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Aproximadamente 107 registro(s) hasta el momento: (journal)

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Recurso libre

Truncated correlations in the stirring process with births and deaths
De Masi, Anna; Università di L'Aquila - Presutti, Errico; Università di Roma ''Tor Vergata'' - Tsagkarogiannis, Dimitrios; Università di Roma ''Tor Vergata'' - Vares, Maria Eulalia; Centro Brasileiro de Pesquisas Fisicas

Formato:	Peer-reviewed Article
Enlaces:	We consider the stirring process in the interval $\Lambda_N:=[-N,N]$ of $\mathbb Z$ with births and deaths taking place in the intervals $I_+:=(N-K,N]$, and respectively $I_-:=[-N,-N+K)$, $1 \le K <N$. We prove bounds on the truncated moments uniform in $N$ which…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

Localization of solutions to stochastic porous media equations: finite speed of propagation
Barbu, Viorel; Al.I.Cuza University - Roeckner, Michael; Bielefeld University

Formato:	Peer-reviewed Article
Enlaces:	It is proved that the solutions to the slow diffusion stochastic porous media equation $dX-{\Delta}( \|X\|^{m-1}X )dt=\sigma(X)dW_t,$ $ 1< m\le 5,$ in $\mathcal{O}\subset\mathbb{R}^d,\ d=1,2,3,$ have the property of finite speed of propagation of disturbances for $\mathbb{P}\text{-a.s.}$ ${\omega}\in{\Omega}$ on a sufficiently…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

Rates of convergence in the strong invariance principle under projective criteria
Dedecker, Jérôme; Université Paris Descartes - Doukhan, Paul; Université Cergy-Pontoise - Merlevède, Florence; Université Paris-Est Marne-la-Vallée

Formato:	Peer-reviewed Article
Enlaces:	We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our results apply to a large variety…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

On the existence of a time inhomogeneous skew Brownian motion and some related laws
Étoré, Pierre; Université de Grenoble - Martinez, Miguel; Université Paris-Est Marne-la-Vallée

Formato:	Peer-reviewed Article
Enlaces:	This article is devoted to the construction of a solution for the "skew inhomogeneous Brownian motion" equation, which first appear in a seminal paper by Sophie Weinryb (1983). We investigate some laws related to the constructed process. In particular, using…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

On the internal distance in the interlacement set
Černý, Jiří; University of Vienna - Popov, Serguei; University of Campinas UNICAMP

Formato:	Peer-reviewed Article
Enlaces:	We prove a shape theorem for the internal (graph) distance on the interlacement set $\mathcal{I}^u$ of the random interlacement model on $\mathbb Z^d$, $d\ge 3$. We provide large deviation estimates for the internal distance of distant points in this set, and use these estimates…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data
Rozkosz, Andrzej; Nicolaus Copernicus University - Slominski, Leszek; Nicolaus Copernicus University

Formato:	Peer-reviewed Article
Enlaces:	We consider semilinear obstacle problem with measure data associated with uniformly elliptic divergence form operator. We prove existence and uniqueness of entropy solution of the problem and provide stochastic representation of the solution in terms of some generalized reflected backward…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

Distribution of the supremum location of stationary processes
Samorodnitsky, Gennady; Cornell University - Shen, Yi; Cornell University

Formato:	Peer-reviewed Article
Enlaces:	The location of the unique supremum of a stationary process on an interval does not need to be uniformly distributed over that interval. We describe all possible distributions of the supremum location for a broad class of such stationary processes. We show that, in…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

On cover times for 2D lattices
Ding, Jian; Stanford University

Formato:	Peer-reviewed Article
Enlaces:	We study the cover time $\tau_{\mathrm{cov}}$ by (continuous-time) random walk on the 2D box of side length $n$ with wired boundary or on the 2D torus,and show that in both cases with probability approaching $1$ as $n$ increases,$\sqrt{\tau_{\mathrm{cov}}}=\sqrt{2n^2 [\sqrt{2/\pi} \log…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

Transport-Entropy inequalities on the line
Gozlan, Nathael; Université Marne-la-Vallée

Formato:	Peer-reviewed Article
Enlaces:	We give a necessary and sucient condition for transport entropy inequalities in dimension one. As an application, we construct a new example of a probability distribution verifying Talagrand's T2 inequality and not the logarithmic Sobolev inequality.
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

10.

Ergodicity of self-attracting motion
Kleptsyn, Victor; Université de Rennes 1 - Kurtzmann, Aline; Université de Lorraine

Formato:	Peer-reviewed Article
Enlaces:	We study the asymptotic behaviour of a class of self-attracting motions on $\mathbb{R}^d$. We prove the decrease of the free energy related to the system and mix it together with stochastic approximation methods. We finally obtain the (limit-quotient) ergodicity of…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

11.

Stochastic PDEs with multiscale structure
Hairer, Martin; University of Warwick - Kelly, David; University of Warwick

Formato:	Peer-reviewed Article
Enlaces:	We study the spatial homogenisation of parabolic linear stochastic PDEs exhibiting a two-scale structure both at the level of the linear operator and at the level of the Gaussiandriving noise. We show that in some cases, in particular when the forcing is given…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

12.

A clever (self-repelling) burglar
Dumaz, Laure; École Normale Supérieure, Université Paris-Sud, BME Budapest

Formato:	Peer-reviewed Article
Enlaces:	We derive the following property of the "true self-repelling motion", a continuous real-valued self-interacting process $(X_t, t \ge 0)$ introduced by Balint Toth and Wendelin Werner. Conditionally on its occupation time measure at time one (which is the information about…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

13.

Stein's method, heat kernel, and traces of powers of elements of compact Lie groups
Fulman, Jason; University of Southern California

Formato:	Peer-reviewed Article
Enlaces:	Combining Stein's method with heat kernel techniques, we show that the trace of the jth power of an element of U(n,C), USp(n,C), or SO(n,R) has a normal limit with error term C j/n, with C an absolute constant. In contrast to…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

14.

Penalizing null recurrent diffusions
Profeta, Christophe; Université d'Evry val d'Essonne

Formato:	Peer-reviewed Article
Enlaces:	We present some limit theorems for the normalized laws (with respect to functionals involving last passage times at a given level $a$ up to time $t$) of a large class of null recurrent diffusions. Our results rely on hypotheses on…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

15.

The compact support property for the $\Lambda$-Fleming-Viot process with underlying Brownian motion
Liu, Huili; Concordia University - Zhou, Xiaowen; Concordia University

Formato:	Peer-reviewed Article
Enlaces:	Using the lookdown construction of Donnelly and Kurtz we prove that, at any fixed positive time, the $\Lambda$-Fleming-Viot process with underlying Brownian motion has a compact support provided that the corresponding $\Lambda$-coalescent comes down from infinity not too slowly. We…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

Renewal theorems for random walk in random scenery
Guillotin-Plantard, Nadine; Université Lyon 1 - Pène, Françoise; Brest University

Formato:	Peer-reviewed Article
Enlaces:	In this work, we establish renewal-type theorems, with precise asymptotics, in in the context of random walk in random sceneries.
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

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17.

Lower bound estimate of the spectral gap for simple exclusion process with degenerate rates
Nagahata, Yukio; Niigata University

Formato:	Peer-reviewed Article
Enlaces:	We consider exclusion process with degenerate rates in a finite torus with size $n$. This model is a simplified model for some peculiar phenomena of the "glassy" dynamics. We prove that the spectral gap is bounded below by $C\rho^4/n^2$, where $\rho =…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

18.

Ergodic theory on stationary random graphs
Benjamini, Itai; Weizmann institute of science - Curien, Nicolas; ÉNS Paris

Formato:	Peer-reviewed Article
Enlaces:	A stationary random graph is a random rooted graph whose distribution is invariant under re-rooting along the simple random walk. We adapt the entropy technique developed for Cayley graphs and show in particular that stationary random graphs of subexponential growth…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

19.

Jump type SDEs for self-similar processes
Döring, Leif; Université Paris 6 - Barczy, Matyas; University of Debrecen

Formato:	Peer-reviewed Article
Enlaces:	We present a new approach to positive self-similar Markov processes (pssMps) by reformulating Lamperti's transformation via jump type SDEs. As applications, we give direct constructions of pssMps (re)started continuously at zero if the Lamperti transformed Lévy process is spectrally negative. Our paper…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

20.

A quantitative central limit theorem for the random walk among random conductances
Mourrat, Jean-Christophe; EPFL

Formato:	Peer-reviewed Article
Enlaces:	We consider the random walk among random conductances on $\mathbb{Z}^d$. We assume that the conductances are independent, identically distributed and uniformly bounded away from $0$ and infinity. We obtain a quantitative version of the central limit theorem for this random…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

21.

Numerical schemes for G-Expectations
Dolinsky, Yan; ETH Zurich and Hebrew University of Jerusalem

Formato:	Peer-reviewed Article
Enlaces:	We consider a discrete time analog of $G$-expectations and we prove that in the case where the time step goes to zero the corresponding values converge to the original $G$-expectation. Furthermore we provide error estimates for the convergence rate. This paper is continuation of…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

22.

Correlation-length bounds, and estimates for intermittent islands in parabolic SPDEs
Conus, Daniel; Lehigh University - Joseph, Mathew; University of Utah - Khoshnevisan, Davar; University of Utah

Formato:	Peer-reviewed Article
Enlaces:	We consider the nonlinear stochastic heat equation in one dimension. Under some conditions on the nonlinearity, we show that the "peaks" of the solution are rare, almost fractal like. We also provide an upper bound on the length of the "islands", the regions…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

23.

Reflected BSDEs with monotone generator
Klimsiak, Tomasz; Nicolaus Copernicus University in Torun

Formato:	Peer-reviewed Article
Enlaces:	We give necessary and sufficient condition for existence and uniqueness of $\mathbb{L}^{p}$-solutions of reflected BSDEs with continuous barrier, generator monotone with respect to $y$ and Lipschitz continuous with respect to $z$, and with data in $\mathbb{L}^{p}$, $p\ge 1$. We also…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

24.

Convergence of mixing times for sequences of random walks on finite graphs
Croydon, David A; University of Warwick - Hambly, Ben M; University of Oxford - Kumagai, Takashi; Kyoto University

Formato:	Peer-reviewed Article
Enlaces:	We establish conditions on sequences of graphs which ensure that the mixing times of the random walks on the graphs in the sequence converge. The main assumption is that the graphs, associated measures and heat kernels converge in a suitable…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

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25.

Ordered random walks with heavy tails
Denisov, Denis E; Cardiff University - Wachtel, Vitali; University of Munich

Formato:	Peer-reviewed Article
Enlaces:	This note continues paper of Denisov and Wachtel (2010), where we have constructed a $k$-dimensional random walk conditioned to stay in the Weyl chamber of type $A$. The construction was done under the assumption that the original random walk has…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

26.

Limit theorems for empirical processes based on dependent data
Berti, Patrizia; University of Modena and Reggio-Emilia - Pratelli, Luca; Accademia Navale di Livorno - Rigo, Pietro; University of Pavia

Formato:	Peer-reviewed Article
Enlaces:	Let $(X_n)$ be any sequence of random variables adapted to a filtration $(\mathcal{G}_n)$. Define $a_n(\cdot)=P\bigl(X_{n+1}\in\cdot\mid\mathcal{G}_n\bigr)$, $b_n=\frac{1}{n}\sum_{i=0}^{n-1}a_i$, and $\mu_n=\frac{1}{n}\,\sum_{i=1}^n\delta_{X_i}$. Convergence in distribution of the empirical processes $$ B_n=\sqrt{n}\,(\mu_n-b_n)\quad\text{and}\quad C_n=\sqrt{n}\,(\mu_n-a_n)$$ is investigated under uniform distance. If $(X_n)$ is conditionally identically distributed, convergence of…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

27.

Extinction of Fleming-Viot-type particle systems with strong drift
Bieniek, Mariusz; Maria Curie-Skƚodowska University - Burdzy, Krzysztof; University of Washington - Pal, Soumik; University of Washington

Formato:	Peer-reviewed Article
Enlaces:	We consider a Fleming-Viot-type particle system consisting of independently moving particles that are killed on the boundary of a domain. At the time of death of a particle, another particle branches. If there are only two particles and the underlying…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

28.

The need for speed: maximizing the speed of random walk in fixed environments
Procaccia, Eviatar Ben; Weizmann Institute of Science - Rosenthal, Ron; The Hebrew University of Jerusalem

Formato:	Peer-reviewed Article
Enlaces:	We study nearest neighbor random walks in fixed environments of $\mathbb{Z}$ composed of two point types : $(\frac{1}{2},\frac{1}{2})$ and$(p,1-p)$ for $p>\frac{1}{2}$. We show that for every environmentwith density of $p$ drifts bounded by $\lambda$ we have $\limsup_{n\rightarrow\infty}\frac{X_n}{n}\leq (2p-1)\lambda$, where $X_n$…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

29.

Vertices of high degree in the preferential attachment tree
Brightwell, Graham; London School of Economics - Luczak, Malwina; University of Sheffield

Formato:	Peer-reviewed Article
Enlaces:	We study the basic preferential attachment process, which generates a sequence of random trees, each obtained from the previous one by introducing a new vertex and joining it to one existing vertex, chosen with probability proportional to its degree. We investigate the…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

30.

Spectral analysis of 1D nearest-neighbor random walks and applications to subdiffusive trap and barrier models
Faggionato, Alessandra; University La Sapienza, Rome

Formato:	Peer-reviewed Article
Enlaces:	We consider a sequence $X^{(n)}$, $n \geq 1 $, of continuous-time nearest-neighbor random walks on the one dimensional lattice $\mathbb{Z}$. We reduce the spectral analysis of the Markov generator of $X^{(n)}$ with Dirichlet conditions outside $(0,n)$ to the analogous problem …
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

31.

On optimal stationary couplings between stationary processes
Rüschendorf, Ludger; University of Freiburg - Sei, Tomonari; Keio University

Formato:	Peer-reviewed Article
Enlaces:	By a classical result of Gray, Neuhoff and Shields (1975) the rhobar-distance between stationary processes is identified with an optimal stationary coupling problem of the corresponding stationary measures on the infinite product spaces. This is a modification of the optimal…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

32.

Two-sided random walks conditioned to have no intersections
Shiraishi, Daisuke; Kyoto University

Formato:	Peer-reviewed Article
Enlaces:	Let $S^{1},S^{2}$ be independent simple random walks in $\mathbb{Z}^{d}$ ($d=2,3$) started at the origin. We construct two-sided random walk paths conditioned that $S^{1}[0,\infty ) \cap S^{2}[1, \infty ) = \emptyset$ by showing the existence of the following limit:\begin{equation*}\lim _{n \rightarrow…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

33.

Parrondo's paradox via redistribution of wealth
Ethier, Stewart N.; University of Utah - Lee, Jiyeon; Yeungnam University

Formato:	Peer-reviewed Article
Enlaces:	In Toral's games, at each turn one member of an ensemble of $N\ge2$ players is selected at random to play. He plays either game $A'$, which involves transferring one unit of capital to a second randomly chosen player, or game…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

34.

