ is called…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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149.

Large Deviation Principle for a Stochastic Heat Equation With Spatially Correlated Noise
Marquez-Carreras, David; Universitat de Barcelona - Sarra, Monica; Universitat de Barcelona

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we prove a large deviation principle (LDP) for a perturbed stochastic heat equation defined on $[0,T]\times [0,1]^d$. This equation is driven by a Gaussian noise, white in time and correlated in space. Firstly, we show the Holder…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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150.

Comparison Theorems for Small Deviations of Random Series
Gao, Fuchang; University of Idaho - Hannig, Jan; Colorado State University - Torcaso, Fred; Johns Hopkins University

Formato:	Peer-reviewed Article,
Enlaces:	Let ${\xi_n}$ be a sequence of i.i.d. positive random variables with common distribution function $F(x)$. Let ${a_n}$ and ${b_n}$ be two positive non-increasing summable sequences such that ${\prod_{n=1}^{\infty}(a_n/b_n)}$ converges. Under some mild assumptions on $F$, we prove the following comparison…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability