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Aproximadamente 57 registro(s) hasta el momento: (journal)

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Recurso libre

Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
Dieker, A.B.; Georgia Institute of Technology - Moriarty, J.; University of Manchester

Formato:	Peer-reviewed Article,
Enlaces:	We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential product form. Relying on geometric ideas reminiscent of the reflection principle,…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

Uniqueness of the mixing measure for a random walk in a random environment on the positive integers
Eckhoff, Maren; Technical University of Munich - Rolles, Silke W.W.; Technical University of Munich

Formato:	Peer-reviewed Article,
Enlaces:	Consider a random walk in an irreducible random environment on the positive integers. We prove that the annealed law of the random walk determines uniquely the law of the random environment. An application to linearly edge-reinforced random walk is given.
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

Note: Random-to-front shuffles on trees
Bjorner, Anders; Royal Institute of Technology

Formato:	Peer-reviewed Article,
Enlaces:	A Markov chain is considered whose states are orderings of an underlying fixed tree and whose transitions are local ``random-to-front'' reorderings, driven by a probability distribution on subsets of the leaves. The eigenvalues of the transition matrix are determined using…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

Orthogonality and probability: beyond nearest neighbor transitions
Kovchegov, Yevgeniy V; Oregon State University

Formato:	Peer-reviewed Article,
Enlaces:	In this article, we will explore why Karlin-McGregor method of using orthogonal polynomials in the study of Markov processes was so successful for one dimensional nearest neighbor processes, but failed beyond nearest neighbor transitions. We will proceed by suggesting and…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

The scaling limit of senile reinforced random walk.
Holmes, Mark P; University of Auckland

Formato:	Peer-reviewed Article,
Enlaces:	This paper proves that the scaling limit of nearest-neighbour senile reinforced random walk is Brownian Motion when the time T spent on the first edge has finite mean. We show that under suitable conditions, when T has heavy tails the…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

A local limit theorem for the critical random graph
van der Hofstad, Remco W; Technische Universiteit Eindhoven - Kager, Wouter; VU University - Müller, Tobias; Tel Aviv University

Formato:	Peer-reviewed Article,
Enlaces:	We consider the limit distribution of the orders of the $k$ largest components in the Erdos-Rényi random graph inside the "critical window" for arbitrary $k$. We prove a local limit theorem for this joint distribution and derive an exact expression…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

Small time expansions for transition probabilities of some Lévy processes
Marchal, Philippe; CNRS and DMA, Ecole Normale Supérieure

Formato:	Peer-reviewed Article,
Enlaces:	We show that there exist Lévy processes $(X_t,t \geq 0)$ and reals $y>0$ such that for small $t$, the probability $P(X_t> y)$ has an expansion involving fractional powers or more general functions of $t$. This constrasts with previous results giving…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon
Janssen, A.J.E.M; Philips Research - Van Leeuwaarden, J.S.H.; Eindhoven University of Technology and EURANDOM

Formato:	Peer-reviewed Article,
Enlaces:	A Brownian motion observed at equidistant sampling points renders a random walk with normally distributed increments. For the difference between the expected maximum of the Brownian mo- tion and its sampled version, an expansion is derived with coefficients in terms…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

Characterization of distributions with the length-bias scaling property
Lopez-Garcia, Marcos; Instituto de Matematicas, UNAM

Formato:	Peer-reviewed Article,
Enlaces:	This paper characterizes the density functions of absolutely continuous positive random variables with finite expectation whose respective distribution functions satisfy the so-called length-bias scaling property.
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

10.

An Almost Sure Limit Theorem For the Maxima of Strongly Dependent Gaussian Sequences
Lin, Fuming; Sichuan University of Science and Engineering

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, we prove an almost sure limit theorem for the maxima of strongly dependent Gaussian sequences under some mild conditions. The result is an expansion of the weakly dependent result of E. Csaki and K. Gonchigdanzan.
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

11.

Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
Gao, Fuqing; Wuhan University - Jiang, Hui; Nanjing University of Aeronautics

Formato:	Peer-reviewed Article,
Enlaces:	Some deviation inequalities and moderate deviation principles for the maximum likelihood estimators of parameters in an Ornstein-Uhlenbeck process with linear drift are established by the logarithmic Sobolev inequality and the exponential martingale method.
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

12.

Non-perturbative approach to random walk in markovian environment
Dolgopyat, Dmitry; University of Maryland - Liverani, Carlangelo; Universito of Rome 2

Formato:	Peer-reviewed Article,
Enlaces:	We prove the CLT for a random walk in a dynamical environment where the states of the environment at different sites are independent Markov chains.
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

13.

An optimal Itô formula for Lévy processes
Eisenbaum, Nathalie; LPMA, Université Paris 6 - Walsh, Alexander; LPMA, Université Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	Several Itô formulas have been already established for Lévy processes. We explain according to which criteria they are not optimal and establish an extended Itô formula that satisfies that criteria. The interest, in particular, of this formula is to obtain…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

14.

Tesselation of a triangle by repeated barycentric subdivision
Hough, Robert D; Stanford University

Formato:	Peer-reviewed Article,
Enlaces:	Under iterated barycentric subdivision of a triangle, most triangles become flat in the sense that the largest angle tends to $\pi$. By analyzing a random walk on $SL_2(\mathbb{R})$ we give asymptotics with explicit constants for the number of flat triangles…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

15.

Standard representation of multivariate functions on a general probability space
Janson, Svante; Uppsala University

Formato:	Peer-reviewed Article,
Enlaces:	It is well-known that a random variable, i.e. a function defined on a probability space, with values in a Borel space, can be represented on the special probability space consisting of the unit interval with Lebesgue measure. We show an…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

16.

Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
Tudor, Ciprian A.; Universte de Paris 1

Formato:	Peer-reviewed Article,
Enlaces:	Using recent results on the behavior of multiple Wiener-Itô integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variables related to the increments of the fractional Brownian motion.
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

17.

Concentration of the spectral measure of large Wishart matrices with dependent entries
Guntuboyina, Adityanand; Yale University - Leeb, Hannes; Yale University

Formato:	Peer-reviewed Article,
Enlaces:	We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also considered.
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

18.

On the re-rooting invariance property of Lévy trees
Duquesne, Thomas; Université Pierre et Marie Curie - Le Gall, Jean-Francois; Université Paris-Sud

Formato:	Peer-reviewed Article,
Enlaces:	We prove a strong form of the invariance under re-rooting of the distribution of the continuous random trees called Lévy trees. This expends previous results due to several authors.
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

19.

Uniform bounds for exponential moment of maximum of a Dyck path
Khorunzhiy, Oleksiy; Université de Versailles, France - Marckert, Jean-François; CNRS, LabRI, Université de Bordeaux

Formato:	Peer-reviewed Article,
Enlaces:	Let us consider the maximum $M(D)$ of a Dyck path $D$ chosen uniformly in the set of Dyck paths with $2n$ steps. We prove that the exponential moment of $M(D)$ normalized by the square root of $n$ is bounded in…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

20.

A note on new classes of infinitely divisible distributions on $\mathbb{R}^d$
Maejima, Makoto; Keio University - Nakahara, Genta; Keio University

Formato:	Peer-reviewed Article,
Enlaces:	This paper introduces and studies a family of new classes of infinitely divisible distributions on $\mathbb{R}^d$ with two parameters. Depending on parameters, these classes connect the Goldie-Steutel-Bondesson class and the class of generalized type $G$ distributions, connect the Thorin class…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

21.

Density fluctuations for a zero-range process on the percolation cluster
Goncalves, Patricia C.; CMAT - U. Minho - Jara, Milton D.; Paris Dauphine

Formato:	Peer-reviewed Article,
Enlaces:	We prove that the density fluctuations for a zero-range process evolving on the $d$-dimensional supercritical percolation cluster, with $d\geq{3}$, are given by a generalized Ornstein-Uhlenbeck process in the space of distributions $\mathscr{S}'(\mathbb{R}^d)$.
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

22.

First-passage percolation on width-two stretches with exponential link weights
Schlemm, Eckhard; Zentrum Mathematik, Technische Université München

Formato:	Peer-reviewed Article,
Enlaces:	We consider the first-passage percolation problem on effectively one-dimensional graphs with vertex set $\{1,\dots,n\}\times\{0,1\}$ and translation-invariant edge-structure. For three of six non-trivial cases we obtain exact expressions for the asymptotic percolation rate $\chi$ by solving certain recursive distributional equations and…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

23.

An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps
Hoepfner, Reinhard; Johannes Gutenberg Universitaet Mainz

Formato:	Peer-reviewed Article,
Enlaces:	We extend the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps, in the special case where small jumps are summable.
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

24.

An extension of Mineka's coupling inequality
Posfai, Anna; University of Szeged

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we propose a refinement of Mineka's coupling inequality that gives a better upper bound for $d_{TV}\left({\cal L}\left(W\right),{\cal L}\left(W+1\right)\right)$, where $W$ is a sum of $n$ independent integer valued random variables, in the case when $\text{Var} W\gg n$.
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

25.

Maximum of Dyson Brownian motion and non-colliding systems with a boundary
Borodin, Alexei; California Institute of Technology - Ferrari, Patrik L; Bonn University - Prahofer, Michael; TU Munchen - Sasamoto, Tomohiro; Chiba University - Warren, Jon; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	We prove an equality-in-law relating the maximum of GUE Dyson's Brownian motion and the non-colliding systems with a wall. This generalizes the well known relation between the maximum of a Brownian motion and a reflected Brownian motion
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

26.

A note on directed polymers in gaussian environments
Hu, Yueyun; Université Paris XIII - Shao, Qi-Man; The Hong Kong University of Science and Technology

Formato:	Peer-reviewed Article,
Enlaces:	We study the problem of directed polymers in gaussian environments in $\mathbb{Z}^d$ from the viewpoint of a gaussian family indexed by the set of random walk paths. In the zero-temperature case, we give a numerical bound on the maximum of…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

27.

Small time asymptotics of Ornstein-Uhlenbeck densities in Hilbert spaces
Jegaraj, Terence; University of New South Wales

Formato:	Peer-reviewed Article,
Enlaces:	We show that Varadhan's small time asymptotics for densities of the solution of a stochastic differential equation in $\mathbb{R}^n$ carries over to a Hilbert space-valued Ornstein-Uhlenbeck process whose transition semigroup is strongly Feller and symmetric. In the Hilbert space setting,…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

28.

Identification of the rate function for large deviations of an irreducible Markov chain
Liu, Wei; Wuhan University - Wu, Liming; Université Blaise Pascal

Formato:	Peer-reviewed Article,
Enlaces:	For an irreducible Markov chain $(X_n)_{n\ge 0}$ we identify the rate function governing the large deviation estimation of empirical mean $\frac {1}{n} \sum_{k=0}^{n-1} f(X_k)$ by means of the Donsker-Varadhan's entropy. That allows us to obtain the lower bound of large…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

29.

Harnack Inequality for Functional SDEs with Bounded Memory
Es-Sarhir, Abdelhadi; TU (Berlin) - von Renesse, Max-K.; TU (Berlin) - Scheutzow, Michael; TU (Berlin)

Formato:	Peer-reviewed Article,
Enlaces:	We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang's dimension-free Harnack inequality [13]. The strong Feller property for the corresponding segment process is also obtained.
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

30.

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

31.

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

32.

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

33.

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

Recurso libre

34.

Stationary random graphs with prescribed iid degrees on a spatial Poisson process
Deijfen, Maria; Stockholm University

Formato:	Peer-reviewed Article,
Enlaces:	Let $[\mathcal{P}]$ be the points of a Poisson process on $R^d$ and $F$ a probability distribution with support on the non-negative integers. Models are formulated for generating translation invariant random graphs with vertex set $[\mathcal{P}]$ and iid vertex degrees with…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

35.

Moment identities for Skorohod integrals on the Wiener space and applications
Privault, Nicolas; City University of Hong Kong

Formato:	Peer-reviewed Article,
Enlaces:	We prove a moment identity on the Wiener space that extends the Skorohod isometry to arbitrary powers of the Skorohod integral on the Wiener space. As simple consequences of this identity we obtain sufficient conditions for the Gaussianity of the…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

36.

An elementary proof of Hawkes's conjecture on Galton-Watson trees.
Duquesne, Thomas S.A.; University Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	In 1981, J. Hawkes conjectured the exact form of the Hausdorff gauge function for the boundary of supercritical Galton-Watson trees under a certain assumption on the tail at infinity of the total mass of the branching measure. Hawkes's conjecture has…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

37.

A note on r-balayages of matrix-exponential L'evy processes
Sheu, Yuan-Chung; Department of Applied Mathematics, National Chiao Tung University, Hsinchu, Taiwan - Chen, Yu-Ting; Institute of Mathematics, Academia Sinica, Taipei, Taiwan

Formato:	Peer-reviewed Article,
Enlaces:	In this note we give semi-explicit solutions for $r$-balayages of matrix-exponential-Lévy processes. To this end, we turn to an identity for the joint Laplace transform of the first entry time and the undershoot and a semi-explicit solution of the negative…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

38.

Quantitative asymptotics of graphical projection pursuit
Meckes, Elizabeth S; Case Western Reserve University

Formato:	Peer-reviewed Article,
Enlaces:	There is a result of Diaconis and Freedman which says that, in a limiting sense, for large collections of high-dimensional data most one-dimensional projections of the data are approximately Gaussian. This paper gives quantitative versions of that result. For a…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

39.

First Eigenvalue of One-dimensional Diffusion Processes
Wang, Jian; School of Mathematics and Computer Science, Fujian Normal University

Formato:	Peer-reviewed Article,
Enlaces:	We consider the first Dirichlet eigenvalue of diffusion operators on the half line. A criterion for the equivalence of the first Dirichlet eigenvalue with respect to the maximum domain and that to the minimum domain is presented. We also describle…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

40.