Large deviations for self-intersection local times in subcritical dimensions
Laurent, Clément; Université de Provence

Formato:	Peer-reviewed Article
Enlaces:	Let $(X_t,t\geq 0)$ be a simple symmetric random walk on $\mathbb{Z}^d$ and for any $x\in\mathbb{Z}^d$, let $ l_t(x)$ be its local time at site $x$. For any $p>1$, we denote by$ I_t= \sum\limits_{x\in\mathbb{Z}^d} l_t(x)^p $ the p-fold self-intersection local times…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

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35.

Predictable projections of conformal stochastic integrals: an application to Hermite series and to Widder's representation
Casserini, Matteo; ETH Zürich - Delbaen, Freddy; ETH Zürich

Formato:	Peer-reviewed Article
Enlaces:	In this article, we study predictable projections of stochastic integrals with respect to the conformal Brownian motion, extending the connection between powers of the conformal Brownian motion and the corresponding Hermite polynomials. As a consequence of this result, we then…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

36.

A quasi-sure approach to the control of non-Markovian stochastic differential equations
Nutz, Marcel; Columbia University

Formato:	Peer-reviewed Article
Enlaces:	We study stochastic differential equations (SDEs) whose drift and diffusion coefficients are path-dependent and controlled. We construct a value process on the canonical path space, considered simultaneously under a family of singular measures, rather than the usual family of processes…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

37.

Uniqueness of the representation for $G$-martingales with finite variation
Song, Yongsheng; Chinese Academy of Sciences, Beijing

Formato:	Peer-reviewed Article
Enlaces:	Letting $\{\delta_n\}$ be a refining sequence of Rademacher functions on the interval $[0,T]$, we introduce a functional on processes in the $G$-expectation space by [d(K)=\limsup_n\hat{E}[\int_0^T\delta_n(s)dK_s].\] We prove that $d(K)>0$ if $K_t=\int_0^t\eta_sd\langle B\rangle_s$ with nontrivial $\eta\in M^1_G(0,T)$ and that $d(K)=0$ if $K_t=\int_0^t\eta_sds$ with $\eta\in M^1_G(0,T)$. This implies…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

38.

First occurrence of a word among the elements of a finite dictionary in random sequences of letters
De Santis, Emilio; University of Roma "La Sapienza" - Spizzichino, Fabio L.; University of Roma "La Sapienza"

Formato:	Peer-reviewed Article
Enlaces:	In this paper we study a classical model concerning occurrence of words in a random sequence of letters from an alphabet. The problem can be studied as a game among $(m+1)$ words: the winning word in this game is the one that occurs…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

39.

The role of disorder in the dynamics of critical fluctuations of mean field models
Collet, Francesca; Universidad Carlos III de Madrid - Dai Pra, Paolo; Universita' di Padova

Formato:	Peer-reviewed Article
Enlaces:	The purpose of this paper is to analyze how disorder affects the dynamics of critical fluctuations for two different types of interacting particle system: the Curie-Weiss and Kuramoto model. The models under consideration are a collection of spins and rotators…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

40.

One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times
Martinez, Miguel; Université Paris-Est - Marne-la-Vallée - Talay, Denis; INRIA Sophia Antipolis

Formato:	Peer-reviewed Article
Enlaces:	In this paper we consider one-dimensional partial differential equations of parabolic type involving a divergence form operator with a discontinuous coefficient and a compatibility transmission condition. We prove existence and uniqueness result by stochastic methods which also allow us to…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

41.

A comment on the Wigner-Dyson-Mehta bulk universality conjecture for Wigner matrices
Erdős, László; LMU-University of Munich - Yau, Horng-Tzer; Harvard University

Formato:	Peer-reviewed Article
Enlaces:	Recently we proved that the eigenvalue correlation functions of a general class of random matrices converge, weakly with respect to the energy, to the corresponding ones of Gaussian matrices. Tao and Vu gave a proof that for the special case of Hermitian…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

42.

Internal aggregation models on comb lattices
Huss, Wilfried; Vienna University of Technology - Sava, Ecaterina; Graz University of Technology

Formato:	Peer-reviewed Article
Enlaces:	The two-dimensional comb lattice $\mathcal{C}_2$ is a natural spanning tree of the Euclidean lattice $\mathbb{Z}^2$. We study three related cluster growth models on $\mathcal{C}_2$: internal diffusion limited aggregation (IDLA), in which random walkers move on the vertices of $\mathcal{C}_2$ until…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

43.

Fixation probability for competing selective sweeps
Cuthbertson, Charles; Morgan Stanley - Etheridge, Alison; University of Oxford - Yu, Feng; University of Bristol

Formato:	Peer-reviewed Article
Enlaces:	We consider a biological population in which a beneficial mutation is undergoing a selective sweep when a second beneficial mutation arises at a linked locus. We investigate the probability that both mutations will eventually fix in the population. Previous work…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

44.

Simulation reduction of the Ising model to general matchings
Huber, Mark L; Claremont McKenna College - Law, Jenny; Duke University

Formato:	Peer-reviewed Article
Enlaces:	A distribution is tractable if it is possible to approximately sample from the distribution in polynomial time. Here the ferromagnetic Ising model with unidrectional magnetic field is shown to be reducible to a standard distribution on matchings that is tractable.…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

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45.

Large deviations for non-crossing partitions
Ortmann, Janosch; University of Warwick

Formato:	Peer-reviewed Article
Enlaces:	We prove a large deviations principle for the empirical law of the block sizes of a uniformly distributed non-crossing partition. Using well-known bijections we relate this to other combinatorial objects, including Dyck paths, permutations and parking functions. As an application…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

46.

An asymptotically Gaussian bound on the Rademacher tails
Pinelis, Iosif; Michigan Technological University

Formato:	Peer-reviewed Article
Enlaces:	An explicit upper bound on the tail probabilities for the normalized Rademacher sums is given. This bound, which is best possible in a certain sense, is asymptotically equivalent to the corresponding tail probability of the standard normal distribution, thus affirming…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

47.

On uniqueness in law for parabolic SPDEs and infinite-dimensional SDEs
Bass, Richard F.; University of Connecticut - Perkins, Edwin A.; University of British Columbia

Formato:	Peer-reviewed Article
Enlaces:	We give a sufficient conditions for uniqueness inlaw for the stochastic partial differential equation$$\frac{\partial u}{\partial t}(x,t)=\tfrac12 \frac{\partial^2 u}{\partial x^2}(x,t)+A(u(\cdot,t)) \dot W_{x,t},$$where $A$ is an operator mapping $C[0,1]$ into itself and $\dot W$ isa space-time white noise. The approach is to…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

48.

Harnack inequalities for subordinate Brownian motions
Mimica, Ante; University of Bielefeld - Kim, Panki; Seoul National University

Formato:	Peer-reviewed Article
Enlaces:	In this paper, we consider subordinate Brownian motion $X$ in $\mathbb{R}^d$, $d \ge 1$, where the Laplace exponent $\phi$ of the corresponding subordinator satisfies some mild conditions. The scale invariant Harnack inequality is proved for $X$. We first give new forms of asymptotical properties of…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

49.

Triviality of the 2D stochastic Allen-Cahn equation
Hairer, Martin; University of Warwick - Ryser, Marc Daniel; Duke University - Weber, Hendrik; University of Warwick

Formato:	Peer-reviewed Article
Enlaces:	We consider the stochastic Allen-Cahn equation driven by mollified space-time white noise. We show that, as the mollifier is removed, the solutions converge weakly to 0, independently of the initial condition. If the intensity of the noise simultaneously converges to 0…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability

Recurso libre

50.

The number of bit comparisons used by Quicksort: an average-case analysis
Fill, James Allen; The Johns Hopkins University - Janson, Svante; Uppsala University

Formato:	Peer-reviewed Article
Enlaces:	The analyses of many algorithms and data structures (such as digital search trees) for searching and sorting are based on the representation of the keys involved as bit strings and so count the number of bit comparisons. On the other…
Fecha:	2012-01-01
Recurso:	Electronic journal of probability