A note on stochastic integration with respect to optional semimartingales
Kühn, Christoph; University of Frankfurt - Stroh, Maximilian; University of Frankfurt

Formato:	Peer-reviewed Article,
Enlaces:	In this note we discuss the extension of the elementary stochastic Ito-integral w.r.t. an optional semimartingale. The paths of an optional semimartingale possess limits from the left and from the right, but may have double jumps. This leads to quite…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

41.

A Note on a Feynman-Kac-Type Formula
Balan, Raluca M; University of Ottawa

Formato:	Peer-reviewed Article,
Enlaces:	In this article, we establish a probabilistic representation for the second-order moment of the solution of stochastic heat equation, with multiplicative noise, which is fractional in time and colored in space. This representation is similar to the one given in…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

42.

Rate of Escape of the Mixer Chain
Yadin, Ariel; Weizmann Institute

Formato:	Peer-reviewed Article,
Enlaces:	The mixer chain on a graph $G$ is the following Markov chain. Place tiles on the vertices of $G$, each tile labeled by its corresponding vertex. A "mixer" moves randomly on the graph, at each step either moving to a…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

43.

An easy proof of the $\zeta(2)$ limit in the random assignment problem
Wästlund, Johan; Chalmers University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	The edges of the complete bipartite graph $K_{n,n}$ are given independent exponentially distributed costs. Let $C_n$ be the minimum total cost of a perfect matching. It was conjectured by M. Mézard and G. Parisi in 1985, and proved by D.…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

44.

Large deviations in randomly coloured random graphs
Biggins, J. D.; The University of Sheffield, UK - Penman, D.B.; University of Essex, UK

Formato:	Peer-reviewed Article,
Enlaces:	Models of random graphs are considered where the presence or absence of an edge depends on the random types (colours) of its vertices, so that whether or not edges are present can be dependent. The principal objective is to study…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

45.

On mean numbers of passage times in small balls of discretized Itô processes
Bernardin, Frédéric; CETE de Lyon - Bossy, Mireille; INRIA Sophia Antipolis Méditerrannée - Martinez, Miguel; Université Paris-Est Marne-la-Vallée, LAMA, UMR 8050 CNRS - Talay, Denis; INRIA Sophia Antipolis Méditerrannée

Formato:	Peer-reviewed Article,
Enlaces:	The aim of this note is to prove estimates on mean values of the number of times that Itô processes observed at discrete times visit small balls in $\mathbb{R}^d$. Our technique, in the innite horizon case, is inspired by Krylov's…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

46.

The Barnes $G$ function and its relations with sums and products of generalized Gamma convolution variables
Nikeghbali, Ashkan; University of Zurich - Yor, Marc; Universite Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	We give a probabilistic interpretation for the Barnes $G$-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keating-Snaith for the Riemann zeta function, via the analogy with the characteristic polynomial…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

47.

Exponential inequalities for self-normalized processes with applications
de la Peña, Victor H; Columbia University - Pang, Guodong; Columbia University

Formato:	Peer-reviewed Article,
Enlaces:	We prove the following exponential inequality for a pair of random variables $(A,B)$ with $B >0$ satisfying the canonical assumption, $E[\exp(\lambda A - \frac{\lambda^2}{2} B^2)]\leq 1$ for $\lambda \in R$, $$P\left( \frac{\|A\|}{\sqrt{ \frac{2q-1}{q} \left(B^2+ (E[\|A\|^p])^{2/p} \right) }} \geq x \right)…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

48.

Spectrum of random Toeplitz matrices with band structure
Kargin, Vladislav; Stanford University

Formato:	Peer-reviewed Article,
Enlaces:	This paper considers the eigenvalues of symmetric Toeplitz matrices with independent random entries and band structure. We assume that the entries of the matrices have zero mean and a uniformly bounded 4th moment, and we study the limit of the…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

49.

From the Lifshitz tail to the quenched survival asymptotics in the trapping problem
Fukushima, Ryoki; University of Zurich

Formato:	Peer-reviewed Article,
Enlaces:	The survival problem for a diffusing particle moving among random traps is considered. We introduce a simple argument to derive the quenched asymptotics of the survival probability from the Lifshitz tail effect for the associated operator. In particular, the upper…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

50.

A type of Gauss' divergence formula on Wiener spaces
Otobe, Yoshiki; Department of Mathematical Sciences, Shinshu University

Formato:	Peer-reviewed Article,
Enlaces:	We will formulate a type of Gauss' divergence formula on sets of functions which are greater than a specific value of which boundaries are not regular. Such formula was first established by L. Zambotti in 2002 with a profound study…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability